# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001410368-26-056151
**Filing Date:** 2026-5
**Character Count:** 424556
**Document Hash:** 0196b36700506380b1cf391fe93acf3c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056151.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056151

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS I
- **CENTRAL INDEX KEY:** 0000917469

**ORGANIZATION NAME:**
- **EIN:** 043219179
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08282
- **FILM NUMBER:** 261041142

**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 II
- **DATE OF NAME CHANGE:** 20031119

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

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

## Series and Classes Contracts Data

### Loomis Sayles Income Fund (Series ID: S000006638)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018122 | Institutional Class | LSBDX           |
| C000018123 | Retail Class        | LSBRX           |
| C000018124 | Admin Class         | LBFAX           |
| C000125493 | Class N             | LSBNX           |

## Nport-Ex

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

Loomis Sayles Income Fund

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>| **Description** | **Value (†)** |
| **Bonds and Notes — 85.3% of Net Assets** | **Bonds and Notes — 85.3% of Net Assets** | **Bonds and Notes — 85.3% of Net Assets** |
| **Non-Convertible Bonds — 84.3%** | **Non-Convertible Bonds — 84.3%** | **Non-Convertible Bonds — 84.3%** |
|  | **ABS Car Loan — 2.3%** | **ABS Car Loan — 2.3%** |
| $2030000 | &nbsp;&nbsp; American Credit Acceptance Receivables Trust, <br> Series 2024-4, Class D, 5.340%, 8/12/2031(a)<br>| &nbsp;&nbsp; $2041226 |
| 2045000 | &nbsp;&nbsp; American Credit Acceptance Receivables Trust, <br> Series 2025-1, Class D, 5.540%, 8/12/2031(a)<br>| &nbsp;&nbsp; 2062868 |
| 3470000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2021-2A, Class C, 2.350%, 2/20/2028(a)<br>| &nbsp;&nbsp; 3410864 |
| 1155000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-3A, Class D, 7.320%, 2/20/2028(a)<br>| &nbsp;&nbsp; 1164009 |
| 1320000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-8A, Class C, 7.340%, 2/20/2030(a)<br>| &nbsp;&nbsp; 1376876 |
| 765000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2024-1A, Class C, 6.480%, 6/20/2030(a)<br>| &nbsp;&nbsp; 784483 |
| 7005000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization Trust, <br> Series 2024-2, Class D, 6.300%, 2/15/2030<br>| &nbsp;&nbsp; 7171019 |
| 1255000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2022-1, <br> Class D, 2.470%, 7/17/2028<br>| &nbsp;&nbsp; 1253755 |
| 175000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2024-1, <br> Class D, 6.000%, 7/15/2030<br>| &nbsp;&nbsp; 177269 |
| 900000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-N1, Class D, 6.300%, 5/10/2030(a)<br>| &nbsp;&nbsp; 917544 |
| 2420000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-N3, Class D, 5.380%, 12/10/2030(a)<br>| &nbsp;&nbsp; 2419421 |
| 3391000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-N3, Class E, 7.660%, 4/12/2032(a)<br>| &nbsp;&nbsp; 3381729 |
| 2245000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-2A, Class C, 6.700%, 10/16/2034(a)<br>| &nbsp;&nbsp; 2316351 |
| 1930000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-3A, Class C, 5.390%, 1/16/2035(a)<br>| &nbsp;&nbsp; 1942262 |
| 2000000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2025-2A, Class C, 5.380%, 3/17/2036(a)<br>| &nbsp;&nbsp; 2011579 |
| 3820000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-2A, Class D, 6.320%, 8/15/2029<br>| &nbsp;&nbsp; 3881397 |
| 2875000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2024-5A, Class D, 5.060%, 2/18/2031<br>| &nbsp;&nbsp; 2863230 |
| 4217921 | &nbsp;&nbsp; FHF Issuer Trust, Series 2025-1A, Class A2, <br> 4.920%, 2/15/2031(a)<br>| &nbsp;&nbsp; 4216078 |
| 7765000 | &nbsp;&nbsp; FHF Issuer Trust, Series 2025-2A, Class A2, <br> 5.750%, 5/15/2030(a)<br>| &nbsp;&nbsp; 7763874 |
| 2820000 | &nbsp;&nbsp; First Investors Auto Owner Trust, <br> Series 2022-2A, Class D, 8.710%, 10/16/2028(a)<br>| &nbsp;&nbsp; 2882183 |
| 2700000 | &nbsp;&nbsp; First Investors Auto Owner Trust, <br> Series 2025-1A, Class D, 5.220%, 12/15/2033(a)<br>| &nbsp;&nbsp; 2706380 |
| 150000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2023-3, <br> Class C, 6.010%, 7/16/2029(a)<br>| &nbsp;&nbsp; 151304 |
| 2155000 | &nbsp;&nbsp; Ford Credit Auto Lease Trust, Series 2023-B, <br> Class D, 6.970%, 6/15/2028<br>| &nbsp;&nbsp; 2156521 |
| 2915000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2023-2A, Class D, 6.310%, 3/15/2029(a)<br>| &nbsp;&nbsp; 2963348 |
| 2225000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2024-2A, Class D, 6.190%, 2/15/2030(a)<br>| &nbsp;&nbsp; 2272999 |
| 215000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2024-1A, Class D, 6.430%, 1/15/2031(a)<br>| &nbsp;&nbsp; 221257 |
| 775000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2024-2A, Class C, 5.930%, 6/17/2030(a)<br>| &nbsp;&nbsp; 793873 |
| 375000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2024-4A, Class D, 5.280%, 10/15/2031(a)<br>| &nbsp;&nbsp; 375194 |
| 525000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-1A, <br> Class B, 5.330%, 2/15/2029(a)<br>| &nbsp;&nbsp; 529894 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $160000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-1A, <br> Class D, 6.150%, 6/16/2031(a)<br>| &nbsp;&nbsp; $163889 |
| 450000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-3A, <br> Class C, 4.930%, 3/15/2030(a)<br>| &nbsp;&nbsp; 452929 |
| 375000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-3A, <br> Class D, 5.180%, 2/17/2032(a)<br>| &nbsp;&nbsp; 376050 |
| 454698 | &nbsp;&nbsp; Lendbuzz Securitization Trust, Series 2026-1A, <br> Class B, 5.160%, 12/16/2030(a)<br>| &nbsp;&nbsp; 452484 |
| 572919 | &nbsp;&nbsp; Lendbuzz Securitization Trust, Series 2026-1A, <br> Class C, 5.740%, 9/15/2031(a)<br>| &nbsp;&nbsp; 574483 |
| 8375000 | &nbsp;&nbsp; Prestige Auto Receivables Trust, Series 2022-1A, <br> Class D, 8.080%, 8/15/2028(a)<br>| &nbsp;&nbsp; 8438227 |
| 3110000 | &nbsp;&nbsp; Red Oak Funding Master Trust, Series 2025-1A, <br> Class A, 30 day USD SOFR Average + 2.000%, <br> 5.673%, 12/20/2030(a)(b)<br>| &nbsp;&nbsp; 3113598 |
| 7605000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2024-3, Class D, 5.970%, 10/15/2031<br>| &nbsp;&nbsp; 7785725 |
| 505000 | &nbsp;&nbsp; SBNA Auto Receivables Trust, Series 2024-A, <br> Class C, 5.590%, 1/15/2030(a)<br>| &nbsp;&nbsp; 511835 |
| 310000 | &nbsp;&nbsp; SBNA Auto Receivables Trust, Series 2024-A, <br> Class D, 6.040%, 4/15/2030(a)<br>| &nbsp;&nbsp; 315280 |
| 795000 | &nbsp;&nbsp; Veros Auto Receivables Trust, Series 2026-1, <br> Class D, 5.660%, 7/15/2031(a)<br>| &nbsp;&nbsp; 793232 |
| 430000 | &nbsp;&nbsp; VStrong Auto Receivables Trust, Series 2024-A, <br> Class D, 7.290%, 7/15/2030(a)<br>| &nbsp;&nbsp; 442294 |
| 6320000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-4A, Class D, 7.190%, 7/16/2029(a)<br>| &nbsp;&nbsp; 6491554 |
| 1615000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-2A, Class D, 5.910%, 4/15/2030(a)<br>| &nbsp;&nbsp; 1647232 |
|  |  | &nbsp;&nbsp; 97767599 |
|  | **ABS Credit Card — 0.8%** | **ABS Credit Card — 0.8%** |
| 9695000 | &nbsp;&nbsp; Fortiva Retail Credit Master Note Business <br> Trust, Series 2024-ONE, Class B, <br> 9.700%, 11/15/2029(a)<br>| &nbsp;&nbsp; 9759602 |
| 6900000 | &nbsp;&nbsp; Mercury Financial Credit Card Master Trust, <br> Series 2024-2A, Class A, 6.560%, 7/20/2029(a)<br>| &nbsp;&nbsp; 6905002 |
| 2605000 | &nbsp;&nbsp; Mercury Financial Credit Card Master Trust, <br> Series 2025-1A, Class B, 6.160%, 12/22/2031(a)<br>| &nbsp;&nbsp; 2562356 |
| 4875000 | &nbsp;&nbsp; Mercury Financial Credit Card Master Trust, <br> Series 2025-1A, Class C, 8.290%, 12/22/2031(a)<br>| &nbsp;&nbsp; 4798097 |
| 3940000 | &nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2024-A, Class B, 6.590%, 8/15/2029(a)<br>| &nbsp;&nbsp; 3951138 |
| 4730000 | &nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2024-B, Class A, 5.880%, 1/15/2030(a)<br>| &nbsp;&nbsp; 4737678 |
| 3905000 | &nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2025-A, Class A, 5.800%, 5/15/2030(a)<br>| &nbsp;&nbsp; 3926778 |
|  |  | &nbsp;&nbsp; 36640651 |
|  | **ABS Home Equity — 2.4%** | **ABS Home Equity — 2.4%** |
| 2517865 | &nbsp;&nbsp; ATLX Trust, Series 2024-RPL2, Class A1, <br> 3.850%, 4/25/2063(a)(b)<br>| &nbsp;&nbsp; 2443931 |
| 7705000 | &nbsp;&nbsp; CAFL Issuer LLC, Series 2026-R1, Class A1, <br> 6.773%, 3/25/2036(a)(b)<br>| &nbsp;&nbsp; 7696232 |
| 3660000 | &nbsp;&nbsp; Cardinal Mortgage Trust, Series 2025-RTL1, <br> Class A1, 5.593%, 11/25/2030(a)(b)<br>| &nbsp;&nbsp; 3665645 |
| 2280000 | &nbsp;&nbsp; CoreVest American Finance Ltd., Series 2021-3, <br> Class D, 3.469%, 10/15/2054(a)<br>| &nbsp;&nbsp; 2049205 |
| 2715000 | &nbsp;&nbsp; CoreVest American Finance Trust, Series 2021-1, <br> Class C, 2.800%, 4/15/2053(a)<br>| &nbsp;&nbsp; 2418145 |
| 3716673 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, Series 2021-RPL6, <br> Class M2, 3.125%, 10/25/2060(a)<br>| &nbsp;&nbsp; 2876989 |
| 7995000 | &nbsp;&nbsp; FirstKey Homes Trust, Series 2021-SFR1, <br> Class E1, 2.389%, 8/17/2038(a)<br>| &nbsp;&nbsp; 7904653 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Home Equity — continued** | **ABS Home Equity — continued** |
| $5272000 | &nbsp;&nbsp; FirstKey Homes Trust, Series 2021-SFR2, <br> Class E1, 2.258%, 9/17/2038(a)<br>| &nbsp;&nbsp; $5201347 |
| 3120000 | &nbsp;&nbsp; FirstKey Homes Trust, Series 2021-SFR2, <br> Class E2, 2.358%, 9/17/2038(a)<br>| &nbsp;&nbsp; 3078079 |
| 1191517 | &nbsp;&nbsp; Home Partners of America Trust, Series 2021-1, <br> Class E, 2.577%, 9/17/2041(a)<br>| &nbsp;&nbsp; 1077989 |
| 984 | &nbsp;&nbsp; Home Partners of America Trust, Series 2021-2, <br> Class E2, 2.952%, 12/17/2026(a)<br>| &nbsp;&nbsp; 967 |
| 5342650 | &nbsp;&nbsp; Legacy Mortgage Asset Trust, Series 2021-GS2, <br> Class A1, 5.750%, 4/25/2061(a)(b)<br>| &nbsp;&nbsp; 5351984 |
| 1762910 | &nbsp;&nbsp; Legacy Mortgage Asset Trust, Series 2021-GS4, <br> Class A1, 5.650%, 11/25/2060(a)(b)<br>| &nbsp;&nbsp; 1764005 |
| 1720000 | &nbsp;&nbsp; Mill City Mortgage Loan Trust, Series 2019-GS1, <br> Class M2, 3.250%, 7/25/2059(a)(b)<br>| &nbsp;&nbsp; 1567602 |
| 6090000 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-BPL2, Class A1, <br> 6.509%, 5/25/2039(a)(b)<br>| &nbsp;&nbsp; 6115098 |
| 2490465 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-BPL3, Class A1, <br> 5.268%, 9/25/2039(a)(b)<br>| &nbsp;&nbsp; 2489973 |
| 2619284 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-CP1, Class A1, <br> 3.750%, 2/25/2068(a)(b)<br>| &nbsp;&nbsp; 2422966 |
| 3535000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR5, <br> Class E1, 2.209%, 7/17/2038(a)<br>| &nbsp;&nbsp; 3506846 |
| 925000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR5, <br> Class E2, 2.359%, 7/17/2038(a)<br>| &nbsp;&nbsp; 917710 |
