# EDGAR Filing Document

**Accession Number:** 0000872649
**File Stem:** 0001410368-25-031125
**Filing Date:** 2025-11
**Character Count:** 588471
**Document Hash:** be478e8f0f2fb6f9dae1dde60524151c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-031125.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-031125

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS II
- **CENTRAL INDEX KEY:** 0000872649

**ORGANIZATION NAME:**
- **EIN:** 043113285
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06241
- **FILM NUMBER:** 251522587

**BUSINESS ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 617-449-2810

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS I
- **DATE OF NAME CHANGE:** 20031119

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS
- **DATE OF NAME CHANGE:** 20031015

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS II
- **DATE OF NAME CHANGE:** 20030718

## Series and Classes Contracts Data

### Loomis Sayles Investment Grade Bond Fund (Series ID: S000006701)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018234 | Class A      | LIGRX           |
| C000018236 | Class C      | LGBCX           |
| C000018238 | Class Y      | LSIIX           |
| C000082998 | Admin Class  | LIGAX           |
| C000125485 | Class N      | LGBNX           |

## Nport-Ex

**Portfolio of Investments – as of September 30, 2025 (Unaudited)**

Loomis Sayles Investment Grade Bond Fund

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount** <br>| **Description** | **Value (†)** |
| **Bonds and Notes — 88.5% of Net Assets** | **Bonds and Notes — 88.5% of Net Assets** | **Bonds and Notes — 88.5% of Net Assets** |
| **Non-Convertible Bonds — 88.3%** | **Non-Convertible Bonds — 88.3%** | **Non-Convertible Bonds — 88.3%** |
|  | **ABS Car Loan — 4.8%** | **ABS Car Loan — 4.8%** |
| $968830 | &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust, Series 2022-4, Class D, <br> 8.000%, 2/15/2029(a)<br>| &nbsp;&nbsp; $979949 |
| 4120620 | &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust, Series 2023-2, Class C, <br> 5.960%, 8/13/2029(a)<br>| &nbsp;&nbsp; 4129569 |
| 4795000 | &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust, Series 2023-3, Class D, <br> 6.820%, 10/12/2029(a)<br>| &nbsp;&nbsp; 4904996 |
| 11365000 | &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust, Series 2023-4, Class D, <br> 7.650%, 9/12/2030(a)<br>| &nbsp;&nbsp; 11789710 |
| 5340000 | &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust, Series 2024-3, Class D, <br> 6.040%, 7/12/2030(a)<br>| &nbsp;&nbsp; 5470595 |
| 6500000 | &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust, Series 2025-1, Class D, <br> 5.540%, 8/12/2031(a)<br>| &nbsp;&nbsp; 6582131 |
| 1875000 | &nbsp;&nbsp; AutoNation Finance Trust, Series 2025-1A, <br> Class C, 5.190%, 12/10/2030(a)<br>| &nbsp;&nbsp; 1909685 |
| 3580000 | &nbsp;&nbsp; AutoNation Finance Trust, Series 2025-1A, <br> Class D, 5.630%, 9/10/2032(a)<br>| &nbsp;&nbsp; 3656291 |
| 7425000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2020-2A, Class A, 2.020%, 2/20/2027(a)<br>| &nbsp;&nbsp; 7385423 |
| 2116667 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2020-2A, Class C, 4.250%, 2/20/2027(a)<br>| &nbsp;&nbsp; 2113978 |
| 11605000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2021-2A, Class D, 4.080%, 2/20/2028(a)<br>| &nbsp;&nbsp; 11313935 |
| 5705000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-1A, Class A, 5.250%, 4/20/2029(a)<br>| &nbsp;&nbsp; 5834830 |
| 6230000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-1A, Class D, 7.590%, 4/20/2029(a)<br>| &nbsp;&nbsp; 6414046 |
| 3780000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-2A, Class D, 7.260%, 10/20/2027(a)<br>| &nbsp;&nbsp; 3823504 |
| 3960000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-3A, Class D, 7.320%, 2/20/2028(a)<br>| &nbsp;&nbsp; 4021579 |
| 7985000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-4A, Class C, 7.240%, 6/20/2029(a)<br>| &nbsp;&nbsp; 8366227 |
| 5280000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-5A, Class D, 7.350%, 4/20/2028(a)<br>| &nbsp;&nbsp; 5362690 |
| 8910000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-8A, Class C, 7.340%, 2/20/2030(a)<br>| &nbsp;&nbsp; 9458557 |
| 22410000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2024-1A, Class A, 5.360%, 6/20/2030(a)<br>| &nbsp;&nbsp; 23214250 |
| 8845000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2024-1A, Class C, 6.480%, 6/20/2030(a)<br>| &nbsp;&nbsp; 9179645 |
| 17240000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2024-2A, Class A, 5.130%, 10/20/2028(a)<br>| &nbsp;&nbsp; 17525236 |
| 8638000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2024-3A, Class A, 5.230%, 12/20/2030(a)<br>| &nbsp;&nbsp; 8905653 |
| 6595000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2024-3A, Class C, 6.110%, 12/20/2030(a)<br>| &nbsp;&nbsp; 6770885 |
| 21010000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization <br> Trust, Series 2023-1, Class D, <br> 7.840%, 8/15/2029<br>| &nbsp;&nbsp; 22061544 |
| 8930000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization <br> Trust, Series 2024-2, Class C, <br> 6.070%, 2/15/2030<br>| &nbsp;&nbsp; 9089051 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $9890000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization <br> Trust, Series 2024-2, Class D, <br> 6.300%, 2/15/2030<br>| &nbsp;&nbsp; $10149118 |
| 2550000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2021-3, <br> Class D, 1.500%, 1/18/2028<br>| &nbsp;&nbsp; 2546417 |
| 1100000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2022-1, <br> Class D, 2.470%, 7/17/2028<br>| &nbsp;&nbsp; 1090035 |
| 11965000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2023-1, <br> Class D, 6.270%, 11/15/2029<br>| &nbsp;&nbsp; 12282308 |
| 1540000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2023-2, <br> Class D, 6.550%, 10/15/2029<br>| &nbsp;&nbsp; 1584612 |
| 3035000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2023-4, <br> Class D, 7.160%, 4/15/2030<br>| &nbsp;&nbsp; 3173460 |
| 4250000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2024-1, <br> Class D, 6.000%, 7/15/2030<br>| &nbsp;&nbsp; 4356832 |
| 11525000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2024-2, <br> Class B, 5.690%, 11/15/2029<br>| &nbsp;&nbsp; 11845845 |
| 390000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2024-2, <br> Class D, 6.420%, 10/15/2030<br>| &nbsp;&nbsp; 402620 |
| 13025000 | &nbsp;&nbsp; CarMax Select Receivables Trust, <br> Series 2025-A, Class C, 5.460%, 7/15/2031<br>| &nbsp;&nbsp; 13312747 |
| 21175000 | &nbsp;&nbsp; CarMax Select Receivables Trust, <br> Series 2025-A, Class D, 5.860%, 7/15/2031<br>| &nbsp;&nbsp; 21663757 |
| 3810000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2023-N1, Class D, 6.690%, 7/10/2029(a)<br>| &nbsp;&nbsp; 3896947 |
| 1860000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2023-N4, Class D, 7.220%, 2/11/2030(a)<br>| &nbsp;&nbsp; 1937191 |
| 2535000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-N1, Class D, 6.300%, 5/10/2030(a)<br>| &nbsp;&nbsp; 2600485 |
| 7375000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-N1, Class C, 5.800%, 5/10/2030(a)<br>| &nbsp;&nbsp; 7526984 |
| 3432000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-N2, Class D, 6.440%, 9/10/2030(a)<br>| &nbsp;&nbsp; 3550390 |
| 7669000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-N3, Class D, <br> 5.380%, 12/10/2030(a)<br>| &nbsp;&nbsp; 7750522 |
| 12997000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-P1, Class A4, 5.080%, 3/11/2030(a)<br>| &nbsp;&nbsp; 13231307 |
| 1810000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-P4, Class C, 5.100%, 5/12/2031<br>| &nbsp;&nbsp; 1824287 |
| 8895000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2025-P1, Class C, 5.340%, 8/11/2031<br>| &nbsp;&nbsp; 9030880 |
| 880000 | &nbsp;&nbsp; Chesapeake Funding II LLC, Series 2023-1A, <br> Class D, 6.690%, 5/15/2035(a)<br>| &nbsp;&nbsp; 893681 |
| 2970000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2023-1A, Class C, 7.710%, 7/15/2033(a)<br>| &nbsp;&nbsp; 3044214 |
| 2035000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2023-3A, Class C, 7.620%, 12/15/2033(a)<br>| &nbsp;&nbsp; 2107171 |
| 3460000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-1A, Class C, 6.710%, 7/17/2034(a)<br>| &nbsp;&nbsp; 3560764 |
| 13290000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-2A, Class A, 5.950%, 6/15/2034(a)<br>| &nbsp;&nbsp; 13577636 |
| 6260000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-2A, Class C, 6.700%, 10/16/2034(a)<br>| &nbsp;&nbsp; 6485840 |
| 6255000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-3A, Class C, 5.390%, 1/16/2035(a)<br>| &nbsp;&nbsp; 6321425 |
| 21060000 | &nbsp;&nbsp; Drive Auto Receivables Trust, Series 2024-1, <br> Class C, 5.430%, 11/17/2031<br>| &nbsp;&nbsp; 21404521 |
| 5830731 | &nbsp;&nbsp; DT Auto Owner Trust, Series 2022-1A, <br> Class D, 3.400%, 12/15/2027(a)<br>| &nbsp;&nbsp; 5808510 |
| 9695000 | &nbsp;&nbsp; DT Auto Owner Trust, Series 2023-1A, <br> Class D, 6.440%, 11/15/2028(a)<br>| &nbsp;&nbsp; 9855896 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $10700000 | &nbsp;&nbsp; DT Auto Owner Trust, Series 2023-2A, <br> Class D, 6.620%, 2/15/2029(a)<br>| &nbsp;&nbsp; $10957433 |
| 7695000 | &nbsp;&nbsp; DT Auto Owner Trust, Series 2023-3A, <br> Class D, 7.120%, 5/15/2029(a)<br>| &nbsp;&nbsp; 7980523 |
| 4130000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2022-3A, Class D, 6.760%, 9/15/2028<br>| &nbsp;&nbsp; 4186714 |
| 1527249 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2022-6A, Class C, 6.320%, 5/15/2028<br>| &nbsp;&nbsp; 1533524 |
| 2675000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-1A, Class D, 6.690%, 6/15/2029<br>| &nbsp;&nbsp; 2725177 |
| 6035000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-2A, Class D, 6.320%, 8/15/2029<br>| &nbsp;&nbsp; 6195457 |
| 3100000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-3A, Class D, 6.680%, 4/16/2029<br>| &nbsp;&nbsp; 3171907 |
| 14145000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-5A, Class D, 7.130%, 2/15/2030<br>| &nbsp;&nbsp; 14705613 |
| 4495000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2024-3A, Class C, 5.700%, 7/16/2029<br>| &nbsp;&nbsp; 4558215 |
| 2690000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2024-3A, Class D, 5.980%, 9/16/2030<br>| &nbsp;&nbsp; 2750971 |
| 9087000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2024-5A, Class D, 5.060%, 2/18/2031<br>| &nbsp;&nbsp; 9135743 |
| 16265000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2025-1A, Class D, 5.490%, 5/15/2031<br>| &nbsp;&nbsp; 16438661 |
| 2660000 | &nbsp;&nbsp; First Investors Auto Owner Trust, <br> Series 2022-1A, Class D, 3.790%, 6/15/2028(a)<br>| &nbsp;&nbsp; 2631793 |
| 1910000 | &nbsp;&nbsp; First Investors Auto Owner Trust, <br> Series 2022-2A, Class D, 8.710%, 10/16/2028(a)<br>| &nbsp;&nbsp; 1974109 |
| 11331000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2023-2, <br> Class D, 6.620%, 5/15/2029(a)<br>| &nbsp;&nbsp; 11164978 |
| 1800000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2023-3, <br> Class D, 6.580%, 8/15/2029(a)<br>| &nbsp;&nbsp; 1766661 |
| 4225000 | &nbsp;&nbsp; Ford Credit Auto Lease Trust, Series 2023-B, <br> Class D, 6.970%, 6/15/2028<br>| &nbsp;&nbsp; 4265645 |
| 4580000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2023-2A, Class D, 6.310%, 3/15/2029(a)<br>| &nbsp;&nbsp; 4688276 |
| 3550000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2023-3A, Class D, 6.440%, 5/15/2029(a)<br>| &nbsp;&nbsp; 3631133 |
| 6440000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2023-4A, Class D, 7.180%, 8/15/2029(a)<br>| &nbsp;&nbsp; 6675324 |
| 4140000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2024-1A, Class D, 5.950%, 12/17/2029(a)<br>| &nbsp;&nbsp; 4238850 |
| 1441000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2024-2A, Class D, 6.190%, 2/15/2030(a)<br>| &nbsp;&nbsp; 1486515 |
| 2025000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2025-2A, Class D, 5.590%, 1/15/2031(a)<br>| &nbsp;&nbsp; 2061411 |
| 3900000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2024-3A, Class C, 5.920%, 8/15/2030(a)<br>| &nbsp;&nbsp; 4025831 |
| 6345000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2024-3A, Class D, 6.340%, 8/15/2031(a)<br>| &nbsp;&nbsp; 6585624 |
| 1100000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2024-4A, Class D, 5.280%, 10/15/2031(a)<br>| &nbsp;&nbsp; 1119058 |
| 870000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2025-1A, Class B, 5.040%, 2/15/2031(a)<br>| &nbsp;&nbsp; 883562 |
| 685000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2025-1A, Class C, 5.260%, 3/15/2031(a)<br>| &nbsp;&nbsp; 696221 |
| 1350000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2025-1A, Class D, 5.740%, 4/15/2032(a)<br>| &nbsp;&nbsp; 1381181 |
| 1644000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2025-3A, Class C, 4.940%, 9/15/2031(a)<br>| &nbsp;&nbsp; 1641639 |
| 3850000 | &nbsp;&nbsp; Hertz Vehicle Financing III LLC, <br> Series 2023-1A, Class 1D, 9.130%, 6/25/2027(a)<br>| &nbsp;&nbsp; 3902780 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $2814231 | &nbsp;&nbsp; Huntington Bank Auto Credit-Linked Notes, <br> Series 2024-1, Class B2, 30 day USD SOFR <br> Average + 1.400%, 5.789%, 5/20/2032(a)(b)<br>| &nbsp;&nbsp; $2820193 |
| 18608720 | &nbsp;&nbsp; Huntington Bank Auto Credit-Linked Notes, <br> Series 2025-2, Class B1, 4.835%, 9/20/2033(a)<br>| &nbsp;&nbsp; 18652525 |
| 11060000 | &nbsp;&nbsp; Hyundai Auto Receivables Trust, <br> Series 2025-A, Class C, 4.760%, 6/15/2032<br>| &nbsp;&nbsp; 11170556 |
| 5370000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2023-3A, <br> Class C, 6.430%, 12/15/2028(a)<br>| &nbsp;&nbsp; 5514378 |
| 2715000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2023-4A, <br> Class C, 6.760%, 3/15/2029(a)<br>| &nbsp;&nbsp; 2803652 |
| 1460000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2023-4A, <br> Class D, 7.370%, 4/15/2031(a)<br>| &nbsp;&nbsp; 1527352 |
| 790000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-1A, <br> Class B, 5.330%, 2/15/2029(a)<br>| &nbsp;&nbsp; 802582 |
| 295000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-1A, <br> Class C, 5.640%, 6/15/2029(a)<br>| &nbsp;&nbsp; 301732 |
| 1660000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-3A, <br> Class C, 4.930%, 3/15/2030(a)<br>| &nbsp;&nbsp; 1676862 |
| 7969568 | &nbsp;&nbsp; Merchants Fleet Funding LLC, Series 2023-1A, <br> Class A, 7.210%, 5/20/2036(a)<br>| &nbsp;&nbsp; 8019195 |
| 5260000 | &nbsp;&nbsp; Merchants Fleet Funding LLC, Series 2023-1A, <br> Class D, 8.200%, 5/20/2036(a)<br>| &nbsp;&nbsp; 5342353 |
| 1555000 | &nbsp;&nbsp; OneMain Direct Auto Receivables Trust, <br> Series 2023-1A, Class D, 7.070%, 2/14/2033(a)<br>| &nbsp;&nbsp; 1614067 |
| 4970000 | &nbsp;&nbsp; Prestige Auto Receivables Trust, <br> Series 2023-1A, Class D, 6.330%, 4/16/2029(a)<br>| &nbsp;&nbsp; 5034411 |
| 4500000 | &nbsp;&nbsp; Prestige Auto Receivables Trust, <br> Series 2023-2A, Class C, 7.120%, 8/15/2029(a)<br>| &nbsp;&nbsp; 4588106 |
| 2725000 | &nbsp;&nbsp; Prestige Auto Receivables Trust, <br> Series 2023-2A, Class D, 7.710%, 8/15/2029(a)<br>| &nbsp;&nbsp; 2833952 |
| 645000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2024-2, Class C, 5.840%, 6/17/2030<br>| &nbsp;&nbsp; 659869 |
| 915000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2024-2, Class D, 6.280%, 8/15/2031<br>| &nbsp;&nbsp; 944724 |
| 31760000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2024-3, Class D, 5.970%, 10/15/2031<br>| &nbsp;&nbsp; 32672719 |
| 475000 | &nbsp;&nbsp; SBNA Auto Receivables Trust, Series 2024-A, <br> Class C, 5.590%, 1/15/2030(a)<br>| &nbsp;&nbsp; 484283 |
| 716000 | &nbsp;&nbsp; SBNA Auto Receivables Trust, Series 2024-A, <br> Class D, 6.040%, 4/15/2030(a)<br>| &nbsp;&nbsp; 738821 |
| 3118559 | &nbsp;&nbsp; Securitized Term Auto Receivables Trust, <br> Series 2025-A, Class B, 5.038%, 7/25/2031(a)<br>| &nbsp;&nbsp; 3142092 |
| 2730000 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2023-1A, Class C, 5.970%, 2/20/2031(a)<br>| &nbsp;&nbsp; 2809676 |
| 2300000 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2025-1A, Class B, 5.110%, 2/20/2031(a)<br>| &nbsp;&nbsp; 2351095 |
| 6820000 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2025-1A, Class C, 5.200%, 10/20/2032(a)<br>| &nbsp;&nbsp; 6945086 |
| 8665000 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2025-2A, Class C, 5.050%, 4/20/2033(a)<br>| &nbsp;&nbsp; 8743089 |
| 1285000 | &nbsp;&nbsp; USB Auto Owner Trust, Series 2025-1A, <br> Class D, 5.400%, 12/15/2032(a)<br>| &nbsp;&nbsp; 1303374 |
| 2230000 | &nbsp;&nbsp; VStrong Auto Receivables Trust, <br> Series 2024-A, Class B, 5.770%, 7/15/2030(a)<br>| &nbsp;&nbsp; 2262396 |
| 565000 | &nbsp;&nbsp; VStrong Auto Receivables Trust, <br> Series 2024-A, Class D, 7.290%, 7/15/2030(a)<br>| &nbsp;&nbsp; 588329 |
| 4155000 | &nbsp;&nbsp; Western Funding Auto Loan Trust, <br> Series 2025-1, Class C, 5.340%, 11/15/2035(a)<br>| &nbsp;&nbsp; 4204764 |
| 3055000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-1A, Class D, 6.790%, 11/15/2028(a)<br>| &nbsp;&nbsp; 3137007 |
| 7350000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-2A, Class D, 7.010%, 11/15/2028(a)<br>| &nbsp;&nbsp; 7512790 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $8400000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-3A, Class D, 6.470%, 3/15/2029(a)<br>| &nbsp;&nbsp; $8647724 |
| 13315000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-4A, Class D, 7.190%, 7/16/2029(a)<br>| &nbsp;&nbsp; 13851682 |
| 19730000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-1A, Class C, 5.650%, 2/15/2029(a)<br>| &nbsp;&nbsp; 20014092 |
| 14870000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-1A, Class D, 6.020%, 10/15/2029(a)<br>| &nbsp;&nbsp; 15200615 |
| 4310000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-2A, Class D, 5.910%, 4/15/2030(a)<br>| &nbsp;&nbsp; 4382050 |
| 13330000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-3A, Class D, 5.210%, 4/15/2030(a)<br>| &nbsp;&nbsp; 13502002 |
| 7220000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2025-1A, Class D, 5.540%, 11/15/2030(a)<br>| &nbsp;&nbsp; 7360003 |
| 4990000 | &nbsp;&nbsp; Westlake Flooring Master Trust, <br> Series 2024-1A, Class A, 5.430%, 2/15/2028(a)<br>| &nbsp;&nbsp; 5009224 |
| 5966466 | &nbsp;&nbsp; Wheels Fleet Lease Funding 1 LLC, <br> Series 2024-3A, Class A1, 4.800%, 9/19/2039(a)<br>| &nbsp;&nbsp; 6025695 |
|  |  | &nbsp;&nbsp; 801436007 |
|  | **ABS Credit Card — 0.5%** | **ABS Credit Card — 0.5%** |
| 14790000 | &nbsp;&nbsp; Avant Credit Card Master Trust, <br> Series 2025-1A, Class A, 4.890%, 4/15/2031(a)<br>| &nbsp;&nbsp; 14741474 |
| 16315000 | &nbsp;&nbsp; Mercury Financial Credit Card Master Trust, <br> Series 2024-2A, Class A, 6.560%, 7/20/2029(a)<br>| &nbsp;&nbsp; 16439973 |
| 6575000 | &nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2024-A, Class A1, 6.200%, 8/15/2029(a)<br>| &nbsp;&nbsp; 6634882 |
| 15130000 | &nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2024-B, Class A, 5.880%, 1/15/2030(a)<br>| &nbsp;&nbsp; 15278300 |
| 9395000 | &nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2025-A, Class A, 5.800%, 5/15/2030(a)<br>| &nbsp;&nbsp; 9531509 |
| 19300000 | &nbsp;&nbsp; World Financial Network Credit Card Master <br> Trust, Series 2024-A, Class A, <br> 5.470%, 2/15/2031<br>| &nbsp;&nbsp; 19726163 |
|  |  | &nbsp;&nbsp; 82352301 |
|  | **ABS Home Equity — 2.7%** | **ABS Home Equity — 2.7%** |
| 6794904 | &nbsp;&nbsp; ATLX Trust, Series 2024-RPL1, Class A1, <br> 3.850%, 4/25/2064(a)(b)<br>| &nbsp;&nbsp; 6591380 |
| 9833768 | &nbsp;&nbsp; ATLX Trust, Series 2024-RPL2, Class A1, <br> 3.850%, 4/25/2063(a)(b)<br>| &nbsp;&nbsp; 9478813 |
| 1732531 | &nbsp;&nbsp; Citigroup Mortgage Loan Trust, Inc., <br> Series 2019-RP1, Class A1, <br> 3.500%, 1/25/2066(a)(b)<br>| &nbsp;&nbsp; 1701305 |
| 14744247 | &nbsp;&nbsp; COLT Mortgage Loan Trust, Series 2021-6, <br> Class A1, 1.907%, 12/25/2066(a)(b)<br>| &nbsp;&nbsp; 13465826 |
| 1068236 | &nbsp;&nbsp; CoreVest American Finance Ltd., <br> Series 2019-1, Class D, 4.818%, 3/15/2052(a)<br>| &nbsp;&nbsp; 1072449 |
| 417124 | &nbsp;&nbsp; CoreVest American Finance Ltd., <br> Series 2019-3, Class A, 2.705%, 10/15/2052(a)<br>| &nbsp;&nbsp; 415535 |
| 2929000 | &nbsp;&nbsp; CoreVest American Finance Ltd., <br> Series 2019-3, Class B, 3.163%, 10/15/2052(a)<br>| &nbsp;&nbsp; 2799189 |
| 1259000 | &nbsp;&nbsp; CoreVest American Finance Ltd., <br> Series 2020-2, Class C, 4.697%, 5/15/2052(a)(b)<br>| &nbsp;&nbsp; 1248065 |
| 6575000 | &nbsp;&nbsp; CoreVest American Finance Ltd., <br> Series 2021-3, Class B, 2.494%, 10/15/2054(a)<br>| &nbsp;&nbsp; 6402483 |
| 1870000 | &nbsp;&nbsp; CoreVest American Finance Ltd., <br> Series 2021-3, Class D, 3.469%, 10/15/2054(a)<br>| &nbsp;&nbsp; 1682650 |
| 2790641 | &nbsp;&nbsp; CoreVest American Finance Ltd., <br> Series 2021-RTL1, Class A1, <br> 4.239%, 3/28/2029(a)(b)<br>| &nbsp;&nbsp; 2790641 |
| 10565000 | &nbsp;&nbsp; CoreVest American Finance Ltd., <br> Series 2023-RTL1, Class A1, <br> 7.553%, 12/28/2030(a)(b)<br>| &nbsp;&nbsp; 10612640 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Home Equity — continued** | **ABS Home Equity — continued** |
| $3522045 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2021-RPL4, Class A1, <br> 4.136%, 12/27/2060(a)(b)<br>| &nbsp;&nbsp; $3507759 |
| 6086850 | &nbsp;&nbsp; CSMC Trust, Series 2017-RPL1, Class M1, <br> 2.972%, 7/25/2057(a)(b)<br>| &nbsp;&nbsp; 5259737 |
| 4279754 | &nbsp;&nbsp; Deephaven Residential Mortgage Trust, <br> Series 2021-2, Class A1, <br> 0.899%, 4/25/2066(a)(b)<br>| &nbsp;&nbsp; 3802480 |
| 3252187 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. <br> Structured Agency Credit Risk Debt Notes, <br> Series 2023-DNA2, Class M1A, REMICS, 30 <br> day USD SOFR Average + 2.100%, <br> 6.448%, 4/25/2043(a)(b)<br>| &nbsp;&nbsp; 3296822 |
| 2115318 | &nbsp;&nbsp; Federal National Mortgage Association <br> Connecticut Avenue Securities Trust, <br> Series 2022-R06, Class 1M1, 30 day USD <br> SOFR Average + 2.750%, <br> 7.106%, 5/25/2042(a)(b)<br>| &nbsp;&nbsp; 2164732 |
| 1205658 | &nbsp;&nbsp; Federal National Mortgage Association <br> Connecticut Avenue Securities Trust, <br> Series 2023-R08, Class 1M1, 30 day USD <br> SOFR Average + 1.500%, <br> 5.856%, 10/25/2043(a)(b)<br>| &nbsp;&nbsp; 1211519 |
| 4696825 | &nbsp;&nbsp; Federal National Mortgage Association <br> Connecticut Avenue Securities Trust, <br> Series 2024-R02, Class 1M1, 30 day USD <br> SOFR Average + 1.100%, <br> 5.456%, 2/25/2044(a)(b)<br>| &nbsp;&nbsp; 4707698 |
| 13696000 | &nbsp;&nbsp; FirstKey Homes Trust, Series 2020-SFR2, <br> Class D, 1.968%, 10/19/2037(a)<br>| &nbsp;&nbsp; 13629846 |
| 6000000 | &nbsp;&nbsp; FirstKey Homes Trust, Series 2021-SFR2, <br> Class B, 1.607%, 9/17/2038(a)<br>| &nbsp;&nbsp; 5829481 |
| 10000000 | &nbsp;&nbsp; FirstKey Homes Trust, Series 2021-SFR3, <br> Class B, 2.435%, 12/17/2038(a)<br>| &nbsp;&nbsp; 9736272 |
| 9710000 | &nbsp;&nbsp; FirstKey Homes Trust, Series 2022-SFR2, <br> Class D, 4.500%, 7/17/2039(a)<br>| &nbsp;&nbsp; 9548530 |
| 1910507 | &nbsp;&nbsp; GCAT Trust, Series 2019-RPL1, Class A1, <br> 2.650%, 10/25/2068(a)(b)<br>| &nbsp;&nbsp; 1861720 |
| 2230904 | &nbsp;&nbsp; Home Partners of America Trust, <br> Series 2019-1, Class D, 3.406%, 9/17/2039(a)<br>| &nbsp;&nbsp; 2177919 |
| 2409604 | &nbsp;&nbsp; Home Partners of America Trust, <br> Series 2019-2, Class D, 3.121%, 10/19/2039(a)<br>| &nbsp;&nbsp; 2338050 |
| 944544 | &nbsp;&nbsp; Home Partners of America Trust, <br> Series 2021-1, Class E, 2.577%, 9/17/2041(a)<br>| &nbsp;&nbsp; 825334 |
| 10314578 | &nbsp;&nbsp; Home Partners of America Trust, <br> Series 2021-2, Class E1, 2.852%, 12/17/2026(a)<br>| &nbsp;&nbsp; 9997229 |
| 5147694 | &nbsp;&nbsp; Home Partners of America Trust, <br> Series 2021-2, Class E2, 2.952%, 12/17/2026(a)<br>| &nbsp;&nbsp; 4986452 |
| 1472422 | &nbsp;&nbsp; Legacy Mortgage Asset Trust, <br> Series 2021-GS4, Class A1, <br> 5.650%, 11/25/2060(a)(b)<br>| &nbsp;&nbsp; 1473263 |
| 1305966 | &nbsp;&nbsp; Mill City Mortgage Loan Trust, Series 2018-2, <br> Class M1, 3.750%, 5/25/2058(a)(b)<br>| &nbsp;&nbsp; 1288862 |
| 1283294 | &nbsp;&nbsp; Mill City Mortgage Loan Trust, Series 2019-1, <br> Class A1, 3.250%, 10/25/2069(a)(b)<br>| &nbsp;&nbsp; 1253748 |
| 2744944 | &nbsp;&nbsp; Mill City Mortgage Loan Trust, Series 2019-1, <br> Class M1, 3.500%, 10/25/2069(a)(b)<br>| &nbsp;&nbsp; 2612631 |
| 2178807 | &nbsp;&nbsp; Mill City Mortgage Loan Trust, <br> Series 2019-GS1, Class A1, <br> 2.750%, 7/25/2059(a)(b)<br>| &nbsp;&nbsp; 2135318 |
| 540000 | &nbsp;&nbsp; Mill City Mortgage Loan Trust, <br> Series 2021-NMR1, Class M1, <br> 1.850%, 11/25/2060(a)(b)<br>| &nbsp;&nbsp; 489715 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Home Equity — continued** | **ABS Home Equity — continued** |
| $1750000 | &nbsp;&nbsp; Mill City Mortgage Loan Trust, <br> Series 2021-NMR1, Class M2, <br> 2.500%, 11/25/2060(a)(b)<br>| &nbsp;&nbsp; $1543273 |
| 24222474 | &nbsp;&nbsp; New Residential Mortgage Loan Trust, <br> Series 2024-RPL1, Class A, <br> 3.800%, 1/25/2064(a)(b)<br>| &nbsp;&nbsp; 23076291 |
| 15130000 | &nbsp;&nbsp; New Residential Mortgage Loan Trust, <br> Series 2024-RTL1, Class A1, <br> 6.664%, 3/25/2039(a)(b)<br>| &nbsp;&nbsp; 15244198 |
| 11092491 | &nbsp;&nbsp; NLT Trust, Series 2023-1, Class A1, <br> 3.200%, 10/25/2062(a)(b)<br>| &nbsp;&nbsp; 10104916 |
| 15095000 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-BPL2, <br> Class A1, 6.509%, 5/25/2039(a)(b)<br>| &nbsp;&nbsp; 15249060 |
| 9390000 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-BPL3, <br> Class A1, 5.268%, 9/25/2039(a)(b)<br>| &nbsp;&nbsp; 9400678 |
| 18042168 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-CP1, Class A1, <br> 3.750%, 2/25/2068(a)(b)<br>| &nbsp;&nbsp; 16742153 |
| 4422483 | &nbsp;&nbsp; OBX Trust, Series 2021-NQM3, Class A1, <br> 1.054%, 7/25/2061(a)(b)<br>| &nbsp;&nbsp; 3642443 |
| 15293169 | &nbsp;&nbsp; PRET LLC, Series 2024-NPL8, Class A1, <br> 5.963%, 11/25/2054(a)(b)<br>| &nbsp;&nbsp; 15309593 |
| 8750000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR3, <br> Class C, 2.088%, 5/17/2026(a)<br>| &nbsp;&nbsp; 8658996 |
| 2420000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR3, <br> Class E1, 2.538%, 5/17/2026(a)<br>| &nbsp;&nbsp; 2396698 |
| 2015000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR3, <br> Class E2, 2.688%, 5/17/2026(a)<br>| &nbsp;&nbsp; 1996116 |
| 3575000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR6, <br> Class E1, 2.425%, 7/17/2038(a)<br>| &nbsp;&nbsp; 3499537 |
| 1795000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR6, <br> Class E2, 2.525%, 7/17/2038(a)<br>| &nbsp;&nbsp; 1757075 |
| 1400000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR9, <br> Class E1, 2.811%, 11/17/2040(a)<br>| &nbsp;&nbsp; 1306000 |
| 960000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR9, <br> Class E2, 3.010%, 11/17/2040(a)<br>| &nbsp;&nbsp; 895480 |
| 1260000 | &nbsp;&nbsp; Progress Residential Trust, Series 2023-SFR1, <br> Class C, 4.650%, 3/17/2040(a)<br>| &nbsp;&nbsp; 1249662 |
| 1935000 | &nbsp;&nbsp; Progress Residential Trust, Series 2023-SFR1, <br> Class D, 4.650%, 3/17/2040(a)<br>| &nbsp;&nbsp; 1910396 |
| 967746 | &nbsp;&nbsp; PRPM LLC, Series 2023-RCF2, Class A1, <br> 4.000%, 11/25/2053(a)(b)<br>| &nbsp;&nbsp; 956524 |
| 3197258 | &nbsp;&nbsp; PRPM LLC, Series 2024-5, Class A1, <br> 5.689%, 9/25/2029(a)(b)<br>| &nbsp;&nbsp; 3197888 |
| 7709593 | &nbsp;&nbsp; PRPM LLC, Series 2024-7, Class A1, <br> 5.870%, 11/25/2029(a)(b)<br>| &nbsp;&nbsp; 7712076 |
| 2154984 | &nbsp;&nbsp; PRPM LLC, Series 2024-RCF1, Class A1, <br> 4.000%, 1/25/2054(a)(b)<br>| &nbsp;&nbsp; 2123506 |
| 7810178 | &nbsp;&nbsp; PRPM LLC, Series 2024-RCF2, Class A1, <br> 3.750%, 3/25/2054(a)(b)<br>| &nbsp;&nbsp; 7648398 |
| 17201277 | &nbsp;&nbsp; PRPM LLC, Series 2024-RPL1, Class A1, <br> 4.200%, 12/25/2064(a)(b)<br>| &nbsp;&nbsp; 16896694 |
| 5427798 | &nbsp;&nbsp; PRPM LLC, Series 2025-2, Class A1, <br> 6.469%, 5/25/2030(a)(b)<br>| &nbsp;&nbsp; 5447502 |
| 8201905 | &nbsp;&nbsp; PRPM LLC, Series 2025-RCF1, Class A1, <br> 4.500%, 2/25/2055(a)(b)<br>| &nbsp;&nbsp; 8144018 |
| 4805091 | &nbsp;&nbsp; Redwood Funding Trust, Series 2023-1, <br> Class A, 7.500%, 7/25/2059(a)(b)<br>| &nbsp;&nbsp; 4788975 |
| 23045000 | &nbsp;&nbsp; Roc Mortgage Trust, Series 2024-RTL1, <br> Class A1, 5.589%, 10/25/2039(a)(b)<br>| &nbsp;&nbsp; 23173741 |
| 202603 | &nbsp;&nbsp; Sequoia Mortgage Trust, Series 2017-CH2, <br> Class A1, 4.000%, 12/25/2047(a)(b)<br>| &nbsp;&nbsp; 189528 |
| 5790000 | &nbsp;&nbsp; Toorak Mortgage Trust, Series 2024-RRTL1, <br> Class A1, 6.597%, 2/25/2039(a)(b)<br>| &nbsp;&nbsp; 5821295 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Home Equity — continued** | **ABS Home Equity — continued** |
| $4930000 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2017-4, <br> Class M2, 3.250%, 6/25/2057(a)(b)<br>| &nbsp;&nbsp; $4360519 |
| 1943340 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2018-5, <br> Class M1, 3.250%, 7/25/2058(a)(b)<br>| &nbsp;&nbsp; 1664292 |
| 4495000 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2019-2, <br> Class A2, 3.750%, 12/25/2058(a)(b)<br>| &nbsp;&nbsp; 4085163 |
| 17610000 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2019-2, <br> Class M1, 3.750%, 12/25/2058(a)(b)<br>| &nbsp;&nbsp; 15310779 |
| 3122086 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2019-4, <br> Class A1, 2.900%, 10/25/2059(a)(b)<br>| &nbsp;&nbsp; 3000276 |
| 1505000 | &nbsp;&nbsp; Tricon American Homes, Series 2020-SFR1, <br> Class B, 2.049%, 7/17/2038(a)<br>| &nbsp;&nbsp; 1475106 |
| 3950000 | &nbsp;&nbsp; Tricon American Homes, Series 2020-SFR1, <br> Class D, 2.548%, 7/17/2038(a)<br>| &nbsp;&nbsp; 3875575 |
| 2575000 | &nbsp;&nbsp; Tricon American Homes Trust, <br> Series 2019-SFR1, Class D, <br> 3.198%, 3/17/2038(a)<br>| &nbsp;&nbsp; 2550614 |
| 23100000 | &nbsp;&nbsp; TVC Mortgage Trust, Series 2024-RRTL1, <br> Class A1, 5.545%, 7/25/2039(a)(b)<br>| &nbsp;&nbsp; 23139931 |
| 9626620 | &nbsp;&nbsp; Verus Securitization Trust, Series 2021-3, <br> Class A1, 1.046%, 6/25/2066(a)(b)<br>| &nbsp;&nbsp; 8467248 |
| 10735573 | &nbsp;&nbsp; Verus Securitization Trust, Series 2021-7, <br> Class A1, 1.829%, 10/25/2066(a)(b)<br>| &nbsp;&nbsp; 9809378 |
|  |  | &nbsp;&nbsp; 450217684 |
|  | **ABS Other — 7.2%** | **ABS Other — 7.2%** |
| 1616665 | &nbsp;&nbsp; AASET LLC, Series 2022-1A, Class A, <br> 6.000%, 5/16/2047(a)<br>| &nbsp;&nbsp; 1647280 |
| 30736413 | &nbsp;&nbsp; AASET Ltd., Series 2024-2A, Class A, <br> 5.930%, 9/16/2049(a)<br>| &nbsp;&nbsp; 31535529 |
| 3032034 | &nbsp;&nbsp; AASET Trust, Series 2021-1A, Class A, <br> 2.950%, 11/16/2041(a)<br>| &nbsp;&nbsp; 2906922 |
| 8568333 | &nbsp;&nbsp; AASET Trust, Series 2025-1A, Class A, <br> 5.943%, 2/16/2050(a)<br>| &nbsp;&nbsp; 8826600 |
| 16955000 | &nbsp;&nbsp; Affirm Asset Securitization Trust, <br> Series 2024-A, Class 1A, 5.610%, 2/15/2029(a)<br>| &nbsp;&nbsp; 17050999 |
| 975000 | &nbsp;&nbsp; Affirm Asset Securitization Trust, <br> Series 2024-A, Class 1D, 6.890%, 2/15/2029(a)<br>| &nbsp;&nbsp; 980779 |
| 5520000 | &nbsp;&nbsp; Affirm Asset Securitization Trust, <br> Series 2024-A, Class A, 5.610%, 2/15/2029(a)<br>| &nbsp;&nbsp; 5544382 |
| 894727 | &nbsp;&nbsp; Affirm Asset Securitization Trust, <br> Series 2024-X2, Class A, 5.220%, 12/17/2029(a)<br>| &nbsp;&nbsp; 897531 |