| 5280000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR7, <br> Class E1, 2.591%, 8/17/2040(a)<br>| &nbsp;&nbsp; 4930244 |
| 1445000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR7, <br> Class E2, 2.640%, 8/17/2040(a)<br>| &nbsp;&nbsp; 1352951 |
| 1705000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR9, <br> Class E1, 2.811%, 11/17/2040(a)<br>| &nbsp;&nbsp; 1610992 |
| 1175000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR9, <br> Class E2, 3.010%, 11/17/2040(a)<br>| &nbsp;&nbsp; 1113104 |
| 1952582 | &nbsp;&nbsp; PRPM LLC, Series 2024-7, Class A1, <br> 5.870%, 11/25/2029(a)(b)<br>| &nbsp;&nbsp; 1953293 |
| 919840 | &nbsp;&nbsp; PRPM LLC, Series 2025-2, Class A1, <br> 6.469%, 5/25/2030(a)(b)<br>| &nbsp;&nbsp; 917668 |
| 5470629 | &nbsp;&nbsp; PRPM LLC, Series 2025-8, Class A1, <br> 5.385%, 10/25/2030(a)(b)<br>| &nbsp;&nbsp; 5445929 |
| 3225798 | &nbsp;&nbsp; PRPM LLC, Series 2026-1, Class A1, <br> 5.185%, 2/25/2031(a)(b)<br>| &nbsp;&nbsp; 3191740 |
| 3411633 | &nbsp;&nbsp; PRPM LLC, Series 2026-2, Class A1, <br> 5.089%, 2/25/2031(a)(b)<br>| &nbsp;&nbsp; 3400790 |
| 1004369 | &nbsp;&nbsp; Toorak Mortgage Trust, Series 2024-RRTL1, <br> Class A1, 6.597%, 2/25/2039(a)(b)<br>| &nbsp;&nbsp; 1005029 |
| 200115 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2017-3, <br> Class A2, 3.000%, 7/25/2057(a)(b)<br>| &nbsp;&nbsp; 198062 |
| 1195000 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2019-4, <br> Class M1, 3.500%, 10/25/2059(a)(b)<br>| &nbsp;&nbsp; 1053210 |
| 2015000 | &nbsp;&nbsp; Tricon Residential Trust, Series 2021-SFR1, <br> Class E1, 2.794%, 7/17/2038(a)<br>| &nbsp;&nbsp; 1999028 |
| 5360000 | &nbsp;&nbsp; Tricon Residential Trust, Series 2021-SFR1, <br> Class E2, 2.894%, 7/17/2038(a)<br>| &nbsp;&nbsp; 5315763 |
| 7725000 | &nbsp;&nbsp; TVC Mortgage Trust, Series 2024-RRTL1, <br> Class A1, 5.545%, 7/25/2039(a)(b)<br>| &nbsp;&nbsp; 7740924 |
| 425000 | &nbsp;&nbsp; TVC Mortgage Trust, Series 2026-RRTL1, <br> Class A1, 4.964%, 2/25/2041(a)(b)<br>| &nbsp;&nbsp; 422878 |
| 570000 | &nbsp;&nbsp; TVC Mortgage Trust, Series 2026-RRTL1, <br> Class A2, 5.315%, 2/25/2041(a)(b)<br>| &nbsp;&nbsp; 565927 |
|  |  | &nbsp;&nbsp; 104766898 |
|  | **ABS Other — 5.2%** | **ABS Other — 5.2%** |
| 9161449 | &nbsp;&nbsp; AASET Ltd., Series 2024-2A, Class A, <br> 5.930%, 9/16/2049(a)<br>| &nbsp;&nbsp; 9228933 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $4480298 | &nbsp;&nbsp; ALTDE Trust, Series 2025-1A, Class A, <br> 5.900%, 8/15/2050(a)<br>| &nbsp;&nbsp; $4507007 |
| 15290000 | &nbsp;&nbsp; Applebee's Funding LLC/IHOP Funding LLC, <br> Series 2025-1A, Class A2, 6.720%, 6/07/2055(a)<br>| &nbsp;&nbsp; 15293399 |
| 785342 | &nbsp;&nbsp; Aqua Finance Trust, Series 2019-A, Class C, <br> 4.010%, 7/16/2040(a)<br>| &nbsp;&nbsp; 768649 |
| 1362860 | &nbsp;&nbsp; BHG Securitization Trust, Series 2022-A, Class B, <br> 2.700%, 2/20/2035(a)<br>| &nbsp;&nbsp; 1361115 |
| 1131281 | &nbsp;&nbsp; BHG Securitization Trust, Series 2024-1CON, <br> Class B, 6.490%, 4/17/2035(a)<br>| &nbsp;&nbsp; 1158598 |
| 469055 | &nbsp;&nbsp; BHG Securitization Trust, Series 2024-1CON, <br> Class C, 6.860%, 4/17/2035(a)<br>| &nbsp;&nbsp; 476898 |
| 2554057 | &nbsp;&nbsp; Castlelake Aircraft Securitization Trust, <br> Series 2018-1, Class B, 5.300%, 6/15/2043(a)<br>| &nbsp;&nbsp; 2503035 |
| 708748 | &nbsp;&nbsp; Castlelake Aircraft Structured Trust, <br> Series 2019-1A, Class A, 3.967%, 4/15/2039(a)<br>| &nbsp;&nbsp; 701686 |
| 3866837 | &nbsp;&nbsp; CLI Funding VIII LLC, Series 2025-R, Class A, <br> 6.610%, 6/21/2050(a)<br>| &nbsp;&nbsp; 3831609 |
| 9454890 | &nbsp;&nbsp; CLIF Holdings LLC, Series 2025-1H, Class A, <br> 6.720%, 12/20/2050(a)<br>| &nbsp;&nbsp; 9382683 |
| 2535057 | &nbsp;&nbsp; Clsec Holdings 22t LLC, Series 2021-1, Class C, <br> 6.171%, 5/11/2037(a)<br>| &nbsp;&nbsp; 2483057 |
| 4325000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-1A, Class A2, 5.656%, 2/25/2050(a)<br>| &nbsp;&nbsp; 4346309 |
| 860000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-1A, Class A3, 5.852%, 2/25/2050(a)<br>| &nbsp;&nbsp; 861959 |
| 2265000 | &nbsp;&nbsp; CyrusOne Data Centers Issuer I LLC, <br> Series 2024-3A, Class A2, 4.650%, 5/20/2049(a)<br>| &nbsp;&nbsp; 2151208 |
| 5145000 | &nbsp;&nbsp; DataBank Issuer II LLC, Series 2025-1A, <br> Class A2, 5.180%, 9/27/2055(a)<br>| &nbsp;&nbsp; 4990714 |
| 229137 | &nbsp;&nbsp; Elara HGV Timeshare Issuer LLC, Series 2021-A, <br> Class C, 2.090%, 8/27/2035(a)<br>| &nbsp;&nbsp; 219229 |
| 2708439 | &nbsp;&nbsp; EverBright Solar Trust, Series 2024-A, Class A, <br> 6.430%, 6/22/2054(a)<br>| &nbsp;&nbsp; 2285919 |
| 969655 | &nbsp;&nbsp; Foundation Finance Trust, Series 2023-2A, <br> Class B, 6.970%, 6/15/2049(a)<br>| &nbsp;&nbsp; 1006199 |
| 467281 | &nbsp;&nbsp; Foundation Finance Trust, Series 2024-2A, <br> Class D, 6.590%, 3/15/2050(a)<br>| &nbsp;&nbsp; 475865 |
| 4120149 | &nbsp;&nbsp; Foundation Finance Trust, Series 2025-1A, <br> Class B, 5.260%, 4/15/2050(a)<br>| &nbsp;&nbsp; 4131262 |
| 2927475 | &nbsp;&nbsp; Foundation Finance Trust, Series 2025-1A, <br> Class D, 6.090%, 4/15/2050(a)<br>| &nbsp;&nbsp; 2915896 |
| 7278804 | &nbsp;&nbsp; Global SC Finance X Ltd., Series 2025-1H, <br> Class A, 6.169%, 9/20/2045(a)<br>| &nbsp;&nbsp; 7241806 |
| 1250173 | &nbsp;&nbsp; GoodLeap Home Improvement Solutions Trust, <br> Series 2024-1A, Class A, 5.350%, 10/20/2046(a)<br>| &nbsp;&nbsp; 1260020 |
| 176905 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2024-1B, <br> Class C, 6.620%, 9/15/2039(a)<br>| &nbsp;&nbsp; 180294 |
| 156369 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2024-1B, <br> Class D, 8.850%, 9/15/2039(a)<br>| &nbsp;&nbsp; 160708 |
| 388296 | &nbsp;&nbsp; HINNT LLC, Series 2024-A, Class A, <br> 5.490%, 3/15/2043(a)<br>| &nbsp;&nbsp; 391458 |
| 665000 | &nbsp;&nbsp; Island Finance Trust, Series 2025-1A, Class A, <br> 6.540%, 3/19/2035(a)<br>| &nbsp;&nbsp; 669451 |
| 1616482 | &nbsp;&nbsp; Jack in the Box Funding LLC, Series 2019-1A, <br> Class A2II, 4.476%, 8/25/2049(a)<br>| &nbsp;&nbsp; 1606206 |
| 5002256 | &nbsp;&nbsp; JOL Air Ltd., Series 2019-1, Class A, <br> 3.967%, 4/15/2044(a)<br>| &nbsp;&nbsp; 4995252 |
| 3665000 | &nbsp;&nbsp; Kapitus Asset Securitization IV LLC, <br> Series 2024-1A, Class A, 5.490%, 9/10/2031(a)<br>| &nbsp;&nbsp; 3670883 |
| 755000 | &nbsp;&nbsp; Kinetic ABS Issuer LLC, Series 2026-1A, <br> Class A2, 5.219%, 2/25/2056(a)<br>| &nbsp;&nbsp; 752849 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $697877 | &nbsp;&nbsp; Labrador Aviation Finance Ltd., Series 2016-1A, <br> Class A1, 4.300%, 1/15/2042(a)<br>| &nbsp;&nbsp; $715807 |
| 4995000 | &nbsp;&nbsp; Lightpath Fiber Issuer LLC, Series 2026-1A, <br> Class A2, 5.597%, 3/25/2056(a)<br>| &nbsp;&nbsp; 4981154 |
| 4219092 | &nbsp;&nbsp; MAPS Trust, Series 2021-1A, Class A, <br> 2.521%, 6/15/2046(a)<br>| &nbsp;&nbsp; 4056181 |
| 815000 | &nbsp;&nbsp; Mariner Finance Issuance Trust, <br> Series 2024-AA, Class D, 6.770%, 9/22/2036(a)<br>| &nbsp;&nbsp; 828345 |
| 420141 | &nbsp;&nbsp; Marlette Funding Trust, Series 2024-1A, Class B, <br> 6.070%, 7/17/2034(a)<br>| &nbsp;&nbsp; 421191 |
| 3750000 | &nbsp;&nbsp; Marlette Funding Trust, Series 2024-1A, Class D, <br> 6.930%, 7/17/2034(a)<br>| &nbsp;&nbsp; 3814627 |
| 457969 | &nbsp;&nbsp; Mosaic Solar Loan Trust, Series 2022-3A, <br> Class A, 6.100%, 6/20/2053(a)<br>| &nbsp;&nbsp; 447296 |
| 3437311 | &nbsp;&nbsp; MVW LLC, Series 2021-2A, Class C, <br> 2.230%, 5/20/2039(a)<br>| &nbsp;&nbsp; 3270333 |
| 1345000 | &nbsp;&nbsp; NFAS3 LLC, Series 2025-1, Class A, <br> 6.351%, 5/15/2031(a)<br>| &nbsp;&nbsp; 1350735 |
| 2280000 | &nbsp;&nbsp; Octane Receivables Trust, Series 2025-1A, <br> Class D, 5.400%, 12/22/2031(a)<br>| &nbsp;&nbsp; 2270505 |
| 5485000 | &nbsp;&nbsp; OneMain Financial Issuance Trust, <br> Series 2021-1A, Class D, 2.470%, 6/16/2036(a)<br>| &nbsp;&nbsp; 5160064 |
| 2872111 | &nbsp;&nbsp; OWN Equipment Fund II LLC, Series 2025-1M, <br> Class A, 5.480%, 9/26/2033(a)<br>| &nbsp;&nbsp; 2867919 |
| 6499099 | &nbsp;&nbsp; OWN Equipment Fund III LLC, Series 2025-2M, <br> Class A, 5.420%, 3/27/2034(a)<br>| &nbsp;&nbsp; 6473931 |
| 1330962 | &nbsp;&nbsp; PK ALIFT Loan Funding 3 LP, Series 2024-1, <br> Class A1, 5.842%, 9/15/2039(a)<br>| &nbsp;&nbsp; 1353476 |
| 2985000 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2025-1A, Class A2I, 5.274%, 12/06/2055(a)<br>| &nbsp;&nbsp; 2983928 |
| 2790000 | &nbsp;&nbsp; QTS Issuer ABS II LLC, Series 2025-1A, Class B, <br> 5.778%, 10/05/2055(a)<br>| &nbsp;&nbsp; 2698622 |
| 675000 | &nbsp;&nbsp; QTS Issuer ABS II LLC, Series 2026-1A, Class B, <br> 6.729%, 1/05/2056(a)<br>| &nbsp;&nbsp; 668053 |
| 1790000 | &nbsp;&nbsp; Regional Management Issuance Trust, <br> Series 2025-2, Class D, 6.010%, 11/16/2037(a)<br>| &nbsp;&nbsp; 1761550 |
| 3270000 | &nbsp;&nbsp; Republic Finance Issuance Trust, Series 2024-A, <br> Class A, 5.910%, 8/20/2032(a)<br>| &nbsp;&nbsp; 3282229 |
| 1115000 | &nbsp;&nbsp; Republic Finance Issuance Trust, Series 2024-B, <br> Class A, 5.420%, 11/20/2037(a)<br>| &nbsp;&nbsp; 1126001 |
| 3290000 | &nbsp;&nbsp; Republic Finance Issuance Trust, Series 2024-B, <br> Class C, 6.600%, 11/20/2037(a)<br>| &nbsp;&nbsp; 3344012 |
| 705000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2024-1A, <br> Class C, 5.820%, 9/20/2032(a)<br>| &nbsp;&nbsp; 721738 |
| 700000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2024-1A, <br> Class D, 6.580%, 6/21/2033(a)<br>| &nbsp;&nbsp; 726661 |
| 1755000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2025-2A, <br> Class E, 6.210%, 6/20/2036(a)<br>| &nbsp;&nbsp; 1762088 |
| 5335000 | &nbsp;&nbsp; SEB Funding LLC, Series 2024-1A, Class A2, <br> 7.386%, 4/30/2054(a)<br>| &nbsp;&nbsp; 5429798 |
| 10950000 | &nbsp;&nbsp; SF ABS Issuer LLC, Series 2025-1A, Class A2, <br> 5.377%, 11/25/2055(a)<br>| &nbsp;&nbsp; 10715385 |
| 5665000 | &nbsp;&nbsp; Shentel Issuer LLC, Series 2025-1A, Class A2, <br> 5.640%, 12/20/2055(a)<br>| &nbsp;&nbsp; 5707859 |
| 727321 | &nbsp;&nbsp; Shenton Aircraft Investment I Ltd., <br> Series 2015-1A, Class A, 4.750%, 10/15/2042(a)<br>| &nbsp;&nbsp; 727321 |
| 690542 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2025-3A, Class C, 4.980%, 8/22/2044(a)<br>| &nbsp;&nbsp; 683847 |
| 534121 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2025-3A, Class D, 6.540%, 8/22/2044(a)<br>| &nbsp;&nbsp; 531748 |
| 6125000 | &nbsp;&nbsp; Sprite Ltd., Series 2026-1, Class C, <br> 9.413%, 3/15/2041(a)<br>| &nbsp;&nbsp; 6060765 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $370303 | &nbsp;&nbsp; Stream Innovations Issuer Trust, Series 2024-1A, <br> Class A, 6.270%, 7/15/2044(a)<br>| &nbsp;&nbsp; $381181 |
| 2051043 | &nbsp;&nbsp; Stream Innovations Issuer Trust, Series 2024-2A, <br> Class A, 5.210%, 2/15/2045(a)<br>| &nbsp;&nbsp; 2064163 |
| 686156 | &nbsp;&nbsp; Sunnova Helios II Issuer LLC, Series 2019-AA, <br> Class A, 3.750%, 6/20/2046(a)<br>| &nbsp;&nbsp; 628666 |
| 1860844 | &nbsp;&nbsp; Sunnova Helios V Issuer LLC, Series 2021-A, <br> Class B, 3.150%, 2/20/2048(a)<br>| &nbsp;&nbsp; 950181 |
| 5357172 | &nbsp;&nbsp; Sunnova Helios XIII Issuer LLC, Series 2024-A, <br> Class A, 5.300%, 2/20/2051(a)<br>| &nbsp;&nbsp; 4594515 |
| 1897553 | &nbsp;&nbsp; Sunrun Atlas Issuer LLC, Series 2019-2, Class A, <br> 3.610%, 2/01/2055(a)<br>| &nbsp;&nbsp; 1830573 |
| 648889 | &nbsp;&nbsp; Sunrun Demeter Issuer LLC, Series 2021-2A, <br> Class A, 2.270%, 1/30/2057(a)<br>| &nbsp;&nbsp; 588962 |
| 1648985 | &nbsp;&nbsp; Thrust Engine Leasing DAC, Series 2021-1A, <br> Class A, 4.163%, 7/15/2040(a)<br>| &nbsp;&nbsp; 1630897 |
| 6630866 | &nbsp;&nbsp; TMCL VII Holdings Ltd., Series 2025-1H, Class A, <br> 6.430%, 7/23/2050(a)<br>| &nbsp;&nbsp; 6621693 |
| 10240000 | &nbsp;&nbsp; Trafigura Securitisation Finance PLC, <br> Series 2024-1A, Class A1, 1 day USD SOFR + <br> 1.400%, 5.041%, 11/15/2027(a)(b)<br>| &nbsp;&nbsp; 10235730 |
| 1675000 | &nbsp;&nbsp; Trafigura Securitisation Finance PLC, <br> Series 2024-1A, Class B, 7.290%, 11/15/2027(a)<br>| &nbsp;&nbsp; 1675114 |
| 2678160 | &nbsp;&nbsp; Vivint Solar Financing V LLC, Series 2018-1A, <br> Class A, 4.730%, 4/30/2048(a)<br>| &nbsp;&nbsp; 2602833 |
| 2455584 | &nbsp;&nbsp; Volofin Finance DAC, Series 2024-1A, Class A, <br> 5.935%, 6/15/2037(a)<br>| &nbsp;&nbsp; 2473438 |
| 3295166 | &nbsp;&nbsp; Willis Engine Structured Trust VI, Series 2021-A, <br> Class A, 3.104%, 5/15/2046(a)<br>| &nbsp;&nbsp; 3103520 |
| 547360 | &nbsp;&nbsp; Willis Engine Structured Trust VII, Series 2023-A, <br> Class A, 8.000%, 10/15/2048(a)<br>| &nbsp;&nbsp; 558073 |
|  |  | &nbsp;&nbsp; 222892864 |
|  | **ABS Residential Mortgage — 1.7%** | **ABS Residential Mortgage — 1.7%** |
| 4386956 | &nbsp;&nbsp; GITSIT Mortgage Loan Trust, Series 2025-NPL1, <br> Class A1, 6.276%, 2/25/2055(a)(b)<br>| &nbsp;&nbsp; 4389733 |
| 6369301 | &nbsp;&nbsp; GITSIT Mortgage Loan Trust, Series 2025-NPL2, <br> Class A1, 5.425%, 12/25/2055(a)(b)<br>| &nbsp;&nbsp; 6335003 |
| 3919724 | &nbsp;&nbsp; MFA Trust, Series 2024-NPL1, Class A1, <br> 6.330%, 9/25/2054(a)(b)<br>| &nbsp;&nbsp; 3924557 |
| 3146792 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2025-NPL3, Class A1, <br> 6.708%, 4/25/2055(a)(b)<br>| &nbsp;&nbsp; 3149775 |
| 2791491 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2025-NPL6, Class A1, <br> 5.744%, 6/25/2055(a)(b)<br>| &nbsp;&nbsp; 2795786 |
| 7308433 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2025-NPL8, Class A1, <br> 5.732%, 8/25/2055(a)(b)<br>| &nbsp;&nbsp; 7323859 |
| 828362 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2026-NPL1, Class A1, <br> 5.180%, 1/25/2056(a)(b)<br>| &nbsp;&nbsp; 821652 |
| 4187149 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2026-NPL2, Class A1, <br> 5.151%, 2/25/2056(a)(b)<br>| &nbsp;&nbsp; 4154195 |
| 4350000 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2026-NPL4, Class A1, <br> 5.510%, 4/25/2056(a)(b)<br>| &nbsp;&nbsp; 4350218 |
| 8111137 | &nbsp;&nbsp; RCO IX Mortgage LLC, Series 2025-2, Class A1, <br> 6.513%, 4/25/2030(a)(b)<br>| &nbsp;&nbsp; 8122028 |
| 7973206 | &nbsp;&nbsp; RCO IX Mortgage LLC, Series 2025-4, Class A1, <br> 5.310%, 10/25/2030(a)(b)<br>| &nbsp;&nbsp; 7966972 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Residential Mortgage — continued** | **ABS Residential Mortgage — continued** |
| $3692890 | &nbsp;&nbsp; RCO VIII Mortgage LLC, Series 2025-3, Class A1, <br> 6.435%, 5/25/2030(a)(b)<br>| &nbsp;&nbsp; $3696686 |
| 6625000 | &nbsp;&nbsp; RCO X Mortgage LLC, Series 2026-1, Class A1, <br> 5.536%, 3/25/2031(a)(b)<br>| &nbsp;&nbsp; 6625404 |
| 5557556 | &nbsp;&nbsp; VCAT LLC, Series 2025-NPL3, Class A1, <br> 5.889%, 2/25/2055(a)(b)<br>| &nbsp;&nbsp; 5564449 |
| 2829552 | &nbsp;&nbsp; VCAT LLC, Series 2026-NPL1, Class A1, <br> 5.101%, 1/25/2056(a)(b)<br>| &nbsp;&nbsp; 2813724 |
|  |  | &nbsp;&nbsp; 72034041 |
|  | **ABS Student Loan — 0.7%** | **ABS Student Loan — 0.7%** |
| 1504130 | &nbsp;&nbsp; Ascent Education Funding Trust, Series 2024-A, <br> Class A, 6.140%, 10/25/2050(a)<br>| &nbsp;&nbsp; 1534626 |
| 905000 | &nbsp;&nbsp; College Ave Student Loans LLC, Series 2024-B, <br> Class B, 6.080%, 8/25/2054(a)<br>| &nbsp;&nbsp; 920695 |
| 1374284 | &nbsp;&nbsp; College Avenue Student Loans LLC, <br> Series 2021-C, Class D, 4.110%, 7/26/2055(a)<br>| &nbsp;&nbsp; 1292110 |
| 438511 | &nbsp;&nbsp; ELFI Graduate Loan Program LLC, Series 2021-A, <br> Class B, 2.090%, 12/26/2046(a)(b)<br>| &nbsp;&nbsp; 359810 |
| 2565000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-EA, Class B, 2.030%, 12/16/2069(a)<br>| &nbsp;&nbsp; 1857804 |
| 5895000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-FA, Class B, 2.120%, 2/18/2070(a)<br>| &nbsp;&nbsp; 4203294 |
| 3250000 | &nbsp;&nbsp; Nelnet Student Loan Trust, Series 2021-A, <br> Class B2, 2.850%, 4/20/2062(a)<br>| &nbsp;&nbsp; 2940724 |
| 2345000 | &nbsp;&nbsp; Nelnet Student Loan Trust, Series 2021-BA, <br> Class B, 2.680%, 4/20/2062(a)<br>| &nbsp;&nbsp; 2111935 |
| 2120000 | &nbsp;&nbsp; Nelnet Student Loan Trust, Series 2021-DA, <br> Class C, 3.500%, 4/20/2062(a)<br>| &nbsp;&nbsp; 1857445 |
| 863000 | &nbsp;&nbsp; Nelnet Student Loan Trust, Series 2021-DA, <br> Class D, 4.380%, 4/20/2062(a)<br>| &nbsp;&nbsp; 756520 |
| 5735000 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2021-B, Class B, 2.650%, 7/17/2051(a)<br>| &nbsp;&nbsp; 5164380 |
| 7070000 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2021-E, Class B, 2.490%, 2/15/2051(a)<br>| &nbsp;&nbsp; 6260240 |
|  |  | &nbsp;&nbsp; 29259583 |
|  | **ABS Whole Business — 0.4%** | **ABS Whole Business — 0.4%** |
| 9470000 | &nbsp;&nbsp; Applebee's Funding LLC/IHOP Funding LLC, <br> Series 2023-1A, Class A2, 7.824%, 3/05/2053(a)<br>| &nbsp;&nbsp; 9546388 |
| 399438 | &nbsp;&nbsp; EWC Master Issuer LLC, Series 2022-1A, <br> Class A2, 5.500%, 3/15/2052(a)<br>| &nbsp;&nbsp; 396355 |
| 2130950 | &nbsp;&nbsp; FOCUS Brands Funding, Series 2023-2, Class A2, <br> 8.241%, 10/30/2053(a)<br>| &nbsp;&nbsp; 2230711 |
| 3393750 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2019-1A, Class A2, 3.858%, 12/05/2049(a)<br>| &nbsp;&nbsp; 3231856 |
| 768000 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2022-1A, Class A2II, 4.008%, 12/05/2051(a)<br>| &nbsp;&nbsp; 716585 |
|  |  | &nbsp;&nbsp; 16121895 |
|  | **Aerospace & Defense — 1.4%** | **Aerospace & Defense — 1.4%** |
| 1750000 | Axon Enterprise, Inc., 6.125%, 3/15/2030(a) | &nbsp;&nbsp; 1778955 |
| 935000 | Axon Enterprise, Inc., 6.250%, 3/15/2033(a) | &nbsp;&nbsp; 954397 |
| 28038000 | Boeing Co., 5.805%, 5/01/2050 | &nbsp;&nbsp; 27105075 |
| 555000 | Boeing Co., 5.930%, 5/01/2060 | &nbsp;&nbsp; 532738 |
| 2960000 | Boeing Co., 6.528%, 5/01/2034 | &nbsp;&nbsp; 3224454 |
| 18119000 | Boeing Co., 6.858%, 5/01/2054 | &nbsp;&nbsp; 19941316 |
| 3805000 | Boeing Co., 7.008%, 5/01/2064 | &nbsp;&nbsp; 4206504 |
| 1783000 | Honeywell Aerospace, Inc., 4.950%, 3/16/2036(a) | &nbsp;&nbsp; 1769098 |
| 97000 | TransDigm, Inc., 6.000%, 1/15/2033(a) | &nbsp;&nbsp; 96946 |
| 93000 | TransDigm, Inc., 6.875%, 12/15/2030(a) | &nbsp;&nbsp; 95292 |
|  |  | &nbsp;&nbsp; 59704775 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Agency Commercial Mortgage-Backed Securities — 0.0%** | **Agency Commercial Mortgage-Backed Securities — 0.0%** |
| $2290000 | &nbsp;&nbsp; Arixa Mortgage Trust, Series 2025-RTL1, <br> Class A1, 5.735%, 8/25/2030(a)(b)<br>| &nbsp;&nbsp; $2295882 |
|  | **Apartment REITs — 0.0%** | **Apartment REITs — 0.0%** |
| 2725000 | &nbsp;&nbsp; Invitation Homes Operating Partnership LP, <br> 4.875%, 2/01/2035,<br>| &nbsp;&nbsp; 2600431 |
|  | **Automotive — 0.3%** | **Automotive — 0.3%** |
| 3345000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.750%, 4/23/2030(a)<br>| &nbsp;&nbsp; 3235894 |
| 3455000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.875%, 4/14/2028(a)<br>| &nbsp;&nbsp; 3490276 |
| 5090000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.875%, 4/23/2032(a)<br>| &nbsp;&nbsp; 4836024 |
| 3490000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 7.125%, 4/14/2030(a)<br>| &nbsp;&nbsp; 3444944 |
|  |  | &nbsp;&nbsp; 15007138 |
|  | **Banking — 3.8%** | **Banking — 3.8%** |
| 2930000 | &nbsp;&nbsp; CaixaBank SA, (fixed rate to 7/03/2035, variable <br> rate thereafter), 5.581%, 7/03/2036(a)<br>| &nbsp;&nbsp; 2946670 |
| 4575000 | &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; 4435139 |
| 2401000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to <br> 1/21/2036, variable rate thereafter), <br> 5.065%, 1/21/2037<br>| &nbsp;&nbsp; 2347391 |
| 4943000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to <br> 2/02/2036, variable rate thereafter), <br> 5.387%, 2/02/2041<br>| &nbsp;&nbsp; 4775683 |
| 16035000 | &nbsp;&nbsp; JPMorgan Chase & Co., Series OO, (fixed rate to <br> 4/01/2030, variable rate thereafter), 6.500%(c)<br>| &nbsp;&nbsp; 16454075 |
| 551000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 1/18/2034, <br> variable rate thereafter), 5.466%, 1/18/2035<br>| &nbsp;&nbsp; 560105 |
| 20193000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 1/18/2036, <br> variable rate thereafter), 5.314%, 1/18/2041<br>| &nbsp;&nbsp; 19492757 |
| 30734000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 1/19/2033, <br> variable rate thereafter), 5.948%, 1/19/2038<br>| &nbsp;&nbsp; 31484258 |
| 2533000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 11/01/2033, <br> variable rate thereafter), 6.627%, 11/01/2034<br>| &nbsp;&nbsp; 2756233 |
| 10510000 | &nbsp;&nbsp; Societe Generale SA, (fixed rate to 10/03/2035, <br> variable rate thereafter), 5.439%, 10/03/2036(a)<br>| &nbsp;&nbsp; 10282885 |
| 92000 | Synchrony Financial, 7.250%, 2/02/2033 | &nbsp;&nbsp; 93967 |
| 497000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 2/25/2031, <br> variable rate thereafter), 4.947%, 2/25/2032<br>| &nbsp;&nbsp; 482340 |
| 2795000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 3/06/2030, <br> variable rate thereafter), 5.450%, 3/06/2031<br>| &nbsp;&nbsp; 2792686 |
| 752000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 7/29/2035, <br> variable rate thereafter), 6.000%, 7/29/2036<br>| &nbsp;&nbsp; 741715 |
| 6436000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 8/02/2029, <br> variable rate thereafter), 5.935%, 8/02/2030<br>| &nbsp;&nbsp; 6539265 |
| 8805000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 2/08/2034, variable <br> rate thereafter), 5.699%, 2/08/2035(a)<br>| &nbsp;&nbsp; 9026157 |
| 510000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 5/14/2031, variable <br> rate thereafter), 3.091%, 5/14/2032(a)<br>| &nbsp;&nbsp; 467709 |
| 7185000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 8/05/2030, variable <br> rate thereafter), 6.600%(a)(c)<br>| &nbsp;&nbsp; 7012807 |
| 22400000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/30/2030, variable <br> rate thereafter), 5.459%, 6/30/2035(a)<br>| &nbsp;&nbsp; 22359641 |
| 5442000 | &nbsp;&nbsp; Wells Fargo & Co., (fixed rate to 1/23/2036, <br> variable rate thereafter), 4.960%, 1/23/2037<br>| &nbsp;&nbsp; 5301281 |
| 12410000 | &nbsp;&nbsp; Wells Fargo & Co., (fixed rate to 9/15/2035, <br> variable rate thereafter), 4.892%, 9/15/2036<br>| &nbsp;&nbsp; 12073769 |