| 2260000 | &nbsp;&nbsp; Affirm Asset Securitization Trust, <br> Series 2024-X2, Class D, 6.080%, 12/17/2029(a)<br>| &nbsp;&nbsp; 2274536 |
| 16530000 | &nbsp;&nbsp; Affirm Master Trust, Series 2025-1A, Class A, <br> 4.990%, 2/15/2033(a)<br>| &nbsp;&nbsp; 16664984 |
| 21293063 | &nbsp;&nbsp; ALTDE Trust, Series 2025-1A, Class A, <br> 5.900%, 8/15/2050(a)<br>| &nbsp;&nbsp; 21823516 |
| 54130000 | &nbsp;&nbsp; Applebee's Funding LLC/IHOP Funding LLC, <br> Series 2025-1A, Class A2, 6.720%, 6/07/2055(a)<br>| &nbsp;&nbsp; 54727487 |
| 13353113 | &nbsp;&nbsp; Aqua Finance Issuer Trust, Series 2025-A, <br> Class A, 5.250%, 12/19/2050(a)<br>| &nbsp;&nbsp; 13603565 |
| 18070492 | &nbsp;&nbsp; Aqua Finance Trust, Series 2024-A, Class A, <br> 4.810%, 4/18/2050(a)<br>| &nbsp;&nbsp; 18238911 |
| 1167713 | &nbsp;&nbsp; Auxilior Term Funding LLC, Series 2023-1A, <br> Class A2, 6.180%, 12/15/2028(a)<br>| &nbsp;&nbsp; 1176232 |
| 18265000 | &nbsp;&nbsp; BasePoint MCA Securitization II LLC, <br> Series 2025-1A, Class A, 5.926%, 8/15/2031(a)<br>| &nbsp;&nbsp; 18216689 |
| 5587301 | &nbsp;&nbsp; BHG Securitization Trust, Series 2022-A, <br> Class B, 2.700%, 2/20/2035(a)<br>| &nbsp;&nbsp; 5546334 |
| 3724000 | &nbsp;&nbsp; BHG Securitization Trust, Series 2022-A, <br> Class C, 3.080%, 2/20/2035(a)<br>| &nbsp;&nbsp; 3650873 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $7804078 | &nbsp;&nbsp; BHG Securitization Trust, Series 2023-B, <br> Class B, 7.450%, 12/17/2036(a)<br>| &nbsp;&nbsp; $8155861 |
| 3205745 | &nbsp;&nbsp; BHG Securitization Trust, Series 2024-1CON, <br> Class A, 5.810%, 4/17/2035(a)<br>| &nbsp;&nbsp; 3298801 |
| 7978901 | &nbsp;&nbsp; BHG Securitization Trust, Series 2024-1CON, <br> Class B, 6.490%, 4/17/2035(a)<br>| &nbsp;&nbsp; 8198058 |
| 11047146 | &nbsp;&nbsp; BHG Securitization Trust, Series 2025-1CON, <br> Class A, 4.820%, 4/17/2036(a)<br>| &nbsp;&nbsp; 11106425 |
| 1968746 | &nbsp;&nbsp; BHG Securitization Trust, Series 2025-1CON, <br> Class B, 5.260%, 4/17/2036(a)<br>| &nbsp;&nbsp; 1977682 |
| 18159147 | &nbsp;&nbsp; Business Jet Securities LLC, Series 2024-2A, <br> Class A, 5.364%, 9/15/2039(a)<br>| &nbsp;&nbsp; 18235245 |
| 5009375 | &nbsp;&nbsp; CAL Funding IV Ltd., Series 2020-1A, Class A, <br> 2.220%, 9/25/2045(a)<br>| &nbsp;&nbsp; 4776518 |
| 5139658 | &nbsp;&nbsp; Castlelake Aircraft Structured Trust, <br> Series 2019-1A, Class A, 3.967%, 4/15/2039(a)<br>| &nbsp;&nbsp; 5077930 |
| 3994489 | &nbsp;&nbsp; CLI Funding VI LLC, Series 2020-3A, Class A, <br> 2.070%, 10/18/2045(a)<br>| &nbsp;&nbsp; 3749297 |
| 6748426 | &nbsp;&nbsp; Clsec Holdings 22t LLC, Series 2021-1, <br> Class B, 3.464%, 5/11/2037(a)<br>| &nbsp;&nbsp; 6291503 |
| 19830000 | &nbsp;&nbsp; Compass Datacenters Issuer II LLC, <br> Series 2024-2A, Class A1, 5.022%, 8/25/2049(a)<br>| &nbsp;&nbsp; 19925307 |
| 14115000 | &nbsp;&nbsp; Compass Datacenters Issuer II LLC, <br> Series 2025-1A, Class A1, 5.316%, 5/25/2050(a)<br>| &nbsp;&nbsp; 14313372 |
| 15075000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-1A, Class A2, 5.656%, 2/25/2050(a)<br>| &nbsp;&nbsp; 15387279 |
| 6470000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-1A, Class A3, 5.852%, 2/25/2050(a)<br>| &nbsp;&nbsp; 6552887 |
| 18140000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-3A, Class A2, 5.286%, 7/25/2050(a)<br>| &nbsp;&nbsp; 18384328 |
| 11755152 | &nbsp;&nbsp; Crockett Partners Equipment Co. IIA LLC, <br> Series 2024-1C, Class A, 6.050%, 1/20/2031(a)<br>| &nbsp;&nbsp; 11892346 |
| 15347000 | &nbsp;&nbsp; CyrusOne Data Centers Issuer I LLC, <br> Series 2024-2A, Class A2, 4.500%, 5/20/2049(a)<br>| &nbsp;&nbsp; 15089933 |
| 11765000 | &nbsp;&nbsp; CyrusOne Data Centers Issuer I LLC, <br> Series 2024-3A, Class A2, 4.650%, 5/20/2049(a)<br>| &nbsp;&nbsp; 11427874 |
| 3235000 | &nbsp;&nbsp; CyrusOne Data Centers Issuer I LLC, <br> Series 2025-1A, Class A2, 5.910%, 2/20/2050(a)<br>| &nbsp;&nbsp; 3312672 |
| 35240000 | &nbsp;&nbsp; DataBank Issuer II LLC, Series 2025-1A, <br> Class A2, 5.180%, 9/27/2055(a)<br>| &nbsp;&nbsp; 35362212 |
| 26300000 | &nbsp;&nbsp; EDI ABS Issuer 1 LLC, Series 2025-1A, <br> Class A2, 4.450%, 7/25/2055(a)<br>| &nbsp;&nbsp; 25637108 |
| 6809865 | &nbsp;&nbsp; EverBright Solar Trust, Series 2024-A, <br> Class A, 6.430%, 6/22/2054(a)<br>| &nbsp;&nbsp; 6363744 |
| 4114294 | &nbsp;&nbsp; Foundation Finance Trust, Series 2023-2A, <br> Class A, 6.530%, 6/15/2049(a)<br>| &nbsp;&nbsp; 4294892 |
| 2147448 | &nbsp;&nbsp; Foundation Finance Trust, Series 2023-2A, <br> Class B, 6.970%, 6/15/2049(a)<br>| &nbsp;&nbsp; 2245781 |
| 5341296 | &nbsp;&nbsp; Foundation Finance Trust, Series 2025-1A, <br> Class A, 4.950%, 4/15/2050(a)<br>| &nbsp;&nbsp; 5411817 |
| 51030000 | &nbsp;&nbsp; Frontier Issuer LLC, Series 2023-1, Class A2, <br> 6.600%, 8/20/2053(a)<br>| &nbsp;&nbsp; 51740031 |
| 17740000 | &nbsp;&nbsp; Frontier Issuer LLC, Series 2024-1, Class A2, <br> 6.190%, 6/20/2054(a)<br>| &nbsp;&nbsp; 18306243 |
| 26600000 | &nbsp;&nbsp; Global SC Finance X Ltd., Series 2025-1H, <br> Class A, 6.169%, 9/22/2045(a)<br>| &nbsp;&nbsp; 26585184 |
| 4937751 | &nbsp;&nbsp; GoodLeap Home Improvement Solutions <br> Trust, Series 2024-1A, Class A, <br> 5.350%, 10/20/2046(a)<br>| &nbsp;&nbsp; 5002270 |
| 1930460 | &nbsp;&nbsp; GreenSky Home Improvement Issuer Trust, <br> Series 2024-2, Class A4, 5.150%, 10/27/2059(a)<br>| &nbsp;&nbsp; 1958336 |
| 5880000 | &nbsp;&nbsp; GreenSky Home Improvement Trust, <br> Series 2024-1, Class A3, 5.550%, 6/25/2059(a)<br>| &nbsp;&nbsp; 6044017 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $4935781 | &nbsp;&nbsp; GreenSky Home Improvement Trust, <br> Series 2024-1, Class C, 6.360%, 6/25/2059(a)<br>| &nbsp;&nbsp; $5059136 |
| 196296 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2022-1D, <br> Class C, 4.690%, 6/20/2034(a)<br>| &nbsp;&nbsp; 195835 |
| 388332 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2023-1A, <br> Class C, 6.940%, 1/25/2038(a)<br>| &nbsp;&nbsp; 400629 |
| 1992695 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2024-2A, <br> Class C, 5.990%, 3/25/2038(a)<br>| &nbsp;&nbsp; 2019896 |
| 1275106 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2025-1A, <br> Class C, 5.520%, 5/27/2042(a)<br>| &nbsp;&nbsp; 1287632 |
| 2992180 | &nbsp;&nbsp; HINNT LLC, Series 2024-A, Class A, <br> 5.490%, 3/15/2043(a)<br>| &nbsp;&nbsp; 3049155 |
| 1744542 | &nbsp;&nbsp; Horizon Aircraft Finance I Ltd., Series 2018-1, <br> Class A, 4.458%, 12/15/2038(a)<br>| &nbsp;&nbsp; 1722718 |
| 843268 | &nbsp;&nbsp; Horizon Aircraft Finance II Ltd., Series 2019-1, <br> Class A, 3.721%, 7/15/2039(a)<br>| &nbsp;&nbsp; 825728 |
| 1501495 | &nbsp;&nbsp; Horizon Aircraft Finance III Ltd., <br> Series 2019-2, Class A, 3.425%, 11/15/2039(a)<br>| &nbsp;&nbsp; 1447390 |
| 2395000 | &nbsp;&nbsp; HPEFS Equipment Trust, Series 2023-2A, <br> Class D, 6.970%, 7/21/2031(a)<br>| &nbsp;&nbsp; 2430997 |
| 2180000 | &nbsp;&nbsp; Island Finance Trust, Series 2025-1A, Class A, <br> 6.540%, 3/19/2035(a)<br>| &nbsp;&nbsp; 2218204 |
| 7071775 | &nbsp;&nbsp; Jack in the Box Funding LLC, Series 2019-1A, <br> Class A2II, 4.476%, 8/25/2049(a)<br>| &nbsp;&nbsp; 7010065 |
| 404550 | &nbsp;&nbsp; Jack in the Box Funding LLC, Series 2022-1A, <br> Class A2I, 3.445%, 2/26/2052(a)<br>| &nbsp;&nbsp; 393156 |
| 20825000 | &nbsp;&nbsp; Kapitus Asset Securitization IV LLC, <br> Series 2024-1A, Class 1A, 5.490%, 9/10/2031(a)<br>| &nbsp;&nbsp; 20918992 |
| 12704000 | &nbsp;&nbsp; Kapitus Asset Securitization IV LLC, <br> Series 2024-1A, Class A, 5.490%, 9/10/2031(a)<br>| &nbsp;&nbsp; 12761338 |
| 25165000 | &nbsp;&nbsp; Kapitus Asset Securitization V LLC, <br> Series 2025-1A, Class A, 5.460%, 4/10/2032(a)<br>| &nbsp;&nbsp; 25293492 |
| 1353854 | &nbsp;&nbsp; KDAC Aviation Finance Ltd., Series 2017-1A, <br> Class A, 4.212%, 12/15/2042(a)<br>| &nbsp;&nbsp; 1343741 |
| 3103447 | &nbsp;&nbsp; Kestrel Aircraft Funding Ltd., Series 2018-1A, <br> Class A, 4.250%, 12/15/2038(a)<br>| &nbsp;&nbsp; 3099350 |
| 2386934 | &nbsp;&nbsp; Labrador Aviation Finance Ltd., <br> Series 2016-1A, Class A1, 4.300%, 1/15/2042(a)<br>| &nbsp;&nbsp; 2327165 |
| 11615036 | &nbsp;&nbsp; Lunar Structured Aircraft Portfolio Notes, <br> Series 2021-1, Class A, 2.636%, 10/15/2046(a)<br>| &nbsp;&nbsp; 10972949 |
| 2369093 | &nbsp;&nbsp; MAPS Trust, Series 2021-1A, Class A, <br> 2.521%, 6/15/2046(a)<br>| &nbsp;&nbsp; 2265769 |
| 5330000 | &nbsp;&nbsp; Mariner Finance Issuance Trust, <br> Series 2024-AA, Class B, 5.680%, 9/22/2036(a)<br>| &nbsp;&nbsp; 5432058 |
| 233288 | &nbsp;&nbsp; Marlette Funding Trust, Series 2023-2A, <br> Class B, 6.540%, 6/15/2033(a)<br>| &nbsp;&nbsp; 233401 |
| 691000 | &nbsp;&nbsp; Marlette Funding Trust, Series 2024-1A, <br> Class D, 6.930%, 7/17/2034(a)<br>| &nbsp;&nbsp; 711007 |
| 11940000 | &nbsp;&nbsp; MetroNet Infrastructure Issuer LLC, <br> Series 2025-2A, Class A2, 5.400%, 8/20/2055(a)<br>| &nbsp;&nbsp; 12103530 |
| 2946837 | &nbsp;&nbsp; Mosaic Solar Loan Trust, Series 2024-1A, <br> Class A, 5.500%, 9/20/2049(a)<br>| &nbsp;&nbsp; 2852095 |
| 34607304 | &nbsp;&nbsp; Mosaic Solar Loan Trust, Series 2024-2A, <br> Class A, 5.600%, 4/22/2052(a)<br>| &nbsp;&nbsp; 34051615 |
| 159287 | &nbsp;&nbsp; MVW LLC, Series 2020-1A, Class C, <br> 4.210%, 10/20/2037(a)<br>| &nbsp;&nbsp; 157873 |
| 2368628 | &nbsp;&nbsp; MVW LLC, Series 2024-1A, Class C, <br> 6.200%, 2/20/2043(a)<br>| &nbsp;&nbsp; 2410226 |
| 9508943 | &nbsp;&nbsp; Navigator Aircraft ABS Ltd., Series 2021-1, <br> Class A, 2.771%, 11/15/2046(a)(b)<br>| &nbsp;&nbsp; 9019212 |
| 10875000 | &nbsp;&nbsp; NFAS3 LLC, Series 2025-1, Class A, <br> 6.351%, 5/15/2031(a)<br>| &nbsp;&nbsp; 11014613 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $7920150 | &nbsp;&nbsp; Octane Receivables Trust, Series 2024-1A, <br> Class A2, 5.680%, 5/20/2030(a)<br>| &nbsp;&nbsp; $7993894 |
| 7119000 | &nbsp;&nbsp; Octane Receivables Trust, Series 2024-2A, <br> Class C, 5.900%, 7/20/2032(a)<br>| &nbsp;&nbsp; 7257785 |
| 6695000 | &nbsp;&nbsp; OnDeck Asset Securitization Trust IV LLC, <br> Series 2024-2A, Class A, 4.980%, 10/17/2031(a)<br>| &nbsp;&nbsp; 6679374 |
| 3120000 | &nbsp;&nbsp; Onemain Financial Issuance Trust, <br> Series 2025-1A, Class D, 5.790%, 7/14/2038(a)<br>| &nbsp;&nbsp; 3178818 |
| 1675000 | &nbsp;&nbsp; OneMain Financial Issuance Trust, <br> Series 2019-2A, Class D, 4.050%, 10/14/2036(a)<br>| &nbsp;&nbsp; 1620223 |
| 8040000 | &nbsp;&nbsp; OneMain Financial Issuance Trust, <br> Series 2022-S1, Class D, 5.200%, 5/14/2035(a)<br>| &nbsp;&nbsp; 8080502 |
| 17919741 | &nbsp;&nbsp; OWN Equipment Fund I LLC, Series 2024-2M, <br> Class A, 5.700%, 12/20/2032(a)<br>| &nbsp;&nbsp; 18238748 |
| 9934995 | &nbsp;&nbsp; OWN Equipment Fund II LLC, Series 2025-1M, <br> Class A, 5.480%, 9/26/2033(a)<br>| &nbsp;&nbsp; 10009637 |
| 4347344 | &nbsp;&nbsp; PK ALIFT Loan Funding 3 LP, Series 2024-1, <br> Class A1, 5.842%, 9/15/2039(a)<br>| &nbsp;&nbsp; 4449005 |
| 5050000 | &nbsp;&nbsp; PK Alift Loan Funding 7 LP, Series 2025-2, <br> Class A, 4.750%, 3/15/2043(a)<br>| &nbsp;&nbsp; 5050682 |
| 6380000 | &nbsp;&nbsp; Progress Residential Trust, Series 2022-SFR5, <br> Class C, 5.192%, 6/17/2039(a)<br>| &nbsp;&nbsp; 6383854 |
| 13145000 | &nbsp;&nbsp; QTS Issuer ABS II LLC, Series 2025-1A, <br> Class B, 5.778%, 10/05/2055(a)<br>| &nbsp;&nbsp; 13063080 |
| 1165000 | &nbsp;&nbsp; Reach ABS Trust, Series 2025-1A, Class C, <br> 5.990%, 8/16/2032(a)<br>| &nbsp;&nbsp; 1187185 |
| 8020000 | &nbsp;&nbsp; Reach ABS Trust, Series 2025-2A, Class B, <br> 5.120%, 8/18/2032(a)<br>| &nbsp;&nbsp; 8094738 |
| 7550000 | &nbsp;&nbsp; Regional Management Issuance Trust, <br> Series 2024-2, Class A, 5.110%, 12/15/2033(a)<br>| &nbsp;&nbsp; 7614409 |
| 1825000 | &nbsp;&nbsp; Regional Management Issuance Trust, <br> Series 2024-2, Class C, 5.740%, 12/15/2033(a)<br>| &nbsp;&nbsp; 1846663 |
| 5250000 | &nbsp;&nbsp; Regional Management Issuance Trust, <br> Series 2025-1, Class D, 6.580%, 4/17/2034(a)<br>| &nbsp;&nbsp; 5341198 |
| 9940000 | &nbsp;&nbsp; Republic Finance Issuance Trust, <br> Series 2024-A, Class A, 5.910%, 8/20/2032(a)<br>| &nbsp;&nbsp; 10061589 |
| 12420000 | &nbsp;&nbsp; Republic Finance Issuance Trust, <br> Series 2024-B, Class A, 5.420%, 11/20/2037(a)<br>| &nbsp;&nbsp; 12644256 |
| 14675000 | &nbsp;&nbsp; RFS Asset Securitization II LLC, Series 2024-1, <br> Class A, 6.550%, 7/15/2031(a)<br>| &nbsp;&nbsp; 14949119 |
| 2555000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2022-1A, <br> Class D, 3.790%, 11/20/2031(a)<br>| &nbsp;&nbsp; 2538530 |
| 26230260 | &nbsp;&nbsp; SEB Funding LLC, Series 2021-1A, Class A2, <br> 4.969%, 1/30/2052(a)<br>| &nbsp;&nbsp; 25942695 |
| 14820000 | &nbsp;&nbsp; SEB Funding LLC, Series 2024-1A, Class A2, <br> 7.386%, 4/30/2054(a)<br>| &nbsp;&nbsp; 15156478 |
| 1650519 | &nbsp;&nbsp; Shenton Aircraft Investment I Ltd., <br> Series 2015-1A, Class A, 4.750%, 10/15/2042(a)<br>| &nbsp;&nbsp; 1618786 |
| 199247 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2021-1A, Class C, 1.790%, 11/20/2037(a)<br>| &nbsp;&nbsp; 197640 |
| 579239 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2023-1A, Class C, 7.000%, 1/20/2040(a)<br>| &nbsp;&nbsp; 593997 |
| 699383 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2023-2A, Class C, 7.300%, 4/20/2040(a)<br>| &nbsp;&nbsp; 723539 |
| 2327336 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2023-3A, Class C, 7.120%, 9/20/2040(a)<br>| &nbsp;&nbsp; 2400673 |
| 16945616 | &nbsp;&nbsp; Slam Ltd., Series 2024-1A, Class A, <br> 5.335%, 9/15/2049(a)<br>| &nbsp;&nbsp; 17121935 |
| 5526787 | &nbsp;&nbsp; Slam Ltd., Series 2025-1A, Class A, <br> 5.807%, 5/15/2050(a)<br>| &nbsp;&nbsp; 5697410 |
| 8930000 | &nbsp;&nbsp; Stack Infrastructure Issuer LLC, <br> Series 2025-1A, Class A2, 5.000%, 5/25/2050(a)<br>| &nbsp;&nbsp; 8914962 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $1152360 | &nbsp;&nbsp; Stream Innovations Issuer Trust, <br> Series 2024-1A, Class A, 6.270%, 7/15/2044(a)<br>| &nbsp;&nbsp; $1199208 |
| 6693302 | &nbsp;&nbsp; Stream Innovations Issuer Trust, <br> Series 2024-2A, Class A, 5.210%, 2/15/2045(a)<br>| &nbsp;&nbsp; 6778874 |
| 2523813 | &nbsp;&nbsp; Sunnova Helios II Issuer LLC, Series 2019-AA, <br> Class A, 3.750%, 6/20/2046(a)<br>| &nbsp;&nbsp; 2342275 |
| 5357607 | &nbsp;&nbsp; Sunnova Helios X Issuer LLC, Series 2022-C, <br> Class A, 5.300%, 11/22/2049(a)<br>| &nbsp;&nbsp; 4992866 |
| 22889497 | &nbsp;&nbsp; Sunnova Helios XIII Issuer LLC, <br> Series 2024-A, Class A, 5.300%, 2/20/2051(a)<br>| &nbsp;&nbsp; 21256581 |
| 2034972 | &nbsp;&nbsp; Sunnova Sol III Issuer LLC, Series 2021-1, <br> Class A, 2.580%, 4/28/2056(a)<br>| &nbsp;&nbsp; 1691452 |
| 18191306 | &nbsp;&nbsp; Sunrun Atlas Issuer LLC, Series 2019-2, <br> Class A, 3.610%, 2/01/2055(a)<br>| &nbsp;&nbsp; 17396033 |
| 2305290 | &nbsp;&nbsp; Sunrun Demeter Issuer LLC, Series 2021-2A, <br> Class A, 2.270%, 1/30/2057(a)<br>| &nbsp;&nbsp; 2073054 |
| 8664830 | &nbsp;&nbsp; Thrust Engine Leasing DAC, Series 2021-1A, <br> Class A, 4.163%, 7/15/2040(a)<br>| &nbsp;&nbsp; 8514797 |
| 5516195 | &nbsp;&nbsp; TIC Home Improvement Trust, Series 2024-A, <br> Class A, 6.670%, 10/15/2046(a)<br>| &nbsp;&nbsp; 5659748 |
| 5151937 | &nbsp;&nbsp; TIF Funding III LLC, Series 2024-1A, Class A, <br> 5.480%, 4/20/2049(a)<br>| &nbsp;&nbsp; 5167896 |
| 3394687 | &nbsp;&nbsp; TIF Funding III LLC, Series 2024-1A, Class C, <br> 6.310%, 4/20/2049(a)<br>| &nbsp;&nbsp; 3474524 |
| 25908118 | &nbsp;&nbsp; TMCL VII Holdings Ltd., Series 2025-1H, <br> Class A, 6.430%, 7/23/2050(a)<br>| &nbsp;&nbsp; 26009031 |
| 31890000 | &nbsp;&nbsp; Trafigura Securitisation Finance PLC, <br> Series 2024-1A, Class A1, 1 day USD SOFR + <br> 1.400%, 5.641%, 11/15/2027(a)(b)<br>| &nbsp;&nbsp; 31894815 |
| 197202 | &nbsp;&nbsp; Triumph Rail Holdings LLC, Series 2021-2, <br> Class A, 2.150%, 6/19/2051(a)<br>| &nbsp;&nbsp; 189184 |
| 3200000 | &nbsp;&nbsp; Uniti Fiber ABS Issuer LLC, Series 2025-1A, <br> Class A2, 5.877%, 4/20/2055(a)<br>| &nbsp;&nbsp; 3258899 |
| 13425227 | &nbsp;&nbsp; Volofin Finance DAC, Series 2024-1A, Class A, <br> 5.935%, 6/15/2037(a)<br>| &nbsp;&nbsp; 13686482 |
| 728171 | &nbsp;&nbsp; Wave LLC, Series 2019-1, Class A, <br> 3.597%, 9/15/2044(a)<br>| &nbsp;&nbsp; 708985 |
| 523829 | &nbsp;&nbsp; Willis Engine Structured Trust IV, <br> Series 2018-A, Class A, <br> 4.750%, 9/15/2043(a)(b)<br>| &nbsp;&nbsp; 522455 |
| 335482 | &nbsp;&nbsp; Willis Engine Structured Trust IV, <br> Series 2018-A, Class B, <br> 5.438%, 9/15/2043(a)(b)<br>| &nbsp;&nbsp; 335095 |
| 2826037 | &nbsp;&nbsp; Willis Engine Structured Trust VI, <br> Series 2021-A, Class A, 3.104%, 5/15/2046(a)<br>| &nbsp;&nbsp; 2653622 |
| 2217204 | &nbsp;&nbsp; Willis Engine Structured Trust VI, <br> Series 2021-A, Class B, 5.438%, 5/15/2046(a)<br>| &nbsp;&nbsp; 2130441 |
| 12349984 | &nbsp;&nbsp; Willis Engine Structured Trust VII, <br> Series 2023-A, Class A, 8.000%, 10/15/2048(a)<br>| &nbsp;&nbsp; 12783229 |
|  |  | &nbsp;&nbsp; 1195818019 |
|  | **ABS Residential Mortgage — 1.3%** | **ABS Residential Mortgage — 1.3%** |
| 31059461 | &nbsp;&nbsp; GITSIT Mortgage Loan Trust, <br> Series 2025-NPL1, Class A1, <br> 6.276%, 2/25/2055(a)(b)<br>| &nbsp;&nbsp; 31143831 |
| 13660985 | &nbsp;&nbsp; MFA Trust, Series 2024-NPL1, Class A1, <br> 6.330%, 9/25/2054(b)<br>| &nbsp;&nbsp; 13677609 |
| 3141775 | &nbsp;&nbsp; NYMT Loan Trust, Series 2025-R1, Class A, <br> 6.381%, 2/25/2030(a)(b)<br>| &nbsp;&nbsp; 3147807 |
| 9526575 | &nbsp;&nbsp; PRET LLC, Series 2024-NPL7, Class A1, <br> 5.925%, 10/25/2054(a)(b)<br>| &nbsp;&nbsp; 9536479 |
| 11639281 | &nbsp;&nbsp; PRET LLC, Series 2025-NPL3, Class A1, <br> 6.708%, 4/25/2055(a)(b)<br>| &nbsp;&nbsp; 11637873 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Residential Mortgage — continued** | **ABS Residential Mortgage — continued** |
| $10832640 | &nbsp;&nbsp; PRET LLC, Series 2025-NPL6, Class A1, <br> 5.744%, 6/25/2055(a)(b)<br>| &nbsp;&nbsp; $10796015 |
| 28755317 | &nbsp;&nbsp; PRET LLC, Series 2025-NPL8, Class A1, <br> 5.732%, 8/25/2055(a)(b)<br>| &nbsp;&nbsp; 28854781 |
| 33803197 | &nbsp;&nbsp; RCO IX Mortgage LLC, Series 2025-2, <br> Class A1, 6.513%, 4/25/2030(a)(b)<br>| &nbsp;&nbsp; 33921545 |
| 3139621 | &nbsp;&nbsp; RCO VIII Mortgage LLC, Series 2025-3, <br> Class A1, 6.435%, 5/25/2030(a)(b)<br>| &nbsp;&nbsp; 3146748 |
| 29885892 | &nbsp;&nbsp; RCO X Mortgage LLC, Series 2025-1, Class A1, <br> 5.875%, 1/25/2030(a)(b)<br>| &nbsp;&nbsp; 29911490 |
| 9964438 | &nbsp;&nbsp; VCAT LLC, Series 2025-NPL1, Class A1, <br> 5.877%, 1/25/2055(a)(b)<br>| &nbsp;&nbsp; 9985764 |
| 23519128 | &nbsp;&nbsp; VCAT LLC, Series 2025-NPL3, Class A1, <br> 5.889%, 2/25/2055(a)(b)<br>| &nbsp;&nbsp; 23543835 |
| 420065 | &nbsp;&nbsp; VOLT XCVII LLC, Series 2021-NPL6, Class A1, <br> 6.240%, 4/25/2051(a)(b)<br>| &nbsp;&nbsp; 419994 |
|  |  | &nbsp;&nbsp; 209723771 |
|  | **ABS Student Loan — 0.6%** | **ABS Student Loan — 0.6%** |
| 658662 | &nbsp;&nbsp; Ascent Education Funding Trust, <br> Series 2024-A, Class A, 6.140%, 10/25/2050(a)<br>| &nbsp;&nbsp; 675072 |
| 24521137 | &nbsp;&nbsp; College Ave Student Loans LLC, <br> Series 2024-B, Class A1A, <br> 5.690%, 8/25/2054(a)<br>| &nbsp;&nbsp; 25094196 |
| 2150000 | &nbsp;&nbsp; College Ave Student Loans LLC, <br> Series 2024-B, Class B, 6.080%, 8/25/2054(a)<br>| &nbsp;&nbsp; 2217986 |
| 344234 | &nbsp;&nbsp; College Avenue Student Loans LLC, <br> Series 2021-A, Class C, 2.920%, 7/25/2051(a)<br>| &nbsp;&nbsp; 326027 |
| 1364819 | &nbsp;&nbsp; Commonbond Student Loan Trust, <br> Series 2020-1, Class A, 1.690%, 10/25/2051(a)<br>| &nbsp;&nbsp; 1242026 |
| 1977032 | &nbsp;&nbsp; ELFI Graduate Loan Program LLC, <br> Series 2019-A, Class A, 2.540%, 3/25/2044(a)<br>| &nbsp;&nbsp; 1863186 |
| 2212081 | &nbsp;&nbsp; Laurel Road Prime Student Loan Trust, <br> Series 2020-A, Class A2FX, <br> 1.400%, 11/25/2050(a)<br>| &nbsp;&nbsp; 2063794 |
| 355350 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2020-HA, Class A, 1.310%, 1/15/2069(a)<br>| &nbsp;&nbsp; 336292 |
| 1750291 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-A, Class A, 0.840%, 5/15/2069(a)<br>| &nbsp;&nbsp; 1601237 |
| 690000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-A, Class B, 2.240%, 5/15/2069(a)<br>| &nbsp;&nbsp; 556693 |
| 2105000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-EA, Class B, <br> 2.030%, 12/16/2069(a)<br>| &nbsp;&nbsp; 1522127 |
| 4790000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-FA, Class B, 2.120%, 2/18/2070(a)<br>| &nbsp;&nbsp; 3468018 |
| 5525000 | &nbsp;&nbsp; Navient Student Loan Trust, Series 2023-BA, <br> Class B, 7.230%, 3/15/2072(a)<br>| &nbsp;&nbsp; 6082097 |
| 6710000 | &nbsp;&nbsp; Nelnet Student Loan Trust, Series 2021-BA, <br> Class B, 2.680%, 4/20/2062(a)<br>| &nbsp;&nbsp; 5994501 |
| 174000 | &nbsp;&nbsp; SLM Private Credit Student Loan Trust, <br> Series 2003-A, Class A3, 28 day Auction Rate <br> Security, 7.030%, 6/15/2032(b)<br>| &nbsp;&nbsp; 173642 |
| 187000 | &nbsp;&nbsp; SLM Private Credit Student Loan Trust, <br> Series 2003-A, Class A4, 28 day Auction Rate <br> Security, 7.000%, 6/15/2032(b)<br>| &nbsp;&nbsp; 186615 |
| 330000 | &nbsp;&nbsp; SLM Private Credit Student Loan Trust, <br> Series 2003-B, Class A3, 28 day Auction Rate <br> Security, 7.030%, 3/15/2033(b)<br>| &nbsp;&nbsp; 329304 |
| 216000 | &nbsp;&nbsp; SLM Private Credit Student Loan Trust, <br> Series 2003-B, Class A4, 28 day Auction Rate <br> Security, 7.050%, 3/15/2033(b)<br>| &nbsp;&nbsp; 215545 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Student Loan — continued** | **ABS Student Loan — continued** |
| $140000 | &nbsp;&nbsp; SLM Private Credit Student Loan Trust, <br> Series 2003-C, Class A3, 28 day Auction Rate <br> Security, 7.170%, 9/15/2032(b)<br>| &nbsp;&nbsp; $140000 |
| 357000 | &nbsp;&nbsp; SLM Private Credit Student Loan Trust, <br> Series 2003-C, Class A4, 28 day Auction Rate <br> Security, 7.170%, 9/15/2032(b)<br>| &nbsp;&nbsp; 357000 |
| 324495 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2015-C, Class B, 3.500%, 9/15/2043(a)<br>| &nbsp;&nbsp; 323485 |
| 215000 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2018-A, Class B, 3.960%, 7/15/2042(a)<br>| &nbsp;&nbsp; 211025 |
| 1605000 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2018-B, Class B, 4.000%, 7/15/2042(a)<br>| &nbsp;&nbsp; 1571454 |
| 1525000 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2018-C, Class B, 4.000%, 11/17/2042(a)<br>| &nbsp;&nbsp; 1492045 |
| 1794180 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2019-A, Class A2A, <br> 3.440%, 7/15/2036(a)<br>| &nbsp;&nbsp; 1775313 |
| 3665657 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2019-B, Class A2A, <br> 2.840%, 6/15/2037(a)<br>| &nbsp;&nbsp; 3592769 |
| 411198 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2020-A, Class A2A, <br> 2.230%, 9/15/2037(a)<br>| &nbsp;&nbsp; 398876 |
| 2540468 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2021-B, Class A, 1.310%, 7/17/2051(a)<br>| &nbsp;&nbsp; 2387275 |
| 1353056 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2021-D, Class A1A, <br> 1.340%, 3/17/2053(a)<br>| &nbsp;&nbsp; 1274575 |
| 5705000 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2023-C, Class B, 6.360%, 11/15/2052(a)<br>| &nbsp;&nbsp; 5969554 |
| 22572237 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2024-A, Class A1A, <br> 5.240%, 3/15/2056(a)<br>| &nbsp;&nbsp; 23058262 |
| 7230509 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2024-C, Class A1A, <br> 5.500%, 6/17/2052(a)<br>| &nbsp;&nbsp; 7441982 |
|  |  | &nbsp;&nbsp; 103941973 |
|  | **ABS Whole Business — 0.9%** | **ABS Whole Business — 0.9%** |
| 30940000 | &nbsp;&nbsp; Applebee's Funding LLC/IHOP Funding LLC, <br> Series 2023-1A, Class A2, 7.824%, 3/05/2053(a)<br>| &nbsp;&nbsp; 31478424 |
| 2807780 | &nbsp;&nbsp; Domino's Pizza Master Issuer LLC, <br> Series 2017-1A, Class A23, <br> 4.118%, 7/25/2047(a)<br>| &nbsp;&nbsp; 2789116 |
| 5032173 | &nbsp;&nbsp; Domino's Pizza Master Issuer LLC, <br> Series 2018-1A, Class A2II, <br> 4.328%, 7/25/2048(a)<br>| &nbsp;&nbsp; 5018950 |
| 14101312 | &nbsp;&nbsp; EWC Master Issuer LLC, Series 2022-1A, <br> Class A2, 5.500%, 3/15/2052(a)<br>| &nbsp;&nbsp; 13923233 |
| 4799513 | &nbsp;&nbsp; FOCUS Brands Funding, Series 2023-2, <br> Class A2, 8.241%, 10/30/2053(a)<br>| &nbsp;&nbsp; 5099610 |
| 2009400 | &nbsp;&nbsp; Hardee's Funding LLC, Series 2024-1A, <br> Class A2, 7.253%, 3/20/2054(a)<br>| &nbsp;&nbsp; 2080912 |
| 6657820 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2019-1A, Class A2, <br> 3.858%, 12/05/2049(a)<br>| &nbsp;&nbsp; 6383864 |
| 17041900 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2022-1A, Class A2I, <br> 3.251%, 12/05/2051(a)<br>| &nbsp;&nbsp; 16746300 |
| 2171250 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2022-1A, Class A2II, <br> 4.008%, 12/05/2051(a)<br>| &nbsp;&nbsp; 2023814 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Whole Business — continued** | **ABS Whole Business — continued** |
| $9494100 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2024-1A, Class A2I, <br> 5.765%, 6/05/2054(a)<br>| &nbsp;&nbsp; $9681239 |
| 3525000 | &nbsp;&nbsp; Progress Residential Trust, Series 2022-SFR5, <br> Class B, 4.896%, 6/17/2039(a)<br>| &nbsp;&nbsp; 3530635 |
| 35650600 | &nbsp;&nbsp; Subway Funding LLC, Series 2024-1A, <br> Class A2I, 6.028%, 7/30/2054(a)<br>| &nbsp;&nbsp; 36150421 |
| 10088762 | &nbsp;&nbsp; Subway Funding LLC, Series 2024-3A, <br> Class A2I, 5.246%, 7/30/2054(a)<br>| &nbsp;&nbsp; 10078351 |
| 1194321 | &nbsp;&nbsp; Wendy's Funding LLC, Series 2018-1A, <br> Class A2II, 3.884%, 3/15/2048(a)<br>| &nbsp;&nbsp; 1176747 |
| 9815000 | &nbsp;&nbsp; Wingstop Funding LLC, Series 2024-1A, <br> Class A2, 5.858%, 12/05/2054(a)<br>| &nbsp;&nbsp; 10168968 |
|  |  | &nbsp;&nbsp; 156330584 |
|  | **Aerospace & Defense — 3.3%** | **Aerospace & Defense — 3.3%** |
| 2685000 | BAE Systems PLC, 5.250%, 3/26/2031(a) | &nbsp;&nbsp; 2786574 |
| 69430000 | BAE Systems PLC, 5.300%, 3/26/2034(a) | &nbsp;&nbsp; 71955863 |
| 32338000 | Boeing Co., 3.625%, 2/01/2031 | &nbsp;&nbsp; 30973202 |
| 26030000 | Boeing Co., 5.150%, 5/01/2030 | &nbsp;&nbsp; 26710829 |
| 23082000 | Boeing Co., 5.705%, 5/01/2040 | &nbsp;&nbsp; 23552461 |
| 64670000 | Boeing Co., 5.805%, 5/01/2050 | &nbsp;&nbsp; 64609454 |
| 1525000 | Boeing Co., 5.930%, 5/01/2060 | &nbsp;&nbsp; 1523467 |
| 6685000 | Boeing Co., 6.388%, 5/01/2031 | &nbsp;&nbsp; 7280733 |
| 15415000 | Boeing Co., 6.528%, 5/01/2034 | &nbsp;&nbsp; 17040761 |
| 46385000 | Boeing Co., 6.858%, 5/01/2054 | &nbsp;&nbsp; 52911513 |
| 10340000 | Boeing Co., 7.008%, 5/01/2064 | &nbsp;&nbsp; 11970136 |
| 41032000 | L3Harris Technologies, Inc., 5.350%, 6/01/2034 | &nbsp;&nbsp; 42520659 |
| 29248000 | L3Harris Technologies, Inc., 5.400%, 7/31/2033 | &nbsp;&nbsp; 30486318 |
| 3335000 | RTX Corp., 2.375%, 3/15/2032 | &nbsp;&nbsp; 2946609 |
| 26330000 | RTX Corp., 5.150%, 2/27/2033 | &nbsp;&nbsp; 27271112 |
| 59165000 | RTX Corp., 6.100%, 3/15/2034 | &nbsp;&nbsp; 64785292 |
| 5005000 | Textron, Inc., 2.450%, 3/15/2031 | &nbsp;&nbsp; 4506630 |
| 29075000 | Textron, Inc., 3.000%, 6/01/2030 | &nbsp;&nbsp; 27356717 |
| 38470000 | Textron, Inc., 6.100%, 11/15/2033 | &nbsp;&nbsp; 41556499 |
|  |  | &nbsp;&nbsp; 552744829 |
|  | **Agency Commercial Mortgage-Backed** <br> **Securities — 0.0%** | **Agency Commercial Mortgage-Backed** <br> **Securities — 0.0%** |
| 8495000 | &nbsp;&nbsp; Arixa Mortgage Trust, Series 2025-RTL1, <br> Class A1, 5.735%, 8/25/2030(a)<br>| &nbsp;&nbsp; 8542402 |
|  | **Airlines — 0.3%** | **Airlines — 0.3%** |
| 1303172 | &nbsp;&nbsp; American Airlines, Series B, Class B, <br> 3.700%, 4/15/2027<br>| &nbsp;&nbsp; 1302096 |
| 9261348 | &nbsp;&nbsp; American Airlines Pass-Through Trust, <br> Series 2016-3, Class A, 3.250%, 4/15/2030<br>| &nbsp;&nbsp; 8777172 |
| 691104 | &nbsp;&nbsp; American Airlines Pass-Through Trust, <br> Series 2016-3, Class B, 3.750%, 4/15/2027<br>| &nbsp;&nbsp; 689224 |
| 3941147 | &nbsp;&nbsp; American Airlines Pass-Through Trust, <br> Series 2017-2, Class A, 3.600%, 4/15/2031<br>| &nbsp;&nbsp; 3743124 |
| 9951763 | &nbsp;&nbsp; American Airlines Pass-Through Trust, <br> Series 2019-1, Class B, 3.850%, 8/15/2029<br>| &nbsp;&nbsp; 9516871 |
| 2877967 | &nbsp;&nbsp; British Airways Pass-Through Trust, <br> Series 2019-1, Class A, 3.350%, 12/15/2030(a)<br>| &nbsp;&nbsp; 2773209 |
| 1850945 | &nbsp;&nbsp; United Airlines Pass-Through Trust, <br> Series 2018-1, Class A, 3.700%, 9/01/2031<br>| &nbsp;&nbsp; 1738702 |
| 2441304 | &nbsp;&nbsp; United Airlines Pass-Through Trust, <br> Series 2020-1, Class A, 5.875%, 4/15/2029<br>| &nbsp;&nbsp; 2496380 |
| 19279846 | &nbsp;&nbsp; United Airlines Pass-Through Trust, <br> Series 2023-1, Class A, 5.800%, 7/15/2037<br>| &nbsp;&nbsp; 19872701 |
|  |  | &nbsp;&nbsp; 50909479 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Apartment REITs — 0.1%** | **Apartment REITs — 0.1%** |
| $2185000 | American Homes 4 Rent LP, 2.375%, 7/15/2031 | &nbsp;&nbsp; $1935598 |
| 8745000 | &nbsp;&nbsp; Invitation Homes Operating Partnership LP, <br> 4.875%, 2/01/2035<br>| &nbsp;&nbsp; 8635724 |
|  |  | &nbsp;&nbsp; 10571322 |
|  | **Automotive — 0.4%** | **Automotive — 0.4%** |
| 4895000 | Aptiv Swiss Holdings Ltd., 3.250%, 3/01/2032 | &nbsp;&nbsp; 4502347 |
| 360000 | &nbsp;&nbsp; General Motors Financial Co., Inc., <br> 5.850%, 4/06/2030<br>| &nbsp;&nbsp; 376519 |
| 42485000 | &nbsp;&nbsp; General Motors Financial Co., Inc., <br> 6.000%, 1/09/2028<br>| &nbsp;&nbsp; 44004083 |
| 8820000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.750%, 4/23/2030(a)<br>| &nbsp;&nbsp; 8607255 |
| 17195000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.875%, 4/23/2032(a)<br>| &nbsp;&nbsp; 16462610 |
|  |  | &nbsp;&nbsp; 73952814 |
|  | **Banking — 4.8%** | **Banking — 4.8%** |
| 11085000 | &nbsp;&nbsp; Bank of America Corp., (fixed rate to <br> 1/23/2034, variable rate thereafter), <br> 5.468%, 1/23/2035<br>| &nbsp;&nbsp; 11575301 |
| 5135000 | &nbsp;&nbsp; Bank of America Corp., (fixed rate to <br> 10/25/2034, variable rate thereafter), <br> 5.518%, 10/25/2035<br>| &nbsp;&nbsp; 5259773 |
| 17700000 | &nbsp;&nbsp; Bank of America Corp., (fixed rate to <br> 3/08/2032, variable rate thereafter), <br> 3.846%, 3/08/2037<br>| &nbsp;&nbsp; 16536909 |
| 40415000 | &nbsp;&nbsp; Bank of America Corp., (fixed rate to <br> 9/15/2033, variable rate thereafter), <br> 5.872%, 9/15/2034<br>| &nbsp;&nbsp; 43304922 |
| 21297000 | &nbsp;&nbsp; Bank of America Corp., (fixed rate to <br> 9/21/2031, variable rate thereafter), <br> 2.482%, 9/21/2036<br>| &nbsp;&nbsp; 18489535 |
| 15870000 | &nbsp;&nbsp; CaixaBank SA, (fixed rate to 7/03/2035, <br> variable rate thereafter), 5.581%, 7/03/2036(a)<br>| &nbsp;&nbsp; 16254522 |
| 23965000 | &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; 23701420 |
| 4980000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to <br> 2/24/2032, variable rate thereafter), <br> 3.102%, 2/24/2033<br>| &nbsp;&nbsp; 4568548 |
| 6325000 | &nbsp;&nbsp; ING Groep NV, (fixed rate to 9/11/2033, <br> variable rate thereafter), 6.114%, 9/11/2034<br>| &nbsp;&nbsp; 6841357 |
| 2745000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to <br> 1/24/2035, variable rate thereafter), <br> 5.502%, 1/24/2036<br>| &nbsp;&nbsp; 2871845 |
| 13075000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to <br> 10/22/2034, variable rate thereafter), <br> 4.946%, 10/22/2035<br>| &nbsp;&nbsp; 13186063 |
| 25570000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to <br> 4/22/2035, variable rate thereafter), <br> 5.572%, 4/22/2036<br>| &nbsp;&nbsp; 26951413 |
| 4230000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to <br> 7/25/2032, variable rate thereafter), <br> 4.912%, 7/25/2033<br>| &nbsp;&nbsp; 4313360 |
| 60105000 | &nbsp;&nbsp; JPMorgan Chase & Co., Series OO, (fixed <br> rate to 4/01/2030, variable rate thereafter), <br> 6.500%(c)<br>| &nbsp;&nbsp; 62216729 |
| 21470000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 1/19/2033, <br> variable rate thereafter), 5.948%, 1/19/2038<br>| &nbsp;&nbsp; 22510865 |
| 21570000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 10/18/2032, <br> variable rate thereafter), 6.342%, 10/18/2033<br>| &nbsp;&nbsp; 23706324 |
| 19260000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 2/07/2034, <br> variable rate thereafter), 5.942%, 2/07/2039<br>| &nbsp;&nbsp; 20165158 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Banking — continued** | **Banking — continued** |
| $76435000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 4/19/2034, <br> variable rate thereafter), 5.831%, 4/19/2035<br>| &nbsp;&nbsp; $81482991 |
| 24855000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 4/20/2032, <br> variable rate thereafter), 5.297%, 4/20/2037<br>| &nbsp;&nbsp; 25216029 |
| 41690000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 9/16/2031, <br> variable rate thereafter), 2.484%, 9/16/2036<br>| &nbsp;&nbsp; 36213047 |
| 6640000 | &nbsp;&nbsp; Morgan Stanley, MTN, (fixed rate to <br> 7/21/2033, variable rate thereafter), <br> 5.424%, 7/21/2034<br>| &nbsp;&nbsp; 6918223 |
| 55585000 | &nbsp;&nbsp; Societe Generale SA, (fixed rate to <br> 10/03/2035, variable rate thereafter), <br> 5.439%, 10/03/2036(a)<br>| &nbsp;&nbsp; 55441016 |
| 9810000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 3/06/2030, <br> variable rate thereafter), 5.450%, 3/06/2031<br>| &nbsp;&nbsp; 9996055 |
| 17760000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 8/02/2029, <br> variable rate thereafter), 5.935%, 8/02/2030<br>| &nbsp;&nbsp; 18408812 |
| 8810000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 11/15/2032, <br> variable rate thereafter), <br> 9.016%, 11/15/2033(a)<br>| &nbsp;&nbsp; 11037755 |
| 20095000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 2/08/2034, <br> variable rate thereafter), 5.699%, 2/08/2035(a)<br>| &nbsp;&nbsp; 21170273 |
| 42885000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 5/09/2035, <br> variable rate thereafter), 5.580%, 5/09/2036(a)<br>| &nbsp;&nbsp; 44639321 |
| 24120000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 8/12/2032, <br> variable rate thereafter), 6.537%, 8/12/2033(a)<br>| &nbsp;&nbsp; 26600742 |
| 29050000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 9/13/2029, <br> variable rate thereafter), 5.617%, 9/13/2030(a)<br>| &nbsp;&nbsp; 30340403 |
| 14149000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/03/2031, <br> variable rate thereafter), 3.127%, 6/03/2032(a)<br>| &nbsp;&nbsp; 13037397 |
| 7993000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/30/2030, <br> variable rate thereafter), 5.459%, 6/30/2035(a)<br>| &nbsp;&nbsp; 8058308 |
| 39465000 | &nbsp;&nbsp; Wells Fargo & Co., (fixed rate to 4/23/2035, <br> variable rate thereafter), 5.605%, 4/23/2036<br>| &nbsp;&nbsp; 41416588 |
| 44565000 | &nbsp;&nbsp; Wells Fargo & Co., (fixed rate to 9/15/2035, <br> variable rate thereafter), 4.892%, 9/15/2036<br>| &nbsp;&nbsp; 44475926 |
|  |  | &nbsp;&nbsp; 796906930 |
|  | **Brokerage — 0.8%** | **Brokerage — 0.8%** |
| 18635000 | BGC Group, Inc., 6.150%, 4/02/2030(a) | &nbsp;&nbsp; 19092154 |
| 32990000 | Blue Owl Finance LLC, 6.250%, 4/18/2034 | &nbsp;&nbsp; 34597392 |
| 10620000 | &nbsp;&nbsp; Brookfield Asset Management Ltd., <br> 5.795%, 4/24/2035<br>| &nbsp;&nbsp; 11119149 |
| 7775000 | Citadel LP, 6.000%, 1/23/2030(a) | &nbsp;&nbsp; 8081192 |
| 5880000 | Citadel LP, 6.375%, 1/23/2032(a) | &nbsp;&nbsp; 6223482 |
| 6810000 | &nbsp;&nbsp; Jefferies Financial Group, Inc., <br> 5.875%, 7/21/2028<br>| &nbsp;&nbsp; 7090297 |
| 26635000 | &nbsp;&nbsp; Jefferies Financial Group, Inc., <br> 6.200%, 4/14/2034<br>| &nbsp;&nbsp; 28318239 |
| 19498000 | &nbsp;&nbsp; Jefferies Financial Group, Inc., <br> 6.250%, 1/15/2036<br>| &nbsp;&nbsp; 20789610 |
|  |  | &nbsp;&nbsp; 135311515 |
|  | **Building Materials — 1.2%** | **Building Materials — 1.2%** |
| 2995000 | &nbsp;&nbsp; American Builders & Contractors Supply Co., <br> Inc., 4.000%, 1/15/2028(a)<br>| &nbsp;&nbsp; 2934823 |
| 18540000 | Amrize Finance U.S. LLC, 5.400%, 4/07/2035(a) | &nbsp;&nbsp; 19098736 |
| 64810000 | Cemex SAB de CV, 3.875%, 7/11/2031(a) | &nbsp;&nbsp; 61507866 |
| 12250000 | Cemex SAB de CV, 3.875%, 7/11/2031 | &nbsp;&nbsp; 11625850 |
| 11320000 | &nbsp;&nbsp; Cemex SAB de CV, (fixed rate to 6/08/2026, <br> variable rate thereafter), 5.125%(a)(c)<br>| &nbsp;&nbsp; 11272961 |
| 3285000 | Ferguson Finance PLC, 3.250%, 6/02/2030(a) | &nbsp;&nbsp; 3117862 |
| 9825000 | &nbsp;&nbsp; JH North America Holdings, Inc., <br> 5.875%, 1/31/2031(a)<br>| &nbsp;&nbsp; 9975466 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Building Materials — continued** | **Building Materials — continued** |
| $14005000 | &nbsp;&nbsp; JH North America Holdings, Inc., <br> 6.125%, 7/31/2032(a)<br>| &nbsp;&nbsp; $14344957 |
| 37990000 | Owens Corning, 5.700%, 6/15/2034 | &nbsp;&nbsp; 40019017 |
| 23975000 | Owens Corning, 7.000%, 12/01/2036 | &nbsp;&nbsp; 27406457 |
|  |  | &nbsp;&nbsp; 201303995 |
|  | **Cable Satellite — 1.4%** | **Cable Satellite — 1.4%** |
| 40415000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 3.950%, 6/30/2062<br>| &nbsp;&nbsp; 25569335 |
| 11447000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 6.384%, 10/23/2035<br>| &nbsp;&nbsp; 11992214 |
| 26483000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 6.550%, 6/01/2034<br>| &nbsp;&nbsp; 28223374 |
| 13218000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 6.650%, 2/01/2034<br>| &nbsp;&nbsp; 14124717 |
| 19240000 | CSC Holdings LLC, 3.375%, 2/15/2031(a) | &nbsp;&nbsp; 12408746 |
| 4204000 | CSC Holdings LLC, 4.125%, 12/01/2030(a) | &nbsp;&nbsp; 2753010 |
| 2275000 | CSC Holdings LLC, 4.500%, 11/15/2031(a) | &nbsp;&nbsp; 1479376 |
| 38005000 | CSC Holdings LLC, 4.625%, 12/01/2030(a) | &nbsp;&nbsp; 13333925 |
| 910000 | CSC Holdings LLC, 5.000%, 11/15/2031(a) | &nbsp;&nbsp; 318500 |
| 1035000 | CSC Holdings LLC, 5.750%, 1/15/2030(a) | &nbsp;&nbsp; 394107 |
| 1534000 | CSC Holdings LLC, 6.500%, 2/01/2029(a) | &nbsp;&nbsp; 1133742 |
| 3120000 | Directv Financing LLC, 8.875%, 2/01/2030(a) | &nbsp;&nbsp; 3094135 |
| 9616000 | DISH DBS Corp., 5.250%, 12/01/2026(a) | &nbsp;&nbsp; 9448627 |
| 6160000 | DISH DBS Corp., 5.750%, 12/01/2028(a) | &nbsp;&nbsp; 5905222 |
| 85995227 | EchoStar Corp., 10.750%, 11/30/2029 | &nbsp;&nbsp; 94609369 |
| 4610000 | Time Warner Cable LLC, 6.550%, 5/01/2037 | &nbsp;&nbsp; 4795607 |
|  |  | &nbsp;&nbsp; 229584006 |
|  | **Collateralized Mortgage Obligations — 0.2%** | **Collateralized Mortgage Obligations — 0.2%** |
| 30392399 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> Series 406, Class F4, 30 day USD SOFR <br> Average + 0.900%, 5.256%, 10/25/2053(b)<br>| &nbsp;&nbsp; 30237459 |
| 6025606 | &nbsp;&nbsp; Verus Securitization Trust, Series 2021-5, <br> Class A1, 1.013%, 9/25/2066(a)(b)<br>| &nbsp;&nbsp; 5247171 |
|  |  | &nbsp;&nbsp; 35484630 |
|  | **Construction Machinery — 0.3%** | **Construction Machinery — 0.3%** |
| 2470000 | Ashtead Capital, Inc., 5.500%, 8/11/2032(a) | &nbsp;&nbsp; 2556067 |
| 5305000 | Ashtead Capital, Inc., 5.550%, 5/30/2033(a) | &nbsp;&nbsp; 5471814 |
| 10740000 | Ashtead Capital, Inc., 5.800%, 4/15/2034(a) | &nbsp;&nbsp; 11253099 |
| 5270000 | Ashtead Capital, Inc., 5.950%, 10/15/2033(a) | &nbsp;&nbsp; 5570515 |
| 3085000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 3.750%, 1/15/2032<br>| &nbsp;&nbsp; 2857886 |
| 27620000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 6.125%, 3/15/2034(a)<br>| &nbsp;&nbsp; 28719911 |
|  |  | &nbsp;&nbsp; 56429292 |
|  | **Consumer Cyclical Services — 1.0%** | **Consumer Cyclical Services — 1.0%** |
| 56355000 | Expedia Group, Inc., 2.950%, 3/15/2031 | &nbsp;&nbsp; 52247984 |
| 65520000 | Expedia Group, Inc., 5.400%, 2/15/2035 | &nbsp;&nbsp; 67237531 |
| 29390000 | Uber Technologies, Inc., 4.800%, 9/15/2034 | &nbsp;&nbsp; 29445165 |
| 10540000 | Uber Technologies, Inc., 4.800%, 9/15/2035 | &nbsp;&nbsp; 10444383 |
|  |  | &nbsp;&nbsp; 159375063 |
|  | **Consumer Products — 0.1%** | **Consumer Products — 0.1%** |
| 5650000 | Hasbro, Inc., 6.600%, 7/15/2028 | &nbsp;&nbsp; 5993382 |
| 1393000 | Whirlpool Corp., 6.125%, 6/15/2030 | &nbsp;&nbsp; 1403910 |
| 1494000 | Whirlpool Corp., 6.500%, 6/15/2033 | &nbsp;&nbsp; 1490924 |
|  |  | &nbsp;&nbsp; 8888216 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Diversified Manufacturing — 0.9%** | **Diversified Manufacturing — 0.9%** |
| $22305000 | Amphenol Corp., 5.000%, 1/15/2035 | &nbsp;&nbsp; $22757843 |
| 7110000 | Amphenol Corp., 5.250%, 4/05/2034 | &nbsp;&nbsp; 7416746 |
| 38736000 | Ingersoll Rand, Inc., 5.700%, 8/14/2033 | &nbsp;&nbsp; 41150115 |
| 20385000 | Nordson Corp., 5.800%, 9/15/2033 | &nbsp;&nbsp; 21752897 |
| 8655000 | Otis Worldwide Corp., 5.125%, 11/19/2031 | &nbsp;&nbsp; 8972432 |
| 5830000 | Otis Worldwide Corp., 5.131%, 9/04/2035 | &nbsp;&nbsp; 5898856 |
| 38470000 | Veralto Corp., 5.450%, 9/18/2033 | &nbsp;&nbsp; 40228791 |
|  |  | &nbsp;&nbsp; 148177680 |
|  | **Electric — 1.3%** | **Electric — 1.3%** |
| 13229029 | Alta Wind Holdings LLC, 7.000%, 6/30/2035(a) | &nbsp;&nbsp; 12619436 |
| 31435000 | Duke Energy Corp., 5.450%, 6/15/2034 | &nbsp;&nbsp; 32697060 |
| 30821000 | NRG Energy, Inc., 4.450%, 6/15/2029(a) | &nbsp;&nbsp; 30561789 |
| 19745000 | Pacific Gas & Electric Co., 3.250%, 6/01/2031 | &nbsp;&nbsp; 18156402 |
| 7265000 | Pacific Gas & Electric Co., 4.300%, 3/15/2045 | &nbsp;&nbsp; 5828631 |
| 4540000 | Pacific Gas & Electric Co., 4.550%, 7/01/2030 | &nbsp;&nbsp; 4508464 |
| 2050000 | Pacific Gas & Electric Co., 5.450%, 6/15/2027 | &nbsp;&nbsp; 2084271 |
| 61170000 | Pacific Gas & Electric Co., 5.800%, 5/15/2034 | &nbsp;&nbsp; 63382136 |
| 31395000 | Southern Co., 5.700%, 3/15/2034 | &nbsp;&nbsp; 33157954 |
| 7640000 | &nbsp;&nbsp; Southern Power Co., Series B, <br> 4.900%, 10/01/2035<br>| &nbsp;&nbsp; 7534575 |
| 6270000 | &nbsp;&nbsp; Vistra Operations Co. LLC, <br> 5.700%, 12/30/2034(a)<br>| &nbsp;&nbsp; 6488334 |
|  |  | &nbsp;&nbsp; 217019052 |
|  | **Environmental — 0.5%** | **Environmental — 0.5%** |
| 24505000 | Clean Harbors, Inc., 5.750%, 10/15/2033(a) | &nbsp;&nbsp; 24719071 |
| 5331000 | GFL Environmental, Inc., 4.375%, 8/15/2029(a) | &nbsp;&nbsp; 5200974 |
| 18983000 | GFL Environmental, Inc., 6.750%, 1/15/2031(a) | &nbsp;&nbsp; 19864204 |
| 32260000 | Waste Management, Inc., 4.950%, 3/15/2035 | &nbsp;&nbsp; 32743392 |
|  |  | &nbsp;&nbsp; 82527641 |
|  | **Finance Companies — 3.1%** | **Finance Companies — 3.1%** |
| 26609000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.000%, 10/29/2028<br>| &nbsp;&nbsp; 25642893 |
| 63343000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.300%, 1/30/2032<br>| &nbsp;&nbsp; 58332156 |
| 15387000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.400%, 10/29/2033<br>| &nbsp;&nbsp; 13825364 |
| 860000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.650%, 7/21/2027<br>| &nbsp;&nbsp; 852297 |
| 32622000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 4.950%, 9/10/2034<br>| &nbsp;&nbsp; 32472186 |
| 8070000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 5.375%, 12/15/2031<br>| &nbsp;&nbsp; 8346300 |
| 6084000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 5.750%, 6/06/2028<br>| &nbsp;&nbsp; 6303576 |
| 13515000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 6.150%, 9/30/2030<br>| &nbsp;&nbsp; 14477502 |
| 4660000 | Aircastle Ltd., 5.950%, 2/15/2029(a) | &nbsp;&nbsp; 4859937 |
| 18295000 | Aircastle Ltd., 6.500%, 7/18/2028(a) | &nbsp;&nbsp; 19225104 |
| 7015000 | &nbsp;&nbsp; Aircastle Ltd./Aircastle Ireland DAC, <br> 5.250%, 3/15/2030(a)<br>| &nbsp;&nbsp; 7156203 |
| 32139000 | &nbsp;&nbsp; Aircastle Ltd./Aircastle Ireland DAC, <br> 5.750%, 10/01/2031(a)<br>| &nbsp;&nbsp; 33480144 |
| 15805000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 4.800%, 10/24/2030(a)<br>| &nbsp;&nbsp; 15790528 |
| 5685000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 5.125%, 4/10/2030(a)<br>| &nbsp;&nbsp; 5771244 |
| 3670000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 5.375%, 7/15/2029(a)<br>| &nbsp;&nbsp; 3759118 |
| 6475000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 6.250%, 4/15/2028(a)<br>| &nbsp;&nbsp; 6745785 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Finance Companies — continued** | **Finance Companies — continued** |
| $25115000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 6.375%, 7/15/2030(a)<br>| &nbsp;&nbsp; $26859976 |
| 18470000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 6.750%, 10/25/2028(a)<br>| &nbsp;&nbsp; 19644324 |
| 11275000 | &nbsp;&nbsp; Avolon Holdings Funding Ltd., <br> 5.375%, 5/30/2030(a)<br>| &nbsp;&nbsp; 11565729 |
| 6245000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 5.150%, 3/17/2030(a)<br>| &nbsp;&nbsp; 6332303 |
| 20875000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 5.200%, 3/27/2028(a)<br>| &nbsp;&nbsp; 21230699 |
| 29600000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 2.875%, 10/15/2026(a)<br>| &nbsp;&nbsp; 28994062 |
| 28350000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 3.625%, 3/01/2029(a)<br>| &nbsp;&nbsp; 27038149 |
| 7445000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 3.625%, 3/01/2029<br>| &nbsp;&nbsp; 7100495 |
| 29285000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 3.875%, 3/01/2031(a)<br>| &nbsp;&nbsp; 27347615 |
| 25002000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 4.000%, 10/15/2033(a)<br>| &nbsp;&nbsp; 22833914 |
| 21775000 | &nbsp;&nbsp; SMBC Aviation Capital Finance DAC, <br> 5.100%, 4/01/2030(a)<br>| &nbsp;&nbsp; 22252092 |
| 18841000 | &nbsp;&nbsp; SMBC Aviation Capital Finance DAC, <br> 5.300%, 4/03/2029(a)<br>| &nbsp;&nbsp; 19346918 |
| 12180000 | &nbsp;&nbsp; SMBC Aviation Capital Finance DAC, <br> 5.450%, 5/03/2028(a)<br>| &nbsp;&nbsp; 12486236 |
|  |  | &nbsp;&nbsp; 510072849 |
|  | **Financial Other — 0.0%** | **Financial Other — 0.0%** |
| 2310000 | &nbsp;&nbsp; CIFI Holdings Group Co. Ltd., <br> 6.000%, 7/16/2025(d)<br>| &nbsp;&nbsp; 235759 |
| 720000 | &nbsp;&nbsp; CIFI Holdings Group Co. Ltd., <br> 6.450%, 11/07/2024(d)<br>| &nbsp;&nbsp; 73462 |
| 6220000 | &nbsp;&nbsp; Country Garden Holdings Co. Ltd., <br> 3.300%, 1/12/2031(d)<br>| &nbsp;&nbsp; 654033 |
| 193500 | &nbsp;&nbsp; Shimao Group Holdings Ltd., 6.000% PIK <br> and/or 5.000% Cash, 7/21/2031(a)(e)<br>| &nbsp;&nbsp; 8106 |
| 2004370 | &nbsp;&nbsp; Sino-Ocean Group Holding Ltd., <br> 3.000%, 3/27/2033(a)<br>| &nbsp;&nbsp; 260338 |
| 5120000 | &nbsp;&nbsp; Times China Holdings Ltd., <br> 5.750%, 1/14/2027(d)<br>| &nbsp;&nbsp; 166400 |
| 1835000 | &nbsp;&nbsp; Times China Holdings Ltd., <br> 6.200%, 3/22/2026(d)<br>| &nbsp;&nbsp; 61472 |
| 1415000 | &nbsp;&nbsp; Times China Holdings Ltd., <br> 6.750%, 7/08/2025(d)<br>| &nbsp;&nbsp; 45987 |
|  |  | &nbsp;&nbsp; 1505557 |
|  | **Food & Beverage — 1.0%** | **Food & Beverage — 1.0%** |
| 4895000 | &nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food <br> Co./JBS Lux Co. SARL, 3.000%, 2/02/2029<br>| &nbsp;&nbsp; 4692106 |
| 10465000 | &nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food <br> Co./JBS Lux Co. SARL, 3.000%, 5/15/2032<br>| &nbsp;&nbsp; 9362765 |
| 22730000 | &nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food <br> Co./JBS Lux Co. SARL, 3.750%, 12/01/2031<br>| &nbsp;&nbsp; 21472933 |
| 6173000 | &nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food <br> Co./JBS Lux Co. SARL, 5.750%, 4/01/2033<br>| &nbsp;&nbsp; 6446649 |
| 18560000 | &nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food <br> Co./JBS Lux Co. SARL, 6.750%, 3/15/2034<br>| &nbsp;&nbsp; 20518146 |
| 17110000 | &nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Foods <br> Group Holdings, Inc./JBS USA Food Co., <br> 5.500%, 1/15/2036(a)<br>| &nbsp;&nbsp; 17472903 |
| 11855000 | &nbsp;&nbsp; JBS USA LUX SARL/JBS USA Food Co./JBS <br> USA Foods Group, 5.950%, 4/20/2035(a)<br>| &nbsp;&nbsp; 12453705 |
| 46260000 | Pilgrim's Pride Corp., 3.500%, 3/01/2032 | &nbsp;&nbsp; 42343550 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Food & Beverage — continued** | **Food & Beverage — continued** |
| $20030000 | Pilgrim's Pride Corp., 4.250%, 4/15/2031 | &nbsp;&nbsp; $19359828 |
| 935000 | Pilgrim's Pride Corp., 6.875%, 5/15/2034 | &nbsp;&nbsp; 1032324 |
| 3000000 | Smithfield Foods, Inc., 2.625%, 9/13/2031(a) | &nbsp;&nbsp; 2627893 |
| 1920000 | Smithfield Foods, Inc., 3.000%, 10/15/2030(a) | &nbsp;&nbsp; 1754151 |
|  |  | &nbsp;&nbsp; 159536953 |
|  | **Gaming — 0.4%** | **Gaming — 0.4%** |
| 4880000 | &nbsp;&nbsp; GLP Capital LP/GLP Financing II, Inc., <br> 3.250%, 1/15/2032<br>| &nbsp;&nbsp; 4390399 |
| 3365000 | &nbsp;&nbsp; GLP Capital LP/GLP Financing II, Inc., <br> 6.750%, 12/01/2033<br>| &nbsp;&nbsp; 3646173 |
| 51035000 | VICI Properties LP, 5.125%, 5/15/2032 | &nbsp;&nbsp; 51537313 |
| 5278000 | &nbsp;&nbsp; VICI Properties LP/VICI Note Co., Inc., <br> 3.875%, 2/15/2029(a)<br>| &nbsp;&nbsp; 5153116 |
|  |  | &nbsp;&nbsp; 64727001 |
|  | **Government Owned - No Guarantee — 0.3%** | **Government Owned - No Guarantee — 0.3%** |
| 23729000 | Antares Holdings LP, 2.750%, 1/15/2027(a) | &nbsp;&nbsp; 22995795 |
| 12655000 | Antares Holdings LP, 3.750%, 7/15/2027(a) | &nbsp;&nbsp; 12304994 |
| 21876000 | Antares Holdings LP, 7.950%, 8/11/2028(a) | &nbsp;&nbsp; 23271795 |
|  |  | &nbsp;&nbsp; 58572584 |
|  | **Health Care REITs — 0.0%** | **Health Care REITs — 0.0%** |
| 5972000 | Welltower OP LLC, 6.500%, 3/15/2041 | &nbsp;&nbsp; 6654870 |
|  | **Health Insurance — 1.0%** | **Health Insurance — 1.0%** |
| 1370000 | Centene Corp., 2.450%, 7/15/2028 | &nbsp;&nbsp; 1273049 |
| 10105000 | Centene Corp., 2.500%, 3/01/2031 | &nbsp;&nbsp; 8704588 |
| 27795000 | Centene Corp., 3.000%, 10/15/2030 | &nbsp;&nbsp; 24835871 |
| 16405000 | Centene Corp., 3.375%, 2/15/2030 | &nbsp;&nbsp; 15087464 |
| 51155000 | Centene Corp., 4.625%, 12/15/2029 | &nbsp;&nbsp; 49588441 |
| 4380000 | Elevance Health, Inc., 4.100%, 5/15/2032 | &nbsp;&nbsp; 4254750 |
| 66060000 | Elevance Health, Inc., 5.200%, 2/15/2035 | &nbsp;&nbsp; 67327175 |
| 4440000 | Molina Healthcare, Inc., 3.875%, 5/15/2032(a) | &nbsp;&nbsp; 4028976 |
|  |  | &nbsp;&nbsp; 175100314 |
|  | **Healthcare — 0.9%** | **Healthcare — 0.9%** |
| 6325000 | Alcon Finance Corp., 5.375%, 12/06/2032(a) | &nbsp;&nbsp; 6595105 |
| 254735 | CVS Pass-Through Trust, 5.773%, 1/10/2033(a) | &nbsp;&nbsp; 260734 |
| 177664 | CVS Pass-Through Trust, 6.036%, 12/10/2028 | &nbsp;&nbsp; 180402 |
| 8439553 | &nbsp;&nbsp; CVS Pass-Through Trust, Series 2013, <br> 4.704%, 1/10/2036(a)<br>| &nbsp;&nbsp; 8093869 |
| 890483 | &nbsp;&nbsp; CVS Pass-Through Trust, Series 2014, <br> 4.163%, 8/11/2036(a)<br>| &nbsp;&nbsp; 840393 |
| 5280000 | HCA, Inc., 2.375%, 7/15/2031 | &nbsp;&nbsp; 4684021 |
| 2671000 | HCA, Inc., 3.500%, 9/01/2030 | &nbsp;&nbsp; 2551238 |
| 10120000 | HCA, Inc., 4.125%, 6/15/2029 | &nbsp;&nbsp; 10032291 |
| 10235000 | HCA, Inc., 5.125%, 6/15/2039 | &nbsp;&nbsp; 9862065 |
| 6560000 | HCA, Inc., 5.450%, 9/15/2034 | &nbsp;&nbsp; 6729185 |
| 31710000 | HCA, Inc., 5.500%, 6/01/2033 | &nbsp;&nbsp; 32944768 |
| 55845000 | HCA, Inc., 5.600%, 4/01/2034 | &nbsp;&nbsp; 57971839 |
| 3915000 | HCA, Inc., 5.750%, 3/01/2035 | &nbsp;&nbsp; 4093032 |
| 3750000 | Icon Investments Six DAC, 6.000%, 5/08/2034 | &nbsp;&nbsp; 3936383 |
| 2910000 | Quest Diagnostics, Inc., 6.400%, 11/30/2033 | &nbsp;&nbsp; 3228776 |
|  |  | &nbsp;&nbsp; 152004101 |
|  | **Home Construction — 0.6%** | **Home Construction — 0.6%** |
| 18455000 | DR Horton, Inc., 5.000%, 10/15/2034 | &nbsp;&nbsp; 18665404 |
| 11360000 | DR Horton, Inc., 5.500%, 10/15/2035 | &nbsp;&nbsp; 11778030 |
| 7794000 | MDC Holdings, Inc., 6.000%, 1/15/2043 | &nbsp;&nbsp; 7417493 |
| 12374000 | Meritage Homes Corp., 3.875%, 4/15/2029(a) | &nbsp;&nbsp; 12045984 |
| 42520000 | Meritage Homes Corp., 5.650%, 3/15/2035 | &nbsp;&nbsp; 43173508 |
|  |  | &nbsp;&nbsp; 93080419 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Independent Energy — 3.0%** | **Independent Energy — 3.0%** |
| $7360000 | Aker BP ASA, 3.100%, 7/15/2031(a) | &nbsp;&nbsp; $6730455 |
| 19261000 | Aker BP ASA, 4.000%, 1/15/2031(a) | &nbsp;&nbsp; 18562385 |
| 3180000 | Aker BP ASA, 5.125%, 10/01/2034(a) | &nbsp;&nbsp; 3125878 |
| 11000000 | Aker BP ASA, 6.000%, 6/13/2033(a) | &nbsp;&nbsp; 11542146 |
| 77325000 | &nbsp;&nbsp; Canadian Natural Resources Ltd., <br> 5.400%, 12/15/2034(a)<br>| &nbsp;&nbsp; 78751669 |
| 7675000 | Civitas Resources, Inc., 8.375%, 7/01/2028(a) | &nbsp;&nbsp; 7955514 |
| 82984000 | &nbsp;&nbsp; Continental Resources, Inc., <br> 2.875%, 4/01/2032(a)<br>| &nbsp;&nbsp; 72312950 |
| 140594000 | &nbsp;&nbsp; Continental Resources, Inc., <br> 5.750%, 1/15/2031(a)<br>| &nbsp;&nbsp; 144985338 |
| 12935000 | &nbsp;&nbsp; Energean Israel Finance Ltd., <br> 5.375%, 3/30/2028<br>| &nbsp;&nbsp; 12706697 |
| 15340000 | &nbsp;&nbsp; Energean Israel Finance Ltd., <br> 5.875%, 3/30/2031<br>| &nbsp;&nbsp; 14679378 |
| 22445000 | EQT Corp., 3.625%, 5/15/2031(a) | &nbsp;&nbsp; 20987739 |
| 1970000 | EQT Corp., 5.000%, 1/15/2029 | &nbsp;&nbsp; 1997502 |
| 1075000 | Matador Resources Co., 6.500%, 4/15/2032(a) | &nbsp;&nbsp; 1085287 |
| 5355000 | Var Energi ASA, 6.500%, 5/22/2035(a) | &nbsp;&nbsp; 5694006 |
| 5600000 | Var Energi ASA, 7.500%, 1/15/2028(a) | &nbsp;&nbsp; 5934916 |
| 26150000 | Var Energi ASA, 8.000%, 11/15/2032(a) | &nbsp;&nbsp; 30348135 |
| 56567000 | Viper Energy Partners LLC, 5.700%, 8/01/2035 | &nbsp;&nbsp; 57512800 |
|  |  | &nbsp;&nbsp; 494912795 |
|  | **Industrial Other — 0.1%** | **Industrial Other — 0.1%** |
| 8580000 | &nbsp;&nbsp; Jacobs Engineering Group, Inc., <br> 6.350%, 8/18/2028<br>| &nbsp;&nbsp; 9060052 |
|  | **Leisure — 2.1%** | **Leisure — 2.1%** |
| 8000000 | Carnival Corp., 4.000%, 8/01/2028(a) | &nbsp;&nbsp; 7885645 |
| 37895000 | Carnival Corp., 5.750%, 3/15/2030(a) | &nbsp;&nbsp; 38690264 |
| 40295000 | Carnival Corp., 5.750%, 8/01/2032(a) | &nbsp;&nbsp; 41007335 |
| 53295000 | Carnival Corp., 6.125%, 2/15/2033(a) | &nbsp;&nbsp; 54629294 |
| 3075000 | Carnival Corp., 7.000%, 8/15/2029(a) | &nbsp;&nbsp; 3234762 |
| 7390000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 5.375%, 1/15/2036<br>| &nbsp;&nbsp; 7433096 |
| 11000000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 5.500%, 4/01/2028(a)<br>| &nbsp;&nbsp; 11214089 |
| 50665000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 5.625%, 9/30/2031(a)<br>| &nbsp;&nbsp; 51662068 |
| 68020000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 6.000%, 2/01/2033(a)<br>| &nbsp;&nbsp; 69753261 |
| 10265000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 6.250%, 3/15/2032(a)<br>| &nbsp;&nbsp; 10597779 |
| 52271000 | Viking Cruises Ltd., 5.875%, 10/15/2033(a) | &nbsp;&nbsp; 52307683 |
|  |  | &nbsp;&nbsp; 348415276 |
|  | **Life Insurance — 0.6%** | **Life Insurance — 0.6%** |
| 21550000 | Athene Global Funding, 2.550%, 11/19/2030(a) | &nbsp;&nbsp; 19563756 |
| 7385000 | Athene Holding Ltd., 3.500%, 1/15/2031 | &nbsp;&nbsp; 7007774 |
| 8255000 | CNO Financial Group, Inc., 5.250%, 5/30/2029 | &nbsp;&nbsp; 8399463 |
| 9063000 | &nbsp;&nbsp; Mutual of Omaha Insurance Co., <br> 6.800%, 6/15/2036(a)<br>| &nbsp;&nbsp; 10100607 |
| 26914000 | &nbsp;&nbsp; National Life Insurance Co., <br> 10.500%, 9/15/2039(a)<br>| &nbsp;&nbsp; 35724836 |
| 6440000 | NLV Financial Corp., 7.500%, 8/15/2033(a) | &nbsp;&nbsp; 7024816 |
| 2872000 | &nbsp;&nbsp; Penn Mutual Life Insurance Co., <br> 6.650%, 6/15/2034(a)<br>| &nbsp;&nbsp; 3058551 |
| 14489000 | &nbsp;&nbsp; Penn Mutual Life Insurance Co., <br> 7.625%, 6/15/2040(a)<br>| &nbsp;&nbsp; 17060237 |
|  |  | &nbsp;&nbsp; 107940040 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Lodging — 0.5%** | **Lodging — 0.5%** |
| $5810000 | &nbsp;&nbsp; Choice Hotels International, Inc., <br> 5.850%, 8/01/2034<br>| &nbsp;&nbsp; $5942124 |
| 11480000 | Marriott International, Inc., 5.300%, 5/15/2034 | &nbsp;&nbsp; 11791293 |
| 36045000 | Marriott International, Inc., 5.500%, 4/15/2037 | &nbsp;&nbsp; 36835785 |
| 5595000 | &nbsp;&nbsp; Marriott International, Inc., Series HH, <br> 2.850%, 4/15/2031<br>| &nbsp;&nbsp; 5148709 |
| 10685000 | &nbsp;&nbsp; Marriott Ownership Resorts, Inc., <br> 4.500%, 6/15/2029(a)<br>| &nbsp;&nbsp; 10310505 |
| 3215000 | Travel & Leisure Co., 4.500%, 12/01/2029(a) | &nbsp;&nbsp; 3106067 |
| 14787000 | Travel & Leisure Co., 4.625%, 3/01/2030(a) | &nbsp;&nbsp; 14252741 |
| 1795000 | Travel & Leisure Co., 6.000%, 4/01/2027 | &nbsp;&nbsp; 1820730 |
| 235000 | Travel & Leisure Co., 6.625%, 7/31/2026(a) | &nbsp;&nbsp; 236746 |
|  |  | &nbsp;&nbsp; 89444700 |
|  | **Media Entertainment — 0.9%** | **Media Entertainment — 0.9%** |
| 15730000 | AppLovin Corp., 5.375%, 12/01/2031 | &nbsp;&nbsp; 16272302 |
| 81580000 | AppLovin Corp., 5.500%, 12/01/2034 | &nbsp;&nbsp; 84210648 |
| 43170000 | Netflix, Inc., 4.900%, 8/15/2034 | &nbsp;&nbsp; 44532171 |
| 13837000 | &nbsp;&nbsp; Warnermedia Holdings, Inc., <br> 4.279%, 3/15/2032<br>| &nbsp;&nbsp; 12678151 |
|  |  | &nbsp;&nbsp; 157693272 |
|  | **Metals & Mining — 1.8%** | **Metals & Mining — 1.8%** |
| 11405000 | ArcelorMittal SA, 6.750%, 3/01/2041 | &nbsp;&nbsp; 12379429 |
| 12646000 | &nbsp;&nbsp; First Quantum Minerals Ltd., <br> 9.375%, 3/01/2029(a)<br>| &nbsp;&nbsp; 13402547 |
| 5155000 | Glencore Funding LLC, 2.500%, 9/01/2030(a) | &nbsp;&nbsp; 4706154 |
| 7820000 | Glencore Funding LLC, 2.625%, 9/23/2031(a) | &nbsp;&nbsp; 7022913 |
| 6704000 | Glencore Funding LLC, 2.850%, 4/27/2031(a) | &nbsp;&nbsp; 6149153 |
| 10575000 | Glencore Funding LLC, 5.634%, 4/04/2034(a) | &nbsp;&nbsp; 11005963 |
| 21835000 | Glencore Funding LLC, 5.673%, 4/01/2035(a) | &nbsp;&nbsp; 22693815 |
| 20925000 | Glencore Funding LLC, 5.700%, 5/08/2033(a) | &nbsp;&nbsp; 22098893 |
| 25345000 | Glencore Funding LLC, 6.125%, 10/06/2028(a) | &nbsp;&nbsp; 26604271 |
| 30235000 | Glencore Funding LLC, 6.375%, 10/06/2030(a) | &nbsp;&nbsp; 32634705 |
| 89221000 | Glencore Funding LLC, 6.500%, 10/06/2033(a) | &nbsp;&nbsp; 98321158 |
| 1855000 | Reliance, Inc., 2.150%, 8/15/2030 | &nbsp;&nbsp; 1664947 |
| 15175000 | Steel Dynamics, Inc., 5.250%, 5/15/2035 | &nbsp;&nbsp; 15506088 |
| 19952000 | Steel Dynamics, Inc., 5.375%, 8/15/2034 | &nbsp;&nbsp; 20626315 |
|  |  | &nbsp;&nbsp; 294816351 |
|  | **Midstream — 3.8%** | **Midstream — 3.8%** |
| 2995000 | &nbsp;&nbsp; Antero Midstream Partners LP/Antero <br> Midstream Finance Corp., <br> 6.625%, 2/01/2032(a)<br>| &nbsp;&nbsp; 3084646 |
| 8432000 | &nbsp;&nbsp; Cheniere Energy Partners LP, <br> 3.250%, 1/31/2032<br>| &nbsp;&nbsp; 7681652 |
| 33645000 | &nbsp;&nbsp; Cheniere Energy Partners LP, <br> 4.000%, 3/01/2031<br>| &nbsp;&nbsp; 32446163 |
| 52740000 | &nbsp;&nbsp; Cheniere Energy Partners LP, <br> 5.950%, 6/30/2033<br>| &nbsp;&nbsp; 55830435 |
| 13555000 | &nbsp;&nbsp; DCP Midstream Operating LP, <br> 3.250%, 2/15/2032<br>| &nbsp;&nbsp; 12353014 |
| 3045000 | &nbsp;&nbsp; DCP Midstream Operating LP, <br> 5.125%, 5/15/2029<br>| &nbsp;&nbsp; 3113765 |
| 650000 | &nbsp;&nbsp; DCP Midstream Operating LP, <br> 6.450%, 11/03/2036(a)<br>| &nbsp;&nbsp; 685780 |
| 5160000 | Energy Transfer LP, 5.550%, 5/15/2034 | &nbsp;&nbsp; 5294164 |
| 125000 | Energy Transfer LP, 5.600%, 9/01/2034 | &nbsp;&nbsp; 128289 |
| 34865000 | Energy Transfer LP, 5.700%, 4/01/2035 | &nbsp;&nbsp; 36000884 |
| 47640000 | Energy Transfer LP, 5.750%, 2/15/2033 | &nbsp;&nbsp; 49937793 |
| 51565000 | Energy Transfer LP, 6.550%, 12/01/2033 | &nbsp;&nbsp; 56401202 |
| 4355000 | MPLX LP, 5.000%, 3/01/2033 | &nbsp;&nbsp; 4356082 |
| 85000 | NGPL PipeCo LLC, 7.768%, 12/15/2037(a) | &nbsp;&nbsp; 98081 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Midstream — continued** | **Midstream — continued** |
| $12955000 | ONEOK, Inc., 6.500%, 9/01/2030(a) | &nbsp;&nbsp; $13920978 |
| 5314000 | &nbsp;&nbsp; Plains All American Pipeline LP/PAA Finance <br> Corp., 3.550%, 12/15/2029<br>| &nbsp;&nbsp; 5130786 |
| 18993000 | &nbsp;&nbsp; Plains All American Pipeline LP/PAA Finance <br> Corp., 3.800%, 9/15/2030<br>| &nbsp;&nbsp; 18310191 |
| 1385000 | &nbsp;&nbsp; Plains All American Pipeline LP/PAA Finance <br> Corp., 4.300%, 1/31/2043<br>| &nbsp;&nbsp; 1128534 |
| 1595000 | Targa Resources Corp., 5.500%, 2/15/2035 | &nbsp;&nbsp; 1622987 |
| 43560000 | Targa Resources Corp., 6.125%, 3/15/2033 | &nbsp;&nbsp; 46324289 |
| 50110000 | Targa Resources Corp., 6.500%, 3/30/2034 | &nbsp;&nbsp; 54563391 |
| 10710000 | &nbsp;&nbsp; Targa Resources Partners LP/Targa <br> Resources Partners Finance Corp., <br> 4.000%, 1/15/2032<br>| &nbsp;&nbsp; 10175143 |
| 1955000 | &nbsp;&nbsp; Targa Resources Partners LP/Targa <br> Resources Partners Finance Corp., <br> 4.875%, 2/01/2031<br>| &nbsp;&nbsp; 1960710 |
| 16180000 | &nbsp;&nbsp; Venture Global Calcasieu Pass LLC, <br> 3.875%, 11/01/2033(a)<br>| &nbsp;&nbsp; 14578582 |
| 20530000 | &nbsp;&nbsp; Venture Global Calcasieu Pass LLC, <br> 4.125%, 8/15/2031(a)<br>| &nbsp;&nbsp; 19377202 |
| 3175000 | &nbsp;&nbsp; Venture Global Calcasieu Pass LLC, <br> 6.250%, 1/15/2030(a)<br>| &nbsp;&nbsp; 3310096 |
| 14278000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 1/15/2034(a)<br>| &nbsp;&nbsp; 15029842 |
| 18256000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.500%, 5/01/2033(a)<br>| &nbsp;&nbsp; 20173063 |
| 12616000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.750%, 5/01/2035(a)<br>| &nbsp;&nbsp; 14239784 |
| 2170000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 4.050%, 2/01/2030<br>| &nbsp;&nbsp; 2118110 |
| 2870000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.250%, 2/01/2050<br>| &nbsp;&nbsp; 2497777 |
| 5070000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.300%, 3/01/2048<br>| &nbsp;&nbsp; 4410320 |
| 5140000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.450%, 4/01/2044<br>| &nbsp;&nbsp; 4660053 |
| 710000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.500%, 8/15/2048<br>| &nbsp;&nbsp; 632027 |
| 26935000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 6.150%, 4/01/2033<br>| &nbsp;&nbsp; 28454685 |
| 11620000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 6.350%, 1/15/2029<br>| &nbsp;&nbsp; 12224670 |
| 6750000 | Whistler Pipeline LLC, 5.700%, 9/30/2031(a) | &nbsp;&nbsp; 7017209 |
| 7530000 | Whistler Pipeline LLC, 5.950%, 9/30/2034(a) | &nbsp;&nbsp; 7761146 |
| 47080000 | Williams Cos., Inc., 5.150%, 3/15/2034 | &nbsp;&nbsp; 47796612 |
|  |  | &nbsp;&nbsp; 624830137 |
|  | **Mortgage Related — 0.0%** | **Mortgage Related — 0.0%** |
| 231 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 7/01/2029<br>| &nbsp;&nbsp; 237 |
|  | **Natural Gas — 0.0%** | **Natural Gas — 0.0%** |
| 5225000 | &nbsp;&nbsp; Southern Co. Gas Capital Corp., <br> 5.750%, 9/15/2033<br>| &nbsp;&nbsp; 5537451 |
|  | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 2.5%** | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 2.5%** |
| 4955000 | &nbsp;&nbsp; ALA Trust, Series 2025-OANA, Class A, 1 mo. <br> USD SOFR + 1.743%, 5.894%, 6/15/2040(a)(b)<br>| &nbsp;&nbsp; 4979775 |
| 8625000 | &nbsp;&nbsp; Bank, Series 2021-BN35, Class AS, <br> 2.457%, 6/15/2064<br>| &nbsp;&nbsp; 7444940 |
| 410000 | &nbsp;&nbsp; BBSG Mortgage Trust, Series 2016-MRP, <br> Class A, 3.275%, 6/05/2036(a)<br>| &nbsp;&nbsp; 373651 |