|  |  | &nbsp;&nbsp; 162426533 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Brokerage — 1.0%** | **Brokerage — 1.0%** |
| $5235000 | BGC Group, Inc., 6.150%, 4/02/2030 | &nbsp;&nbsp; $5324485 |
| 5315000 | Blue Owl Finance LLC, 6.250%, 4/18/2034 | &nbsp;&nbsp; 5109744 |
| 2275000 | Citadel LP, 6.000%, 1/23/2030(a) | &nbsp;&nbsp; 2341994 |
| 1725000 | Citadel LP, 6.375%, 1/23/2032(a) | &nbsp;&nbsp; 1787860 |
| 6584000 | &nbsp;&nbsp; Jane Street Group/JSG Finance, Inc., <br> 6.750%, 5/01/2033(a)<br>| &nbsp;&nbsp; 6679915 |
| 95000 | &nbsp;&nbsp; Jane Street Group/JSG Finance, Inc., <br> 7.125%, 4/30/2031(a)<br>| &nbsp;&nbsp; 97656 |
| 11745000 | Jefferies Financial Group, Inc., 6.200%, 4/14/2034 | &nbsp;&nbsp; 11977691 |
| 5731000 | Jefferies Financial Group, Inc., 6.250%, 1/15/2036 | &nbsp;&nbsp; 5809526 |
| 4650000 | Osaic Holdings, Inc., 6.750%, 8/01/2032(a) | &nbsp;&nbsp; 4650581 |
|  |  | &nbsp;&nbsp; 43779452 |
|  | **Building Materials — 2.1%** | **Building Materials — 2.1%** |
| 3325000 | Amrize Finance U.S. LLC, 5.400%, 4/07/2035 | &nbsp;&nbsp; 3381156 |
| 23309000 | Cemex SAB de CV, 3.875%, 7/11/2031(a) | &nbsp;&nbsp; 21758283 |
| 15360000 | &nbsp;&nbsp; Cemex SAB de CV, (fixed rate to 6/08/2026, <br> variable rate thereafter), 5.125%(a)(c)<br>| &nbsp;&nbsp; 15296113 |
| 12380000 | CRH America Finance, Inc., 5.000%, 2/09/2036 | &nbsp;&nbsp; 12153675 |
| 9349000 | Eagle Materials, Inc., 5.000%, 3/15/2036 | &nbsp;&nbsp; 8951723 |
| 5495000 | &nbsp;&nbsp; JH North America Holdings, Inc., <br> 5.875%, 1/31/2031(a)<br>| &nbsp;&nbsp; 5449342 |
| 7820000 | &nbsp;&nbsp; JH North America Holdings, Inc., <br> 6.125%, 7/31/2032(a)<br>| &nbsp;&nbsp; 7788836 |
| 14080000 | Quikrete Holdings, Inc., 6.375%, 3/01/2032(a) | &nbsp;&nbsp; 14277162 |
|  |  | &nbsp;&nbsp; 89056290 |
|  | **Cable Satellite — 4.1%** | **Cable Satellite — 4.1%** |
| 264000 | &nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., <br> 5.000%, 2/01/2028(a)<br>| &nbsp;&nbsp; 261833 |
| 18325000 | &nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital, <br> 3.950%, 6/30/2062<br>| &nbsp;&nbsp; 10767025 |
| 2105000 | &nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital, <br> 6.384%, 10/23/2035<br>| &nbsp;&nbsp; 2137593 |
| 4875000 | &nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital, <br> 6.550%, 6/01/2034<br>| &nbsp;&nbsp; 5061000 |
| 2430000 | &nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital, <br> 6.650%, 2/01/2034<br>| &nbsp;&nbsp; 2534818 |
| 950000 | CSC Holdings LLC, 4.125%, 12/01/2030(a) | &nbsp;&nbsp; 570084 |
| 815000 | CSC Holdings LLC, 4.500%, 11/15/2031(a) | &nbsp;&nbsp; 483221 |
| 46092000 | CSC Holdings LLC, 4.625%, 12/01/2030(a) | &nbsp;&nbsp; 16264364 |
| 1665000 | CSC Holdings LLC, 5.000%, 11/15/2031(a) | &nbsp;&nbsp; 600288 |
| 19355000 | CSC Holdings LLC, 5.375%, 2/01/2028(a) | &nbsp;&nbsp; 14314013 |
| 1390000 | CSC Holdings LLC, 5.750%, 1/15/2030(a) | &nbsp;&nbsp; 527618 |
| 6213000 | Directv Financing LLC, 8.875%, 2/01/2030(a) | &nbsp;&nbsp; 6199178 |
| 100000 | Directv Financing LLC, 8.875%, 2/01/2030(a) | &nbsp;&nbsp; 99534 |
| 6437000 | &nbsp;&nbsp; Directv Financing LLC/Directv Financing <br> Co-Obligor, Inc., 10.000%, 2/15/2031(a)<br>| &nbsp;&nbsp; 6571078 |
| 26600000 | DISH DBS Corp., 5.250%, 12/01/2026(a) | &nbsp;&nbsp; 26371861 |
| 10570000 | DISH DBS Corp., 5.750%, 12/01/2028(a) | &nbsp;&nbsp; 10223225 |
| 14719000 | DISH DBS Corp., 7.750%, 7/01/2026 | &nbsp;&nbsp; 14647940 |
| 41025000 | EchoStar Corp., 10.750%, 11/30/2029 | &nbsp;&nbsp; 44317288 |
| 12146821 | &nbsp;&nbsp; EchoStar Corp., 6.750% PIK and/or 6.750% Cash, <br> 11/30/2030(d)<br>| &nbsp;&nbsp; 12265350 |
| 970000 | Time Warner Cable LLC, 6.550%, 5/01/2037 | &nbsp;&nbsp; 977950 |
|  |  | &nbsp;&nbsp; 175195261 |
|  | **Chemicals — 0.2%** | **Chemicals — 0.2%** |
| 4917000 | &nbsp;&nbsp; ARC Falcon I, Inc./Arclin USA LLC/New Arclin <br> U.S. Holding Corp., 9.750%, 3/01/2033(a)<br>| &nbsp;&nbsp; 4729613 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Chemicals — continued** | **Chemicals — continued** |
| $147000 | Ashland, Inc., 3.375%, 9/01/2031(a) | &nbsp;&nbsp; $131997 |
| 1106000 | Chemours Co., 5.750%, 11/15/2028(a) | &nbsp;&nbsp; 1095077 |
| 4780000 | &nbsp;&nbsp; Solstice Advanced Materials, Inc., <br> 5.625%, 9/30/2033(a)<br>| &nbsp;&nbsp; 4713282 |
|  |  | &nbsp;&nbsp; 10669969 |
|  | **Construction Machinery — 0.5%** | **Construction Machinery — 0.5%** |
| 106000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 3.750%, 1/15/2032<br>| &nbsp;&nbsp; 97147 |
| 104000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 3.875%, 2/15/2031<br>| &nbsp;&nbsp; 97767 |
| 8856000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 5.375%, 11/15/2033(a)<br>| &nbsp;&nbsp; 8611394 |
| 11225000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 6.125%, 3/15/2034(a)<br>| &nbsp;&nbsp; 11366289 |
|  |  | &nbsp;&nbsp; 20172597 |
|  | **Consumer Cyclical Services — 0.4%** | **Consumer Cyclical Services — 0.4%** |
| 10513000 | Expedia Group, Inc., 5.400%, 2/15/2035 | &nbsp;&nbsp; 10429591 |
| 5725000 | TriNet Group, Inc., 3.500%, 3/01/2029(a) | &nbsp;&nbsp; 5189615 |
| 63000 | TriNet Group, Inc., 7.125%, 8/15/2031(a) | &nbsp;&nbsp; 61135 |
|  |  | &nbsp;&nbsp; 15680341 |
|  | **Diversified Manufacturing — 0.1%** | **Diversified Manufacturing — 0.1%** |
| 2880000 | Esab Corp., 5.625%, 4/01/2031(a) | &nbsp;&nbsp; 2900189 |
| 96000 | Esab Corp., 6.250%, 4/15/2029(a) | &nbsp;&nbsp; 97430 |
|  |  | &nbsp;&nbsp; 2997619 |
|  | **Electric — 1.0%** | **Electric — 1.0%** |
| 26239493 | Alta Wind Holdings LLC, 7.000%, 6/30/2035(a) | &nbsp;&nbsp; 24891366 |
| 7160000 | Duke Energy Corp., 5.450%, 6/15/2034 | &nbsp;&nbsp; 7318526 |
| 2250000 | &nbsp;&nbsp; Southern Power Co., Series B, <br> 4.900%, 10/01/2035<br>| &nbsp;&nbsp; 2175968 |
| 2183000 | Vistra Operations Co. LLC, 4.700%, 1/31/2031(a) | &nbsp;&nbsp; 2147852 |
| 1480000 | Vistra Operations Co. LLC, 5.250%, 10/15/2035(a) | &nbsp;&nbsp; 1437260 |
| 3096000 | Vistra Operations Co. LLC, 5.350%, 1/31/2036(a) | &nbsp;&nbsp; 3028487 |
| 1895000 | Vistra Operations Co. LLC, 5.700%, 12/30/2034(a) | &nbsp;&nbsp; 1906395 |
| 132000 | VoltaGrid LLC, 7.375%, 11/01/2030(a) | &nbsp;&nbsp; 136331 |
|  |  | &nbsp;&nbsp; 43042185 |
|  | **Environmental — 0.2%** | **Environmental — 0.2%** |
| 5628000 | Clean Harbors, Inc., 5.750%, 10/15/2033(a) | &nbsp;&nbsp; 5614215 |
| 44000 | Clean Harbors, Inc., 6.375%, 2/01/2031(a) | &nbsp;&nbsp; 44685 |
| 3347000 | &nbsp;&nbsp; GFL Environmental Holdings U.S., Inc., <br> 5.500%, 2/01/2034(a)<br>| &nbsp;&nbsp; 3282724 |
| 100000 | GFL Environmental, Inc., 4.375%, 8/15/2029(a) | &nbsp;&nbsp; 97292 |
| 93000 | GFL Environmental, Inc., 6.750%, 1/15/2031(a) | &nbsp;&nbsp; 96239 |
|  |  | &nbsp;&nbsp; 9135155 |
|  | **Finance Companies — 3.4%** | **Finance Companies — 3.4%** |
| 14055000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 4.950%, 9/10/2034<br>| &nbsp;&nbsp; 13660373 |
| 17886000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 5.375%, 12/15/2031<br>| &nbsp;&nbsp; 18167619 |
| 2060000 | &nbsp;&nbsp; AGFC Capital Trust I, 3 mo. USD SOFR + 2.012%, <br> 5.684%, 1/15/2067(a)(b)<br>| &nbsp;&nbsp; 1253901 |
| 17166000 | &nbsp;&nbsp; Air Lease Corp., Series B, (fixed rate to <br> 6/15/2026, variable rate thereafter), 4.650%(c)<br>| &nbsp;&nbsp; 17056938 |
| 6235000 | &nbsp;&nbsp; Aircastle Ltd./Aircastle Ireland DAC, <br> 5.750%, 10/01/2031(a)<br>| &nbsp;&nbsp; 6384130 |
| 317000 | Aviation Capital Group LLC, 4.250%, 4/30/2029(a) | &nbsp;&nbsp; 312379 |
| 375000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 4.800%, 10/24/2030(a)<br>| &nbsp;&nbsp; 370669 |
| 419000 | Aviation Capital Group LLC, 4.875%, 1/28/2033(a) | &nbsp;&nbsp; 404339 |
| 6740000 | Aviation Capital Group LLC, 6.250%, 4/15/2028(a) | &nbsp;&nbsp; 6932966 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Finance Companies — continued** | **Finance Companies — continued** |
| $13520000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 6.750%, 10/25/2028(a)<br>| &nbsp;&nbsp; $14146683 |
| 3484000 | &nbsp;&nbsp; Avolon Holdings Funding Ltd., <br> 4.700%, 1/30/2031(a)<br>| &nbsp;&nbsp; 3413956 |
| 3162000 | &nbsp;&nbsp; Avolon Holdings Funding Ltd., <br> 4.850%, 4/01/2033(a)<br>| &nbsp;&nbsp; 3029086 |
| 3160000 | &nbsp;&nbsp; Avolon Holdings Funding Ltd., <br> 5.375%, 5/30/2030(a)<br>| &nbsp;&nbsp; 3194455 |
| 62000 | Azorra Finance Ltd., 7.250%, 1/15/2031(a) | &nbsp;&nbsp; 62601 |
| 63000 | Azorra Finance Ltd., 7.750%, 4/15/2030(a) | &nbsp;&nbsp; 64888 |
| 3880000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 7.875%, 4/01/2033(a)<br>| &nbsp;&nbsp; 3637784 |
| 666000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 8.375%, 4/01/2032(a)<br>| &nbsp;&nbsp; 655140 |
| 1221000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 9.125%, 5/15/2031(a)<br>| &nbsp;&nbsp; 1241146 |
| 123000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 9.250%, 2/01/2029(a)<br>| &nbsp;&nbsp; 124672 |
| 129000 | GGAM Finance Ltd., 5.875%, 3/15/2030(a) | &nbsp;&nbsp; 128529 |
| 1765000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 5.150%, 3/17/2030(a)<br>| &nbsp;&nbsp; 1755972 |
| 650000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 6.400%, 3/26/2029(a)<br>| &nbsp;&nbsp; 673479 |
| 1390000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 6.500%, 3/26/2031(a)<br>| &nbsp;&nbsp; 1455528 |
| 9529000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 3.625%, 3/01/2029(a)<br>| &nbsp;&nbsp; 9023890 |
| 28741000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 3.875%, 3/01/2031(a)<br>| &nbsp;&nbsp; 26521565 |
| 8134000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 4.000%, 10/15/2033(a)<br>| &nbsp;&nbsp; 7291049 |
| 4694000 | Takeoff Merger Sub, Inc., 4.850%, 3/24/2031(a) | &nbsp;&nbsp; 4635300 |
|  |  | &nbsp;&nbsp; 145599037 |
|  | **Food & Beverage — 0.9%** | **Food & Beverage — 0.9%** |
| 9610000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings, <br> 5.500%, 1/15/2036<br>| &nbsp;&nbsp; 9614421 |
| 5442000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings, <br> 5.625%, 3/10/2037(a)<br>| &nbsp;&nbsp; 5459033 |
| 4060000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings, <br> 5.950%, 4/20/2035<br>| &nbsp;&nbsp; 4214539 |
| 1380000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings, <br> 6.750%, 3/15/2034<br>| &nbsp;&nbsp; 1517792 |
| 68000 | &nbsp;&nbsp; Lamb Weston Holdings, Inc., <br> 4.125%, 1/31/2030(a)<br>| &nbsp;&nbsp; 64739 |
| 69000 | &nbsp;&nbsp; Lamb Weston Holdings, Inc., <br> 4.375%, 1/31/2032(a)<br>| &nbsp;&nbsp; 64098 |
| 67000 | &nbsp;&nbsp; Performance Food Group, Inc., <br> 4.250%, 8/01/2029(a)<br>| &nbsp;&nbsp; 64358 |
| 14000 | Pilgrim's Pride Corp., 3.500%, 3/01/2032 | &nbsp;&nbsp; 12708 |
| 995000 | Pilgrim's Pride Corp., 4.250%, 4/15/2031 | &nbsp;&nbsp; 950440 |
| 15455000 | Pilgrim's Pride Corp., 6.250%, 7/01/2033 | &nbsp;&nbsp; 16184167 |
| 239000 | Pilgrim's Pride Corp., 6.875%, 5/15/2034 | &nbsp;&nbsp; 258016 |
| 3135000 | Post Holdings, Inc., 4.500%, 9/15/2031(a) | &nbsp;&nbsp; 2914959 |
| 103000 | Post Holdings, Inc., 4.625%, 4/15/2030(a) | &nbsp;&nbsp; 98880 |
|  |  | &nbsp;&nbsp; 41418150 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Gaming — 0.1%** | **Gaming — 0.1%** |
| $5055000 | &nbsp;&nbsp; GLP Capital LP/GLP Financing II, Inc., <br> 5.625%, 9/15/2034<br>| &nbsp;&nbsp; $4976093 |
| 415000 | &nbsp;&nbsp; Light & Wonder International, Inc., <br> 7.250%, 11/15/2029(a)<br>| &nbsp;&nbsp; 423051 |
|  |  | &nbsp;&nbsp; 5399144 |
|  | **Health Insurance — 0.3%** | **Health Insurance — 0.3%** |
| 73000 | Molina Healthcare, Inc., 3.875%, 11/15/2030(a) | &nbsp;&nbsp; 65264 |
| 6545000 | Molina Healthcare, Inc., 3.875%, 5/15/2032(a) | &nbsp;&nbsp; 5685127 |
| 66000 | Molina Healthcare, Inc., 6.250%, 1/15/2033(a) | &nbsp;&nbsp; 63993 |
| 8187000 | Molina Healthcare, Inc., 6.500%, 2/15/2031(a) | &nbsp;&nbsp; 8048683 |
|  |  | &nbsp;&nbsp; 13863067 |
|  | **Healthcare — 0.5%** | **Healthcare — 0.5%** |
| 139000 | Avantor Funding, Inc., 3.875%, 11/01/2029(a) | &nbsp;&nbsp; 130409 |
| 135000 | Bausch & Lomb Corp., 8.375%, 10/01/2028(a) | &nbsp;&nbsp; 139387 |
| 830000 | HCA, Inc., 4.900%, 11/15/2035 | &nbsp;&nbsp; 802452 |
| 2635000 | HCA, Inc., 5.450%, 9/15/2034 | &nbsp;&nbsp; 2659662 |
| 5836000 | HCA, Inc., 5.500%, 6/01/2033 | &nbsp;&nbsp; 5952384 |
| 11355000 | HCA, Inc., 5.600%, 4/01/2034 | &nbsp;&nbsp; 11596211 |
| 93000 | Radiology Partners, Inc., 8.500%, 7/15/2032(a) | &nbsp;&nbsp; 94290 |
|  |  | &nbsp;&nbsp; 21374795 |
|  | **Home Construction — 0.6%** | **Home Construction — 0.6%** |
| 3265000 | DR Horton, Inc., 5.500%, 10/15/2035 | &nbsp;&nbsp; 3313079 |
| 15560000 | Meritage Homes Corp., 5.650%, 3/15/2035 | &nbsp;&nbsp; 15543034 |
| 131000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.125%, 8/01/2030(a)<br>| &nbsp;&nbsp; 129501 |
| 6395000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.750%, 11/15/2032(a)<br>| &nbsp;&nbsp; 6400596 |
|  |  | &nbsp;&nbsp; 25386210 |
|  | **Independent Energy — 2.5%** | **Independent Energy — 2.5%** |
| 4170000 | Aker BP ASA, 5.125%, 10/01/2034(a) | &nbsp;&nbsp; 4080901 |
| 6770000 | Aker BP ASA, 6.000%, 6/13/2033(a) | &nbsp;&nbsp; 7052274 |
| 10585000 | &nbsp;&nbsp; Canadian Natural Resources Ltd., <br> 5.400%, 12/15/2034<br>| &nbsp;&nbsp; 10707712 |
| 6046000 | Chord Energy Corp., 6.000%, 10/01/2030(a) | &nbsp;&nbsp; 6126231 |
| 548000 | Chord Energy Corp., 6.750%, 3/15/2033(a) | &nbsp;&nbsp; 565778 |
| 41847000 | Continental Resources, Inc., 5.750%, 1/15/2031(a) | &nbsp;&nbsp; 42648814 |
| 69000 | &nbsp;&nbsp; Crescent Energy Finance LLC, <br> 7.375%, 1/15/2033(a)<br>| &nbsp;&nbsp; 68983 |
| 2190000 | Energean Israel Finance Ltd., 5.375%, 3/30/2028 | &nbsp;&nbsp; 2102542 |
| 12510000 | Energean Israel Finance Ltd., 5.875%, 3/30/2031 | &nbsp;&nbsp; 11620596 |
| 353000 | Matador Resources Co., 6.500%, 4/15/2032(a) | &nbsp;&nbsp; 356844 |
| 27050000 | Sanchez Energy Corp., 6.125%, 1/15/2023(e) | &nbsp;&nbsp; 2705 |
| 12420000 | Sanchez Energy Corp., 7.750%, 6/15/2021(e) | &nbsp;&nbsp; 1242 |
| 4621000 | SM Energy Co., 6.750%, 8/01/2029(a) | &nbsp;&nbsp; 4690994 |
| 47000 | SM Energy Co., 7.000%, 8/01/2032(a) | &nbsp;&nbsp; 47991 |
| 2475000 | SM Energy Co., 8.375%, 7/01/2028(a) | &nbsp;&nbsp; 2543120 |
| 2020000 | SM Energy Co., 8.625%, 11/01/2030(a) | &nbsp;&nbsp; 2131274 |
| 93000 | SM Energy Co., 8.750%, 7/01/2031(a) | &nbsp;&nbsp; 97212 |
| 14872000 | Viper Energy Partners LLC, 5.700%, 8/01/2035 | &nbsp;&nbsp; 14988150 |
|  |  | &nbsp;&nbsp; 109833363 |
|  | **Industrial Other — 0.2%** | **Industrial Other — 0.2%** |
| 187000 | Arcosa, Inc., 6.875%, 8/15/2032(a) | &nbsp;&nbsp; 191608 |
| 4286000 | Jacobs Solutions, Inc., 5.375%, 3/03/2036 | &nbsp;&nbsp; 4179915 |
| 3544000 | TopBuild Corp., 5.625%, 1/31/2034(a) | &nbsp;&nbsp; 3468767 |
|  |  | &nbsp;&nbsp; 7840290 |
|  | **Leisure — 1.7%** | **Leisure — 1.7%** |
| 10875000 | Carnival Corp., 5.750%, 3/15/2030(a) | &nbsp;&nbsp; 10961261 |
| 5430000 | Carnival Corp., 5.750%, 8/01/2032(a) | &nbsp;&nbsp; 5428234 |
| 9775000 | Carnival Corp., 6.125%, 2/15/2033(a) | &nbsp;&nbsp; 9872994 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Leisure — continued** | **Leisure — continued** |
| $3919000 | &nbsp;&nbsp; Kingpin Intermediate Holdings LLC, <br> 7.250%, 10/15/2032(a)<br>| &nbsp;&nbsp; $3462730 |
| 2280000 | NCL Corp. Ltd., 6.750%, 2/01/2032(a) | &nbsp;&nbsp; 2262701 |
| 3695000 | NCL Finance Ltd., 6.125%, 3/15/2028(a) | &nbsp;&nbsp; 3726747 |
| 5792000 | Royal Caribbean Cruises Ltd., 5.250%, 2/27/2038 | &nbsp;&nbsp; 5510017 |
| 6202000 | Royal Caribbean Cruises Ltd., 5.375%, 1/15/2036 | &nbsp;&nbsp; 6093138 |
| 11095000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 6.000%, 2/01/2033(a)<br>| &nbsp;&nbsp; 11205851 |
| 14228000 | Viking Cruises Ltd., 5.875%, 10/15/2033(a) | &nbsp;&nbsp; 14047473 |
|  |  | &nbsp;&nbsp; 72571146 |
|  | **Life Insurance — 3.4%** | **Life Insurance — 3.4%** |
| 130000 | &nbsp;&nbsp; APH Somerset Investor 2 LLC/APH2 Somerset <br> Investor 2 LLC/APH3 Somerset Investor 2 LLC, <br> 7.875%, 11/01/2029(a)<br>| &nbsp;&nbsp; 117555 |
| 7501000 | Brighthouse Financial, Inc., 3.850%, 12/22/2051 | &nbsp;&nbsp; 4169496 |
| 2030000 | MetLife, Inc., 9.250%, 4/08/2068(a) | &nbsp;&nbsp; 2380025 |
| 10175000 | MetLife, Inc., 10.750%, 8/01/2069 | &nbsp;&nbsp; 13187706 |
| 57985000 | &nbsp;&nbsp; Mutual of Omaha Insurance Co., <br> 6.800%, 6/15/2036(a)<br>| &nbsp;&nbsp; 63154323 |
| 38476000 | &nbsp;&nbsp; National Life Insurance Co., <br> 10.500%, 9/15/2039(a)<br>| &nbsp;&nbsp; 50019569 |
| 12950000 | NLV Financial Corp., 7.500%, 8/15/2033(a) | &nbsp;&nbsp; 13911149 |
|  |  | &nbsp;&nbsp; 146939823 |
|  | **Lodging — 1.1%** | **Lodging — 1.1%** |
| 2010000 | &nbsp;&nbsp; Choice Hotels International, Inc., <br> 5.850%, 8/01/2034<br>| &nbsp;&nbsp; 2027135 |
| 107000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 3.625%, 2/15/2032(a)<br>| &nbsp;&nbsp; 97228 |
| 2957000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 5.500%, 3/31/2034(a)<br>| &nbsp;&nbsp; 2888921 |
| 96000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 6.125%, 4/01/2032(a)<br>| &nbsp;&nbsp; 97440 |
| 2324000 | &nbsp;&nbsp; Hilton Grand Vacations Borrower LLC/Hilton <br> Grand Vacations Borrower, Inc., <br> 6.625%, 1/15/2032(a)<br>| &nbsp;&nbsp; 2295442 |
| 5240000 | Marriott International, Inc., 5.300%, 5/15/2034 | &nbsp;&nbsp; 5288729 |
| 9975000 | Marriott International, Inc., 5.500%, 4/15/2037 | &nbsp;&nbsp; 9931340 |
| 3489000 | &nbsp;&nbsp; Marriott Ownership Resorts, Inc., <br> 4.500%, 6/15/2029(a)<br>| &nbsp;&nbsp; 3308051 |
| 135000 | &nbsp;&nbsp; Marriott Ownership Resorts, Inc., <br> 4.750%, 1/15/2028<br>| &nbsp;&nbsp; 132877 |
| 10440000 | Travel & Leisure Co., 4.500%, 12/01/2029(a) | &nbsp;&nbsp; 9983133 |
| 10574000 | Travel & Leisure Co., 4.625%, 3/01/2030(a) | &nbsp;&nbsp; 10088539 |
|  |  | &nbsp;&nbsp; 46138835 |
|  | **Media Entertainment — 2.1%** | **Media Entertainment — 2.1%** |
| 4705000 | AppLovin Corp., 5.125%, 12/01/2029 | &nbsp;&nbsp; 4732300 |
| 2765000 | AppLovin Corp., 5.375%, 12/01/2031 | &nbsp;&nbsp; 2792130 |
| 13775000 | AppLovin Corp., 5.500%, 12/01/2034 | &nbsp;&nbsp; 13660956 |
| 30405000 | Beignet Investor LLC, 6.581%, 5/30/2049(a) | &nbsp;&nbsp; 31261088 |
| 587000 | &nbsp;&nbsp; Discovery Communications LLC, <br> 3.625%, 5/15/2030<br>| &nbsp;&nbsp; 545749 |
| 2220000 | &nbsp;&nbsp; Discovery Communications LLC, <br> 6.350%, 6/01/2040<br>| &nbsp;&nbsp; 1626860 |
| 11764000 | &nbsp;&nbsp; Discovery Global Holdings, Inc., <br> 4.279%, 3/15/2032<br>| &nbsp;&nbsp; 10411140 |
| 13275000 | Meta Platforms, Inc., 5.625%, 11/15/2055 | &nbsp;&nbsp; 12443857 |
| 2242000 | OAK-Eagle Acquireco, Inc., 7.250%, 7/01/2033(a) | &nbsp;&nbsp; 2322924 |
| 2231000 | Paramount Global, 4.200%, 5/19/2032 | &nbsp;&nbsp; 1912578 |
| 4249000 | Paramount Global, 4.950%, 1/15/2031 | &nbsp;&nbsp; 3935905 |
| 3785000 | Paramount Global, 7.875%, 7/30/2030 | &nbsp;&nbsp; 3951257 |
|  |  | &nbsp;&nbsp; 89596744 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Metals & Mining — 1.7%** | **Metals & Mining — 1.7%** |
| $2018000 | &nbsp;&nbsp; Anglo American Capital PLC, <br> 5.250%, 3/19/2036(a)<br>| &nbsp;&nbsp; $1973162 |
| 131000 | &nbsp;&nbsp; Carpenter Technology Corp., <br> 5.625%, 3/01/2034(a)<br>| &nbsp;&nbsp; 129794 |
| 2872000 | Commercial Metals Co., 5.750%, 11/15/2033(a) | &nbsp;&nbsp; 2841805 |
| 4019000 | Commercial Metals Co., 6.000%, 12/15/2035(a) | &nbsp;&nbsp; 3962113 |
| 137000 | &nbsp;&nbsp; Fortescue Treasury Pty. Ltd., <br> 4.375%, 4/01/2031(a)<br>| &nbsp;&nbsp; 129444 |
| 1670000 | Glencore Funding LLC, 5.673%, 4/01/2035(a) | &nbsp;&nbsp; 1706063 |
| 50525000 | Glencore Funding LLC, 6.500%, 10/06/2033(a) | &nbsp;&nbsp; 54672312 |
| 242000 | Mineral Resources Ltd., 8.000%, 11/01/2027(a) | &nbsp;&nbsp; 245090 |
| 728000 | Mineral Resources Ltd., 9.250%, 10/01/2028(a) | &nbsp;&nbsp; 754297 |
| 5290000 | Steel Dynamics, Inc., 5.250%, 5/15/2035 | &nbsp;&nbsp; 5292267 |
| 2040000 | Steel Dynamics, Inc., 5.375%, 8/15/2034 | &nbsp;&nbsp; 2058621 |
|  |  | &nbsp;&nbsp; 73764968 |
|  | **Midstream — 2.2%** | **Midstream — 2.2%** |
| 7820000 | Cheniere Energy Partners LP, 5.950%, 6/30/2033 | &nbsp;&nbsp; 8197791 |
| 250000 | &nbsp;&nbsp; CQP Holdco LP/BIP-V Chinook Holdco LLC, <br> 5.500%, 6/15/2031(a)<br>| &nbsp;&nbsp; 243811 |
| 250000 | &nbsp;&nbsp; CQP Holdco LP/BIP-V Chinook Holdco LLC, <br> 7.500%, 12/15/2033(a)<br>| &nbsp;&nbsp; 262366 |
| 9050000 | &nbsp;&nbsp; DCP Midstream Operating LP, <br> 6.450%, 11/03/2036(a)<br>| &nbsp;&nbsp; 9582774 |
| 7341000 | Energy Transfer LP, 5.600%, 9/01/2034 | &nbsp;&nbsp; 7481688 |
| 4785000 | Energy Transfer LP, 5.700%, 4/01/2035 | &nbsp;&nbsp; 4914342 |
| 124000 | &nbsp;&nbsp; Energy Transfer LP, (fixed rate to 2/15/2029, <br> variable rate thereafter), 8.000%, 5/15/2054<br>| &nbsp;&nbsp; 129877 |
| 3745000 | &nbsp;&nbsp; Hess Midstream Operations LP, <br> 4.250%, 2/15/2030(a)<br>| &nbsp;&nbsp; 3598710 |
| 205000 | NGPL PipeCo LLC, 7.768%, 12/15/2037(a) | &nbsp;&nbsp; 237380 |
| 311000 | Sunoco LP, 5.375%, 7/15/2031(a) | &nbsp;&nbsp; 308501 |
| 1181000 | Sunoco LP, 5.625%, 3/15/2031(a) | &nbsp;&nbsp; 1175583 |
| 14943000 | Targa Resources Corp., 5.550%, 8/15/2035 | &nbsp;&nbsp; 15070738 |
| 133000 | &nbsp;&nbsp; Venture Global LNG, Inc., (fixed rate to <br> 9/30/2029, variable rate thereafter), 9.000%(a)(c)<br>| &nbsp;&nbsp; 132474 |
| 3212000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 1/15/2034(a)<br>| &nbsp;&nbsp; 3348331 |
| 11705000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.500%, 5/01/2033(a)<br>| &nbsp;&nbsp; 12866183 |
| 10357000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.750%, 5/01/2035(a)<br>| &nbsp;&nbsp; 11607898 |
| 3495000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.250%, 2/01/2050<br>| &nbsp;&nbsp; 2947748 |
| 6105000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.300%, 3/01/2048<br>| &nbsp;&nbsp; 5160188 |
| 1130000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.450%, 4/01/2044<br>| &nbsp;&nbsp; 1005238 |