---

------

---

| | | |
|:---|:---|:---|
| **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** |
| $4400000 | &nbsp;&nbsp; BPR Trust, Series 2022-SSP, Class A, 1 mo. <br> USD SOFR + 3.000%, 7.150%, 5/15/2039(a)(b)<br>| &nbsp;&nbsp; $4414373 |
| 8370000 | &nbsp;&nbsp; BPR Trust, Series 2022-STAR, Class A, 1 mo. <br> USD SOFR + 3.232%, 7.382%, 8/15/2039(a)(b)<br>| &nbsp;&nbsp; 8368989 |
| 2985000 | &nbsp;&nbsp; BX Commercial Mortgage Trust, <br> Series 2022-AHP, Class B, 1 mo. USD SOFR + <br> 1.840%, 5.990%, 1/17/2039(a)(b)<br>| &nbsp;&nbsp; 2983484 |
| 11290000 | &nbsp;&nbsp; BX Commercial Mortgage Trust, <br> Series 2024-VLT5, Class A, <br> 5.591%, 11/13/2046(a)(b)<br>| &nbsp;&nbsp; 11500411 |
| 1455000 | &nbsp;&nbsp; BX Commercial Mortgage Trust, <br> Series 2024-VLT5, Class B, <br> 5.995%, 11/13/2046(a)(b)<br>| &nbsp;&nbsp; 1494396 |
| 7770000 | &nbsp;&nbsp; BX Trust, Series 2024-VLT4, Class A, 1 mo. <br> USD SOFR + 1.491%, 5.642%, 6/15/2041(a)(b)<br>| &nbsp;&nbsp; 7774856 |
| 69795000 | &nbsp;&nbsp; BX Trust, Series 2025-VLT6, Class A, 1 mo. <br> USD SOFR + 1.443%, 5.593%, 3/15/2042(a)(b)<br>| &nbsp;&nbsp; 69222053 |
| 54890000 | &nbsp;&nbsp; BX Trust, Series 2025-VLT7, Class A, 1 mo. <br> USD SOFR + 1.700%, 5.850%, 7/15/2044(a)(b)<br>| &nbsp;&nbsp; 55005653 |
| 8440000 | &nbsp;&nbsp; BX Trust, Series 2025-VLT7, Class B, 1 mo. <br> USD SOFR + 2.000%, 6.150%, 7/15/2044(a)(b)<br>| &nbsp;&nbsp; 8457648 |
| 54410000 | &nbsp;&nbsp; CHI Commercial Mortgage Trust, <br> Series 2025-SFT, Class A, <br> 5.665%, 4/15/2042(a)(b)<br>| &nbsp;&nbsp; 55774091 |
| 484947 | &nbsp;&nbsp; Commercial Mortgage Pass-Through <br> Certificates, Series 2012-LTRT, Class A2, <br> 3.400%, 10/05/2030(a)<br>| &nbsp;&nbsp; 471005 |
| 455790 | &nbsp;&nbsp; Commercial Mortgage Trust, Series 2012-LC4, <br> Class C, 5.690%, 12/10/2044(b)<br>| &nbsp;&nbsp; 425024 |
| 2635000 | &nbsp;&nbsp; Commercial Mortgage Trust, <br> Series 2024-CBM, Class A2, <br> 5.867%, 12/10/2041(a)(b)<br>| &nbsp;&nbsp; 2684191 |
| 2470000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class A2, <br> 3.953%, 9/15/2037(a)<br>| &nbsp;&nbsp; 2256962 |
| 370000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class B, <br> 4.185%, 9/15/2037(a)<br>| &nbsp;&nbsp; 318107 |
| 510000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class C, <br> 4.336%, 9/15/2037(a)<br>| &nbsp;&nbsp; 402772 |
| 12790000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class D, <br> 4.373%, 9/15/2037(a)<br>| &nbsp;&nbsp; 9397452 |
| 9295000 | &nbsp;&nbsp; DC Commercial Mortgage Trust, <br> Series 2023-DC, Class B, 6.804%, 9/12/2040(a)<br>| &nbsp;&nbsp; 9767706 |
| 3647169 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2021-ESH, Class A, 1 mo. USD SOFR + <br> 1.194%, 5.345%, 7/15/2038(a)(b)<br>| &nbsp;&nbsp; 3647169 |
| 5773068 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2021-ESH, Class B, 1 mo. USD SOFR + <br> 1.494%, 5.645%, 7/15/2038(a)(b)<br>| &nbsp;&nbsp; 5773068 |
| 4532609 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2021-ESH, Class C, 1 mo. USD SOFR + <br> 1.814%, 5.965%, 7/15/2038(a)(b)<br>| &nbsp;&nbsp; 4532609 |
| 19785785 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2021-ESH, Class D, 1 mo. USD SOFR + <br> 2.364%, 6.515%, 7/15/2038(a)(b)<br>| &nbsp;&nbsp; 19785785 |
| 3920000 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2025-ESH, Class A, 1 mo. USD SOFR + <br> 1.300%, 5.450%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; 3920000 |

---

---

| | | |
|:---|:---|:---|
| **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** |
| $3320000 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2025-ESH, Class B, 1 mo. USD SOFR + <br> 1.600%, 5.750%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; $3320000 |
| 2225000 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2025-ESH, Class C, 1 mo. USD SOFR + <br> 1.850%, 6.000%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; 2225000 |
| 30590000 | &nbsp;&nbsp; GFH Mortgage Trust, Series 2025-IND, <br> Class A, 5.148%, 6/15/2033(a)<br>| &nbsp;&nbsp; 30921889 |
| 7837631 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2012-BWTR, Class A, <br> 2.954%, 11/05/2034(a)<br>| &nbsp;&nbsp; 6719919 |
| 4375000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2013-PEMB, Class A, <br> 3.668%, 3/05/2033(a)(b)<br>| &nbsp;&nbsp; 3696875 |
| 9406000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2013-PEMB, Class D, <br> 3.668%, 3/05/2033(a)(b)<br>| &nbsp;&nbsp; 1857685 |
| 138663 | &nbsp;&nbsp; Hudsons Bay Simon JV Trust, <br> Series 2015-HB7, Class A7, <br> 3.914%, 8/05/2034(a)<br>| &nbsp;&nbsp; 138542 |
| 2303403 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2012-LC9, Class C, <br> 3.689%, 12/15/2047(a)(b)<br>| &nbsp;&nbsp; 2234416 |
| 340000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2012-LC9, Class D, <br> 3.689%, 12/15/2047(a)(b)<br>| &nbsp;&nbsp; 322167 |
| 11510000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class A, <br> 1 mo. USD SOFR + 1.600%, <br> 5.750%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; 11487832 |
| 7235000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class B, <br> 1 mo. USD SOFR + 2.000%, <br> 6.150%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; 7218425 |
| 2590814 | &nbsp;&nbsp; JPMBB Commercial Mortgage Securities <br> Trust, Series 2015-C32, Class A5, <br> 3.598%, 11/15/2048<br>| &nbsp;&nbsp; 2570088 |
| 6140000 | &nbsp;&nbsp; LEX Mortgage Trust, Series 2024-BBG, <br> Class A, 5.036%, 10/13/2033(a)(b)<br>| &nbsp;&nbsp; 6183797 |
| 307402 | &nbsp;&nbsp; Morgan Stanley Bank of America Merrill <br> Lynch Trust, Series 2013-C12, Class C, <br> 4.859%, 10/15/2046(b)<br>| &nbsp;&nbsp; 292035 |
| 1699669 | &nbsp;&nbsp; MSBAM Commercial Mortgage Securities <br> Trust, Series 2012-CKSV, Class A2, <br> 3.277%, 10/15/2030(a)<br>| &nbsp;&nbsp; 1618935 |
| 5755000 | &nbsp;&nbsp; New Economy Assets - Phase 1 Sponsor LLC, <br> Series 2021-1, Class A1, 1.910%, 10/20/2061(a)<br>| &nbsp;&nbsp; 4800515 |
| 15285000 | &nbsp;&nbsp; SCOTT Trust, Series 2023-SFS, Class A, <br> 5.910%, 3/10/2040(a)<br>| &nbsp;&nbsp; 15718752 |
| 8230000 | &nbsp;&nbsp; TCO Commercial Mortgage Trust, <br> Series 2024-DPM, Class A, 1 mo. USD SOFR + <br> 1.243%, 5.393%, 12/15/2039(a)(b)<br>| &nbsp;&nbsp; 8250600 |
| 174259 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, <br> Series 2013-LC12, Class B, <br> 3.913%, 7/15/2046(b)<br>| &nbsp;&nbsp; 169031 |
| 4030000 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, <br> Series 2016-C36, Class AS, 3.419%, 11/15/2059<br>| &nbsp;&nbsp; 3941336 |
| 535000 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2011-C3, Class D, <br> 6.050%, 3/15/2044(a)(b)<br>| &nbsp;&nbsp; 192600 |

---

------

---

| | | |
|:---|:---|:---|
| **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** |
| $803375 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2012-C10, Class B, 3.744%, 12/15/2045<br>| &nbsp;&nbsp; $747147 |
| 2956239 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2014-C20, Class B, 4.378%, 5/15/2047<br>| &nbsp;&nbsp; 2649559 |
|  |  | &nbsp;&nbsp; 418453315 |
|  | **Office REITs — 0.0%** | **Office REITs — 0.0%** |
| 2085000 | &nbsp;&nbsp; COPT Defense Properties LP, <br> 2.750%, 4/15/2031<br>| &nbsp;&nbsp; 1887518 |
|  | **Oil Field Services — 0.4%** | **Oil Field Services — 0.4%** |
| 65033000 | Helmerich & Payne, Inc., 5.500%, 12/01/2034 | &nbsp;&nbsp; 63721523 |
|  | **Other REITs — 0.3%** | **Other REITs — 0.3%** |
| 6150000 | Extra Space Storage LP, 2.350%, 3/15/2032 | &nbsp;&nbsp; 5337451 |
| 12900000 | Extra Space Storage LP, 5.900%, 1/15/2031 | &nbsp;&nbsp; 13705541 |
| 38265000 | Host Hotels & Resorts LP, 5.500%, 4/15/2035 | &nbsp;&nbsp; 38517442 |
|  |  | &nbsp;&nbsp; 57560434 |
|  | **Pharmaceuticals — 1.5%** | **Pharmaceuticals — 1.5%** |
| 4130000 | Amgen, Inc., 5.250%, 3/02/2033 | &nbsp;&nbsp; 4278023 |
| 2190000 | Bausch Health Cos., Inc., 4.875%, 6/01/2028(a) | &nbsp;&nbsp; 1960050 |
| 49530000 | &nbsp;&nbsp; Pfizer Investment Enterprises Pte. Ltd., <br> 4.750%, 5/19/2033<br>| &nbsp;&nbsp; 50037764 |
| 44165000 | Roche Holdings, Inc., 4.985%, 3/08/2034(a) | &nbsp;&nbsp; 45600023 |
| 43200000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Co. LLC, <br> 6.150%, 2/01/2036<br>| &nbsp;&nbsp; 45233856 |
| 9089000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 3.150%, 10/01/2026<br>| &nbsp;&nbsp; 8927420 |
| 54516000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 4.100%, 10/01/2046<br>| &nbsp;&nbsp; 40685841 |
| 4139000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 4.750%, 5/09/2027<br>| &nbsp;&nbsp; 4133219 |
| 3140000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 5.125%, 5/09/2029<br>| &nbsp;&nbsp; 3156683 |
| 5947000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 6.000%, 12/01/2032<br>| &nbsp;&nbsp; 6193717 |
| 4495000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 6.750%, 3/01/2028<br>| &nbsp;&nbsp; 4665913 |
| 13080000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 7.875%, 9/15/2029<br>| &nbsp;&nbsp; 14274139 |
| 4885000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 8.125%, 9/15/2031<br>| &nbsp;&nbsp; 5585353 |
| 10760000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands IV <br> BV, 5.750%, 12/01/2030<br>| &nbsp;&nbsp; 11081821 |
|  |  | &nbsp;&nbsp; 245813822 |
|  | **Property & Casualty Insurance — 0.8%** | **Property & Casualty Insurance — 0.8%** |
| 3275000 | Arthur J Gallagher & Co., 5.000%, 2/15/2032 | &nbsp;&nbsp; 3341405 |
| 8590000 | Arthur J Gallagher & Co., 5.150%, 2/15/2035 | &nbsp;&nbsp; 8691564 |
| 6095000 | Arthur J Gallagher & Co., 5.450%, 7/15/2034 | &nbsp;&nbsp; 6311792 |
| 6505000 | Brown & Brown, Inc., 5.550%, 6/23/2035 | &nbsp;&nbsp; 6691378 |
| 4720000 | CNA Financial Corp., 5.125%, 2/15/2034 | &nbsp;&nbsp; 4763041 |
| 26635000 | &nbsp;&nbsp; Fidelity National Financial, Inc., <br> 3.400%, 6/15/2030<br>| &nbsp;&nbsp; 25296414 |
| 40985000 | &nbsp;&nbsp; Marsh & McLennan Cos., Inc., <br> 5.000%, 3/15/2035<br>| &nbsp;&nbsp; 41486239 |
| 32940000 | &nbsp;&nbsp; Stewart Information Services Corp., <br> 3.600%, 11/15/2031<br>| &nbsp;&nbsp; 29507608 |
|  |  | &nbsp;&nbsp; 126089441 |
|  | **Restaurants — 0.3%** | **Restaurants — 0.3%** |
| 2595000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 3.500%, 2/15/2029(a)<br>| &nbsp;&nbsp; 2477678 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Restaurants — continued** | **Restaurants — continued** |
| $665000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 3.875%, 1/15/2028(a)<br>| &nbsp;&nbsp; $649072 |
| 33225000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 4.000%, 10/15/2030(a)<br>| &nbsp;&nbsp; 31312018 |
| 4520000 | Yum! Brands, Inc., 3.625%, 3/15/2031 | &nbsp;&nbsp; 4220514 |
| 7056000 | Yum! Brands, Inc., 4.750%, 1/15/2030(a) | &nbsp;&nbsp; 7012229 |
|  |  | &nbsp;&nbsp; 45671511 |
|  | **Retailers — 0.1%** | **Retailers — 0.1%** |
| 370000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 8.375%, 1/15/2029(a)<br>| &nbsp;&nbsp; 361890 |
| 3405000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 11.500%, 8/15/2029(a)<br>| &nbsp;&nbsp; 3592275 |
| 9550000 | Home Depot, Inc., 4.950%, 6/25/2034 | &nbsp;&nbsp; 9778971 |
|  |  | &nbsp;&nbsp; 13733136 |
|  | **School District — 0.1%** | **School District — 0.1%** |
| 15590000 | AppLovin Corp., 5.125%, 12/01/2029 | &nbsp;&nbsp; 15948667 |
|  | **Technology — 7.6%** | **Technology — 7.6%** |
| 5095000 | Arrow Electronics, Inc., 2.950%, 2/15/2032 | &nbsp;&nbsp; 4547172 |
| 15000000 | Arrow Electronics, Inc., 5.875%, 4/10/2034 | &nbsp;&nbsp; 15720818 |
| 21490000 | Atlassian Corp., 5.250%, 5/15/2029 | &nbsp;&nbsp; 22092944 |
| 56495000 | Atlassian Corp., 5.500%, 5/15/2034 | &nbsp;&nbsp; 58201559 |
| 4210000 | Broadcom, Inc., 2.600%, 2/15/2033(a) | &nbsp;&nbsp; 3695829 |
| 19501000 | Broadcom, Inc., 3.137%, 11/15/2035(a) | &nbsp;&nbsp; 16871595 |
| 49825000 | Broadcom, Inc., 3.187%, 11/15/2036(a) | &nbsp;&nbsp; 42519536 |
| 15060000 | Broadcom, Inc., 3.419%, 4/15/2033(a) | &nbsp;&nbsp; 13937645 |
| 70750000 | Broadcom, Inc., 3.469%, 4/15/2034(a) | &nbsp;&nbsp; 64566515 |
| 6584000 | Broadcom, Inc., 4.300%, 11/15/2032 | &nbsp;&nbsp; 6498963 |
| 14650000 | Broadcom, Inc., 4.800%, 10/15/2034 | &nbsp;&nbsp; 14752467 |
| 8890000 | &nbsp;&nbsp; CDW LLC/CDW Finance Corp., <br> 3.250%, 2/15/2029<br>| &nbsp;&nbsp; 8514674 |
| 20942000 | &nbsp;&nbsp; CDW LLC/CDW Finance Corp., <br> 3.276%, 12/01/2028<br>| &nbsp;&nbsp; 20229972 |
| 55470000 | &nbsp;&nbsp; CDW LLC/CDW Finance Corp., <br> 3.569%, 12/01/2031<br>| &nbsp;&nbsp; 51785872 |
| 45870000 | &nbsp;&nbsp; CDW LLC/CDW Finance Corp., <br> 5.550%, 8/22/2034<br>| &nbsp;&nbsp; 47033069 |
| 29765000 | &nbsp;&nbsp; Dell International LLC/EMC Corp., <br> 5.100%, 2/15/2036<br>| &nbsp;&nbsp; 29598976 |
| 11090000 | Entegris, Inc., 3.625%, 5/01/2029(a) | &nbsp;&nbsp; 10540159 |
| 58775000 | Entegris, Inc., 4.750%, 4/15/2029(a) | &nbsp;&nbsp; 58270869 |
| 11869000 | Equinix, Inc., 2.500%, 5/15/2031 | &nbsp;&nbsp; 10697648 |
| 7380000 | Fair Isaac Corp., 6.000%, 5/15/2033(a) | &nbsp;&nbsp; 7471831 |
| 17300000 | Fiserv, Inc., 4.550%, 2/15/2031 | &nbsp;&nbsp; 17364142 |
| 17830000 | Fiserv, Inc., 5.150%, 8/12/2034 | &nbsp;&nbsp; 18043116 |
| 49180000 | Fiserv, Inc., 5.625%, 8/21/2033 | &nbsp;&nbsp; 51631705 |
| 14147000 | Leidos, Inc., 2.300%, 2/15/2031 | &nbsp;&nbsp; 12623362 |
| 2555000 | Leidos, Inc., 4.375%, 5/15/2030 | &nbsp;&nbsp; 2546975 |
| 10455000 | Leidos, Inc., 5.400%, 3/15/2032 | &nbsp;&nbsp; 10861523 |
| 21165000 | Leidos, Inc., 5.500%, 3/15/2035 | &nbsp;&nbsp; 21929601 |
| 51163000 | Leidos, Inc., 5.750%, 3/15/2033 | &nbsp;&nbsp; 54037014 |
| 7080000 | Micron Technology, Inc., 5.875%, 2/09/2033 | &nbsp;&nbsp; 7519776 |
| 62162000 | Micron Technology, Inc., 5.875%, 9/15/2033 | &nbsp;&nbsp; 66127781 |
| 4915000 | Micron Technology, Inc., 6.050%, 11/01/2035 | &nbsp;&nbsp; 5251374 |
| 49180000 | Motorola Solutions, Inc., 5.400%, 4/15/2034 | &nbsp;&nbsp; 50977398 |
| 34155000 | Motorola Solutions, Inc., 5.550%, 8/15/2035 | &nbsp;&nbsp; 35581636 |
| 32220000 | MSCI, Inc., 5.250%, 9/01/2035 | &nbsp;&nbsp; 32486748 |
| 15560000 | NetApp, Inc., 5.500%, 3/17/2032 | &nbsp;&nbsp; 16189302 |
| 13765000 | NetApp, Inc., 5.700%, 3/17/2035 | &nbsp;&nbsp; 14388987 |
| 16645000 | Open Text Corp., 6.900%, 12/01/2027(a) | &nbsp;&nbsp; 17317737 |
| 49510000 | Oracle Corp., 5.200%, 9/26/2035 | &nbsp;&nbsp; 49782623 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Technology — continued** | **Technology — continued** |
| $11575000 | Paychex, Inc., 5.600%, 4/15/2035 | &nbsp;&nbsp; $12117661 |
| 32130000 | &nbsp;&nbsp; Sensata Technologies BV, <br> 4.000%, 4/15/2029(a)<br>| &nbsp;&nbsp; 30834273 |
| 2460000 | &nbsp;&nbsp; Sensata Technologies BV, <br> 5.875%, 9/01/2030(a)<br>| &nbsp;&nbsp; 2475242 |
| 11265000 | &nbsp;&nbsp; Sensata Technologies, Inc., <br> 3.750%, 2/15/2031(a)<br>| &nbsp;&nbsp; 10396229 |
| 8643000 | &nbsp;&nbsp; Sensata Technologies, Inc., <br> 4.375%, 2/15/2030(a)<br>| &nbsp;&nbsp; 8341843 |
| 19820000 | Synopsys, Inc., 5.150%, 4/01/2035 | &nbsp;&nbsp; 20161981 |
| 23235000 | Synopsys, Inc., 5.700%, 4/01/2055 | &nbsp;&nbsp; 23449478 |
| 13665000 | TD SYNNEX Corp., 1.750%, 8/09/2026 | &nbsp;&nbsp; 13360030 |
| 11132000 | TD SYNNEX Corp., 2.650%, 8/09/2031 | &nbsp;&nbsp; 9987059 |
| 67882000 | TD SYNNEX Corp., 6.100%, 4/12/2034 | &nbsp;&nbsp; 72166458 |
| 35170000 | Trimble, Inc., 6.100%, 3/15/2033 | &nbsp;&nbsp; 37807115 |
| 17175000 | Verisk Analytics, Inc., 5.250%, 3/15/2035 | &nbsp;&nbsp; 17508847 |
| 9945000 | Verisk Analytics, Inc., 5.750%, 4/01/2033 | &nbsp;&nbsp; 10561141 |
| 5450000 | Western Digital Corp., 2.850%, 2/01/2029 | &nbsp;&nbsp; 5123832 |
| 1811000 | Western Digital Corp., 4.750%, 2/15/2026 | &nbsp;&nbsp; 1809943 |
|  |  | &nbsp;&nbsp; 1268310045 |
|  | **Treasuries — 18.3%** | **Treasuries — 18.3%** |
| 100890000 | U.S. Treasury Bonds, 2.250%, 2/15/2052 | &nbsp;&nbsp; 62579387 |
| 148890000 | U.S. Treasury Bonds, 4.250%, 2/15/2054 | &nbsp;&nbsp; 137432450 |
| 446650000 | U.S. Treasury Bonds, 4.250%, 8/15/2054 | &nbsp;&nbsp; 412313781 |
| 1033885000 | U.S. Treasury Bonds, 4.750%, 2/15/2045(f) | &nbsp;&nbsp; 1040346781 |
| 87335000 | U.S. Treasury Bonds, 4.875%, 8/15/2045 | &nbsp;&nbsp; 89286391 |
| 729695000 | U.S. Treasury Bonds, 5.000%, 5/15/2045 | &nbsp;&nbsp; 757742652 |
| 87170000 | U.S. Treasury Notes, 3.875%, 3/31/2027 | &nbsp;&nbsp; 87428786 |
| 464140000 | U.S. Treasury Notes, 3.875%, 4/30/2030 | &nbsp;&nbsp; 467077134 |
|  |  | &nbsp;&nbsp; 3054207362 |
|  | **Wireless — 1.4%** | **Wireless — 1.4%** |
| 9655000 | American Tower Corp., 5.450%, 2/15/2034 | &nbsp;&nbsp; 10030909 |
| 34780000 | American Tower Corp., 5.900%, 11/15/2033 | &nbsp;&nbsp; 37279209 |
| 610000 | Sprint Capital Corp., 6.875%, 11/15/2028 | &nbsp;&nbsp; 656145 |
| 43355000 | Sprint Capital Corp., 8.750%, 3/15/2032 | &nbsp;&nbsp; 52818695 |
| 8560000 | T-Mobile USA, Inc., 2.700%, 3/15/2032 | &nbsp;&nbsp; 7673303 |
| 7565000 | T-Mobile USA, Inc., 3.500%, 4/15/2031 | &nbsp;&nbsp; 7196104 |
| 53355000 | T-Mobile USA, Inc., 5.150%, 4/15/2034 | &nbsp;&nbsp; 54580837 |
| 55305000 | T-Mobile USA, Inc., 5.750%, 1/15/2034 | &nbsp;&nbsp; 58602263 |
|  |  | &nbsp;&nbsp; 228837465 |
|  | **Wirelines — 0.3%** | **Wirelines — 0.3%** |
| 43160000 | AT&T, Inc., 5.375%, 8/15/2035 | &nbsp;&nbsp; 44451706 |
|  | &nbsp;&nbsp; Total Non-Convertible Bonds <br>(Identified Cost $14,362,433,768)<br>| &nbsp;&nbsp; 14706140109 |
| **Convertible Bonds — 0.1%** | **Convertible Bonds — 0.1%** | **Convertible Bonds — 0.1%** |
|  | **Cable Satellite — 0.1%** | **Cable Satellite — 0.1%** |
| 7330223 | &nbsp;&nbsp; EchoStar Corp., 3.875% PIK and/or 3.875% <br> Cash, 11/30/2030(e)<br>| &nbsp;&nbsp; 18032349 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Financial Other — 0.0%** | **Financial Other — 0.0%** |
| $21154257 | &nbsp;&nbsp; Shimao Group Holdings Ltd., Zero Coupon, <br> 7/21/2026(a)<br>| &nbsp;&nbsp; $1179138 |
| 4953708 | &nbsp;&nbsp; Sino-Ocean Group Holding Ltd., Zero Coupon, <br> 3/27/2027(a)<br>| &nbsp;&nbsp; 37153 |
|  |  | &nbsp;&nbsp; 1216291 |
|  | &nbsp;&nbsp; Total Convertible Bonds <br>(Identified Cost $12,111,958)<br>| &nbsp;&nbsp; 19248640 |
| **Municipals — 0.1%** | **Municipals — 0.1%** | **Municipals — 0.1%** |
|  | **Virginia — 0.1%** | **Virginia — 0.1%** |
| 6730000 | &nbsp;&nbsp; Tobacco Settlement Financing Corp., <br> 6.706%, 6/01/2046 <br>(Identified Cost $6,488,575)<br>| &nbsp;&nbsp; 5068659 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $14,381,034,301)<br>| &nbsp;&nbsp; 14730457408 |
| **Collateralized Loan Obligations — 5.3%** | **Collateralized Loan Obligations — 5.3%** | **Collateralized Loan Obligations — 5.3%** |
| 13405000 | &nbsp;&nbsp; AGL CLO 42 Ltd., Series 2025-42A, Class A1, <br> 3 mo. USD SOFR + 1.300%, <br> 5.569%, 7/22/2038(a)(b)<br>| &nbsp;&nbsp; 13458580 |
| 9975000 | &nbsp;&nbsp; AIMCO CLO 21 Ltd., Series 2024-21A, Class B, <br> 3 mo. USD SOFR + 1.920%, <br> 6.249%, 4/18/2037(a)(b)<br>| &nbsp;&nbsp; 10008316 |
| 14785000 | &nbsp;&nbsp; Alinea CLO Ltd., Series 2018-1A, Class BR, <br> 3 mo. USD SOFR + 1.150%, <br> 5.476%, 7/20/2031(a)(b)<br>| &nbsp;&nbsp; 14731035 |
| 16505000 | &nbsp;&nbsp; Anchorage Capital CLO 6 Ltd., Series 2015-6A, <br> Class AR4, 3 mo. USD SOFR + 1.370%, <br> 5.640%, 7/22/2038(a)(b)<br>| &nbsp;&nbsp; 16562767 |
| 7905000 | &nbsp;&nbsp; Anchorage Capital CLO 9 Ltd., Series 2016-9A, <br> Class AR3, 3 mo. USD SOFR + 1.450%, <br> 5.768%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 7937229 |
| 3520000 | &nbsp;&nbsp; ARES Loan Funding I Ltd., Series 2021-ALFA, <br> Class D, 3 mo. USD SOFR + 3.262%, <br> 7.579%, 10/15/2034(a)(b)<br>| &nbsp;&nbsp; 3526023 |
| 1665000 | &nbsp;&nbsp; Atrium XV, Series 15A, Class D1R, 3 mo. USD <br> SOFR + 3.300%, 7.618%, 7/16/2037(a)(b)<br>| &nbsp;&nbsp; 1678631 |
| 20050000 | &nbsp;&nbsp; Bain Capital Credit CLO Ltd., Series 2022-4A, <br> Class A1R, 3 mo. USD SOFR + 1.380%, <br> 5.698%, 10/16/2037(a)(b)<br>| &nbsp;&nbsp; 20128476 |
| 1150000 | &nbsp;&nbsp; Ballyrock CLO Ltd., Series 2019-2A, <br> Class A2RR, 3 mo. USD SOFR + 2.000%, <br> 6.204%, 2/20/2036(a)(b)<br>| &nbsp;&nbsp; 1150000 |
| 5320000 | &nbsp;&nbsp; Battalion CLO VIII Ltd., Series 2015-8A, <br> Class A2R3, 3 mo. USD SOFR + 1.000%, <br> 5.329%, 7/18/2030(a)(b)<br>| &nbsp;&nbsp; 5319925 |
| 4005000 | &nbsp;&nbsp; Benefit Street Partners CLO 43 Ltd., <br> Series 2025-43A, Class A, 3 mo. USD SOFR + <br> 1.270%, 0.000%, 10/20/2038(a)(b)(g)<br>| &nbsp;&nbsp; 4006726 |
| 4395000 | &nbsp;&nbsp; Benefit Street Partners CLO Ltd., <br> Series 2015-6BR, Class A1R, 3 mo. USD SOFR <br> + 1.180%, 5.506%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 4392816 |
| 6200000 | &nbsp;&nbsp; Benefit Street Partners CLO XXVIII Ltd., <br> Series 2022-28A, Class BR, 3 mo. USD SOFR + <br> 1.700%, 6.026%, 10/20/2037(a)(b)<br>| &nbsp;&nbsp; 6219983 |
| 3579000 | &nbsp;&nbsp; Benefit Street Partners CLO XXXI Ltd., <br> Series 2023-31A, Class BR, 3 mo. USD SOFR + <br> 1.750%, 6.069%, 4/25/2038(a)(b)<br>| &nbsp;&nbsp; 3599461 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
| $2695000 | &nbsp;&nbsp; Benefit Street Partners CLO XXXVII Ltd., <br> Series 2024-37A, Class B, 3 mo. USD SOFR + <br> 1.650%, 5.969%, 1/25/2038(a)(b)<br>| &nbsp;&nbsp; $2703220 |
| 17040000 | &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; 17089126 |
| 10015000 | &nbsp;&nbsp; Birch Grove CLO 6 Ltd., Series 2023-6A, <br> Class A1R, 3 mo. USD SOFR + 1.380%, <br> 5.751%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 10039617 |
| 13735000 | &nbsp;&nbsp; Birch Grove CLO 7 Ltd., Series 2023-7A, <br> Class A1R, 3 mo. USD SOFR + 1.260%, <br> 0.000%, 10/20/2038(a)(b)(g)<br>| &nbsp;&nbsp; 13741002 |
| 20215000 | &nbsp;&nbsp; Birch Grove CLO 9 Ltd., Series 2024-9A, <br> Class A1, 3 mo. USD SOFR + 1.400%, <br> 5.732%, 10/22/2037(a)(b)<br>| &nbsp;&nbsp; 20279001 |
| 2525000 | &nbsp;&nbsp; Canyon CLO Ltd., Series 2018-1A, Class B, <br> 3 mo. USD SOFR + 1.962%, <br> 6.279%, 7/15/2031(a)(b)<br>| &nbsp;&nbsp; 2527889 |
| 6500000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2014-5A, Class BR3, <br> 3 mo. USD SOFR + 1.750%, <br> 6.072%, 7/17/2037(a)(b)<br>| &nbsp;&nbsp; 6515860 |
| 54300000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2018-1A, Class A1R, <br> 3 mo. USD SOFR + 1.320%, <br> 5.649%, 1/18/2038(a)(b)<br>| &nbsp;&nbsp; 54484729 |
| 11410000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2019-4A, <br> Class A1R2, 3 mo. USD SOFR + 1.300%, <br> 5.646%, 7/15/2038(a)(b)<br>| &nbsp;&nbsp; 11455012 |
| 11715000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2019-7A, Class A1R, <br> 3 mo. USD SOFR + 1.280%, <br> 5.371%, 10/19/2038(a)(b)<br>| &nbsp;&nbsp; 11751234 |
| 3970000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2021-4A, Class AR, <br> 3 mo. USD SOFR + 1.360%, <br> 5.679%, 7/23/2037(a)(b)<br>| &nbsp;&nbsp; 3979925 |
| 4415000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2021-6A, Class B, <br> 3 mo. USD SOFR + 1.912%, <br> 6.229%, 10/15/2034(a)(b)<br>| &nbsp;&nbsp; 4421998 |
| 8720000 | &nbsp;&nbsp; Clover CLO LLC, Series 2018-1A, Class A1RR, <br> 3 mo. USD SOFR + 1.530%, <br> 5.856%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 8752595 |
| 19410000 | &nbsp;&nbsp; Crown City CLO I, Series 2020-1A, <br> Class A1RR, 3 mo. USD SOFR + 1.370%, <br> 5.533%, 7/20/2038(a)(b)<br>| &nbsp;&nbsp; 19469317 |
| 7115000 | &nbsp;&nbsp; Diameter Capital CLO 10 Ltd., <br> Series 2025-10A, Class A, 3 mo. USD SOFR + <br> 1.310%, 5.596%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 7134716 |
| 3335000 | &nbsp;&nbsp; Dryden 53 CLO Ltd., Series 2017-53A, <br> Class BR, 3 mo. USD SOFR + 1.300%, <br> 5.602%, 1/15/2031(a)(b)<br>| &nbsp;&nbsp; 3336928 |
| 24520000 | &nbsp;&nbsp; Garnet CLO 2 Ltd., Series 2025-2A, Class A, <br> 3 mo. USD SOFR + 1.350%, <br> 5.431%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 24605820 |
| 28260000 | &nbsp;&nbsp; Garnet CLO 3 Ltd., Series 2025-3A, Class A1, <br> 3 mo. USD SOFR + 1.270%, <br> 0.000%, 10/20/2038(a)(b)(g)<br>| &nbsp;&nbsp; 28260000 |
| 14870000 | &nbsp;&nbsp; Golub Capital CLO 82 B Ltd., Series 2025-82A, <br> Class A1, 3 mo. USD SOFR + 1.260%, <br> 5.226%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 14876409 |
| 3620000 | &nbsp;&nbsp; Greenacre Park CLO LLC, Series 2021-2A, <br> Class AR, 3 mo. USD SOFR + 1.370%, <br> 5.667%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 3636308 |
| 3545000 | &nbsp;&nbsp; Invesco CLO Ltd., Series 2021-1A, Class D, <br> 3 mo. USD SOFR + 3.312%, <br> 7.629%, 4/15/2034(a)(b)<br>| &nbsp;&nbsp; 3536350 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
| $37555000 | &nbsp;&nbsp; Invesco U.S. CLO Ltd., Series 2024-4A, <br> Class A1, 3 mo. USD SOFR + 1.330%, <br> 5.648%, 1/15/2038(a)(b)<br>| &nbsp;&nbsp; $37745329 |
| 2420000 | &nbsp;&nbsp; Madison Park Funding XXXVII Ltd., <br> Series 2019-37A, Class AR2, 3 mo. USD SOFR <br> + 1.530%, 5.848%, 4/15/2037(a)(b)<br>| &nbsp;&nbsp; 2427654 |
| 2340000 | &nbsp;&nbsp; Madison Park Funding XXXVIII Ltd., <br> Series 2021-38A, Class A, 3 mo. USD SOFR + <br> 1.382%, 5.704%, 7/17/2034(a)(b)<br>| &nbsp;&nbsp; 2340000 |
| 25360000 | &nbsp;&nbsp; Magnetite XLVIII Ltd., Series 2025-48A, <br> Class A1, 3 mo. USD SOFR + 1.280%, <br> 5.572%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 25471838 |
| 3980000 | &nbsp;&nbsp; MidOcean Credit CLO XVIII LLC, <br> Series 2025-18A, Class A1, 3 mo. USD SOFR + <br> 1.170%, 5.488%, 10/18/2035(a)(b)<br>| &nbsp;&nbsp; 3982022 |
| 22900000 | &nbsp;&nbsp; MidOcean Credit CLO XXI, Series 2025-21A, <br> Class A1, 3 mo. USD SOFR + 1.260%, <br> 0.000%, 10/20/2038(a)(b)(g)<br>| &nbsp;&nbsp; 22910007 |
| 13895000 | &nbsp;&nbsp; Morgan Stanley Eaton Vance CLO LLC, <br> Series 2022-16A, Class B, 3 mo. USD SOFR + <br> 1.950%, 6.268%, 4/15/2035(a)(b)<br>| &nbsp;&nbsp; 13937102 |
| 11735000 | &nbsp;&nbsp; Northwoods Capital 20 Ltd., Series 2019-20A, <br> Class AR2, 3 mo. USD SOFR + 1.340%, <br> 5.556%, 10/25/2038(a)(b)<br>| &nbsp;&nbsp; 11728311 |
| 18665000 | &nbsp;&nbsp; OCP CLO Ltd., Series 2020-18A, Class A1R2, <br> 3 mo. USD SOFR + 1.370%, <br> 5.696%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 18712726 |
| 14590000 | &nbsp;&nbsp; OCP CLO Ltd., Series 2020-8RA, Class BR, <br> 3 mo. USD SOFR + 1.650%, <br> 5.972%, 10/17/2036(a)(b)<br>| &nbsp;&nbsp; 14590000 |
| 33920000 | &nbsp;&nbsp; OCP CLO Ltd., Series 2024-38A, Class A, 3 mo. <br> USD SOFR + 1.330%, 5.656%, 1/21/2038(a)(b)<br>| &nbsp;&nbsp; 33978275 |
| 7170000 | &nbsp;&nbsp; Octagon Investment Partners 18-R Ltd., <br> Series 2018-18A, Class A2, 3 mo. USD SOFR + <br> 1.732%, 6.049%, 4/16/2031(a)(b)<br>| &nbsp;&nbsp; 7173011 |
| 2000000 | &nbsp;&nbsp; Octagon Investment Partners 26 Ltd., <br> Series 2016-1A, Class BR, 3 mo. USD SOFR + <br> 1.862%, 6.179%, 7/15/2030(a)(b)<br>| &nbsp;&nbsp; 2003938 |
| 28405000 | &nbsp;&nbsp; OHA Credit Funding 10-R Ltd., <br> Series 2021-10RA, Class A1, 3 mo. USD SOFR <br> + 1.260%, 5.539%, 7/18/2037(a)(b)<br>| &nbsp;&nbsp; 28447607 |
| 18490000 | &nbsp;&nbsp; OHA Loan Funding Ltd., Series 2015-1A, <br> Class A1R4, 3 mo. USD SOFR + 1.250%, <br> 5.422%, 10/19/2038(a)(b)<br>| &nbsp;&nbsp; 18545285 |
| 40470000 | &nbsp;&nbsp; Palmer Square BDC CLO 1 Ltd., Series 1A, <br> Class A, 3 mo. USD SOFR + 1.600%, <br> 5.918%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 40609176 |
| 14358000 | &nbsp;&nbsp; Palmer Square Loan Funding Ltd., <br> Series 2024-2A, Class A2, 3 mo. USD SOFR + <br> 1.450%, 5.768%, 1/15/2033(a)(b)<br>| &nbsp;&nbsp; 14343139 |
| 12875000 | &nbsp;&nbsp; Post CLO Ltd., Series 2022-1A, Class B, 3 mo. <br> USD SOFR + 1.900%, 6.226%, 4/20/2035(a)(b)<br>| &nbsp;&nbsp; 12880407 |
| 19620000 | &nbsp;&nbsp; Post CLO Ltd., Series 2023-1A, Class A, 3 mo. <br> USD SOFR + 1.950%, 6.276%, 4/20/2036(a)(b)<br>| &nbsp;&nbsp; 19660182 |
| 28735000 | &nbsp;&nbsp; Rad CLO 26 Ltd., Series 2024-26A, Class A, <br> 3 mo. USD SOFR + 1.370%, <br> 5.696%, 10/20/2037(a)(b)<br>| &nbsp;&nbsp; 28888330 |
| 1730000 | &nbsp;&nbsp; Recette CLO Ltd., Series 2015-1A, Class BRR, <br> 3 mo. USD SOFR + 1.662%, <br> 5.987%, 4/20/2034(a)(b)<br>| &nbsp;&nbsp; 1730969 |
| 21695000 | &nbsp;&nbsp; Regatta 35 Funding Ltd., Series 2025-5A, <br> Class A1, 3 mo. USD SOFR + 1.290%, <br> 5.575%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 21765509 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
| $6680000 | &nbsp;&nbsp; Rockford Tower CLO Ltd., Series 2017-1A, <br> Class DR2A, 3 mo. USD SOFR + 3.512%, <br> 7.837%, 4/20/2034(a)(b)<br>| &nbsp;&nbsp; $6688003 |
| 25405000 | &nbsp;&nbsp; Silver Point CLO 12 Ltd., Series 2025-12A, <br> Class A1, 3 mo. USD SOFR + 1.310%, <br> 5.288%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 25415975 |
| 11710000 | &nbsp;&nbsp; Sixth Street CLO XV Ltd., Series 2020-15A, <br> Class BR, 3 mo. USD SOFR + 1.750%, <br> 6.069%, 10/24/2037(a)(b)<br>| &nbsp;&nbsp; 11772520 |
| 21870000 | &nbsp;&nbsp; Symetra CLO Ltd., Series 2025-1A, Class A1, <br> 3 mo. USD SOFR + 1.290%, <br> 5.571%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 21870853 |
| 4275000 | &nbsp;&nbsp; Symetra CLO Ltd., Series 2025-1A, Class B, <br> 3 mo. USD SOFR + 1.700%, <br> 5.981%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 4285867 |
| 12070000 | &nbsp;&nbsp; Symphony CLO 48 Ltd., Series 2025-48A, <br> Class B, 3 mo. USD SOFR + 1.750%, <br> 6.077%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 12110953 |
| 25310000 | &nbsp;&nbsp; TPG CLO Ltd., Series 2025-1A, Class A1, 3 mo. <br> USD SOFR + 1.370%, 5.518%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 25334804 |
| 1830000 | &nbsp;&nbsp; Vibrant CLO XIV Ltd., Series 2021-14A, <br> Class C, 3 mo. USD SOFR + 4.012%, <br> 8.337%, 10/20/2034(a)(b)<br>| &nbsp;&nbsp; 1834047 |
| 3335000 | &nbsp;&nbsp; Voya CLO Ltd., Series 2013-3A, Class A2RR, <br> 3 mo. USD SOFR + 1.961%, <br> 6.290%, 10/18/2031(a)(b)<br>| &nbsp;&nbsp; 3343838 |
|  | &nbsp;&nbsp; Total Collateralized Loan Obligations <br>(Identified Cost $879,663,075)<br>| &nbsp;&nbsp; 881844701 |
| **Senior Loans — 3.8%** | **Senior Loans — 3.8%** | **Senior Loans — 3.8%** |
|  | **Automotive — 0.0%** | **Automotive — 0.0%** |
| 5235000 | &nbsp;&nbsp; First Brands Group LLC, 2021 Term Loan, <br> 3/30/2027(d)<br>| &nbsp;&nbsp; 1841621 |
| 4085000 | &nbsp;&nbsp; First Brands Group LLC, 2022 Incremental <br> Term Loan, 3/30/2027(d)<br>| &nbsp;&nbsp; 1438696 |
|  |  | &nbsp;&nbsp; 3280317 |
|  | **Brokerage — 0.0%** | **Brokerage — 0.0%** |
| 7770589 | &nbsp;&nbsp; Citadel Securities LP, 2024 First Lien Term <br> Loan, 1 mo. USD SOFR + 2.000%, <br> 6.163%, 10/31/2031(b)(h)<br>| &nbsp;&nbsp; 7783255 |
|  | **Construction Machinery — 0.1%** | **Construction Machinery — 0.1%** |
| 6585000 | &nbsp;&nbsp; Herc Holdings, Inc., Term Loan B, 1 mo. USD <br> SOFR + 2.000%, 6.255%, 6/02/2032(b)(h)<br>| &nbsp;&nbsp; 6609694 |
| 5715991 | Terex Corp., 2025 Term Loan, 10/08/2031(i) | &nbsp;&nbsp; 5721707 |
| 6184304 | &nbsp;&nbsp; United Rentals, Inc., 2025 Repriced Term Loan <br> B, 1 mo. USD SOFR + 1.500%, <br> 5.663%, 2/14/2031(b)(h)<br>| &nbsp;&nbsp; 6209412 |
|  |  | &nbsp;&nbsp; 18540813 |
|  | **Consumer Cyclical Services — 0.2%** | **Consumer Cyclical Services — 0.2%** |
| 32546865 | &nbsp;&nbsp; Aramark Services, Inc., 2024 Term Loan B8, <br> USD SOFR + 2.000%, 6.173%, 6/22/2030(b)(h)<br>| &nbsp;&nbsp; 32580714 |
| 3640000 | &nbsp;&nbsp; Aramark Services, Inc., 2025 Repriced Term <br> Loan, 1 mo. USD SOFR + 1.750%, <br> 5.913%, 4/06/2028(b)(h)<br>| &nbsp;&nbsp; 3640000 |
|  |  | &nbsp;&nbsp; 36220714 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Diversified Manufacturing — 0.2%** | **Diversified Manufacturing — 0.2%** |
| $6321155 | &nbsp;&nbsp; Resideo Funding, Inc., 2024 1st Lien Term <br> Loan B, 1 mo. USD SOFR + 2.000%, <br> 6.147%, 2/11/2028(b)(h)<br>| &nbsp;&nbsp; $6325138 |
| 27524640 | &nbsp;&nbsp; Resideo Funding, Inc., 2024 M&A 1st lien <br> Term Loan B, 6 mo. USD SOFR + 2.000%, <br> 5.839%, 6/13/2031(b)(h)<br>| &nbsp;&nbsp; 27490234 |
|  |  | &nbsp;&nbsp; 33815372 |
|  | **Electric — 0.5%** | **Electric — 0.5%** |
| 8373747 | NRG Energy, Inc., 2024 Term Loan, 4/16/2031(i) | &nbsp;&nbsp; 8371151 |
| 69742548 | &nbsp;&nbsp; NRG Energy, Inc., 2024 Term Loan, 3 mo. USD <br> SOFR + 1.750%, 6.064%, 4/16/2031(b)(h)<br>| &nbsp;&nbsp; 69720928 |
|  |  | &nbsp;&nbsp; 78092079 |
|  | **Environmental — 0.1%** | **Environmental — 0.1%** |
| 25060000 | &nbsp;&nbsp; Clean Harbors, Inc., 2025 Term Loan, <br> 9/24/2032(i)<br>| &nbsp;&nbsp; 25091325 |
|  | **Gaming — 0.5%** | **Gaming — 0.5%** |
| 19820400 | &nbsp;&nbsp; DK Crown Holdings, Inc., 2025 Term Loan B, <br> 1 mo. USD SOFR + 1.750%, <br> 6.005%, 3/04/2032(b)(h)<br>| &nbsp;&nbsp; 19783336 |
| 50374051 | &nbsp;&nbsp; Flutter Financing BV, 2024 Term Loan B, 3 mo. <br> USD SOFR + 1.750%, 5.752%, 11/30/2030(b)(h)<br>| &nbsp;&nbsp; 50159962 |
| 10378988 | &nbsp;&nbsp; Flutter Financing BV, 2025 Term Loan B, 3 mo. <br> USD SOFR + 2.000%, 6.002%, 6/04/2032(b)(h)<br>| &nbsp;&nbsp; 10358852 |
|  |  | &nbsp;&nbsp; 80302150 |
|  | **Healthcare — 0.3%** | **Healthcare — 0.3%** |
| 38404255 | &nbsp;&nbsp; DaVita, Inc., 2025 Term Loan B, 1 mo. USD <br> SOFR + 1.750%, 5.913%, 5/09/2031(b)(h)<br>| &nbsp;&nbsp; 38456101 |
| 17343477 | &nbsp;&nbsp; IQVIA, Inc., 2025 Incremental Term Loan B5, <br> 3 mo. USD SOFR + 1.750%, <br> 5.752%, 1/02/2031(b)(h)<br>| &nbsp;&nbsp; 17417187 |
|  |  | &nbsp;&nbsp; 55873288 |
|  | **Leisure — 0.0%** | **Leisure — 0.0%** |
| 6275563 | &nbsp;&nbsp; Six Flags Entertainment Corp., 2024 Term <br> Loan B, 1 mo. USD SOFR + 2.000%, <br> 6.163%, 5/01/2031(b)(h)<br>| &nbsp;&nbsp; 6230065 |
|  | **Lodging — 0.8%** | **Lodging — 0.8%** |
| 20599845 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., 2023 <br> Term Loan B4, 1 mo. USD SOFR + 1.750%, <br> 5.908%, 11/08/2030(b)<br>| &nbsp;&nbsp; 20613029 |
| 831578 | &nbsp;&nbsp; Hilton Grand Vacations Borrower LLC, 2021 <br> Term Loan B, 1 mo. USD SOFR + 2.000%, <br> 6.163%, 8/02/2028(b)(h)<br>| &nbsp;&nbsp; 830230 |
| 48315316 | &nbsp;&nbsp; Hilton Grand Vacations Borrower LLC, 2024 <br> Incremental Term Loan B, 1 mo. USD SOFR + <br> 2.000%, 6.163%, 1/17/2031(b)(h)<br>| &nbsp;&nbsp; 48239944 |
| 55235812 | &nbsp;&nbsp; Wyndham Hotels & Resorts, Inc., 2024 Term <br> Loan, 1 mo. USD SOFR + 1.750%, <br> 5.913%, 5/24/2030(b)(h)<br>| &nbsp;&nbsp; 55393787 |
|  |  | &nbsp;&nbsp; 125076990 |
|  | **Metals & Mining — 0.2%** | **Metals & Mining — 0.2%** |
| 28481875 | &nbsp;&nbsp; Novelis Corp., 2025 Term Loan B, 3 mo. USD <br> SOFR + 1.750%, 5.752%, 3/11/2032(b)(h)<br>| &nbsp;&nbsp; 28523743 |
|  | **Paper — 0.2%** | **Paper — 0.2%** |
| 29738042 | &nbsp;&nbsp; Asplundh Tree Expert LLC, 2024 Incremental <br> Term Loan B, 1 mo. USD SOFR + 1.750%, <br> 5.913%, 5/23/2031(b)<br>| &nbsp;&nbsp; 29721984 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Technology — 0.6%** | **Technology — 0.6%** |
| $6884979 | &nbsp;&nbsp; Ciena Corp., 2025 Repriced Term Loan B, <br> 1 mo. USD SOFR + 1.750%, <br> 5.885%, 10/24/2030(b)(h)<br>| &nbsp;&nbsp; $6889316 |
| 33858922 | &nbsp;&nbsp; Open Text Corp., 2023 Term Loan B, 1 mo. <br> USD SOFR + 1.750%, 5.913%, 1/31/2030(b)(h)<br>| &nbsp;&nbsp; 33814228 |
| 56426109 | &nbsp;&nbsp; Trans Union LLC, 2024 Term Loan B8, 1 mo. <br> USD SOFR + 1.750%, 5.913%, 6/24/2031(b)(h)<br>| &nbsp;&nbsp; 56371376 |
|  |  | &nbsp;&nbsp; 97074920 |
|  | **Wireless — 0.1%** | **Wireless — 0.1%** |
| 10788163 | &nbsp;&nbsp; SBA Senior Finance II LLC, 2024 Term Loan B, <br> 1 mo. USD SOFR + 1.750%, <br> 5.920%, 1/25/2031(b)(h)<br>| &nbsp;&nbsp; 10819988 |
|  | &nbsp;&nbsp; Total Senior Loans <br>(Identified Cost $637,076,836)<br>| &nbsp;&nbsp; 636447003 |
| **Private Credit — 0.6%** | **Private Credit — 0.6%** | **Private Credit — 0.6%** |
|  | **ABS Other — 0.2%** | **ABS Other — 0.2%** |
| 23000000 | &nbsp;&nbsp; Coventry PACE SBC4 LLC, <br> 7.250%, 1/31/2056(j)(k)<br>| &nbsp;&nbsp; 23942913 |
| 3667136 | &nbsp;&nbsp; PureWest ABS Issuer LLC, <br> 5.685%, 4/05/2040(j)(k)<br>| &nbsp;&nbsp; 3680140 |
|  |  | &nbsp;&nbsp; 27623053 |
|  | **Apartment REITs — 0.0%** | **Apartment REITs — 0.0%** |
| 6221748 | BFW Issuer 2025-1 LLC, 7.250%, 9/30/2050(j)(k) | &nbsp;&nbsp; 6338793 |
|  | **Finance Companies — 0.0%** | **Finance Companies — 0.0%** |
| 10000000 | MSD Investment Corp., 7.110%, 5/20/2030(j)(k) | &nbsp;&nbsp; 10285320 |
|  | **Financial Other — 0.2%** | **Financial Other — 0.2%** |
| 8700000 | &nbsp;&nbsp; Industrial DPR Funding Ltd., <br> 5.730%, 7/15/2032(j)(k)<br>| &nbsp;&nbsp; 8748905 |
| 21750000 | &nbsp;&nbsp; Industrial DPR Funding Ltd., <br> 5.930%, 7/15/2035(j)(k)<br>| &nbsp;&nbsp; 21935023 |
|  |  | &nbsp;&nbsp; 30683928 |
|  | **Technology — 0.2%** | **Technology — 0.2%** |
| 17041541 | AP Grange Holdings, 6.500%, 3/20/2045(j)(k) | &nbsp;&nbsp; 17446651 |
| 15000000 | &nbsp;&nbsp; AP Grange Holdings LLC, <br> 5.000%, 3/20/2045(j)(k)<br>| &nbsp;&nbsp; 15476557 |
|  |  | &nbsp;&nbsp; 32923208 |
|  | &nbsp;&nbsp; Total Private Credit <br>(Identified Cost $105,930,472)<br>| &nbsp;&nbsp; 107854302 |