| 1091000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.500%, 12/15/2035<br>| &nbsp;&nbsp; 1072926 |
| 840000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.500%, 8/15/2048<br>| &nbsp;&nbsp; 725824 |
| 1090000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 6.150%, 4/01/2033<br>| &nbsp;&nbsp; 1137611 |
| 2285000 | Whistler Pipeline LLC, 5.700%, 9/30/2031(a) | &nbsp;&nbsp; 2347107 |
| 2550000 | Whistler Pipeline LLC, 5.950%, 9/30/2034(a) | &nbsp;&nbsp; 2612736 |
|  |  | &nbsp;&nbsp; 96167825 |
|  | **Mortgage Related — 0.0%** | **Mortgage Related — 0.0%** |
| 2692 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 12/01/2031<br>| &nbsp;&nbsp; 2684 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 1.5%** | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 1.5%** |
| $505000 | &nbsp;&nbsp; BBSG Mortgage Trust, Series 2016-MRP, <br> Class A, 3.275%, 6/05/2036(a)<br>| &nbsp;&nbsp; $454490 |
| 1705000 | &nbsp;&nbsp; BFLD Commercial Mortgage Trust, <br> Series 2025-660F, Class B, 1 mo. USD SOFR + <br> 1.800%, 5.473%, 11/15/2042(a)(b)<br>| &nbsp;&nbsp; 1700737 |
| 1485000 | &nbsp;&nbsp; BFLD Commercial Mortgage Trust, <br> Series 2025-660F, Class C, 1 mo. USD SOFR + <br> 2.150%, 5.823%, 11/15/2042(a)(b)<br>| &nbsp;&nbsp; 1481287 |
| 1040000 | &nbsp;&nbsp; BPR Commercial Mortgage Trust, <br> Series 2025-STAR, Class A, <br> 4.617%, 11/05/2042(a)(b)<br>| &nbsp;&nbsp; 1031147 |
| 265000 | &nbsp;&nbsp; BPR Trust, Series 2021-NRD, Class E, 1 mo. USD <br> SOFR + 5.621%, 9.294%, 12/15/2038(a)(b)<br>| &nbsp;&nbsp; 262788 |
| 11095000 | &nbsp;&nbsp; BPR Trust, Series 2021-NRD, Class F, 1 mo. USD <br> SOFR + 6.870%, 10.543%, 12/15/2038(a)(b)<br>| &nbsp;&nbsp; 10893207 |
| 415000 | &nbsp;&nbsp; BX Commercial Mortgage Trust, <br> Series 2024-VLT5, Class B, <br> 5.415%, 11/13/2046(a)(b)<br>| &nbsp;&nbsp; 419488 |
| 3765000 | &nbsp;&nbsp; BX Trust, Series 2024-VLT4, Class A, 1 mo. USD <br> SOFR + 1.491%, 5.164%, 6/15/2041(a)(b)<br>| &nbsp;&nbsp; 3741469 |
| 380000 | &nbsp;&nbsp; BX Trust, Series 2025-DELC, Class B, 1 mo. USD <br> SOFR + 1.800%, 5.473%, 12/15/2042(a)(b)<br>| &nbsp;&nbsp; 379525 |
| 1615000 | &nbsp;&nbsp; BX Trust, Series 2025-DELC, Class C, 1 mo. USD <br> SOFR + 2.200%, 5.873%, 12/15/2042(a)(b)<br>| &nbsp;&nbsp; 1610962 |
| 101757 | &nbsp;&nbsp; Commercial Mortgage Pass-Through <br> Certificates, Series 2012-LTRT, Class A2, <br> 3.400%, 10/05/2030(a)<br>| &nbsp;&nbsp; 101063 |
| 6710000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, Series 2014-USA, <br> Class B, 4.185%, 9/15/2037(a)<br>| &nbsp;&nbsp; 5707413 |
| 630000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, Series 2014-USA, <br> Class C, 4.336%, 9/15/2037(a)<br>| &nbsp;&nbsp; 529993 |
| 2530000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, Series 2014-USA, <br> Class D, 4.373%, 9/15/2037(a)<br>| &nbsp;&nbsp; 2088820 |
| 540000 | &nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, <br> Class C, 1 mo. USD SOFR + 1.850%, <br> 5.523%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; 540844 |
| 740000 | &nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, <br> Class D, 1 mo. USD SOFR + 2.600%, <br> 6.273%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; 740925 |
| 810000 | &nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, <br> Class E, 1 mo. USD SOFR + 3.350%, <br> 7.023%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; 811012 |
| 876751 | &nbsp;&nbsp; Extended Stay America Trust, Series 2026-ESH2, <br> Class C, 1 mo. USD SOFR + 1.600%, <br> 5.273%, 2/15/2043(a)(b)<br>| &nbsp;&nbsp; 878121 |
| 1976405 | &nbsp;&nbsp; Extended Stay America Trust, Series 2026-ESH2, <br> Class D, 1 mo. USD SOFR + 2.250%, <br> 5.923%, 2/15/2043(a)(b)<br>| &nbsp;&nbsp; 1980728 |
| 2025939 | &nbsp;&nbsp; Extended Stay America Trust, Series 2026-ESH2, <br> Class E, 1 mo. USD SOFR + 2.900%, <br> 6.573%, 2/15/2043(a)(b)<br>| &nbsp;&nbsp; 2030371 |
| 1384118 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2013-G1, Class B, 3.722%, 4/10/2031(a)(b)<br>| &nbsp;&nbsp; 1381455 |
| 3760000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2013-PEMB, Class B, <br> 3.550%, 3/05/2033(a)(b)(f)<br>| &nbsp;&nbsp; 1692000 |
| 1500000 | &nbsp;&nbsp; GS Mortgage Securities Trust, <br> Series 2014-GC22, Class B, 4.391%, 6/10/2047(b)<br>| &nbsp;&nbsp; 1223569 |
| 435000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2012-LC9, Class D, <br> 3.500%, 12/15/2047(a)(b)<br>| &nbsp;&nbsp; 423551 |

---

---

| | | |
|:---|:---|:---|
| **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** |
| $3300000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class A, <br> 1 mo. USD SOFR + 1.600%, <br> 5.273%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; $3291750 |
| 2165000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class B, <br> 1 mo. USD SOFR + 2.000%, <br> 5.673%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; 2159587 |
| 1705000 | &nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch <br> Trust, Series 2013-C11, Class B, <br> 3.892%, 8/15/2046(b)<br>| &nbsp;&nbsp; 1057049 |
| 1134640 | &nbsp;&nbsp; MSBAM Commercial Mortgage Securities Trust, <br> Series 2012-CKSV, Class A2, <br> 3.277%, 10/15/2030(a)<br>| &nbsp;&nbsp; 1083582 |
| 2005000 | &nbsp;&nbsp; New Economy Assets - Phase 1 Sponsor LLC, <br> Series 2021-1, Class A1, 1.910%, 10/20/2061(a)<br>| &nbsp;&nbsp; 1682958 |
| 4970000 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, <br> Series 2016-C36, Class B, 3.671%, 11/15/2059(b)<br>| &nbsp;&nbsp; 4711126 |
| 969312 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2012-C10, Class B, 3.744%, 12/15/2045<br>| &nbsp;&nbsp; 935376 |
| 6675341 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2013-C15, Class B, 4.152%, 8/15/2046(b)<br>| &nbsp;&nbsp; 6488432 |
| 1867267 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2014-C20, Class B, 4.378%, 5/15/2047<br>| &nbsp;&nbsp; 1615148 |
|  |  | &nbsp;&nbsp; 65129973 |
|  | **Oil Field Services — 0.2%** | **Oil Field Services — 0.2%** |
| 10216000 | Helmerich & Payne, Inc., 5.500%, 12/01/2034 | &nbsp;&nbsp; 10042957 |
| 64000 | &nbsp;&nbsp; Oceaneering International, Inc., <br> 6.000%, 2/01/2028<br>| &nbsp;&nbsp; 64260 |
| 96000 | &nbsp;&nbsp; Weatherford International Ltd., <br> 6.750%, 10/15/2033(a)<br>| &nbsp;&nbsp; 98090 |
|  |  | &nbsp;&nbsp; 10205307 |
|  | **Other REITs — 0.4%** | **Other REITs — 0.4%** |
| 4125000 | EPR Properties, 3.600%, 11/15/2031 | &nbsp;&nbsp; 3743965 |
| 12575000 | Host Hotels & Resorts LP, 5.500%, 4/15/2035 | &nbsp;&nbsp; 12476123 |
|  |  | &nbsp;&nbsp; 16220088 |
|  | **Packaging — 0.4%** | **Packaging — 0.4%** |
| 16439000 | Ball Corp., 5.500%, 9/15/2033 | &nbsp;&nbsp; 16448436 |
|  | **Pharmaceuticals — 1.7%** | **Pharmaceuticals — 1.7%** |
| 7285000 | Bausch Health Cos., Inc., 4.875%, 6/01/2028(a) | &nbsp;&nbsp; 6670948 |
| 9749000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Co. LLC, <br> 6.150%, 2/01/2036<br>| &nbsp;&nbsp; 10044531 |
| 1975000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 3.150%, 10/01/2026<br>| &nbsp;&nbsp; 1955366 |
| 30104000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 4.100%, 10/01/2046<br>| &nbsp;&nbsp; 22315526 |
| 9412000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 4.750%, 5/09/2027<br>| &nbsp;&nbsp; 9390347 |
| 10545000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 5.125%, 5/09/2029<br>| &nbsp;&nbsp; 10510988 |
| 285000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 6.000%, 12/01/2032<br>| &nbsp;&nbsp; 292507 |
| 5520000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 7.875%, 9/15/2029<br>| &nbsp;&nbsp; 5911031 |
| 3965000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 8.125%, 9/15/2031<br>| &nbsp;&nbsp; 4432553 |
| 635000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands IV <br> BV, 5.750%, 12/01/2030<br>| &nbsp;&nbsp; 643059 |
|  |  | &nbsp;&nbsp; 72166856 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Property & Casualty Insurance — 1.3%** | **Property & Casualty Insurance — 1.3%** |
| $6682000 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant <br> Holdings Co-Issuer, 7.000%, 1/15/2031(a)<br>| &nbsp;&nbsp; $6738878 |
| 96000 | AmWINS Group, Inc., 6.375%, 2/15/2029(a) | &nbsp;&nbsp; 96556 |
| 200000 | Ardonagh Finco Ltd., 7.750%, 2/15/2031(a) | &nbsp;&nbsp; 202343 |
| 975000 | Arthur J Gallagher & Co., 5.000%, 2/15/2032 | &nbsp;&nbsp; 977321 |
| 3857000 | Arthur J Gallagher & Co., 5.150%, 2/15/2035 | &nbsp;&nbsp; 3825752 |
| 2525000 | Arthur J Gallagher & Co., 5.450%, 7/15/2034 | &nbsp;&nbsp; 2564839 |
| 161000 | &nbsp;&nbsp; Baldwin Insurance Group Holdings LLC/Baldwin <br> Insurance Group Holdings Finance, <br> 7.125%, 5/15/2031(a)<br>| &nbsp;&nbsp; 161816 |
| 1780000 | Brown & Brown, Inc., 5.550%, 6/23/2035 | &nbsp;&nbsp; 1777636 |
| 12510000 | Marsh & McLennan Cos., Inc., 5.000%, 3/15/2035 | &nbsp;&nbsp; 12457362 |
| 12288000 | Panther Escrow Issuer LLC, 7.125%, 6/01/2031(a) | &nbsp;&nbsp; 12329275 |
| 12897000 | Ryan Specialty LLC, 5.875%, 8/01/2032(a) | &nbsp;&nbsp; 12746938 |
| 1218000 | Willis North America, Inc., 5.150%, 3/15/2036 | &nbsp;&nbsp; 1186140 |
|  |  | &nbsp;&nbsp; 55064856 |
|  | **Restaurants — 0.4%** | **Restaurants — 0.4%** |
| 9626000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 4.000%, 10/15/2030(a)<br>| &nbsp;&nbsp; 9047720 |
| 6597000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 5.625%, 9/15/2029(a)<br>| &nbsp;&nbsp; 6611368 |
| 105000 | Yum! Brands, Inc., 3.625%, 3/15/2031 | &nbsp;&nbsp; 96996 |
| 101000 | Yum! Brands, Inc., 4.625%, 1/31/2032 | &nbsp;&nbsp; 96448 |
|  |  | &nbsp;&nbsp; 15852532 |
|  | **Retailers — 0.7%** | **Retailers — 0.7%** |
| 6137000 | Amazon.com, Inc., 4.875%, 3/13/2036 | &nbsp;&nbsp; 6081069 |
| 4680000 | Dillard's, Inc., 7.000%, 12/01/2028 | &nbsp;&nbsp; 4851615 |
| 7182000 | Dillard's, Inc., 7.750%, 7/15/2026 | &nbsp;&nbsp; 7218413 |
| 2250000 | Dillard's, Inc., 7.750%, 5/15/2027 | &nbsp;&nbsp; 2307082 |
| 215000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 8.375%, 1/15/2029(a)<br>| &nbsp;&nbsp; 197379 |
| 8390000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 11.500%, 8/15/2029(a)<br>| &nbsp;&nbsp; 8347320 |
| 42000 | Murphy Oil USA, Inc., 3.750%, 2/15/2031(a) | &nbsp;&nbsp; 39028 |
|  |  | &nbsp;&nbsp; 29041906 |
|  | **Sovereigns — 3.1%** | **Sovereigns — 3.1%** |
| 19370000 | &nbsp;&nbsp; Chile Government International Bonds, <br> 3.100%, 1/22/2061<br>| &nbsp;&nbsp; 11918361 |
| 26583000 | &nbsp;&nbsp; Chile Government International Bonds, <br> 3.250%, 9/21/2071<br>| &nbsp;&nbsp; 16433079 |
| 9571000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 5.625%, 2/26/2044<br>| &nbsp;&nbsp; 7547786 |
| 6202000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 6.125%, 1/18/2041<br>| &nbsp;&nbsp; 5389786 |
| 2817000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 7.375%, 9/18/2037<br>| &nbsp;&nbsp; 2803281 |
| 4050000 | &nbsp;&nbsp; Egypt Government International Bonds, <br> 5.800%, 9/30/2027<br>| &nbsp;&nbsp; 3997425 |
| 6210000 | &nbsp;&nbsp; Kyrgyz Republic International Bonds, <br> 7.750%, 6/03/2030(a)<br>| &nbsp;&nbsp; 6193544 |
| 12304000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 6.125%, 2/09/2038<br>| &nbsp;&nbsp; 11990248 |
| 10475000 | &nbsp;&nbsp; Nigeria Government International Bonds, <br> 6.500%, 11/28/2027<br>| &nbsp;&nbsp; 10506396 |
| 7359000 | &nbsp;&nbsp; Pakistan Government International Bonds, <br> 6.000%, 4/08/2026<br>| &nbsp;&nbsp; 7349800 |
| 10464000 | &nbsp;&nbsp; Pakistan Government International Bonds, <br> 6.875%, 12/05/2027<br>| &nbsp;&nbsp; 10328111 |
| 12488000 | &nbsp;&nbsp; Republic of Poland Government International <br> Bonds, 5.500%, 3/18/2054<br>| &nbsp;&nbsp; 11536062 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Sovereigns — continued** | **Sovereigns — continued** |
| $2785000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 3.700%, 11/25/2030<br>| &nbsp;&nbsp; $2531270 |
| 3400000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 3.900%, 10/19/2031<br>| &nbsp;&nbsp; 3069067 |
| 205000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 5.375%, 2/20/2029<br>| &nbsp;&nbsp; 202226 |
| 13400000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 6.900%, 2/28/2032(a)<br>| &nbsp;&nbsp; 13918982 |
| 4680000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 6.947%, 5/25/2032(a)<br>| &nbsp;&nbsp; 4873378 |
| 3840000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 7.850%, 10/12/2028(a)<br>| &nbsp;&nbsp; 4014586 |
|  |  | &nbsp;&nbsp; 134603388 |
|  | **Technology — 5.7%** | **Technology — 5.7%** |
| 2042000 | Black Pearl Compute LLC, 6.125%, 2/15/2031(a) | &nbsp;&nbsp; 2078341 |
| 4105000 | Block, Inc., 3.500%, 6/01/2031 | &nbsp;&nbsp; 3732863 |
| 128000 | Block, Inc., 6.500%, 5/15/2032 | &nbsp;&nbsp; 129169 |
| 21905000 | Broadcom, Inc., 5.200%, 7/15/2035 | &nbsp;&nbsp; 22075823 |
| 21164000 | CDW LLC/CDW Finance Corp., 5.550%, 8/22/2034 | &nbsp;&nbsp; 20798278 |
| 1795000 | Cipher Compute LLC, 7.125%, 11/15/2030(a) | &nbsp;&nbsp; 1859672 |
| 8035000 | &nbsp;&nbsp; Dell International LLC/EMC Corp., <br> 5.100%, 2/15/2036<br>| &nbsp;&nbsp; 7856655 |
| 69000 | Entegris, Inc., 3.625%, 5/01/2029(a) | &nbsp;&nbsp; 65583 |
| 15050000 | Entegris, Inc., 4.750%, 4/15/2029(a) | &nbsp;&nbsp; 14877395 |
| 64000 | Entegris, Inc., 5.950%, 6/15/2030(a) | &nbsp;&nbsp; 64404 |
| 11289000 | Fair Isaac Corp., 6.000%, 5/15/2033(a) | &nbsp;&nbsp; 11077008 |
| 4616000 | Flash Compute LLC, 7.250%, 12/31/2030(a) | &nbsp;&nbsp; 4647347 |
| 270000 | Imola Merger Corp., 4.750%, 5/15/2029(a) | &nbsp;&nbsp; 262422 |
| 98000 | Iron Mountain, Inc., 5.250%, 7/15/2030(a) | &nbsp;&nbsp; 95213 |
| 95000 | Iron Mountain, Inc., 7.000%, 2/15/2029(a) | &nbsp;&nbsp; 96825 |
| 3854000 | Leidos, Inc., 5.000%, 3/15/2036 | &nbsp;&nbsp; 3726075 |
| 20680000 | Leidos, Inc., 5.500%, 3/15/2035 | &nbsp;&nbsp; 21015600 |
| 11333000 | Leidos, Inc., 5.750%, 3/15/2033 | &nbsp;&nbsp; 11748190 |
| 5855000 | MSCI, Inc., 5.250%, 9/01/2035 | &nbsp;&nbsp; 5735302 |
| 4415000 | NetApp, Inc., 5.500%, 3/17/2032 | &nbsp;&nbsp; 4517305 |
| 3535000 | NetApp, Inc., 5.700%, 3/17/2035 | &nbsp;&nbsp; 3601244 |
| 5045000 | Open Text Corp., 3.875%, 2/15/2028(a) | &nbsp;&nbsp; 4857648 |
| 159000 | Open Text Corp., 3.875%, 12/01/2029(a) | &nbsp;&nbsp; 142091 |
| 1681000 | Open Text Corp., 6.900%, 12/01/2027(a) | &nbsp;&nbsp; 1725343 |
| 1498000 | Open Text Holdings, Inc., 4.125%, 2/15/2030(a) | &nbsp;&nbsp; 1338505 |
| 322000 | Oracle Corp., 3.950%, 3/25/2051 | &nbsp;&nbsp; 204037 |
| 20471000 | Oracle Corp., 5.200%, 9/26/2035 | &nbsp;&nbsp; 19201695 |
| 3357000 | Oracle Corp., 5.700%, 2/04/2036 | &nbsp;&nbsp; 3227716 |
| 8214000 | Oracle Corp., 5.950%, 9/26/2055 | &nbsp;&nbsp; 6910198 |
| 640000 | Oracle Corp., 6.000%, 8/03/2055 | &nbsp;&nbsp; 536565 |
| 9066000 | Oracle Corp., 6.700%, 2/04/2056 | &nbsp;&nbsp; 8414187 |
| 7873000 | Oracle Corp., 6.850%, 2/04/2066 | &nbsp;&nbsp; 7237822 |
| 3240000 | Paychex, Inc., 5.600%, 4/15/2035 | &nbsp;&nbsp; 3253998 |
| 15341000 | Salesforce, Inc., 5.550%, 3/15/2036 | &nbsp;&nbsp; 15293280 |
| 67000 | &nbsp;&nbsp; Science Applications International Corp., <br> 4.875%, 4/01/2028(a)<br>| &nbsp;&nbsp; 65937 |
| 66000 | &nbsp;&nbsp; Science Applications International Corp., <br> 5.875%, 11/01/2033(a)<br>| &nbsp;&nbsp; 64408 |
| 51000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 5.750%, 12/01/2034(a)<br>| &nbsp;&nbsp; 50948 |
| 50000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 5.875%, 7/15/2030(a)<br>| &nbsp;&nbsp; 50822 |
| 48000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 8.250%, 12/15/2029(a)<br>| &nbsp;&nbsp; 50409 |
| 1035000 | Sensata Technologies BV, 5.875%, 9/01/2030(a) | &nbsp;&nbsp; 1036871 |
| 2967000 | Sensata Technologies, Inc., 3.750%, 2/15/2031(a) | &nbsp;&nbsp; 2751952 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Technology — continued** | **Technology — continued** |
| $753000 | Sensata Technologies, Inc., 4.375%, 2/15/2030(a) | &nbsp;&nbsp; $720119 |
| 6610000 | Synopsys, Inc., 5.700%, 4/01/2055 | &nbsp;&nbsp; 6319707 |
| 7410000 | TD SYNNEX Corp., 5.300%, 10/10/2035 | &nbsp;&nbsp; 7178986 |
| 6549000 | TD SYNNEX Corp., 6.100%, 4/12/2034 | &nbsp;&nbsp; 6754906 |
| 5859000 | WULF Compute LLC, 7.750%, 10/15/2030(a) | &nbsp;&nbsp; 6191088 |
| 125000 | Zebra Technologies Corp., 6.500%, 6/01/2032(a) | &nbsp;&nbsp; 125852 |
|  |  | &nbsp;&nbsp; 243765804 |
|  | **Treasuries — 19.0%** | **Treasuries — 19.0%** |
| 224,159(g)<br>| &nbsp;&nbsp; Brazil Notas do Tesouro Nacional, <br> 10.000%, 1/01/2031, (BRL)<br>| &nbsp;&nbsp; 37847580 |
| 22560000 | &nbsp;&nbsp; Canada Government Bonds, 2.250%, 2/01/2028, <br> (CAD)<br>| &nbsp;&nbsp; 16052613 |
| 54692000 | &nbsp;&nbsp; Malaysia Government Bonds, 3.519%, 4/20/2028, <br> (MYR)<br>| &nbsp;&nbsp; 13584785 |
| 105778000 | &nbsp;&nbsp; Malaysia Government Bonds, 4.054%, 4/18/2039, <br> (MYR)<br>| &nbsp;&nbsp; 26480576 |
| 5,055,294(h)<br>| Mexico Bonos, 8.000%, 7/31/2053, (MXN) | &nbsp;&nbsp; 23340154 |
| 202417393 | &nbsp;&nbsp; Republic of South Africa Government Bonds, <br> 9.000%, 1/31/2040, (ZAR)<br>| &nbsp;&nbsp; 11233814 |
| 771482000 | &nbsp;&nbsp; Turkiye Government Bonds, 36.000%, 8/12/2026, <br> (TRY)<br>| &nbsp;&nbsp; 17056198 |
| 823975000 | &nbsp;&nbsp; Turkiye Government Bonds, 36.780%, 10/13/2027, <br> (TRY)<br>| &nbsp;&nbsp; 17953725 |
| 114417000 | U.S. Treasury Notes, 3.500%, 11/30/2030 | &nbsp;&nbsp; 112311906 |
| 250000000 | U.S. Treasury Notes, 3.500%, 2/28/2031 | &nbsp;&nbsp; 245156250 |
| 21130000 | U.S. Treasury Notes, 4.375%, 7/15/2027 | &nbsp;&nbsp; 21273618 |
| 247111400 | U.S. Treasury Notes, 4.875%, 10/31/2030(i) | &nbsp;&nbsp; 256735230 |
| 183162000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 8.000%, 10/29/2035, (UYU)<br>| &nbsp;&nbsp; 4566365 |
| 216454000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 8.500%, 3/15/2028, (UYU)<br>| &nbsp;&nbsp; 5470756 |
| 281405000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 9.750%, 7/20/2033, (UYU)<br>| &nbsp;&nbsp; 7666858 |
|  |  | &nbsp;&nbsp; 816730428 |
|  | **Wireless — 0.6%** | **Wireless — 0.6%** |
| 9135000 | Sprint Capital Corp., 8.750%, 3/15/2032 | &nbsp;&nbsp; 10862155 |
| 15530000 | T-Mobile USA, Inc., 4.700%, 1/15/2035 | &nbsp;&nbsp; 15020422 |
|  |  | &nbsp;&nbsp; 25882577 |
|  | **Wirelines — 0.0%** | **Wirelines — 0.0%** |
| 1016000 | AT&T, Inc., 5.125%, 4/30/2036 | &nbsp;&nbsp; 1003810 |
|  | &nbsp;&nbsp; Total Non-Convertible Bonds <br>(Identified Cost $3,720,681,584)<br>| &nbsp;&nbsp; 3629259201 |
| **Convertible Bonds — 0.3%** | **Convertible Bonds — 0.3%** | **Convertible Bonds — 0.3%** |
|  | **Cable Satellite — 0.3%** |  |
| 3256232 | &nbsp;&nbsp; EchoStar Corp., 3.875% PIK and/or 3.875% Cash, <br> 11/30/2030(d) <br>(Identified Cost $3,487,714)<br>| &nbsp;&nbsp; 11631586 |
| **Municipals — 0.7%** | **Municipals — 0.7%** | **Municipals — 0.7%** |
|  | **Virginia — 0.7%** | **Virginia — 0.7%** |
| 41590000 | &nbsp;&nbsp; Tobacco Settlement Financing Corp., <br> 6.706%, 6/01/2046 <br>(Identified Cost $40,982,732)<br>| &nbsp;&nbsp; 31624703 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $3,765,152,030)<br>| &nbsp;&nbsp; 3672515490 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| **Senior Loans — 6.2%** | **Senior Loans — 6.2%** | **Senior Loans — 6.2%** |
|  | **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** |
| $1690000 | &nbsp;&nbsp; TransDigm, Inc., 2026 Term Loan N, 1 mo. USD <br> SOFR + 2.500%, 6.168%, 2/13/2033(b)(j)<br>| &nbsp;&nbsp; $1690321 |
|  | **Automotive — 0.1%** | **Automotive — 0.1%** |
| 6375000 | &nbsp;&nbsp; Allison Transmission, Inc., 2025 Incremental <br> Term Loan B, 1 mo. USD SOFR + 1.750%, <br> 5.422%, 1/02/2033(b)(j)<br>| &nbsp;&nbsp; 6390938 |
|  | **Brokerage — 0.1%** | **Brokerage — 0.1%** |
| 2138346 | &nbsp;&nbsp; Citadel Securities LP, 2024 First Lien Term Loan, <br> 3 mo. USD SOFR + 2.000%, <br> 5.700%, 10/31/2031(b)(j)<br>| &nbsp;&nbsp; 2139543 |
|  | **Building Materials — 0.2%** | **Building Materials — 0.2%** |
| 6956916 | &nbsp;&nbsp; Advanced Drainage Systems, Inc., 2026 Term <br> Loan B, 1 mo. USD SOFR + 1.625%, <br> 5.298%, 2/28/2033(b)(j)<br>| &nbsp;&nbsp; 6978691 |
|  | **Chemicals — 0.2%** | **Chemicals — 0.2%** |
| 7865000 | &nbsp;&nbsp; Solstice Advanced Materials, Inc., Term Loan B, <br> 3 mo. USD SOFR + 1.750%, <br> 5.417%, 10/29/2032(b)(j)<br>| &nbsp;&nbsp; 7897797 |
|  | **Construction Machinery — 0.1%** | **Construction Machinery — 0.1%** |
| 1579080 | &nbsp;&nbsp; Terex Corp., 2025 Term Loan, 1 mo. USD SOFR + <br> 1.750%, 5.418%, 10/08/2031(b)(j)<br>| &nbsp;&nbsp; 1580075 |
| 1697013 | &nbsp;&nbsp; United Rentals, Inc., 2025 Repriced Term Loan B, <br> 1 mo. USD SOFR + 1.500%, <br> 5.168%, 2/14/2031(b)(j)<br>| &nbsp;&nbsp; 1701679 |
|  |  | &nbsp;&nbsp; 3281754 |
|  | **Consumer Cyclical Services — 0.2%** | **Consumer Cyclical Services — 0.2%** |
| 1035000 | &nbsp;&nbsp; Aramark Services, Inc., 2025 Repriced Term <br> Loan, 1 mo. USD SOFR + 1.750%, <br> 5.418%, 4/06/2028(b)(j)<br>| &nbsp;&nbsp; 1035000 |
| 9111992 | &nbsp;&nbsp; Aramark Services, Inc., 2025 Term Loan, 1 mo. <br> USD SOFR + 1.750%, 5.418%, 6/22/2030(b)(j)<br>| &nbsp;&nbsp; 9111992 |
|  |  | &nbsp;&nbsp; 10146992 |
|  | **Diversified Manufacturing — 0.1%** | **Diversified Manufacturing — 0.1%** |
| 2284247 | &nbsp;&nbsp; Resideo Funding, Inc., 2024 1st Lien Term Loan <br> B, 1 mo. USD SOFR + 2.000%, <br> 5.673%, 2/11/2028(b)(j)<br>| &nbsp;&nbsp; 2284247 |
| 2047097 | &nbsp;&nbsp; Resideo Funding, Inc., 2024 M&A 1st lien Term <br> Loan B, 6 mo. USD SOFR + 2.000%, <br> 5.641%, 6/13/2031(b)(j)<br>| &nbsp;&nbsp; 2035592 |
|  |  | &nbsp;&nbsp; 4319839 |
|  | **Electric — 0.5%** | **Electric — 0.5%** |
| 21516975 | &nbsp;&nbsp; NRG Energy, Inc., 2024 Term Loan, 3 mo. USD <br> SOFR + 1.750%, 5.521%, 4/16/2031(b)(j)<br>| &nbsp;&nbsp; 21540429 |
|  | **Environmental — 0.2%** | **Environmental — 0.2%** |
| 6802950 | &nbsp;&nbsp; Clean Harbors, Inc., 2025 Term Loan, 1 mo. USD <br> SOFR + 1.500%, 5.168%, 10/08/2032(b)(j)<br>| &nbsp;&nbsp; 6843768 |
|  | **Gaming — 0.6%** | **Gaming — 0.6%** |