---

&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>| **Description** | **Value (†)** |
| **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%** |
|  | **Aerospace & Defense — 0.1%** | **Aerospace & Defense — 0.1%** |
| 217078 | &nbsp;&nbsp; Boeing Co., 6.000% <br>(Identified Cost $11,267,976)<br>| &nbsp;&nbsp; $15102117 |

---

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount** <br>|  |  |
| **Short-Term Investments — 2.3%** | **Short-Term Investments — 2.3%** | **Short-Term Investments — 2.3%** |
| $372432788 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, dated 9/30/2025 <br> at 2.650% to be repurchased at $372,460,203 <br> on 10/01/2025 collateralized by $41,906,900 <br> U.S. Treasury Note, 2.750% due 7/31/2027 <br> valued at $41,423,491; $29,764,800 <br> U.S. Treasury Note, 3.375% due 9/15/2027 <br> valued at $29,657,602; $230,508,900 <br> U.S. Treasury Note, 3.750% due 8/15/2027 <br> valued at $231,985,602; $76,050,000 <br> U.S. Treasury Note, 3.875% due 7/31/2027 <br> valued at $76,814,763 including accrued <br> interest(l) <br>(Identified Cost $372,432,788)<br>| &nbsp;&nbsp; 372432788 |
|  | &nbsp;&nbsp; Total Investments — 100.6% <br>(Identified Cost $16,387,405,448)<br>| &nbsp;&nbsp; 16744138319 |
|  | Other assets less liabilities — (0.6)% | &nbsp;&nbsp; (93231705)<br>|
|  | Net Assets — 100.0% | &nbsp;&nbsp; $16650906614 |

---

&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 <br> obtains readily available market quotations from independent pricing services. Fund investments for which readily available market quotations are not <br> available are priced at fair value pursuant to the Fund's Valuation Procedures. The Board of Trustees has approved a valuation designee who is <br> subject to the 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. Shares of open-end investment companies are valued at net asset value ("NAV") per 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 <br> service or bid prices obtained from broker-dealers. Senior loans and collateralized loan obligations ("CLOs") are fair valued at bid prices supplied by an <br> independent pricing service, if available. Broker-dealer bid prices may be used to fair value debt, unlisted equities, senior loans and CLOs where an <br> independent pricing service is unable to price an investment or where an independent pricing service does not provide a reliable price for the <br> investment. <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 <br> prior 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 <br> delisting 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 <br> market disruptions or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation <br> designee may, among other things, use modeling tools or other processes that may take into account factors such as issuer specific information, or <br> other related market activity and/or information that occurred after the close of the foreign market but before the time the Fund's NAV is calculated. <br> Fair valuation by the Fund's valuation designee may require subjective determinations about the value of the investment, and fair values used to <br> determine a Fund's NAV may differ from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the <br> use of fair value pricing 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;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) 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 transactions exempt from registration, normally to qualified institutional buyers.
 At September 30, 2025, the value of Rule 144A holdings amounted to $6,775,700,919 or 40.7% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Variable rate security. Rate as of September 30, 2025 is disclosed. Issuers comprised
 of various lots with differing coupon rates have been aggregated for the purpose of presentation in the Portfolio of Investments and show a weighted
 average rate. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent
 and are based on current market conditions. These securities may not indicate a reference rate and/or spread in their description.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Perpetual bond with no specified maturity date.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) 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;(e) Payment–in–kind security for which the issuer, at each interest payment date, may make interest payments in cash and/or additional principal.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(f) 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;(g) New issue unsettled as of September 30, 2025. Coupon rate does not take effect until
 settlement date.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(h) 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 0.50%, to which the spread is added.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i) Position is unsettled. Contract rate was not determined at September 30, 2025 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;(j) Level 3 security. Value has been determined using significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(k) Securities subject to restriction on resale. At September 30, 2025, 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>|
| AP Grange Holdings | 6/25/2025 | $17322338 | $17446651 | 0.1% |
| AP Grange Holdings LLC | 6/26/2025 | 15269250 | 15476557 | 0.1% |
| BFW Issuer 2025-1 LLC | 6/03/2025 | 6221748 | 6338793 | Less than 0.1% |
| Coventry PACE SBC4 LLC | 5/07/2025 | 23000000 | 23942913 | 0.2% |
| Industrial DPR Funding Ltd. | 8/07/2025 | 21750000 | 21935023 | 0.1% |
| Industrial DPR Funding Ltd. | 8/07/2025 | 8700000 | 8748905 | 0.1% |
| MSD Investment Corp. | 11/20/2024 | 10000000 | 10285320 | Less than 0.1% |
| PureWest ABS Issuer LLC | 3/06/2025 | 3667136 | 3680140 | Less than 0.1% |

---

&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;(l) 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 September 30, 2025,
 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;

---

| | |
|:---|:---|
| ABS | Asset-Backed Securities |
| MTN | Medium Term Note |
| PIK | Payment-in-Kind |
| REITs | Real Estate Investment Trusts |
| REMICS | Real Estate Mortgage Investment Conduits |
| SLM | Sallie Mae |
| SOFR | Secured Overnight Financing Rate |

---

**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 September 30, 2025, the Fund had the following open long futures contracts: | At September 30, 2025, the Fund had the following open long futures contracts: | At September 30, 2025, the Fund had the following open long futures contracts: | At September 30, 2025, the Fund had the following open long futures contracts: | At September 30, 2025, the Fund had the following open long futures contracts: | At September 30, 2025, 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 2 Year U.S. Treasury Notes Futures | 12/31/2025 | 9993 | &nbsp;&nbsp;&nbsp; $2081445328 | &nbsp;&nbsp;&nbsp; $2082525591 | &nbsp;&nbsp;&nbsp; $1080263 |
| CBOT Ultra Long-Term U.S. Treasury Bond Futures | 12/19/2025 | 3935 | &nbsp;&nbsp;&nbsp; 460280168 | &nbsp;&nbsp;&nbsp; 472445937 | &nbsp;&nbsp;&nbsp; 12165769 |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $13246032 |

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At September 30, 2025, the Fund had the following open short futures contracts: | At September 30, 2025, the Fund had the following open short futures contracts: | At September 30, 2025, the Fund had the following open short futures contracts: | At September 30, 2025, the Fund had the following open short futures contracts: | At September 30, 2025, the Fund had the following open short futures contracts: | At September 30, 2025, 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 5 Year U.S. Treasury Notes Futures | 12/31/2025 | 1180 | &nbsp;&nbsp;&nbsp; $128688346 | &nbsp;&nbsp;&nbsp; $128850469 | &nbsp;&nbsp;&nbsp; $(162123)<br>|
| Ultra 10 Year U.S. Treasury Notes Futures | 12/19/2025 | 18566 | &nbsp;&nbsp;&nbsp; 2113365478 | &nbsp;&nbsp;&nbsp; 2136540469 | &nbsp;&nbsp;&nbsp; (23174991)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $(23337114)<br>|

---

**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 September 30, 2025, 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(a) | $— | $14730457408 | $— | $14730457408 |
| Collateralized Loan Obligations |  | 881844701 |  | 881844701 |
| Senior Loans(a) |  | 636447003 |  | 636447003 |
| Private Credit |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABS Other |  |  | 27623053 | 27623053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apartment REITs |  |  | 6338793 | 6338793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finance Companies |  |  | 10285320 | 10285320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financial Other |  |  | 30683928 | 30683928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Technology |  |  | 32923208 | 32923208 |
| &nbsp;&nbsp;&nbsp; Total Private Credit |  |  | 107854302 | 107854302 |
| Preferred Stocks(a) | 15102117 |  |  | 15102117 |
| Short-Term Investments |  | 372432788 |  | 372432788 |
| Total Investments | 15102117 | 16621181900 | 107854302 | 16744138319 |
| Futures Contracts (unrealized appreciation) | 13246032 |  |  | 13246032 |
| Total | $28348149 | $16621181900 | $107854302 | $16757384351 |

---

&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** |
| Futures Contracts (unrealized depreciation) | $(23337114)<br>| $— | $— | $(23337114)<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, 2024 and/or September 30, 2025:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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>2024<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>September 30, <br>2025<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation) <br>from <br>Investments <br>Still Held at <br>September 30, <br>2025<br>|
| Private Credit |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; ABS Other | $— | $— | $— | $955917 | $26900000 | $(232864)<br>| $— | $— | $27623053 | $955917 |
| &nbsp;&nbsp;&nbsp; Apartment REITs |  |  |  | 117045 | 6250000 | (28252)<br>|  |  | 6338793 | 117045 |
| &nbsp;&nbsp;&nbsp; Finance Companies | 9889870 |  |  | 395450 |  |  |  |  | 10285320 | 395450 |
| &nbsp;&nbsp;&nbsp; Financial Other |  |  |  | 233928 | 30450000 |  |  |  | 30683928 | 233928 |
| &nbsp;&nbsp;&nbsp; Technology |  |  |  | 331619 | 32591589 |  |  |  | 32923208 | 331619 |
| Total | $9889870 | $— | $— | $2033959 | $96191589 | $(261116)<br>| $— | $— | $107854302 | $2033959 |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LOOMIS SAYLES FUNDS II

- **b. Investment Company Act file number:** 811-06241

- **c. CIK number of Registrant:** 0000872649

- **d. LEI of Registrant:** 5493007QOEDY6IHOTU14

- **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 Investment Grade Bond Fund

- **b. EDGAR series identifier (if any):** S000006701

- **c. LEI of Series:** LXBMZ6T88WCKRZUWOE84

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $16903883510.78

**Total Liabilities:** $279292250.82

**Net Assets:** $16624591259.96

**Cash Not Reported:** $10272716.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -15327.96000000 | **1-Year:** -490046.68000000 | **5-Year:** -2590570.65000000 | **10-Year:** -2341319.91000000 | **30-Year:** -175629.42000000