| 5657850 | &nbsp;&nbsp; DK Crown Holdings, Inc., 2025 Term Loan B, <br> 1 mo. USD SOFR + 1.750%, <br> 5.419%, 3/04/2032(b)(j)<br>| &nbsp;&nbsp; 5647270 |
| 14249111 | &nbsp;&nbsp; Flutter Financing BV, 2024 Term Loan B, 3 mo. <br> USD SOFR + 1.750%, 5.450%, 11/30/2030(b)(j)<br>| &nbsp;&nbsp; 14070997 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Gaming — continued** | **Gaming — continued** |
| $5319800 | &nbsp;&nbsp; Flutter Financing BV, 2025 Term Loan B, 3 mo. <br> USD SOFR + 2.000%, 5.700%, 6/04/2032(b)(j)<br>| &nbsp;&nbsp; $5253303 |
| 517142 | &nbsp;&nbsp; Light & Wonder International, Inc., 2026 Term <br> Loan B, 1 mo. USD SOFR + 2.000%, <br> 5.675%, 4/16/2029(b)(j)<br>| &nbsp;&nbsp; 516712 |
|  |  | &nbsp;&nbsp; 25488282 |
|  | **Healthcare — 0.3%** | **Healthcare — 0.3%** |
| 1974955 | &nbsp;&nbsp; Bausch & Lomb Corp., 2025 Repriced Term Loan, <br> 1/15/2031(k)<br>| &nbsp;&nbsp; 1977424 |
| 1566082 | &nbsp;&nbsp; Bausch & Lomb Corp., 2025 Repriced Term Loan, <br> 1 mo. USD SOFR + 3.750%, <br> 7.418%, 1/15/2031(b)(j)<br>| &nbsp;&nbsp; 1568039 |
| 10569936 | &nbsp;&nbsp; DaVita, Inc., 2025 Term Loan B, 1 mo. USD SOFR <br> + 1.750%, 5.418%, 5/09/2031(b)(j)<br>| &nbsp;&nbsp; 10583149 |
|  |  | &nbsp;&nbsp; 14128612 |
|  | **Lodging — 0.6%** | **Lodging — 0.6%** |
| 7383321 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., 2023 Term <br> Loan B4, 1 mo. USD SOFR + 1.750%, <br> 5.429%, 11/08/2030(b)<br>| &nbsp;&nbsp; 7392550 |
| 20357400 | &nbsp;&nbsp; Wyndham Hotels & Resorts, Inc., 2024 Term <br> Loan, 1 mo. USD SOFR + 1.750%, <br> 5.418%, 5/24/2030(b)(j)<br>| &nbsp;&nbsp; 20411144 |
|  |  | &nbsp;&nbsp; 27803694 |
|  | **Media Entertainment — 0.2%** | **Media Entertainment — 0.2%** |
| 8630000 | &nbsp;&nbsp; Electronic Arts, Inc., USD Term Loan B, <br> 3/24/2033(k)<br>| &nbsp;&nbsp; 8576062 |
|  | **Metals & Mining — 0.2%** | **Metals & Mining — 0.2%** |
| 7980894 | &nbsp;&nbsp; Novelis Corp., 2025 Term Loan B, 3 mo. USD <br> SOFR + 1.750%, 5.450%, 3/11/2032(b)(j)<br>| &nbsp;&nbsp; 7977542 |
|  | **Paper — 0.3%** | **Paper — 0.3%** |
| 10850482 | &nbsp;&nbsp; Asplundh Tree Expert LLC, 2024 Incremental <br> Term Loan B, 1 mo. USD SOFR + 1.750%, <br> 5.418%, 5/23/2031(b)<br>| &nbsp;&nbsp; 10869471 |
|  | **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** |
| 14445000 | &nbsp;&nbsp; BioMarin Pharmaceutical, Inc., Term Loan B, <br> 1/28/2033(k)<br>| &nbsp;&nbsp; 14399932 |
|  | **Property & Casualty Insurance — 0.6%** | **Property & Casualty Insurance — 0.6%** |
| 4590558 | &nbsp;&nbsp; Amynta Agency Borrower, Inc., 2026 Repriced <br> Term Loan B, 12/29/2031(k)<br>| &nbsp;&nbsp; 4517614 |
| 15280275 | &nbsp;&nbsp; Ardonagh Midco 3 PLC, 2024 USD Term Loan B, <br> USD SOFR + 2.750%, 6.374%, 2/15/2031(b)(j)<br>| &nbsp;&nbsp; 14907895 |
| 304214 | &nbsp;&nbsp; Baldwin Insurance Group Holdings LLC, 2025 <br> Term Loan B2, 1 mo. USD SOFR + 2.500%, <br> 6.178%, 5/26/2031(b)(j)<br>| &nbsp;&nbsp; 298638 |
| 1490138 | &nbsp;&nbsp; Ryan Specialty Group LLC, 2024 USD Term Loan <br> B, 1 mo. USD SOFR + 2.000%, <br> 5.668%, 9/15/2031(b)(j)<br>| &nbsp;&nbsp; 1486412 |
| 2786874 | &nbsp;&nbsp; Truist Insurance Holdings LLC, 2024 Term Loan <br> B, 3 mo. USD SOFR + 2.750%, <br> 6.450%, 5/06/2031(b)(j)<br>| &nbsp;&nbsp; 2744207 |
|  |  | &nbsp;&nbsp; 23954766 |
|  | **Retailers — 0.1%** | **Retailers — 0.1%** |
| 3129479 | &nbsp;&nbsp; PetSmart, Inc., 2025 USD Term Loan B, <br> 8/18/2032(k)<br>| &nbsp;&nbsp; 3105225 |
| 1740788 | &nbsp;&nbsp; PetSmart, Inc., 2025 USD Term Loan B, 1 mo. <br> USD SOFR + 4.000%, 7.675%, 8/18/2032(b)(j)<br>| &nbsp;&nbsp; 1727297 |
|  |  | &nbsp;&nbsp; 4832522 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Technology — 1.2%** | **Technology — 1.2%** |
| $4454000 | &nbsp;&nbsp; CACI International, Inc., 2026 Incremental Term <br> Loan B2, 3/09/2033(k)<br>| &nbsp;&nbsp; $4448432 |
| 2011719 | &nbsp;&nbsp; Ciena Corp., 2025 Repriced Term Loan B, 1 mo. <br> USD SOFR + 1.750%, 5.425%, 10/24/2030(b)(j)<br>| &nbsp;&nbsp; 2010874 |
| 1771055 | &nbsp;&nbsp; Darktrace PLC, 1st Lien Term Loan, 3 mo. USD <br> SOFR + 3.250%, 6.898%, 10/09/2031(b)<br>| &nbsp;&nbsp; 1691588 |
| 15399901 | &nbsp;&nbsp; Dayforce, Inc., 2026 Term Loan, 3 mo. USD SOFR <br> + 3.000%, 6.663%, 2/04/2033(b)(j)<br>| &nbsp;&nbsp; 14548594 |
| 8990390 | &nbsp;&nbsp; Open Text Corp., 2023 Term Loan B, 1 mo. USD <br> SOFR + 1.750%, 5.418%, 1/31/2030(b)(j)<br>| &nbsp;&nbsp; 8784870 |
| 20143842 | &nbsp;&nbsp; Trans Union LLC, 2024 Term Loan B8, 3 mo. USD <br> SOFR + 1.750%, 5.450%, 6/24/2031(b)(j)<br>| &nbsp;&nbsp; 20021569 |
|  |  | &nbsp;&nbsp; 51505927 |
|  | **Wireless — 0.1%** | **Wireless — 0.1%** |
| 4685557 | &nbsp;&nbsp; SBA Senior Finance II LLC, 2024 Term Loan B, <br> 1 mo. USD SOFR + 1.750%, <br> 5.420%, 1/25/2031(b)(j)<br>| &nbsp;&nbsp; 4699239 |
|  | &nbsp;&nbsp; Total Senior Loans <br>(Identified Cost $267,211,565)<br>| &nbsp;&nbsp; 265466121 |
| **Equity-Linked Notes — 4.1%** | **Equity-Linked Notes — 4.1%** | **Equity-Linked Notes — 4.1%** |
| 4436145 | &nbsp;&nbsp; Barclays Bank PLC, (Yum! Brands, Inc.), <br> 9.570%, 8/21/2026(a)<br>| &nbsp;&nbsp; 4498882 |
| 6738830 | &nbsp;&nbsp; Barclays Bank PLC, (Hilton Worldwide Holdings, <br> Inc.), 10.690%, 10/20/2026(a)<br>| &nbsp;&nbsp; 6854916 |
| 6791062 | &nbsp;&nbsp; Barclays Bank PLC, (Honeywell International, <br> Inc.), 11.390%, 4/29/2026(a)<br>| &nbsp;&nbsp; 7007325 |
| 4434550 | &nbsp;&nbsp; Barclays Bank PLC, (Cheniere Energy, Inc.), <br> 12.000%, 1/28/2027(a)<br>| &nbsp;&nbsp; 4588269 |
| 4461332 | &nbsp;&nbsp; Barclays Bank PLC, (Trane Technologies PLC), <br> 12.120%, 5/13/2026(a)<br>| &nbsp;&nbsp; 4305576 |
| 4419749 | &nbsp;&nbsp; Barclays Bank PLC, (AutoZone, Inc.), <br> 12.310%, 12/18/2026(a)<br>| &nbsp;&nbsp; 4028829 |
| 4322606 | &nbsp;&nbsp; Barclays Bank PLC, (Amazon.com, Inc.), <br> 15.250%, 3/25/2027(a)<br>| &nbsp;&nbsp; 4281751 |
| 4401853 | &nbsp;&nbsp; Barclays Bank PLC, (Palo Alto Networks, Inc.), <br> 15.350%, 2/11/2027(a)<br>| &nbsp;&nbsp; 4010421 |
| 4493063 | &nbsp;&nbsp; Barclays Bank PLC, (Adobe, Inc.), <br> 17.110%, 6/09/2026(a)<br>| &nbsp;&nbsp; 3291351 |
| 4387265 | &nbsp;&nbsp; Barclays Bank PLC, (Microsoft Corp.), <br> 18.340%, 5/28/2026(a)<br>| &nbsp;&nbsp; 3510324 |
| 4424853 | &nbsp;&nbsp; Barclays Bank PLC, (Arista Networks, Inc.), <br> 21.330%, 3/04/2027(a)<br>| &nbsp;&nbsp; 4235314 |
| 4421346 | &nbsp;&nbsp; Barclays Bank PLC, (Estee Lauder Companies, <br> Inc.), 22.940%, 9/10/2026(a)<br>| &nbsp;&nbsp; 3357353 |
| 3518694 | &nbsp;&nbsp; Barclays Bank PLC, (Reddit, Inc.), <br> 36.380%, 7/23/2026(a)<br>| &nbsp;&nbsp; 2382702 |
| 6707801 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Kroger Co.), <br> 11.370%, 10/06/2026(a)<br>| &nbsp;&nbsp; 6753344 |
| 6709602 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Visa, Inc.), <br> 12.010%, 4/01/2026(a)<br>| &nbsp;&nbsp; 5904847 |
| 6676807 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Kinder Morgan, <br> Inc.), 12.270%, 6/25/2026(a)<br>| &nbsp;&nbsp; 6916504 |
| 4352720 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Walt Disney Co.), <br> 12.410%, 1/21/2027(a)<br>| &nbsp;&nbsp; 3941263 |
| 4394836 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Eaton Corp. PLC), <br> 13.580%, 1/14/2027(a)<br>| &nbsp;&nbsp; 4389706 |
| 4389967 | &nbsp;&nbsp; BNP Paribas Issuance BV, (McKesson Corp.), <br> 15.650%, 6/17/2026(a)<br>| &nbsp;&nbsp; 4437269 |
| 4547411 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Crowdstrike <br> Holdings, Inc.), 17.830%, 5/26/2026(a)<br>| &nbsp;&nbsp; 4078242 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $4093036 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (Home <br> Depot, Inc.), 13.340%, 8/06/2026(a)<br>| &nbsp;&nbsp; $3718337 |
| 4413999 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (EOG <br> Resources, Inc.), 14.010%, 2/18/2027(a)<br>| &nbsp;&nbsp; 4627781 |
| 4405301 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (United <br> Rentals, Inc.), 15.650%, 2/25/2027(a)<br>| &nbsp;&nbsp; 3888793 |
| 4397184 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (Ebay, <br> Inc.), 17.290%, 9/17/2026(a)<br>| &nbsp;&nbsp; 4223151 |
| 6534128 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., <br> (Carnival Corp.), 18.240%, 8/04/2026(a)<br>| &nbsp;&nbsp; 5840555 |
| 4407040 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (Palo <br> Alto Networks, Inc.), 18.370%, 7/01/2026(a)<br>| &nbsp;&nbsp; 3814438 |
| 3546319 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., <br> (AngloGold Ashanti PLC), 24.180%, 2/04/2027(a)<br>| &nbsp;&nbsp; 3514392 |
| 3561800 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., <br> (Coinbase Global, Inc.), 25.010%, 1/07/2027(a)<br>| &nbsp;&nbsp; 2678783 |
| 4415540 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (Dollar <br> Tree, Inc.), 25.610%, 9/24/2026(a)<br>| &nbsp;&nbsp; 4240340 |
| 6860496 | &nbsp;&nbsp; GS Finance Corp., MTN, (GE Vernova, Inc.), <br> 18.830%, 11/04/2026(a)<br>| &nbsp;&nbsp; 7128565 |
| 6729930 | &nbsp;&nbsp; GS Finance Corp., MTN, (Chipotle Mexican Grill, <br> Inc.), 19.980%, 4/15/2026(a)<br>| &nbsp;&nbsp; 5513764 |
| 4332066 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (Visa Inc.), <br> 13.440%, 10/01/2026(a)<br>| &nbsp;&nbsp; 4332066 |
| 6732042 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (Netflix, Inc.), <br> 15.650%, 7/14/2026(a)<br>| &nbsp;&nbsp; 5691264 |
| 5289427 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (NVIDIA Corp.), <br> 17.210%, 12/02/2026(a)<br>| &nbsp;&nbsp; 5074573 |
| 6686595 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (EQT Midstream <br> Partners LP), 17.970%, 4/28/2026(a)<br>| &nbsp;&nbsp; 6932026 |
| 3515948 | &nbsp;&nbsp; Nomura America Finance LLC, (ServiceNow, <br> Inc.), 20.200%, 3/18/2027(a)<br>| &nbsp;&nbsp; 3229812 |
| 6779574 | UBS AG, (ResMed, Inc.), 12.250%, 11/18/2026(a) | &nbsp;&nbsp; 5908872 |
| 4434069 | UBS AG, (Eli Lilly and Co.), 13.900%, 9/03/2026(a) | &nbsp;&nbsp; 4579840 |
|  | &nbsp;&nbsp; Total Equity-Linked Notes <br>(Identified Cost $190,164,986)<br>| &nbsp;&nbsp; 177711540 |
| **Collateralized Loan Obligations — 1.9%** | **Collateralized Loan Obligations — 1.9%** | **Collateralized Loan Obligations — 1.9%** |
| 9977000 | &nbsp;&nbsp; 522 Funding CLO Ltd., Series 2018-3A, Class DR, <br> 3 mo. USD SOFR + 3.362%, <br> 7.029%, 10/20/2031(a)(b)<br>| &nbsp;&nbsp; 9979245 |
| 7865000 | &nbsp;&nbsp; Birch Grove CLO 9 Ltd., Series 2024-9A, <br> Class A1, 3 mo. USD SOFR + 1.400%, <br> 5.069%, 10/22/2037(a)(b)<br>| &nbsp;&nbsp; 7870968 |
| 4080000 | &nbsp;&nbsp; Elmwood CLO VIII Ltd., Series 2021-1A, Class DR, <br> 3 mo. USD SOFR + 3.800%, <br> 7.468%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 4082016 |
| 10050000 | &nbsp;&nbsp; Fort Greene Park CLO LLC, Series 2025-2A, <br> Class DR, 3 mo. USD SOFR + 2.350%, <br> 6.019%, 4/22/2034(a)(b)<br>| &nbsp;&nbsp; 9758369 |
| 8760000 | &nbsp;&nbsp; LCM 30 Ltd., Series 30A, Class BR, 3 mo. USD <br> SOFR + 1.762%, 5.429%, 4/20/2031(a)(b)<br>| &nbsp;&nbsp; 8721989 |
| 1260000 | &nbsp;&nbsp; Madison Park Funding XXXI Ltd., <br> Series