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

- **3-Month:** -5013.69000000 | **1-Year:** -125841.54000000 | **5-Year:** -309204.19000000 | **10-Year:** -225115.74000000 | **30-Year:** -76142.91000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000125485 | 0.02%                | 1.02%                | 1.11%                |
| Class ID C000018234 | -0.01%               | 0.99%                | 1.09%                |
| Class ID C000082998 | -0.13%               | 0.97%                | 1.17%                |
| Class ID C000018236 | -0.18%               | 0.94%                | 1.04%                |
| Class ID C000018238 | -0.09%               | 1.01%                | 1.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-732586.75              | $-46447086.67                              |
| Month 2  | $3356779.95              | $99948603.01                               |
| Month 3  | $8330027.91              | $127862677.00                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DAVITA INC                                       | DaVita Inc 2025 Term Loan B                                                     | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |   38404255 | PA      | $38456100.80   | 0.23%             | 2031-05-09      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                             | Matador Resources Co                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1085286.68    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 A PTT                          | American Airlines 2016-3 Class A Pass Through Trust                             | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9261348 | PA      | $8777172.12    | 0.05%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2025-2                                        | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2025000 | PA      | $2061411.12    | 0.01%             | 2031-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc             | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   31890000 | PA      | $31894815.39   | 0.19%             | 2027-11-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   41690000 | PA      | $36213046.71   | 0.22%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   46385000 | PA      | $52911513.29   | 0.32%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    4610000 | PA      | $4795606.53    | 0.03%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                             | Ferguson Finance PLC                                                            | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    3285000 | PA      | $3117861.86    | 0.02%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2022-1                                                  | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1090035.10    | 0.01%             | 2028-07-17      | Fixed         | 2.47%                 | 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        |   12420000 | PA      | $12644255.52   | 0.08%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   49825000 | PA      | $42519535.93   | 0.26%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 A PTT                          | United Airlines 2018-1 Class A Pass Through Trust                               | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1850945 | PA      | $1738702.39    | 0.01%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2995000 | PA      | $3084646.34    | 0.02%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                          | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   15340000 | PA      | $14679377.53   | 0.09%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAJ3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    2420000 | PA      | $2396697.82    | 0.01%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust               | Willis Engine Structured Trust IV                                               | CUSIP: 97064EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     335482 | PA      | $335095.03     | 0.00%             | 2043-09-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   55845000 | PA      | $57971838.95   | 0.35%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust            | OneMain Direct Auto Receivables Trust 2023-1                                    | CUSIP: 682685AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1555000 | PA      | $1614066.68    | 0.01%             | 2033-02-14      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                        | Nelnet Student Loan Trust 2021-B                                                | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6710000 | PA      | $5994500.62    | 0.04%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   30235000 | PA      | $32634704.78   | 0.20%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                         | FOCUS Brands Funding                                                            | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4799512 | PA      | $5099609.70    | 0.03%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    5095000 | PA      | $4547171.64    | 0.03%             | 2032-02-15      | Fixed         | 2.95%                 | 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        |   13425228 | PA      | $13686482.44   | 0.08%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3341405.11    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                             | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2627893.20    | 0.02%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Student Loan Trust                                                      | CUSIP: 63942TAC9<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    5525000 | PA      | $6082096.80    | 0.04%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                              | Frontier Issuer LLC                                                             | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17740000 | PA      | $18306243.06   | 0.11%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                             | Flutter Financing BV 2024 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   50374051 | PA      | $50159961.51   | 0.30%             | 2030-11-30      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAB0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     690000 | PA      | $556693.31     | 0.00%             | 2069-05-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                           | Marlette Funding Trust 2023-2                                                   | CUSIP: 57109LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     233288 | PA      | $233400.88     | 0.00%             | 2033-06-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                               | Athene Holding Ltd                                                              | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    7385000 | PA      | $7007774.27    | 0.04%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   33645000 | PA      | $32446163.38   | 0.20%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-3                                               | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9626619 | PA      | $8467248.13    | 0.05%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TR 2014                         | CVS Pass-Through Trust Series 2014                                              | CUSIP: 12665VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     890483 | PA      | $840392.67     | 0.01%             | 2036-08-11      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2023-1                                    | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3055000 | PA      | $3137006.89    | 0.02%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                  | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2807780 | PA      | $2789116.41    | 0.02%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                         | MSCI Inc                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   32220000 | PA      | $32486748.09   | 0.20%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                               | CNA Financial Corp                                                              | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    4720000 | PA      | $4763040.78    | 0.03%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2023-C                                         | CUSIP: 83207DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5705000 | PA      | $5969554.54    | 0.04%             | 2052-11-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAL3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     510000 | PA      | $402772.50     | 0.00%             | 2037-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    9945000 | PA      | $10561140.78   | 0.06%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   31710000 | PA      | $32944768.37   | 0.20%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust        | SFS Auto Receivables Securitization Trust 2023-1                                | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2730000 | PA      | $2809675.87    | 0.02%             | 2031-02-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2024-5 LLC                                                                 | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3197258 | PA      | $3197887.65    | 0.02%             | 2029-09-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                       | Clover CLO 2018-1 LLC                                                           | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8720000 | PA      | $8752595.36    | 0.05%             | 2037-04-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3920000 | PA      | $3920000.00    | 0.02%             | 2042-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC               | Compass Datacenters Issuer II LLC                                               | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14115000 | PA      | $14313372.21   | 0.09%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2025-3                                        | CUSIP: 36272GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1644000 | PA      | $1641639.22    | 0.01%             | 2031-09-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 Trust                               | Aaset 2021-1 Trust                                                              | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3032034 | PA      | $2906921.99    | 0.02%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2023-2                                    | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7350000 | PA      | $7512790.01    | 0.05%             | 2028-11-15      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| COVENTRY SBC4                                    | COVENTRY SBC4                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23000000 | PA      | $23942912.60   | 0.14%             | 2056-01-31      | Fixed         | 7.25%                 | Yes           |                  3 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   39465000 | PA      | $41416588.45   | 0.25%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-5                                               | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6025606 | PA      | $5247170.94    | 0.03%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2023-3                                      | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3100000 | PA      | $3171906.98    | 0.02%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   24120000 | PA      | $26600742.00   | 0.16%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation              | Six Flags Entertainment Corporation 2024 Term Loan B                            | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    6275562 | PA      | $6230064.67    | 0.04%             | 2031-05-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   32622000 | PA      | $32472185.75   | 0.20%             | 2034-09-10      | Fixed         | 4.95%                 | 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        |    6595000 | PA      | $6770885.35    | 0.04%             | 2030-12-20      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   11000000 | PA      | $11214089.26   | 0.07%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2018-I Ltd                                                         | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   54300000 | PA      | $54484728.60   | 0.33%             | 2038-01-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2021-1 Receivables Funding LLC                                 | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     199247 | PA      | $197640.27     | 0.00%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                                    | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6325000 | PA      | $6841357.06    | 0.04%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5595000 | PA      | $5148709.51    | 0.03%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   10540000 | PA      | $10444383.23   | 0.06%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2024-3                                        | CUSIP: 37989EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6345000 | PA      | $6585623.97    | 0.04%             | 2031-08-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| SINO-OCEAN GP HLDS LTD                           | Sino-Ocean Group Holding Ltd                                                    | CUSIP: 000000000<br>LEI: 529900OLNN3N4AB8ME83 | Long             | DBT              | CORP              | HK        |    4953708 | PA      | $37152.81      | 0.00%             | 2027-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    4880000 | PA      | $4390398.87    | 0.03%             | 2032-01-15      | Fixed         | 3.25%                 | 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        |    2956239 | PA      | $2649558.70    | 0.02%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd.                          | Regatta 35 Funding Ltd                                                          | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21695000 | PA      | $21765508.75   | 0.13%             | 2038-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   50110000 | PA      | $54563390.45   | 0.33%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2024-7 LLC                                                                 | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7709593 | PA      | $7712075.93    | 0.05%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1033885000 | PA      | $1040346781.25 | 6.26%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   15730000 | PA      | $16272302.29   | 0.10%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                   | Mariner Finance Issuance Trust 2024-A                                           | CUSIP: 567928AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5330000 | PA      | $5432058.31    | 0.03%             | 2036-09-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REC4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    2116667 | PA      | $2113977.66    | 0.01%             | 2027-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust        | SFS Auto Receivables Securitization Trust 2025-1                                | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6820000 | PA      | $6945085.62    | 0.04%             | 2032-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2021-BNK35                                                                 | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8625000 | PA      | $7444940.44    | 0.04%             | 2064-06-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                     | Entegris Inc                                                                    | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   11090000 | PA      | $10540158.91   | 0.06%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                       | ATLX 2024-RPL1 Trust                                                            | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6794904 | PA      | $6591380.50    | 0.04%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                         | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   21154257 | PA      | $1179138.29    | 0.01%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2115318 | PA      | $2164732.26    | 0.01%             | 2042-05-25      | Floating      | 7.11%                 | 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        |   11447000 | PA      | $11992214.43   | 0.07%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                            | Molina Healthcare Inc                                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    4440000 | PA      | $4028975.88    | 0.02%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                            | Tricon American Homes 2020-SFR1                                                 | CUSIP: 89613GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3950000 | PA      | $3875575.29    | 0.02%             | 2038-07-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2025-1                                        | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     870000 | PA      | $883561.56     | 0.01%             | 2031-02-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REU4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   11605000 | PA      | $11313935.00   | 0.07%             | 2028-02-20      | Fixed         | 4.08%                 | 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        |   10788163 | PA      | $10819988.10   | 0.07%             | 2031-01-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11085000 | PA      | $11575301.30   | 0.07%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                            | Thrust Engine Leasing 2021 DAC                                                  | CUSIP: 88603UAA7<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |    8664830 | PA      | $8514796.77    | 0.05%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40415000 | PA      | $25569335.42   | 0.15%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    3960000 | PA      | $4021578.79    | 0.02%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2024-3                                      | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2690000 | PA      | $2750971.00    | 0.02%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                     | AGL CLO 42 Ltd                                                                  | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |   13405000 | PA      | $13458579.79   | 0.08%             | 2038-07-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                              | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   12374000 | PA      | $12045983.82   | 0.07%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $3113764.90    | 0.02%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   40985000 | PA      | $41486239.17   | 0.25%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   19501000 | PA      | $16871595.15   | 0.10%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                         | First Quantum Minerals Ltd                                                      | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   12646000 | PA      | $13402546.95   | 0.08%             | 2029-03-01      | Fixed         | 9.38%                 | 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        |    1750000 | PA      | $1543272.68    | 0.01%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                         | Mill City Mortgage Loan Trust 2019-1                                            | CUSIP: 59981AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2744944 | PA      | $2612630.96    | 0.02%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust           | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5880000 | PA      | $6044016.72    | 0.04%             | 2059-06-25      | Fixed         | 5.55%                 | 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        |   12704000 | PA      | $12761338.23   | 0.08%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust               | Regional Management Issuance Trust 2024-2                                       | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7550000 | PA      | $7614409.05    | 0.05%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                         | Foundation Finance Trust 2023-2                                                 | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4114294 | PA      | $4294892.16    | 0.03%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   77325000 | PA      | $78751668.67   | 0.47%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-X2                                       | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     894727 | PA      | $897530.68     | 0.01%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25002000 | PA      | $22833914.07   | 0.14%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                              | Reach ABS Trust 2025-1                                                          | CUSIP: 75525PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1165000 | PA      | $1187185.10    | 0.01%             | 2032-08-16      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   18540000 | PA      | $19098736.27   | 0.11%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners Clo XXXVII Ltd                                          | CUSIP: 08182TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2695000 | PA      | $2703219.75    | 0.02%             | 2038-01-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                         | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   10620000 | PA      | $11119149.13   | 0.07%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-P1                                          | CUSIP: 14688NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12997000 | PA      | $13231307.32   | 0.08%             | 2030-03-11      | Fixed         | 5.08%                 | 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        |   14145000 | PA      | $14705613.03   | 0.09%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                      | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     650000 | PA      | $685780.42     | 0.00%             | 2036-11-03      | Fixed         | 6.45%                 | 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        |   12349984 | PA      | $12783228.64   | 0.08%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2023-1                                      | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2675000 | PA      | $2725177.38    | 0.02%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                   | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7235000 | PA      | $7218424.62    | 0.04%             | 2042-01-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                         | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     193500 | PA      | $8105.72       | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | 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        |    6657820 | PA      | $6383864.02    | 0.04%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                    | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   23975000 | PA      | $27406456.88   | 0.16%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    2185000 | PA      | $1935597.89    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | RAD CLO 26 Ltd                                                                  | CUSIP: 75009VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   28735000 | PA      | $28888329.96   | 0.17%             | 2037-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   17300000 | PA      | $17364142.52   | 0.10%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   49530000 | PA      | $50037764.22   | 0.30%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                 | Crown City CLO I                                                                | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |   19410000 | PA      | $19469316.96   | 0.12%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO 2022-16 Ltd       | Morgan Stanley Eaton Vance CLO 2022-16 LLC                                      | CUSIP: 61774JAE4<br>LEI: 549300UB5I7DBJFKJF40 | Long             | ABS-CBDO         | CORP              | KY        |   13895000 | PA      | $13937101.85   | 0.08%             | 2035-04-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2021-D                                         | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1353056 | PA      | $1274574.98    | 0.01%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| CLSEC Holdings 22T LLC                           | Clsec Holdings 22t LLC                                                          | CUSIP: 12567UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6748426 | PA      | $6291502.82    | 0.04%             | 2037-05-11      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   51565000 | PA      | $56401201.94   | 0.34%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2025-2 LLC                                                                 | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5427798 | PA      | $5447501.52    | 0.03%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2022-SFR5 Trust                                            | CUSIP: 74332YAC3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    3525000 | PA      | $3530634.71    | 0.02%             | 2039-06-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2022-6                                      | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1527249 | PA      | $1533523.76    | 0.01%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2022-4                             | CUSIP: 02529XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     968830 | PA      | $979949.05     | 0.01%             | 2029-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                  | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    7380000 | PA      | $7471830.59    | 0.04%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2023-2                             | CUSIP: 02529YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4120620 | PA      | $4129569.29    | 0.02%             | 2029-08-13      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                            | Sixth Street CLO XV Ltd                                                         | CUSIP: 83012BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11710000 | PA      | $11772519.69   | 0.07%             | 2037-10-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1B PTT                           | American Airlines 2019-1 Class B Pass Through Trust                             | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9951763 | PA      | $9516870.92    | 0.06%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    8590000 | PA      | $8691564.12    | 0.05%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Private Credit Student Loan Trust 2003-A                                    | CUSIP: 78443CAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     174000 | PA      | $173641.56     | 0.00%             | 2032-06-15      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-1                                               | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     295000 | PA      | $301732.11     | 0.00%             | 2029-06-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR3 Trust                   | FirstKey Homes 2021-SFR3 Trust                                                  | CUSIP: 33768JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $9736272.00    | 0.06%             | 2038-12-17      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                          | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19279846 | PA      | $19872701.29   | 0.12%             | 2036-01-15      | Fixed         | 5.80%                 | 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        |    1605000 | PA      | $1571454.06    | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                       | Hasbro Inc                                                                      | CUSIP: 418056AH0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $5993381.35    | 0.04%             | 2028-07-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                | Clean Harbors Inc                                                               | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   24505000 | PA      | $24719071.51   | 0.15%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAB9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    4790000 | PA      | $3468017.96    | 0.02%             | 2070-02-18      | Fixed         | 2.12%                 | 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        |    5235000 | PA      | $1841620.65    | 0.01%             | 2027-03-30      | None          | 0.00%                 | 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        |    9494100 | PA      | $9681239.15    | 0.06%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   38265000 | PA      | $38517441.48   | 0.23%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   12616000 | PA      | $14239783.66   | 0.09%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                    | Ballyrock CLO 2019-2 Ltd                                                        | CUSIP: 05875MAY8<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |    1150000 | PA      | $1150000.00    | 0.01%             | 2036-02-20      | Floating      | 6.20%                 | 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        |    2725000 | PA      | $2833951.77    | 0.02%             | 2029-08-15      | Fixed         | 7.71%                 | 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        |    2595000 | PA      | $2477677.97    | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   51035000 | PA      | $51537313.01   | 0.31%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                          | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   12935000 | PA      | $12706697.25   | 0.08%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                         | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   12180000 | PA      | $12486235.65   | 0.08%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   13515000 | PA      | $14477501.81   | 0.09%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10235000 | PA      | $9862064.64    | 0.06%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee            | VOLT XCVII LLC                                                                  | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     420065 | PA      | $419993.69     | 0.00%             | 2051-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2021-3                                                  | CUSIP: 14317DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2550000 | PA      | $2546417.25    | 0.02%             | 2028-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                 | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAE3<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    2171250 | PA      | $2023814.31    | 0.01%             | 2051-12-05      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4210000 | PA      | $3695828.53    | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     370000 | PA      | $318107.50     | 0.00%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   55305000 | PA      | $58602263.08   | 0.35%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BasePoint MCA Securitization LLC                 | Basepoint Mca Securitization II LLC                                             | CUSIP: 06983XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18265000 | PA      | $18216689.08   | 0.11%             | 2031-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2024-2                                                  | CUSIP: 14319EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11525000 | PA      | $11845844.48   | 0.07%             | 2029-11-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   85995227 | PA      | $94609368.89   | 0.57%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    2470000 | PA      | $2256962.50    | 0.01%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                   | Crockett Partners Equipment Co IIA LLC                                          | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11755152 | PA      | $11892345.92   | 0.07%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4696825 | PA      | $4707697.81    | 0.03%             | 2044-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                      | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   29075000 | PA      | $27356716.93   | 0.16%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    6245000 | PA      | $6332302.73    | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust | World Financial Network Credit Card Master Trust                                | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19300000 | PA      | $19726163.30   | 0.12%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   87335000 | PA      | $89286391.41   | 0.54%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust           | GreenSky Home Improvement Issuer Trust 2024-2                                   | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1930460 | PA      | $1958336.11    | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   53355000 | PA      | $54580836.99   | 0.33%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   10575000 | PA      | $11005962.98   | 0.07%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2023-3 Receivables Funding LLC                                 | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2327336 | PA      | $2400673.03    | 0.01%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital Inc                                                    | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   17195000 | PA      | $16462609.93   | 0.10%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       9993 | NC      | $1080263.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTT Trust 2023-SFS                             | SCOTT Trust 2023-SFS                                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15285000 | PA      | $15718751.62   | 0.09%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   11275000 | PA      | $11565729.37   | 0.07%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    3180000 | PA      | $3125878.15    | 0.02%             | 2034-10-01      | Fixed         | 5.12%                 | 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        |    7220000 | PA      | $7360003.02    | 0.04%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   25345000 | PA      | $26604271.39   | 0.16%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                  | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   12250000 | PA      | $11625850.25   | 0.07%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                              | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   43355000 | PA      | $52818694.58   | 0.32%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10314578 | PA      | $9997229.43    | 0.06%             | 2026-12-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26 Ltd               | Octagon Investment Partners 26 Ltd                                              | CUSIP: 67590YAQ3<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2003938.00    | 0.01%             | 2030-07-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                    | Owens Corning                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   37990000 | PA      | $40019016.65   | 0.24%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Ltd                  | Octagon Investment Partners 18-R Ltd                                            | CUSIP: 67576FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7170000 | PA      | $7173010.68    | 0.04%             | 2031-04-16      | Floating      | 6.05%                 | 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        |    1699669 | PA      | $1618934.91    | 0.01%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJG0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   17240000 | PA      | $17525235.80   | 0.11%             | 2028-10-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                          | NYMT Loan Trust Series 2024-BPL3                                                | CUSIP: 67119RAA5<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-MBS          | CORP              | US        |    9390000 | PA      | $9400678.31    | 0.06%             | 2039-09-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                            | Tricon American Homes 2019-SFR1 Trust                                           | CUSIP: 89612LAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2575000 | PA      | $2550613.98    | 0.02%             | 2038-03-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                             | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $5829480.60    | 0.04%             | 2038-09-17      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                              | HINNT 2024-A LLC                                                                | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2992180 | PA      | $3049154.54    | 0.02%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4532609 | PA      | $4532608.62    | 0.03%             | 2038-07-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       3935 | NC      | $12165768.67   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    4660000 | PA      | $4859936.83    | 0.03%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TIF Funding III LLC                              | TIF Funding III LLC                                                             | CUSIP: 88655AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3394688 | PA      | $3474523.76    | 0.02%             | 2049-04-20      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   31435000 | PA      | $32697059.92   | 0.20%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXVII Ltd                                                 | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2420000 | PA      | $2427654.46    | 0.01%             | 2037-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                              | DT Auto Owner Trust 2022-1                                                      | CUSIP: 23345YAG6<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |    5830731 | PA      | $5808510.21    | 0.03%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17110000 | PA      | $17472903.10   | 0.11%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    6505000 | PA      | $6691378.01    | 0.04%             | 2035-06-23      | Fixed         | 5.55%                 | 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        |     944544 | PA      | $825334.40     | 0.00%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   17760000 | PA      | $18408812.05   | 0.11%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   43160000 | PA      | $44451706.29   | 0.27%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-7                                               | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10735573 | PA      | $9809378.31    | 0.06%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential Trust                                                      | CUSIP: 74333HAL9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    1795000 | PA      | $1757074.88    | 0.01%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6160000 | PA      | $5905222.40    | 0.04%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                        | Anchorage Capital CLO 9 Ltd                                                     | CUSIP: 03328WBE7<br>LEI: 5493009A4SIPWYPZDB35 | Long             | ABS-CBDO         | CORP              | KY        |    7905000 | PA      | $7937228.69    | 0.05%             | 2037-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust          | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    3118559 | PA      | $3142092.02    | 0.02%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                  | AutoNation Finance Trust 2025-1                                                 | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1875000 | PA      | $1909684.50    | 0.01%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                            | Citadel Securities LP 2024 First Lien Term Loan                                 | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    7770589 | PA      | $7783255.03    | 0.05%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| SINO-OCEAN GP HLDS LTD                           | Sino-Ocean Group Holding Ltd                                                    | CUSIP: 000000000<br>LEI: 529900OLNN3N4AB8ME83 | Long             | DBT              | CORP              | HK        |    2004370 | PA      | $260337.60     | 0.00%             | 2033-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT 2019-RPL1 Trust                                                            | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1910507 | PA      | $1861719.94    | 0.01%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   11620000 | PA      | $12224670.06   | 0.07%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                           | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    7080000 | PA      | $7519775.76    | 0.05%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                   | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     159287 | PA      | $157872.84     | 0.00%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   10455000 | PA      | $10861522.92   | 0.07%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MSD INV CORP                                     | MSD INV CORP                                                                    | CUSIP: 000000000<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10285320.00   | 0.06%             | 2030-05-20      | Fixed         | 7.11%                 | Yes           |                  3 | On Loan: No      |
| Chesapeake Funding II LLC                        | Chesapeake Funding II LLC                                                       | CUSIP: 165183CY8<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     880000 | PA      | $893680.74     | 0.01%             | 2035-05-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2024-RCF1 LLC                                                              | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2154984 | PA      | $2123506.22    | 0.01%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                      | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   21165000 | PA      | $21929601.08   | 0.13%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                  | Cemex SAB de CV                                                                 | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   64810000 | PA      | $61507865.69   | 0.37%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    4915000 | PA      | $5251373.85    | 0.03%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                         | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   21775000 | PA      | $22252092.21   | 0.13%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -1180 | NC      | $-162122.56    | -0.00%            |  |  |  | No            |                  1 | 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        |    2303403 | PA      | $2234415.99    | 0.01%             | 2047-12-15      | Variable      | 3.69%                 | 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        |    4225000 | PA      | $4265644.50    | 0.03%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $394107.40     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   20925000 | PA      | $22098892.50   | 0.13%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   19498000 | PA      | $20789609.52   | 0.13%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                          | Sensata Technologies BV                                                         | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    2460000 | PA      | $2475242.16    | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6640000 | PA      | $6918223.44    | 0.04%             | 2034-07-21      | Fixed         | 5.42%                 | 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        |    4347344 | PA      | $4449005.09    | 0.03%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                 | Antares Holdings LP                                                             | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   12655000 | PA      | $12304993.70   | 0.07%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                       | ATLX 2024-RPL2 Trust                                                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9833768 | PA      | $9478813.48    | 0.06%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   70750000 | PA      | $64566515.09   | 0.39%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                        | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3335000 | PA      | $2946609.07    | 0.02%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                         | Horizon Aircraft Finance III Ltd                                                | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1501495 | PA      | $1447390.04    | 0.01%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                             | Country Garden Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    6220000 | PA      | $654033.00     | 0.00%             | 2031-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                         | Foundation Finance Trust 2025-1                                                 | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5341296 | PA      | $5411817.35    | 0.03%             | 2050-04-15      | Fixed         | 4.95%                 | 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        |    6140000 | PA      | $6183796.62    | 0.04%             | 2033-10-13      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential Trust                                                      | CUSIP: 74333HAJ4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    3575000 | PA      | $3499537.47    | 0.02%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC               | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15347000 | PA      | $15089933.15   | 0.09%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   29050000 | PA      | $30340403.03   | 0.18%             | 2030-09-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                      | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |   35170000 | PA      | $37807115.18   | 0.23%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp/VA             | TOBACCO SETTLEMENT FING CORP VA                                                 | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6730000 | PA      | $5068659.12    | 0.03%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6560000 | PA      | $6729185.22    | 0.04%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    8000000 | PA      | $7885644.80    | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   19820000 | PA      | $20161981.42   | 0.12%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   24855000 | PA      | $25216028.82   | 0.15%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    5830000 | PA      | $5898856.26    | 0.04%             | 2035-09-04      | Fixed         | 5.13%                 | 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        |   14870000 | PA      | $15200615.12   | 0.09%             | 2029-10-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   42485000 | PA      | $44004083.04   | 0.26%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners CLO XXVIII Ltd                                          | CUSIP: 08179KAQ6<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |    6200000 | PA      | $6219982.60    | 0.04%             | 2037-10-20      | Floating      | 6.03%                 | 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        |     579239 | PA      | $593997.46     | 0.00%             | 2040-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   14650000 | PA      | $14752467.08   | 0.09%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                              | Affirm Master Trust                                                             | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16530000 | PA      | $16664983.98   | 0.10%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                        | Auxilior Term Funding 2023-1 LLC                                                | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1167713 | PA      | $1176232.28    | 0.01%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                  | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   11360000 | PA      | $11778030.28   | 0.07%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                       | Uniti Fiber Abs Issuer Llc                                                      | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3200000 | PA      | $3258899.20    | 0.02%             | 2055-04-20      | Fixed         | 5.88%                 | 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        |    1275106 | PA      | $1287632.46    | 0.01%             | 2042-05-27      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                    | Corevest American Finance 2019-1 Trust                                          | CUSIP: 21872FAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1068236 | PA      | $1072448.63    | 0.01%             | 2052-03-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                             | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    1811000 | PA      | $1809942.92    | 0.01%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAL8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    2015000 | PA      | $1996115.62    | 0.01%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                              | DT Auto Owner Trust 2023-1                                                      | CUSIP: 23346KAG5<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |    9695000 | PA      | $9855896.28    | 0.06%             | 2028-11-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  729695000 | PA      | $757742651.56  | 4.56%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   18295000 | PA      | $19225104.26   | 0.12%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                 | Bain Capital Credit CLO 2022-4 Ltd                                              | CUSIP: 05685BAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   20050000 | PA      | $20128475.70   | 0.12%             | 2037-10-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol III Issuer LLC                       | Sunnova Sol III Issuer LLC                                                      | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2034972 | PA      | $1691452.36    | 0.01%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   46260000 | PA      | $42343549.76   | 0.25%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TR 2013                         | CVS Pass-Through Trust Series 2013                                              | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8439553 | PA      | $8093868.72    | 0.05%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   22445000 | PA      | $20987739.30   | 0.13%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   40295000 | PA      | $41007335.01   | 0.25%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2013-PEMB                                     | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    4375000 | PA      | $3696875.00    | 0.02%             | 2033-03-05      | Variable      | 3.67%                 | 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        |   63343000 | PA      | $58332155.70   | 0.35%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                              | Travel + Leisure Co                                                             | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    3215000 | PA      | $3106066.80    | 0.02%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   20030000 | PA      | $19359828.25   | 0.12%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   22410000 | PA      | $23214250.08   | 0.14%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   67882000 | PA      | $72166457.96   | 0.43%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   13665000 | PA      | $13360030.00   | 0.08%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    8745000 | PA      | $8635723.62    | 0.05%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   17830000 | PA      | $18043115.57   | 0.11%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                                  | Symetra CLO 2025-1 Ltd                                                          | CUSIP: 87153AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21870000 | PA      | $21870852.93   | 0.13%             | 2038-04-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                                  | Recette Clo Ltd                                                                 | CUSIP: 75620TAX6<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |    1730000 | PA      | $1730968.80    | 0.01%             | 2034-04-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   19745000 | PA      | $18156402.20   | 0.11%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                      | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   18470000 | PA      | $19644324.45   | 0.12%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   19260000 | PA      | $20165158.18   | 0.12%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   11132000 | PA      | $9987059.22    | 0.06%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                             | Diameter Capital CLO 10 Ltd                                                     | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7115000 | PA      | $7134715.67    | 0.04%             | 2038-04-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program                       | ELFI Graduate Loan Program 2019-A LLC                                           | CUSIP: 26857EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1977032 | PA      | $1863185.82    | 0.01%             | 2044-03-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   45870000 | PA      | $47033068.71   | 0.28%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   29248000 | PA      | $30486317.62   | 0.18%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                               | Steel Dynamics Inc                                                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   15175000 | PA      | $15506087.54   | 0.09%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                          | NYMT Loan Trust 2024-CP1                                                        | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18042168 | PA      | $16742152.55   | 0.10%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2023-3                             | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4795000 | PA      | $4904996.34    | 0.03%             | 2029-10-12      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   21297000 | PA      | $18489534.90   | 0.11%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   51155000 | PA      | $49588440.53   | 0.30%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2012-LC4 Mortgage Trust                                                    | CUSIP: 126192AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     455790 | PA      | $425023.89     | 0.00%             | 2044-12-10      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29600000 | PA      | $28994062.25   | 0.17%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                         | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   32940000 | PA      | $29507607.86   | 0.18%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $4508464.52    | 0.03%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                            | Atlassian Corp                                                                  | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   56495000 | PA      | $58201558.59   | 0.35%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC               | Compass Datacenters Issuer II LLC                                               | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19830000 | PA      | $19925306.95   | 0.12%             | 2049-08-25      | Fixed         | 5.02%                 | 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        |   15075000 | PA      | $15387278.63   | 0.09%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2024-2                                                 | CUSIP: 67578YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7119000 | PA      | $7257784.91    | 0.04%             | 2032-07-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                 | Freddie Mac Strips                                                              | CUSIP: 3133Q3G39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30392399 | PA      | $30237458.79   | 0.18%             | 2053-10-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                  | Stream Innovations 2024-1 Issuer Trust                                          | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1152360 | PA      | $1199207.54    | 0.01%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2118110.40    | 0.01%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-VLT7                                                              | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8440000 | PA      | $8457648.04    | 0.05%             | 2044-07-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3647169 | PA      | $3647168.82    | 0.02%             | 2038-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2015-C                                         | CUSIP: 78448RAE6<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |     324495 | PA      | $323485.37     | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                           | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    5810000 | PA      | $5942124.45    | 0.04%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    4895000 | PA      | $4502346.79    | 0.03%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                 | Sensata Technologies Inc                                                        | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    8643000 | PA      | $8341843.31    | 0.05%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                              | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     610000 | PA      | $656145.46     | 0.00%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust       | JPMBB Commercial Mortgage Securities Trust 2015-C32                             | CUSIP: 46590JAW7<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    2590814 | PA      | $2570087.71    | 0.02%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1622986.75    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4980000 | PA      | $4568548.02    | 0.03%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                         | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   16180000 | PA      | $14578582.07   | 0.09%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   34155000 | PA      | $35581635.56   | 0.21%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                       | Hudsons Bay Simon JV Trust 2015-HBS                                             | CUSIP: 44422PAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     138663 | PA      | $138541.81     | 0.00%             | 2034-08-05      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1205658 | PA      | $1211518.57    | 0.01%             | 2043-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust            | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9395000 | PA      | $9531509.35    | 0.06%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                             | FirstKey Homes 2020-SFR2 Trust                                                  | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13696000 | PA      | $13629845.58   | 0.08%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Alta Wind Holdings LLC                           | Alta Wind Holdings LLC                                                          | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13229030 | PA      | $12619435.81   | 0.08%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                       | GITSIT Mortgage Loan Trust 2025-NPL1                                            | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31059461 | PA      | $31143830.81   | 0.19%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   38005000 | PA      | $13333925.03   | 0.08%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2021-1, Ltd                          | Invesco CLO 2021-1 Ltd                                                          | CUSIP: 46090XAJ0<br>LEI: 25490016C8NV86EY2059 | Long             | ABS-CBDO         | CORP              | KY        |    3545000 | PA      | $3536350.20    | 0.02%             | 2034-04-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                               | Subway Funding LLC                                                              | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10088762 | PA      | $10078350.90   | 0.06%             | 2054-07-30      | Fixed         | 5.25%                 | 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        |    4005000 | PA      | $4006726.16    | 0.02%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                         | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   56567000 | PA      | $57512800.24   | 0.35%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                   | VCAT 2025-NPL3 LLC                                                              | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23519128 | PA      | $23543834.77   | 0.14%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2225000 | PA      | $2225000.00    | 0.01%             | 2042-10-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $4313360.23    | 0.03%             | 2033-07-25      | Fixed         | 4.91%                 | 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        |    4310000 | PA      | $4382050.27    | 0.03%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                     | Veralto Corp                                                                    | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   38470000 | PA      | $40228790.70   | 0.24%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                | Herc Holdings Inc Term Loan B                                                   | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    6585000 | PA      | $6609693.75    | 0.04%             | 2032-06-02      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Triumph Rail LLC                                 | Triumph Rail Holdings LLC                                                       | CUSIP: 89683LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     197202 | PA      | $189184.07     | 0.00%             | 2051-06-19      | Fixed         | 2.15%                 | 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        |     665000 | PA      | $649072.32     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10120000 | PA      | $10032291.28   | 0.06%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   42885000 | PA      | $44639321.57   | 0.27%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                             | Birch Grove CLO 7 Ltd                                                           | CUSIP: 09077RAL3<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | JE        |   13735000 | PA      | $13741002.20   | 0.08%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                   | Sunnova Helios XIII Issuer LLC                                                  | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22889497 | PA      | $21256581.10   | 0.13%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                              | Travel + Leisure Co                                                             | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1820729.57    | 0.01%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1960710.07    | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | 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        |    8400000 | PA      | $8647724.40    | 0.05%             | 2029-03-15      | Fixed         | 6.47%                 | 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        |   33803197 | PA      | $33921545.18   | 0.20%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   34865000 | PA      | $36000883.57   | 0.22%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    7993000 | PA      | $8058307.61    | 0.05%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO 48 Ltd                                                             | CUSIP: 87170GAE5<br>LEI: 25490005310EULQ9PO62 | Long             | ABS-CBDO         | CORP              | KY        |   12070000 | PA      | $12110953.51   | 0.07%             | 2038-04-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                         | Horizon Aircraft Finance I Ltd                                                  | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1744542 | PA      | $1722718.36    | 0.01%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                     | Jack in the Box Funding LLC                                                     | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     404550 | PA      | $393155.65     | 0.00%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                            | Atlassian Corp                                                                  | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   21490000 | PA      | $22092944.50   | 0.13%             | 2029-05-15      | Fixed         | 5.25%                 | 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        |    3460000 | PA      | $3560763.85    | 0.02%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                 | WFRBS Commercial Mortgage Trust 2011-C3                                         | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     535000 | PA      | $192600.11     | 0.00%             | 2044-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   23082000 | PA      | $23552461.02   | 0.14%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  148890000 | PA      | $137432449.96  | 0.83%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    6173000 | PA      | $6446649.09    | 0.04%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                    | Commonbond Student Loan Trust 2020-1                                            | CUSIP: 20268BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1364819 | PA      | $1242026.12    | 0.01%             | 2051-10-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                         | SLAM 2025-1 Ltd                                                                 | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5526787 | PA      | $5697409.82    | 0.03%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                  | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |      85000 | PA      | $98080.97      | 0.00%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                      | Legacy Mortgage Asset Trust 2021-GS4                                            | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1472422 | PA      | $1473263.39    | 0.01%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2023-1                                                  | CUSIP: 14318DAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11965000 | PA      | $12282308.21   | 0.07%             | 2029-11-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BFW ISSUER 2025 1 LLC                            | BFW ISSUER 2025 1 LLC                                                           | CUSIP: 08860BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6221748 | PA      | $6338792.63    | 0.04%             | 2050-09-01      | Fixed         | 7.25%                 | Yes           |                  3 | On Loan: No      |
| Kestrel Aircraft Funding Limited                 | Kestrel Aircraft Funding Ltd                                                    | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3103447 | PA      | $3099350.10    | 0.02%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    8432000 | PA      | $7681652.43    | 0.05%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              |  | US        |    3365000 | PA      | $3646172.67    | 0.02%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                     | Post CLO 2023-1 Ltd                                                             | CUSIP: 73743CAA0<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   19620000 | PA      | $19660181.76   | 0.12%             | 2036-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2019-IV Ltd                                                        | CUSIP: 17182XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11410000 | PA      | $11455012.45   | 0.07%             | 2038-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   32990000 | PA      | $34597391.89   | 0.21%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2019-B                                         | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3665657 | PA      | $3592769.00    | 0.02%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                            | Whistler Pipeline LLC                                                           | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $7017209.21    | 0.04%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   10465000 | PA      | $9362764.46    | 0.06%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2022-STAR                                                             | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8370000 | PA      | $8368988.90    | 0.05%             | 2039-08-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20942000 | PA      | $20229972.00   | 0.12%             | 2028-12-01      | Fixed         | 3.28%                 | 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        |    6260000 | PA      | $6485839.52    | 0.04%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                             | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    9655000 | PA      | $10030908.74   | 0.06%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                          | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    8255000 | PA      | $8399462.50    | 0.05%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    6704000 | PA      | $6149153.43    | 0.04%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                           | EverBright Solar Trust 2024-A                                                   | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6809865 | PA      | $6363744.43    | 0.04%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                 | RCO VIII Mortgage LLC 2025-3                                                    | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3139622 | PA      | $3146747.53    | 0.02%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   44565000 | PA      | $44475925.71   | 0.27%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   56355000 | PA      | $52247983.98   | 0.31%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   15415000 | PA      | $17040760.86   | 0.10%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                         | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    4139000 | PA      | $4133219.06    | 0.02%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2023-3                                        | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2035000 | PA      | $2107171.28    | 0.01%             | 2033-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                   | OWN Equipment Fund II LLC                                                       | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9934995 | PA      | $10009636.62   | 0.06%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                     | Business Jet Securities 2024-2 LLC                                              | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18159147 | PA      | $18235244.68   | 0.11%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BBSG Mortgage Trust                              | BBSG 2016-MRP Mortgage Trust                                                    | CUSIP: 055287AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     410000 | PA      | $373650.63     | 0.00%             | 2036-06-05      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    5280000 | PA      | $5362690.08    | 0.03%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2022-1 LLC                                                | CUSIP: 784033AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2555000 | PA      | $2538529.70    | 0.02%             | 2031-11-20      | Fixed         | 3.79%                 | 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        |   11365000 | PA      | $11789710.05   | 0.07%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   13555000 | PA      | $12353014.03   | 0.07%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     360000 | PA      | $376518.63     | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2023-DNA2                                         | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |    3252186 | PA      | $3296822.11    | 0.02%             | 2043-04-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $1479376.40    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR9 Trust                                            | CUSIP: 74333QAJ4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1306000.50    | 0.01%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXVIII Ltd                                                | CUSIP: 55821KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2340000 | PA      | $2340000.00    | 0.01%             | 2034-07-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2025-NPL6 LLC                                                              | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |   10832640 | PA      | $10796015.19   | 0.06%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                   | Avant Credit Card Master Trust 2025-1                                           | CUSIP: 05351KAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14790000 | PA      | $14741474.01   | 0.09%             | 2031-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust               | Willis Engine Structured Trust IV                                               | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     523829 | PA      | $522454.67     | 0.00%             | 2043-09-15      | Variable      | 4.75%                 | 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        |    2386934 | PA      | $2327165.48    | 0.01%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2024-2                                                  | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     390000 | PA      | $402620.40     | 0.00%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   89221000 | PA      | $98321158.35   | 0.59%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2023-SFR1 Trust                                            | CUSIP: 74334FAE8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    1260000 | PA      | $1249662.46    | 0.01%             | 2040-03-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   26935000 | PA      | $28454685.36   | 0.17%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd                               | CAL Funding IV Ltd                                                              | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    5009375 | PA      | $4776518.24    | 0.03%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   13837000 | PA      | $12678151.25   | 0.08%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                | American Builders & Contractors Supply Co Inc                                   | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    2995000 | PA      | $2934822.96    | 0.02%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                         | Mill City Mortgage Loan Trust 2019-GS1                                          | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2178807 | PA      | $2135318.44    | 0.01%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC               | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11765000 | PA      | $11427873.93   | 0.07%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2025-RCF1 LLC                                                              | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8201905 | PA      | $8144018.25    | 0.05%             | 2055-02-25      | Variable      | 4.50%                 | 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        |    7695000 | PA      | $7980522.98    | 0.05%             | 2029-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust    | Bridgecrest Lending Auto Securitization Trust 2024-2                            | CUSIP: 10805MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8930000 | PA      | $9089051.34    | 0.05%             | 2030-02-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   14149000 | PA      | $13037396.97   | 0.08%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2019-1 Trust                                           | CUSIP: 43731QAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2230904 | PA      | $2177918.64    | 0.01%             | 2039-09-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   11000000 | PA      | $11542146.22   | 0.07%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                   | VStrong Auto Receivables Trust 2024-A                                           | CUSIP: 92891PAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     565000 | PA      | $588328.85     | 0.00%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-3                                               | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1660000 | PA      | $1676861.78    | 0.01%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                    | Corevest American Finance 2019-3 Trust                                          | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     417124 | PA      | $415535.28     | 0.00%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| TEREX CORPORATION                                | Terex Corporation 2025 Term Loan                                                | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |    5730317 | PA      | $5736046.98    | 0.03%             | 2031-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2013-3 Ltd                                                             | CUSIP: 92916XAL1<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |    3335000 | PA      | $3343837.75    | 0.02%             | 2031-10-18      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                            | Teva Pharmaceutical Finance Co LLC                                              | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |   43200000 | PA      | $45233856.00   | 0.27%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    7390000 | PA      | $7433096.34    | 0.04%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3915000 | PA      | $4093031.65    | 0.02%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Greenacre Park CLO LLC                           | Greenacre Park CLO LLC                                                          | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3620000 | PA      | $3636308.10    | 0.02%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $3228776.36    | 0.02%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2023-3                                               | CUSIP: 50168BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5370000 | PA      | $5514377.82    | 0.03%             | 2028-12-15      | Fixed         | 6.43%                 | 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        |    7978901 | PA      | $8198058.04    | 0.05%             | 2035-04-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-VLT6                                                              | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   69795000 | PA      | $69222052.85   | 0.42%             | 2042-03-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                      | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   11575000 | PA      | $12117660.54   | 0.07%             | 2035-04-15      | Fixed         | 5.60%                 | 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        |    5139658 | PA      | $5077930.34    | 0.03%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                         | OBX 2021-NQM3 Trust                                                             | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4422483 | PA      | $3642443.01    | 0.02%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   23235000 | PA      | $23449477.87   | 0.14%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                  | Yum! Brands Inc                                                                 | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    4520000 | PA      | $4220514.47    | 0.03%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   40415000 | PA      | $43304921.86   | 0.26%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                   | VStrong Auto Receivables Trust 2024-A                                           | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2230000 | PA      | $2262396.33    | 0.01%             | 2030-07-15      | Fixed         | 5.77%                 | 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        |    7804078 | PA      | $8155861.33    | 0.05%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   15590000 | PA      | $15948666.81   | 0.10%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2024-1CON                                              | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3205745 | PA      | $3298800.94    | 0.02%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   14147000 | PA      | $12623361.59   | 0.08%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                  | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    8930000 | PA      | $8914961.88    | 0.05%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                             | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    1835000 | PA      | $61472.50      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    1494000 | PA      | $1490924.15    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                               | Subway Funding LLC                                                              | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35650600 | PA      | $36150421.41   | 0.22%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                     | Huntington Bank Auto Credit-Linked Notes Series 2025-2                          | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18608720 | PA      | $18652524.93   | 0.11%             | 2033-09-20      | Fixed         | 4.83%                 | 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        |   30736413 | PA      | $31535528.54   | 0.19%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ROC Securities Trust                             | Roc Mortgage Trust 2024-RTL1                                                    | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23045000 | PA      | $23173740.89   | 0.14%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                            | Toorak Mortgage Trust 2024-RRTL1                                                | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5790000 | PA      | $5821294.95    | 0.04%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                         | Icon Investments Six DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    3750000 | PA      | $3936383.44    | 0.02%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                         | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    8580000 | PA      | $9060052.46    | 0.05%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    4204000 | PA      | $2753010.42    | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                             | Waste Management Inc                                                            | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   32260000 | PA      | $32743392.23   | 0.20%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | Commercial Mortgage Pass Through Certificates                                   | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     484947 | PA      | $471005.08     | 0.00%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   12790000 | PA      | $9397452.50    | 0.06%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    8845000 | PA      | $9179645.27    | 0.06%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   49180000 | PA      | $50977398.18   | 0.31%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15720818.10   | 0.09%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-N2                                          | CUSIP: 14687VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3432000 | PA      | $3550390.27    | 0.02%             | 2030-09-10      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     217078 | NS      | $15102116.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    4495000 | PA      | $4665913.39    | 0.03%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                   | VCAT 2025-NPL1 LLC                                                              | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9964438 | PA      | $9985764.51    | 0.06%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2019-2                                         | CUSIP: 68269BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1675000 | PA      | $1620223.15    | 0.01%             | 2036-10-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                       | NLT 2023-1 Trust                                                                | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11092491 | PA      | $10104915.57   | 0.06%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9616000 | PA      | $9448626.79    | 0.06%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   82984000 | PA      | $72312949.69   | 0.43%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2023-1                                        | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2970000 | PA      | $3044213.77    | 0.02%             | 2033-07-15      | Fixed         | 7.71%                 | 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        |    1800000 | PA      | $1766660.94    | 0.01%             | 2029-08-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    6084000 | PA      | $6303576.18    | 0.04%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2025-NPL3 LLC                                                              | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |   11639282 | PA      | $11637873.25   | 0.07%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2024-A                                         | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22572237 | PA      | $23058262.13   | 0.14%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2021-6 Mortgage Loan Trust                                                 | CUSIP: 12658YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14744247 | PA      | $13465826.48   | 0.08%             | 2066-12-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   41032000 | PA      | $42520659.01   | 0.26%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC              | Hilton Grand Vacations Borrower LLC 2021 Term Loan B                            | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |     831578 | PA      | $830230.46     | 0.00%             | 2028-08-02      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    8655000 | PA      | $8972432.42    | 0.05%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     910000 | PA      | $318500.00     | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust             | Deephaven Residential Mortgage Trust 2021-2                                     | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4279754 | PA      | $3802480.17    | 0.02%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   87170000 | PA      | $87428785.94   | 0.53%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                              | Novelis Corporation 2025 Term Loan B                                            | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |   28481875 | PA      | $28523743.36   | 0.17%             | 2032-03-11      | Floating      | 5.75%                 | 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        |   25405000 | PA      | $25415974.96   | 0.15%             | 2038-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                 | First Investors Auto Owner Trust 2022-2                                         | CUSIP: 32058KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1910000 | PA      | $1974108.58    | 0.01%             | 2028-10-16      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| TIF Funding III LLC                              | TIF Funding III LLC                                                             | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5151938 | PA      | $5167895.63    | 0.03%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                               | Alcon Finance Corp                                                              | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    6325000 | PA      | $6595105.08    | 0.04%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR9 Trust                                            | CUSIP: 74333QAL9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |     960000 | PA      | $895480.42     | 0.01%             | 2040-11-17      | Fixed         | 3.01%                 | 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        |   54130000 | PA      | $54727486.94   | 0.33%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2024-CBM Mortgage Trust                                                    | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2635000 | PA      | $2684191.50    | 0.02%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2025-1CON                                              | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1968746 | PA      | $1977682.00    | 0.01%             | 2036-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5147694 | PA      | $4986452.34    | 0.03%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                               | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   19952000 | PA      | $20626314.75   | 0.12%             | 2034-08-15      | Fixed         | 5.38%                 | 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        |    6500000 | PA      | $6582131.40    | 0.04%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust 2024-RPL1                                   | CUSIP: 64832AAA5<br>LEI: 213800YID3SS4UZHT817 | Long             | ABS-MBS          | CORP              | US        |   24222474 | PA      | $23076290.52   | 0.14%             | 2064-01-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                         | National Life Insurance Co                                                      | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |   26914000 | PA      | $35724836.18   | 0.21%             | 2039-09-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19785785 | PA      | $19785785.17   | 0.12%             | 2038-07-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                         | Mill City Mortgage Loan Trust 2018-2                                            | CUSIP: 59980MAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1305966 | PA      | $1288862.36    | 0.01%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    6150000 | PA      | $5337450.93    | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   14278000 | PA      | $15029842.36   | 0.09%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PPGT25IV8 AP GRANGE HLDNGS                       | PPGT25IV8 AP GRANGE HLDNGS                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17041541 | PA      | $17446650.91   | 0.10%             | 2045-03-20      | Variable      | 1.00%                 | Yes           |                  3 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                         | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   18841000 | PA      | $19346917.59   | 0.12%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Private Credit Student Loan Trust 2003-C                                    | CUSIP: 78443CBB9<br>LEI: 549300IQIXBXDNPLSE92 | Long             | ABS-O            | CORP              | US        |     357000 | PA      | $357000.00     | 0.00%             | 2032-09-15      | Variable      | 7.17%                 | 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        |    4395000 | PA      | $4392815.69    | 0.03%             | 2038-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| NLV FINANCIAL CORP                               | NLV Financial Corp                                                              | CUSIP: 65486AAA1<br>LEI: UV78A3V7RXYC94JD0985 | Long             | DBT              | CORP              | US        |    6440000 | PA      | $7024816.40    | 0.04%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                  | Stream Innovations 2024-2 Issuer Trust                                          | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6693302 | PA      | $6778874.23    | 0.04%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    5270000 | PA      | $5570514.79    | 0.03%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2025-NPL8 LLC                                                              | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |   28755317 | PA      | $28854781.34   | 0.17%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAE4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    8750000 | PA      | $8658995.63    | 0.05%             | 2026-05-17      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                   | Var Energi ASA                                                                  | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    5355000 | PA      | $5694006.36    | 0.03%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                            | Open Text Corporation 2023 Term Loan B                                          | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   33858922 | PA      | $33814228.02   | 0.20%             | 2030-01-31      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   52740000 | PA      | $55830435.31   | 0.34%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                    | CHI Commercial Mortgage Trust 2025-SFT                                          | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   54410000 | PA      | $55774091.35   | 0.34%             | 2042-04-15      | Variable      | 5.67%                 | No            |                  2 | 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        |   19820400 | PA      | $19783335.85   | 0.12%             | 2032-03-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Private Credit Student Loan Trust 2003-C                                    | CUSIP: 78443CBA1<br>LEI: 549300IQIXBXDNPLSE92 | Long             | ABS-O            | CORP              | US        |     140000 | PA      | $140000.00     | 0.00%             | 2032-09-15      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   32338000 | PA      | $30973201.55   | 0.19%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    3850000 | PA      | $3902779.65    | 0.02%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   27620000 | PA      | $28719911.26   | 0.17%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW 2024-1 LLC                                                                  | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2368628 | PA      | $2410225.67    | 0.01%             | 2043-02-20      | Fixed         | 6.20%                 | 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        |    9406000 | PA      | $1857685.00    | 0.01%             | 2033-03-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                     | Jack in the Box Funding LLC                                                     | CUSIP: 466365AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7071775 | PA      | $7010065.28    | 0.04%             | 2049-08-25      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6685000 | PA      | $7280733.11    | 0.04%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| VIBRANT CLO LTD                                  | Vibrant CLO XIV Ltd                                                             | CUSIP: 92557EAL7<br>LEI: 5493000EYXFKXA2VRV24 | Long             | ABS-CBDO         | CORP              | KY        |    1830000 | PA      | $1834047.05    | 0.01%             | 2034-10-20      | Floating      | 8.34%                 | 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        |   13218000 | PA      | $14124716.60   | 0.08%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2024-2                                        | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13290000 | PA      | $13577635.47   | 0.08%             | 2034-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                            | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   18983000 | PA      | $19864203.77   | 0.12%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                         | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   14005000 | PA      | $14344957.37   | 0.09%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                  | CoreVest American Finance 2021-3 Trust                                          | CUSIP: 21873NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6575000 | PA      | $6402482.52    | 0.04%             | 2054-10-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                      | SBNA Auto Receivables Trust 2024-A                                              | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     475000 | PA      | $484282.93     | 0.00%             | 2030-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                        | IQVIA Inc 2025 Incremental Term Loan B5                                         | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |   17343477 | PA      | $17417187.10   | 0.10%             | 2031-01-02      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INS CO                           | Mutual of Omaha Insurance Co                                                    | CUSIP: 628312AA8<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |    9063000 | PA      | $10100606.65   | 0.06%             | 2036-06-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2019-2                                                | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4495000 | PA      | $4085162.98    | 0.02%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                                  | Symetra CLO 2025-1 Ltd                                                          | CUSIP: 87153AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4275000 | PA      | $4285867.05    | 0.03%             | 2038-04-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                         | Redwood Funding Trust 2023-1                                                    | CUSIP: 75806CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4805091 | PA      | $4788974.60    | 0.03%             | 2059-07-25      | Variable      | 7.50%                 | 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        |    7669000 | PA      | $7750521.47    | 0.05%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   54516000 | PA      | $40685841.41   | 0.24%             | 2046-10-01      | Fixed         | 4.10%                 | 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        |   15130000 | PA      | $15244198.21   | 0.09%             | 2039-03-25      | Variable      | 6.66%                 | 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        |   18140000 | PA      | $18384327.66   | 0.11%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   65033000 | PA      | $63721523.06   | 0.38%             | 2034-12-01      | Fixed         | 5.50%                 | 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        |    2305290 | PA      | $2073054.07    | 0.01%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17700000 | PA      | $16536909.28   | 0.10%             | 2037-03-08      | Fixed         | 3.85%                 | 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        |     216000 | PA      | $215544.67     | 0.00%             | 2033-03-15      | Variable      | 7.05%                 | 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        |   19730000 | PA      | $20014092.27   | 0.12%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                   | Westlake Flooring Master Trust                                                  | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4990000 | PA      | $5009223.48    | 0.03%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                        | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   59165000 | PA      | $64785291.61   | 0.39%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                         | Foundation Finance Trust 2023-2                                                 | CUSIP: 35042RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2147448 | PA      | $2245781.44    | 0.01%             | 2049-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    9089000 | PA      | $8927420.39    | 0.05%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co/The                                                                 | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   31395000 | PA      | $33157953.89   | 0.20%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                         | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    9825000 | PA      | $9975466.24    | 0.06%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO                          | Penn Mutual Life Insurance Co/The                                               | CUSIP: 707567AC7<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |   14489000 | PA      | $17060237.36   | 0.10%             | 2040-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   16645000 | PA      | $17317737.47   | 0.10%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC               | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3235000 | PA      | $3312672.35    | 0.02%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2022-S1                                        | CUSIP: 68267HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8040000 | PA      | $8080502.30    | 0.05%             | 2035-05-14      | Fixed         | 5.20%                 | 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        |   11510000 | PA      | $11487831.74   | 0.07%             | 2042-01-15      | Floating      | 5.75%                 | 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        |    3810000 | PA      | $3896946.87    | 0.02%             | 2029-07-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                          | DataBank Issuer II LLC                                                          | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35240000 | PA      | $35362212.32   | 0.21%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                     | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   58775000 | PA      | $58270869.19   | 0.35%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                      | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    6475000 | PA      | $6745784.50    | 0.04%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    8560000 | PA      | $7673303.07    | 0.05%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan Trust             | Laurel Road Prime Student Loan Trust 2020-A                                     | CUSIP: 51889CAB8<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |    2212081 | PA      | $2063794.42    | 0.01%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                         | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   20530000 | PA      | $19377201.49   | 0.12%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                              | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    9550000 | PA      | $9778971.37    | 0.06%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust               | Willis Engine Structured Trust VI                                               | CUSIP: 97064GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2217204 | PA      | $2130440.99    | 0.01%             | 2046-05-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    7330223 | PA      | $18032348.58   | 0.11%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2023-2                                      | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6035000 | PA      | $6195457.37    | 0.04%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                        | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   26330000 | PA      | $27271112.40   | 0.16%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 A PTT                          | American Airlines 2017-2 Class A Pass Through Trust                             | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3941147 | PA      | $3743123.86    | 0.02%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2024-NPL8 LLC                                                              | CUSIP: 69392DAA0<br>LEI: 254900IGILCZGVE9SS90 | Long             | ABS-MBS          | CORP              | US        |   15293169 | PA      | $15309592.56   | 0.09%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   61170000 | PA      | $63382135.98   | 0.38%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy Inc                                                                  | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   30821000 | PA      | $30561789.53   | 0.18%             | 2029-06-15      | Fixed         | 4.45%                 | 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        |    5755000 | PA      | $4800514.83    | 0.03%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Madison Park XLIV                                | Atrium XV                                                                       | CUSIP: 55820LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1665000 | PA      | $1678631.36    | 0.01%             | 2037-07-16      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                      | Textron Inc                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    5005000 | PA      | $4506630.48    | 0.03%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    3780000 | PA      | $3823504.02    | 0.02%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    8810000 | PA      | $11037754.66   | 0.07%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2024-2                                   | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     915000 | PA      | $944723.78     | 0.01%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   10105000 | PA      | $8704588.47    | 0.05%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                            | EWC Master Issuer LLC                                                           | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14101312 | PA      | $13923232.66   | 0.08%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2024-RCF2 LLC                                                              | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7810178 | PA      | $7648398.23    | 0.05%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC                 | Kapitus Asset Securitization V LLC                                              | CUSIP: 48555NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25165000 | PA      | $25293492.49   | 0.15%             | 2032-04-10      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                     | Wyndham Hotels & Resorts Inc 2024 Term Loan                                     | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |   55235812 | PA      | $55393786.92   | 0.33%             | 2030-05-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   19261000 | PA      | $18562385.04   | 0.11%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31374TVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        231 | PA      | $237.33        | 0.00%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                   | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    3075000 | PA      | $3234761.63    | 0.02%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    6095000 | PA      | $6311791.41    | 0.04%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   26609000 | PA      | $25642893.47   | 0.15%             | 2028-10-29      | Fixed         | 3.00%                 | 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        |   31760000 | PA      | $32672718.88   | 0.20%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                            | GFL Environmental Inc                                                           | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    5331000 | PA      | $5200973.71    | 0.03%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    7265000 | PA      | $5828630.67    | 0.04%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2021-B                                         | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2540468 | PA      | $2387275.00    | 0.01%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    6810000 | PA      | $7090297.35    | 0.04%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2020-H                                | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     355350 | PA      | $336291.97     | 0.00%             | 2069-01-15      | Fixed         | 1.31%                 | 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        |    9940000 | PA      | $10061589.06   | 0.06%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                    | Corevest American Finance 2020-2 Trust                                          | CUSIP: 21872VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1259000 | PA      | $1248064.58    | 0.01%             | 2052-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                   | Alinea CLO 2018-1 Ltd                                                           | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14785000 | PA      | $14731034.75   | 0.09%             | 2031-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     860000 | PA      | $852296.97     | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    5070000 | PA      | $4410319.74    | 0.03%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                               | Viking Cruises Ltd                                                              | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   52271000 | PA      | $52307682.74   | 0.31%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                              | Resideo Funding Inc 2024 M&A 1st lien Term Loan B                               | CUSIP: 76090LAK0<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |   27594322 | PA      | $27559829.49   | 0.17%             | 2031-06-13      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2020-A                                         | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     411198 | PA      | $398876.45     | 0.00%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    8638000 | PA      | $8905652.75    | 0.05%             | 2030-12-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                    | Corevest American Finance 2019-3 Trust                                          | CUSIP: 21872NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2929000 | PA      | $2799189.36    | 0.02%             | 2052-10-15      | Fixed         | 3.16%                 | 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        |    1860000 | PA      | $1937191.30    | 0.01%             | 2030-02-11      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                    | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   15870000 | PA      | $16254521.69   | 0.10%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                           | Sequoia Mortgage Trust 2017-CH2                                                 | CUSIP: 81746JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     202603 | PA      | $189527.51     | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   49180000 | PA      | $51631704.64   | 0.31%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                  | Invesco US CLO 2024-4 Ltd                                                       | CUSIP: 46151BAA3<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |   37555000 | PA      | $37745328.74   | 0.23%             | 2038-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2017-1 Ltd                                                   | CUSIP: 77340EBC9<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |    6680000 | PA      | $6688002.64    | 0.04%             | 2034-04-20      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                          | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   32139000 | PA      | $33480144.40   | 0.20%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy Inc 2024 Term Loan                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   78137549 | PA      | $78113325.91   | 0.47%             | 2031-04-16      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                               | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   65520000 | PA      | $67237530.80   | 0.40%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   15060000 | PA      | $13937644.77   | 0.08%             | 2033-04-15      | Fixed         | 3.42%                 | 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        |   14675000 | PA      | $14949118.73   | 0.09%             | 2031-07-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                                   | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    7110000 | PA      | $7416745.88    | 0.04%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2022-SSP                                                              | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4400000 | PA      | $4414373.04    | 0.03%             | 2039-05-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| PUREWEST ABS ISSUER LLC                          | PUREWEST ABS ISSUER LLC                                                         | CUSIP: 74628AAA2<br>LEI: 254900N011GHBESCKS35 | Long             | ABS-O            | CORP              | US        |    3667136 | PA      | $3680140.51    | 0.02%             | 2040-04-05      | Fixed         | 5.68%                 | Yes           |                  3 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2024-3                                    | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13330000 | PA      | $13502002.32   | 0.08%             | 2030-04-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    7360000 | PA      | $6730454.82    | 0.04%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                         | Global Auto Holdings Ltd/AAG FH UK Ltd                                          | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    3405000 | PA      | $3592275.00    | 0.02%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust            | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6575000 | PA      | $6634881.81    | 0.04%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2023-SFR1 Trust                                            | CUSIP: 74334FAG3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    1935000 | PA      | $1910396.28    | 0.01%             | 2040-03-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4130000 | PA      | $4278022.59    | 0.03%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2871844.80    | 0.02%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   10740000 | PA      | $11253099.42   | 0.07%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-VLT7                                                              | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   54890000 | PA      | $55005653.23   | 0.33%             | 2044-07-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | Onemain Financial Issuance Trust 2025-1                                         | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3120000 | PA      | $3178818.24    | 0.02%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                  | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5032172 | PA      | $5018949.96    | 0.03%             | 2048-07-25      | Fixed         | 4.33%                 | 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        |    8070000 | PA      | $8346300.50    | 0.05%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    5140000 | PA      | $4660053.27    | 0.03%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LTD                  | Shenton Aircraft Investment I Ltd                                               | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |    1650519 | PA      | $1618785.99    | 0.01%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                   | Garnet CLO 2 Ltd                                                                | CUSIP: 36626CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   24520000 | PA      | $24605820.00   | 0.15%             | 2038-10-20      | Floating      | 5.43%                 | 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        |   13145000 | PA      | $13063080.36   | 0.08%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHA5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    7985000 | PA      | $8366227.06    | 0.05%             | 2029-06-20      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                             | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1754150.42    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   50665000 | PA      | $51662068.45   | 0.31%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                           | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   21550000 | PA      | $19563755.90   | 0.12%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                  | Prestige Auto Receivables Trust 2023-2                                          | CUSIP: 74113VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4588106.40    | 0.03%             | 2029-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    4895000 | PA      | $4692105.68    | 0.03%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    5305000 | PA      | $5471813.55    | 0.03%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   16405000 | PA      | $15087464.25   | 0.09%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                   | CUSIP: 46639EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     340000 | PA      | $322167.00     | 0.00%             | 2047-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                  | Prestige Auto Receivables Trust 2023-1                                          | CUSIP: 74113GAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4970000 | PA      | $5034411.20    | 0.03%             | 2029-04-16      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2022-SFR5 Trust                                            | CUSIP: 74332YAE9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    6380000 | PA      | $6383853.52    | 0.04%             | 2039-06-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                     | Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2814231 | PA      | $2820192.90    | 0.02%             | 2032-05-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Private Credit Student Loan Trust 2003-A                                    | CUSIP: 78443CAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     187000 | PA      | $186614.78     | 0.00%             | 2032-06-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                    | CAFL 2023-RTL1 Issuer LLC                                                       | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10565000 | PA      | $10612639.70   | 0.06%             | 2030-12-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2022-AHP                                           | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2985000 | PA      | $2983483.62    | 0.02%             | 2039-01-17      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                  | BAE Systems PLC                                                                 | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   69430000 | PA      | $71955863.40   | 0.43%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   13080000 | PA      | $14274138.60   | 0.09%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   10265000 | PA      | $10597778.57   | 0.06%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1534000 | PA      | $1133741.76    | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2021-IV Ltd                                                        | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3970000 | PA      | $3979925.00    | 0.02%             | 2037-07-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                          | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2441304 | PA      | $2496380.11    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    6270000 | PA      | $6488333.94    | 0.04%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   29390000 | PA      | $29445165.03   | 0.18%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2017-4                                                | CUSIP: 89173UAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4930000 | PA      | $4360518.94    | 0.03%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    1750291 | PA      | $1601237.00    | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                  | Golub Capital CLO 82 B Ltd                                                      | CUSIP: 38181TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14870000 | PA      | $14876408.97   | 0.09%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                        | College Ave Student Loans 2024-B LLC                                            | CUSIP: 19423UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24521137 | PA      | $25094196.00   | 0.15%             | 2054-08-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp Inc                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   15560000 | PA      | $16189302.42   | 0.10%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                | Teva Pharmaceutical Finance Netherlands IV BV                                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |   10760000 | PA      | $11081820.84   | 0.07%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                           | CVS Pass-Through Trust                                                          | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     254735 | PA      | $260734.09     | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29285000 | PA      | $27347615.10   | 0.16%             | 2031-03-01      | 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        |   11320000 | PA      | $11272960.87   | 0.07%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    2190000 | PA      | $1960050.00    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC            | OnDeck Asset Securitization Trust IV LLC                                        | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6695000 | PA      | $6679373.87    | 0.04%             | 2031-10-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust               | Regional Management Issuance Trust 2025-1                                       | CUSIP: 75908AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5250000 | PA      | $5341197.75    | 0.03%             | 2034-04-17      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| TPG CLO Ltd                                      | TPG CLO 2025-1 Ltd                                                              | CUSIP: 87268JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25310000 | PA      | $25334803.80   | 0.15%             | 2037-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                   | OWN Equipment Fund I LLC                                                        | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17919741 | PA      | $18238747.84   | 0.11%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC              | Hilton Grand Vacations Borrower LLC 2024 Incremental Term Loan B                | CUSIP: 43283LAK7<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |   48315316 | PA      | $48239944.15   | 0.29%             | 2031-01-17      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2024-1                                                 | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7920150 | PA      | $7993894.22    | 0.05%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust               | Regional Management Issuance Trust 2024-2                                       | CUSIP: 75907AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1825000 | PA      | $1846663.48    | 0.01%             | 2033-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                          | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    7015000 | PA      | $7156203.04    | 0.04%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                         | MAPS 2021-1 Trust                                                               | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2369093 | PA      | $2265768.60    | 0.01%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                   | Hyundai Auto Receivables Trust 2025-A                                           | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11060000 | PA      | $11170555.76   | 0.07%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   36045000 | PA      | $36835784.77   | 0.22%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8890000 | PA      | $8514674.16    | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                      | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   25115000 | PA      | $26859976.14   | 0.16%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                | Magnetite XLVIII Ltd                                                            | CUSIP: 55956EAA5<br>LEI: 529900GIGHYFX3L5AN76 | Long             | ABS-CBDO         | CORP              | KY        |   25360000 | PA      | $25471837.60   | 0.15%             | 2038-10-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    5278000 | PA      | $5153115.92    | 0.03%             | 2029-02-15      | Fixed         | 3.88%                 | 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        |   26483000 | PA      | $28223373.51   | 0.17%             | 2034-06-01      | Fixed         | 6.55%                 | 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        |    6255000 | PA      | $6321424.97    | 0.04%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CIENA CORPORATION                                | Ciena Corporation 2025 Repriced Term Loan B                                     | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    6884979 | PA      | $6889316.26    | 0.04%             | 2030-10-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   53295000 | PA      | $54629293.62   | 0.33%             | 2033-02-15      | Fixed         | 6.12%                 | 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        |   18490000 | PA      | $18545285.10   | 0.11%             | 2038-10-19      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                            | Whistler Pipeline LLC                                                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    7530000 | PA      | $7761145.55    | 0.05%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2014-V Ltd                                                         | CUSIP: 12550ABH8<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | KY        |    6500000 | PA      | $6515860.00    | 0.04%             | 2037-07-17      | Floating      | 6.07%                 | 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        |   11615036 | PA      | $10972948.65   | 0.07%             | 2046-10-15      | Fixed         | 2.64%                 | 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        |   26600000 | PA      | $26585183.80   | 0.16%             | 2045-09-22      | Fixed         | 6.17%                 | 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        |    6184304 | PA      | $6209412.07    | 0.04%             | 2031-02-14      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2024-38 Ltd                                                             | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   33920000 | PA      | $33978274.56   | 0.20%             | 2038-01-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25570000 | PA      | $26951412.86   | 0.16%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2546975.38    | 0.02%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3122086 | PA      | $3000276.31    | 0.02%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                             | Birch Grove CLO 6 Ltd                                                           | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |   10015000 | PA      | $10039616.87   | 0.06%             | 2037-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                         | Marriott Ownership Resorts Inc                                                  | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   10685000 | PA      | $10310504.64   | 0.06%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                              | CIFI Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |     720000 | PA      | $73461.60      | 0.00%             | 2024-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2025-P1                                          | CUSIP: 14689MAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8895000 | PA      | $9030880.02    | 0.05%             | 2031-08-11      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   23965000 | PA      | $23701419.99   | 0.14%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   18560000 | PA      | $20518145.89   | 0.12%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                             | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    2085000 | PA      | $1887517.66    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2024-3                                      | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4495000 | PA      | $4558214.53    | 0.03%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   27795000 | PA      | $24835870.92   | 0.15%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   20875000 | PA      | $21230699.35   | 0.13%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                         | Slam Ltd                                                                        | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16945616 | PA      | $17121935.48   | 0.10%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16955000 | PA      | $17050999.21   | 0.10%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2017-RPL1 Trust                                                            | CUSIP: 22945AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    6086850 | PA      | $5259737.17    | 0.03%             | 2057-07-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                     | Nordson Corp                                                                    | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |   20385000 | PA      | $21752896.90   | 0.13%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                            | Directv Financing LLC                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3120000 | PA      | $3094135.20    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                  | OHA Credit Funding 10-R Ltd                                                     | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   28405000 | PA      | $28447607.50   | 0.17%             | 2037-07-18      | Floating      | 5.54%                 | 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        |   15387000 | PA      | $13825363.83   | 0.08%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                      | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AD7<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    5260000 | PA      | $5342353.19    | 0.03%             | 2036-05-20      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| AP Grange Holdings LLC                           | AP Grange Holdings LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15000000 | PA      | $15476557.50   | 0.09%             | 2045-03-20      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| Trans Union LLC                                  | Trans Union LLC 2024 Term Loan B8                                               | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   56426109 | PA      | $56371376.06   | 0.34%             | 2031-06-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2024-2 Ltd                                           | CUSIP: 69703RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14358000 | PA      | $14343139.47   | 0.09%             | 2033-01-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust            | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15130000 | PA      | $15278299.72   | 0.09%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon CLO 2018-1 Ltd                                                           | CUSIP: 13877BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2525000 | PA      | $2527888.60    | 0.02%             | 2031-07-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                        | Palmer Square BDC CLO 1 Ltd                                                     | CUSIP: 696928AA8<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |   40470000 | PA      | $40609176.33   | 0.24%             | 2037-07-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     935000 | PA      | $1032324.15    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100890000 | PA      | $62579387.36   | 0.38%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                     | ARES Loan Funding I Ltd                                                         | CUSIP: 04018XAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3520000 | PA      | $3526022.72    | 0.02%             | 2034-10-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-1                                               | CUSIP: 501689AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     790000 | PA      | $802581.70     | 0.00%             | 2029-02-15      | Fixed         | 5.33%                 | No            |                  2 | 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        |   30940000 | PA      | $31478424.07   | 0.19%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    7425000 | PA      | $7385423.27    | 0.04%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 A PTT                           | British Airways 2019-1 Class A Pass Through Trust                               | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    2877967 | PA      | $2773208.68    | 0.02%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                              | Travel + Leisure Co                                                             | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     235000 | PA      | $236746.05     | 0.00%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2024-C                                         | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7230509 | PA      | $7441981.79    | 0.04%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                   | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   11480000 | PA      | $11791292.94   | 0.07%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                     | DC Commercial Mortgage Trust 2023-DC                                            | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9295000 | PA      | $9767706.52    | 0.06%             | 2040-09-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Altde Trust                                      | ALTDE 2025-1 Trust                                                              | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21293063 | PA      | $21823515.80   | 0.13%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7565000 | PA      | $7196104.27    | 0.04%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   17175000 | PA      | $17508847.31   | 0.11%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GFH Mortgage Trust                               | GFH 2025-IND Mortgage Trust                                                     | CUSIP: 36171JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30590000 | PA      | $30921889.26   | 0.19%             | 2033-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2024-VLT4                                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7770000 | PA      | $7774856.25    | 0.05%             | 2041-06-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   55585000 | PA      | $55441015.95   | 0.33%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners CLO XXXI Ltd                                            | CUSIP: 08183DAS2<br>LEI: 254900SVG14IYL7QTZ56 | Long             | ABS-CBDO         | CORP              | JE        |    3579000 | PA      | $3599461.14    | 0.02%             | 2038-04-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                      | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   11869000 | PA      | $10697648.27   | 0.06%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2025-1                                      | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16265000 | PA      | $16438661.41   | 0.10%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     975000 | PA      | $980778.63     | 0.01%             | 2029-02-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                              | Travel + Leisure Co                                                             | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   14787000 | PA      | $14252741.25   | 0.09%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5160000 | PA      | $5294163.87    | 0.03%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  140594000 | PA      | $144985338.30  | 0.87%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   26635000 | PA      | $28318239.31   | 0.17%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited              | TMCL VII Holdings Ltd                                                           | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   25908118 | PA      | $26009030.57   | 0.16%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | 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        |    9890000 | PA      | $10149118.00   | 0.06%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                             | Flutter Financing BV 2025 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   10378988 | PA      | $10358852.26   | 0.06%             | 2032-06-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2024-VLT5                                          | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1455000 | PA      | $1494395.73    | 0.01%             | 2046-11-13      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5280000 | PA      | $4684021.06    | 0.03%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                  | Yum! Brands Inc                                                                 | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    7056000 | PA      | $7012228.81    | 0.04%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   19240000 | PA      | $12408745.65   | 0.07%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   22730000 | PA      | $21472933.26   | 0.13%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    9810000 | PA      | $9996054.79    | 0.06%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3320000 | PA      | $3320000.00    | 0.02%             | 2042-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2023-4                                        | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6440000 | PA      | $6675324.04    | 0.04%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                       | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  372432788 | PA      | $372432788.04  | 2.24%             |  |  |  | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                                   | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   22305000 | PA      | $22757843.02   | 0.14%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1997502.48    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2024-2                                             | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1992695 | PA      | $2019896.26    | 0.01%             | 2038-03-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-X2                                       | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2260000 | PA      | $2274536.32    | 0.01%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2023-4                                               | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2715000 | PA      | $2803652.35    | 0.02%             | 2029-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                             | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   34780000 | PA      | $37279209.07   | 0.22%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                           | Marlette Funding Trust 2024-1                                                   | CUSIP: 57108VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     691000 | PA      | $711006.66     | 0.00%             | 2034-07-17      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                    | BGC Group Inc                                                                   | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   18635000 | PA      | $19092154.38   | 0.11%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                         | Sensata Technologies Inc                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   11265000 | PA      | $10396228.56   | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                              | Midocean Credit Clo XXI                                                         | CUSIP: 597924AA7<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |   22900000 | PA      | $22910007.30   | 0.14%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                | Citigroup Mortgage Loan Trust 2019-RP1                                          | CUSIP: 17327RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1732531 | PA      | $1701304.52    | 0.01%             | 2066-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                      | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    7969568 | PA      | $8019194.86    | 0.05%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2013-LC12                                 | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |     174259 | PA      | $169031.46     | 0.00%             | 2046-07-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Arixa Mortgage Trust                             | Arixa Mortgage Trust 2025-RTL1                                                  | CUSIP: 04046BAA1<br>LEI: 254900Q4SU6C9E56ZJ68 | Long             | ABS-MBS          | CORP              | US        |    8495000 | PA      | $8542402.10    | 0.05%             | 2030-08-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1128534.36    | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KDAC Aviation Finance Limited                    | KDAC Aviation Finance Ltd                                                       | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1353854 | PA      | $1343740.58    | 0.01%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                       | Navigator Aircraft ABS Ltd                                                      | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    9508943 | PA      | $9019212.30    | 0.05%             | 2046-11-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA 2024-NPL1 Trust                                                             | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13660985 | PA      | $13677609.21   | 0.08%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5520000 | PA      | $5544381.84    | 0.03%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2019-2                                                | CUSIP: 89177JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17610000 | PA      | $15310778.53   | 0.09%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   18256000 | PA      | $20173062.56   | 0.12%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AASET 2022-1 LLC                                 | AASET 2022-1 LLC                                                                | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1616665 | PA      | $1647279.92    | 0.01%             | 2047-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   38736000 | PA      | $41150114.68   | 0.25%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2018-5                                                | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1943340 | PA      | $1664291.92    | 0.01%             | 2058-07-25      | Variable      | 3.25%                 | 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        |     658662 | PA      | $675071.79     | 0.00%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                        | College Ave Student Loans 2021-A LLC                                            | CUSIP: 19424KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     344234 | PA      | $326027.43     | 0.00%             | 2051-07-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                              | Frontier Issuer LLC                                                             | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   51030000 | PA      | $51740031.42   | 0.31%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    4885000 | PA      | $5585352.68    | 0.03%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-P4                                          | CUSIP: 14076LAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1810000 | PA      | $1824286.69    | 0.01%             | 2031-05-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion CLO VIII Ltd                                                          | CUSIP: 07132ACL5<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |    5320000 | PA      | $5319925.52    | 0.03%             | 2030-07-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL DPR FDG LTD                           | INDUSTRIAL DPR FDG LTD                                                          | CUSIP: 45605PBD9<br>LEI: 549300MBUJF25SSFY437 | Long             | DBT              | CORP              | KY        |   21750000 | PA      | $21935022.90   | 0.13%             | 2035-07-15      | Fixed         | 5.93%                 | Yes           |                  3 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                         | Global Auto Holdings Ltd/AAG FH UK Ltd                                          | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     370000 | PA      | $361889.60     | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Trust 2024-A                                                       | CUSIP: 03837DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18070492 | PA      | $18238910.92   | 0.11%             | 2050-04-18      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    7820000 | PA      | $7022913.27    | 0.04%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NFAS, Llc                                        | NFAS3 LLC                                                                       | CUSIP: 62909DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10875000 | PA      | $11014613.25   | 0.07%             | 2031-05-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2024-3                                        | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3900000 | PA      | $4025831.16    | 0.02%             | 2030-08-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                         | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $4356082.26    | 0.03%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   76435000 | PA      | $81482991.35   | 0.49%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13075000 | PA      | $13186062.58   | 0.08%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   21570000 | PA      | $23706324.08   | 0.14%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                      | Textron Inc                                                                     | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   38470000 | PA      | $41556498.88   | 0.25%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                       | Citadel LP                                                                      | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    7775000 | PA      | $8081191.94    | 0.05%             | 2030-01-23      | Fixed         | 6.00%                 | 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        |     196297 | PA      | $195834.59     | 0.00%             | 2034-06-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                     | Post CLO 2022-1 LTD                                                             | CUSIP: 73742YAC9<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   12875000 | PA      | $12880407.50   | 0.08%             | 2035-04-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   26030000 | PA      | $26710829.49   | 0.16%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   13765000 | PA      | $14388986.86   | 0.09%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                          | Sensata Technologies BV                                                         | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   32130000 | PA      | $30834272.61   | 0.19%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5314000 | PA      | $5130785.71    | 0.03%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   21470000 | PA      | $22510864.96   | 0.14%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1273049.16    | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1523467.47    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                              | DT Auto Owner Trust 2023-2                                                      | CUSIP: 23346CAG3<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |   10700000 | PA      | $10957433.44   | 0.07%             | 2029-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2024-RPL1 LLC                                                              | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17201277 | PA      | $16896694.02   | 0.10%             | 2064-12-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                       | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   12955000 | PA      | $13920978.17   | 0.08%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   20095000 | PA      | $21170272.60   | 0.13%             | 2035-02-08      | Fixed         | 5.70%                 | 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        |    1100000 | PA      | $1119058.38    | 0.01%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2020-18 Ltd                                                             | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |   18665000 | PA      | $18712726.41   | 0.11%             | 2037-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $2857886.00    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   26635000 | PA      | $25296414.13   | 0.15%             | 2030-06-15      | Fixed         | 3.40%                 | 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        |   29738042 | PA      | $29721983.96   | 0.18%             | 2031-05-23      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                        | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4955000 | PA      | $4979775.00    | 0.03%             | 2040-06-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   10340000 | PA      | $11970135.64   | 0.07%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust           | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4935781 | PA      | $5059136.19    | 0.03%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                 | MDC Holdings Inc                                                                | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    7794000 | PA      | $7417493.14    | 0.04%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                  | CLI Funding VI LLC                                                              | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    3994489 | PA      | $3749296.64    | 0.02%             | 2045-10-18      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                      | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $3759118.32    | 0.02%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                            | Tricon American Homes 2020-SFR1                                                 | CUSIP: 89613GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1505000 | PA      | $1475105.73    | 0.01%             | 2038-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC                 | Kapitus Asset Securitization IV LLC                                             | CUSIP: 48555MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20825000 | PA      | $20918991.56   | 0.13%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    7640000 | PA      | $7534574.65    | 0.05%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                  | SEB Funding LLC                                                                 | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26230260 | PA      | $25942695.04   | 0.16%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     710000 | PA      | $632027.17     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   43560000 | PA      | $46324288.85   | 0.28%             | 2033-03-15      | Fixed         | 6.12%                 | 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        |   33225000 | PA      | $31312017.47   | 0.19%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust       | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16315000 | PA      | $16439972.90   | 0.10%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                 | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   17041900 | PA      | $16746299.72   | 0.10%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                      | Netflix Inc                                                                     | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   43170000 | PA      | $44532171.07   | 0.27%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   68020000 | PA      | $69753261.15   | 0.42%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                  | CarMax Select Receivables Trust 2025-A                                          | CUSIP: 14319UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13025000 | PA      | $13312747.00   | 0.08%             | 2031-07-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                  | CarMax Select Receivables Trust 2025-A                                          | CUSIP: 14319UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21175000 | PA      | $21663757.12   | 0.13%             | 2031-07-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2024-NPL7 LLC                                                              | CUSIP: 74136TAA6<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    9526575 | PA      | $9536479.42    | 0.06%             | 2054-10-25      | Variable      | 5.92%                 | 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        |    4085000 | PA      | $1438696.15    | 0.01%             | 2027-03-30      | None          | 0.00%                 | 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        |   17040000 | PA      | $17089126.32   | 0.10%             | 2038-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                    | Sunrun Atlas Issuer 2019-2 LLC                                                  | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18191306 | PA      | $17396033.26   | 0.10%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   60105000 | PA      | $62216729.07   | 0.37%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   81580000 | PA      | $84210647.44   | 0.51%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    5155000 | PA      | $4706154.15    | 0.03%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2025-1                                        | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1350000 | PA      | $1381180.95    | 0.01%             | 2032-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    1393000 | PA      | $1403910.31    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                              | Reach ABS Trust 2025-2                                                          | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8020000 | PA      | $8094738.38    | 0.05%             | 2032-08-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust      | AASET 2025-1                                                                    | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8568333 | PA      | $8826599.54    | 0.05%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 53 CLO Ltd                                                               | CUSIP: 26243EAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3335000 | PA      | $3336927.63    | 0.02%             | 2031-01-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18993000 | PA      | $18310191.39   | 0.11%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                           | Mosaic Solar Loan Trust 2024-2                                                  | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   34607304 | PA      | $34051614.62   | 0.20%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust        | TCO Commercial Mortgage Trust 2024-DPM                                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8230000 | PA      | $8250599.69    | 0.05%             | 2039-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                  | DR Horton Inc                                                                   | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   18455000 | PA      | $18665403.79   | 0.11%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                    | CAFL 2021-RTL1 Issuer LLC                                                       | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2790641 | PA      | $2790641.06    | 0.02%             | 2029-03-28      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                        | Anchorage Capital CLO 6 Ltd                                                     | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |   16505000 | PA      | $16562767.50   | 0.10%             | 2038-07-22      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2023-2                                               | CUSIP: 33843EAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11331000 | PA      | $11164978.19   | 0.07%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2016-C36                                  | CUSIP: 95000MBR1<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    4030000 | PA      | $3941335.97    | 0.02%             | 2059-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Issuer Trust 2025-A                                                | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13353114 | PA      | $13603564.53   | 0.08%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                             | Aramark Services Inc 2024 Term Loan B8                                          | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   32546865 | PA      | $32580714.22   | 0.20%             | 2030-06-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                        | College Ave Student Loans 2024-B LLC                                            | CUSIP: 19423UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2150000 | PA      | $2217986.23    | 0.01%             | 2054-08-25      | Fixed         | 6.08%                 | 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        |   21060000 | PA      | $21404520.54   | 0.13%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10710000 | PA      | $10175142.60   | 0.06%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIC Home Improvement Trust                       | TIC Home Improvement Trust 2024-A                                               | CUSIP: 87252DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5516195 | PA      | $5659747.62    | 0.03%             | 2046-10-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                 | Welltower OP LLC                                                                | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    5972000 | PA      | $6654870.07    | 0.04%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                      | Island Finance Trust 2025-1                                                     | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2180000 | PA      | $2218204.50    | 0.01%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital 20 Ltd                        | Northwoods Capital 20 Ltd                                                       | CUSIP: 66860TBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11735000 | PA      | $11728311.05   | 0.07%             | 2038-10-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                 | WFRBS Commercial Mortgage Trust 2012-C10                                        | CUSIP: 92890NAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     803375 | PA      | $747146.72     | 0.00%             | 2045-12-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2023-4                                    | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13315000 | PA      | $13851682.38   | 0.08%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                         | Mill City Mortgage Loan Trust 2019-1                                            | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1283294 | PA      | $1253748.37    | 0.01%             | 2069-10-25      | Variable      | 3.25%                 | 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        |     699383 | PA      | $723539.18     | 0.00%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                               | Wendy's Funding LLC                                                             | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    1194321 | PA      | $1176746.45    | 0.01%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO                          | Penn Mutual Life Insurance Co/The                                               | CUSIP: 707567AA1<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |    2872000 | PA      | $3058550.90    | 0.02%             | 2034-06-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-N1                                          | CUSIP: 14687QAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2535000 | PA      | $2600485.13    | 0.02%             | 2030-05-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2023-2                                        | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4580000 | PA      | $4688275.78    | 0.03%             | 2029-03-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                             | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    1415000 | PA      | $45987.50      | 0.00%             | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   47080000 | PA      | $47796611.74   | 0.29%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2019-2 Trust                                           | CUSIP: 43732TAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2409604 | PA      | $2338050.08    | 0.01%             | 2039-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                   | SUNNOVA HELIOS II ISSUER LLC 2019-A                                             | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2523813 | PA      | $2342275.06    | 0.01%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJQ8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    6230000 | PA      | $6414046.04    | 0.04%             | 2029-04-20      | Fixed         | 7.59%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                            | PK Alift Loan Funding 7 LP                                                      | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5050000 | PA      | $5050681.75    | 0.03%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28350000 | PA      | $27038149.11   | 0.16%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                              | CIFI Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    2310000 | PA      | $235758.60     | 0.00%             | 2025-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EDI ABS Issuer LLC                               | EDI ABS Issuer 1 LLC                                                            | CUSIP: 268332AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26300000 | PA      | $25637108.50   | 0.15%             | 2055-07-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                              | MidOcean Credit CLO XVIII LLC                                                   | CUSIP: 59803LAA6<br>LEI: 549300XSCUX0ONI5KZ96 | Long             | ABS-CBDO         | CORP              | KY        |    3980000 | PA      | $3982021.84    | 0.02%             | 2035-10-18      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   49510000 | PA      | $49782623.35   | 0.30%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2025-1CON                                              | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11047146 | PA      | $11106424.68   | 0.07%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   62162000 | PA      | $66127780.82   | 0.40%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc            | Hilton Domestic Operating Company Inc 2023 Term Loan B4                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   20599845 | PA      | $20613028.87   | 0.12%             | 2030-11-08      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2022-3                                      | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4130000 | PA      | $4186713.99    | 0.03%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7445000 | PA      | $7100494.54    | 0.04%             | 2029-03-01      | Fixed         | 3.62%                 | 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        |    2826037 | PA      | $2653622.17    | 0.02%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   64670000 | PA      | $64609454.01   | 0.39%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                               | Roche Holdings Inc                                                              | CUSIP: 771196CL4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   44165000 | PA      | $45600023.31   | 0.27%             | 2034-03-08      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                 | Antares Holdings LP                                                             | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   21876000 | PA      | $23271795.12   | 0.14%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                         | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3310096.25    | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2020-8R Ltd                                                             | CUSIP: 670898AS4<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |   14590000 | PA      | $14590000.00   | 0.09%             | 2036-10-17      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2556066.90    | 0.02%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2671000 | PA      | $2551237.89    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | 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        |    4155000 | PA      | $4204764.44    | 0.03%             | 2035-11-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                                     | Reliance Inc                                                                    | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1664946.57    | 0.01%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  446650000 | PA      | $412313781.25  | 2.48%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   21835000 | PA      | $22693815.31   | 0.14%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                             | Wingstop Funding LLC                                                            | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9815000 | PA      | $10168968.16   | 0.06%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | Carmax Auto Owner Trust 2023-2                                                  | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1540000 | PA      | $1584612.26    | 0.01%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                 | First Investors Auto Owner Trust 2022-1                                         | CUSIP: 32057KAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2660000 | PA      | $2631793.36    | 0.02%             | 2028-06-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2012-BWTR                                     | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    7837631 | PA      | $6719918.97    | 0.04%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                            | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11855000 | PA      | $12453705.36   | 0.07%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5773068 | PA      | $5773067.66    | 0.03%             | 2038-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                            | Civitas Resources Inc                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    7675000 | PA      | $7955513.58    | 0.05%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                          | NYMT Loan Trust Series 2025-R1                                                  | CUSIP: 67120XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3141775 | PA      | $3147806.87    | 0.02%             | 2030-02-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2024-1                                                  | CUSIP: 14318WAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4250000 | PA      | $4356832.25    | 0.03%             | 2030-07-15      | Fixed         | 6.00%                 | 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        |    3550000 | PA      | $3631133.12    | 0.02%             | 2029-05-15      | Fixed         | 6.44%                 | 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        |    1525000 | PA      | $1492044.75    | 0.01%             | 2042-11-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                   | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   26150000 | PA      | $30348135.12   | 0.18%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     125000 | PA      | $128288.83     | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                      | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   15805000 | PA      | $15790527.68   | 0.09%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 CLAS B                         | American Airlines 2017-2 Class B                                                | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1303172 | PA      | $1302096.37    | 0.01%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   66060000 | PA      | $67327175.47   | 0.40%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAB4<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    2105000 | PA      | $1522126.97    | 0.01%             | 2069-12-16      | Fixed         | 2.03%                 | 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        |    9087000 | PA      | $9135742.67    | 0.05%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6584000 | PA      | $6498963.10    | 0.04%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    5705000 | PA      | $5834829.83    | 0.04%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                   | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    5600000 | PA      | $5934915.56    | 0.04%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust    | Bridgecrest Lending Auto Securitization Trust 2023-1                            | CUSIP: 108056AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21010000 | PA      | $22061544.20   | 0.13%             | 2029-08-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                             | Birch Grove Clo 9 Ltd                                                           | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   20215000 | PA      | $20279000.69   | 0.12%             | 2037-10-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                         | Mill City Mortgage Loan Trust 2021-NMR1                                         | CUSIP: 59982HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     540000 | PA      | $489714.77     | 0.00%             | 2060-11-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                           | Mosaic Solar Loan Trust 2024-1                                                  | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2946837 | PA      | $2852095.16    | 0.02%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                         | Horizon Aircraft Finance II Ltd                                                 | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |     843268 | PA      | $825727.73     | 0.00%             | 2039-07-15      | Fixed         | 3.72%                 | 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        |   15095000 | PA      | $15249059.57   | 0.09%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5135000 | PA      | $5259773.41    | 0.03%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -18566 | NC      | $-23174990.93  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL DPR FDG LTD                           | INDUSTRIAL DPR FDG LTD                                                          | CUSIP: 45605PBC1<br>LEI: 549300MBUJF25SSFY437 | Long             | DBT              | CORP              | KY        |    8700000 | PA      | $8748905.31    | 0.05%             | 2032-07-15      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| Aimco                                            | AIMCO CLO 21 Ltd                                                                | CUSIP: 00901WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    9975000 | PA      | $10008316.50   | 0.06%             | 2037-04-18      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   55470000 | PA      | $51785872.31   | 0.31%             | 2031-12-01      | Fixed         | 3.57%                 | 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        |    7375000 | PA      | $7526984.00    | 0.05%             | 2030-05-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2023-4                                                  | CUSIP: 14318XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3035000 | PA      | $3173460.04    | 0.02%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                            | HPEFS Equipment Trust 2023-2                                                    | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2395000 | PA      | $2430996.85    | 0.01%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust        | SFS Auto Receivables Securitization Trust 2025-2                                | CUSIP: 78398HAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8665000 | PA      | $8743088.98    | 0.05%             | 2033-04-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                               | TVC Mortgage Trust 2024-RRTL1                                                   | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23100000 | PA      | $23139930.66   | 0.14%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                             | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4380000 | PA      | $4254749.70    | 0.03%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                              | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   42520000 | PA      | $43173507.74   | 0.26%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                   | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    5966466 | PA      | $6025694.92    | 0.04%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    5225000 | PA      | $5537451.08    | 0.03%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   47640000 | PA      | $49937792.97   | 0.30%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    5947000 | PA      | $6193717.24    | 0.04%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                 | Antares Holdings LP                                                             | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   23729000 | PA      | $22995795.49   | 0.14%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2497776.67    | 0.02%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                  | AutoNation Finance Trust 2025-1                                                 | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3580000 | PA      | $3656290.52    | 0.02%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2023-4                                               | CUSIP: 50571AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1460000 | PA      | $1527351.55    | 0.01%             | 2031-04-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                   | Garnet CLO 3 Ltd                                                                | CUSIP: 36626TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   28260000 | PA      | $28260000.00   | 0.17%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    3140000 | PA      | $3156682.60    | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust        | SFS Auto Receivables Securitization Trust 2025-1                                | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300000 | PA      | $2351094.50    | 0.01%             | 2031-02-20      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2018-A                                         | CUSIP: 78449PAD1<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |     215000 | PA      | $211024.63     | 0.00%             | 2042-07-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   11405000 | PA      | $12379428.49   | 0.07%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                  | CoreVest American Finance 2021-3 Trust                                          | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1870000 | PA      | $1682649.56    | 0.01%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                             | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5123832.22    | 0.03%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                             | FirstKey Homes 2022-SFR2 Trust                                                  | CUSIP: 33767PAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9710000 | PA      | $9548530.47    | 0.06%             | 2039-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                 | RCO X Mortgage LLC 2025-1                                                       | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29885892 | PA      | $29911489.52   | 0.18%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2021-VI Ltd                                                        | CUSIP: 12553SAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4415000 | PA      | $4421997.78    | 0.03%             | 2034-10-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                  | SEB Funding LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14820000 | PA      | $15156477.73   | 0.09%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Wave USA                                         | WAVE 2019-1 LLC                                                                 | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     728171 | PA      | $708985.28     | 0.00%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   37895000 | PA      | $38690264.47   | 0.23%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-RPL4 Trust                                                            | CUSIP: 12662GAC2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    3522045 | PA      | $3507759.30    | 0.02%             | 2060-12-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2024-2                                   | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     645000 | PA      | $659868.86     | 0.00%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                     | Hardee's Funding LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2009400 | PA      | $2080911.93    | 0.01%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  464140000 | PA      | $467077133.62  | 2.81%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust        | GoodLeap Home Improvement Solutions Trust 2024-1                                | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4937751 | PA      | $5002269.63    | 0.03%             | 2046-10-20      | Fixed         | 5.35%                 | 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        |     716000 | PA      | $738821.07     | 0.00%             | 2030-04-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | Extra Space Storage LP                                                          | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |   12900000 | PA      | $13705541.40   | 0.08%             | 2031-01-15      | Fixed         | 5.90%                 | 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        |    1285000 | PA      | $1303374.22    | 0.01%             | 2032-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2019-VII Ltd                                                       | CUSIP: 171935AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11715000 | PA      | $11751234.50   | 0.07%             | 2038-10-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital Inc                                                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    8820000 | PA      | $8607255.43    | 0.05%             | 2030-04-23      | Fixed         | 6.75%                 | 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        |     330000 | PA      | $329304.36     | 0.00%             | 2033-03-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                     | CUSIP: 61762XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     307402 | PA      | $292035.39     | 0.00%             | 2046-10-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2025-1                                        | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     685000 | PA      | $696220.99     | 0.00%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                  | BAE Systems PLC                                                                 | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    2685000 | PA      | $2786573.55    | 0.02%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2019-A                                         | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |    1794180 | PA      | $1775312.87    | 0.01%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2022-A                                                 | CUSIP: 054977AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3724000 | PA      | $3650872.93    | 0.02%             | 2035-02-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   51163000 | PA      | $54037013.99   | 0.33%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2084270.94    | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2023-RCF2 LLC                                                              | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     967746 | PA      | $956524.48     | 0.01%             | 2053-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                       | Citadel LP                                                                      | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    5880000 | PA      | $6223481.49    | 0.04%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                             | Aramark Services Inc 2025 Repriced Term Loan                                    | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    3640000 | PA      | $3640000.00    | 0.02%             | 2028-04-06      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    5685000 | PA      | $5771243.50    | 0.03%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC               | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   11940000 | PA      | $12103530.24   | 0.07%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2024-3                             | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5340000 | PA      | $5470595.04    | 0.03%             | 2030-07-12      | Fixed         | 6.04%                 | 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        |    6470000 | PA      | $6552887.17    | 0.04%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                             | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    5120000 | PA      | $166400.00     | 0.00%             | 2027-01-14      | None          | 0.00%                 | 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        |    5587301 | PA      | $5546334.04    | 0.03%             | 2035-02-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 B PTT                          | American Airlines 2016-3 Class B Pass Through Trust                             | CUSIP: 023771S41<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     691104 | PA      | $689223.71     | 0.00%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2023-1                                             | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     388332 | PA      | $400628.69     | 0.00%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2024-VLT5                                          | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11290000 | PA      | $11500410.60   | 0.07%             | 2046-11-13      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   29765000 | PA      | $29598975.89   | 0.18%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                   | Sunnova Helios X Issuer LLC                                                     | CUSIP: 86744WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5357607 | PA      | $4992865.73    | 0.03%             | 2049-11-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHP2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    8910000 | PA      | $9458556.62    | 0.06%             | 2030-02-20      | Fixed         | 7.34%                 | 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        |    4140000 | PA      | $4238850.37    | 0.03%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                           | CVS Pass-Through Trust                                                          | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     177664 | PA      | $180401.45     | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                              | Resideo Funding Inc 2024 1st Lien Term Loan B                                   | CUSIP: 76090LAL8<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    6321155 | PA      | $6325137.76    | 0.04%             | 2028-02-11      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2024-2                                        | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1441000 | PA      | $1486514.85    | 0.01%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-17

**Name of Applicant:** LOOMIS SAYLES FUNDS II

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer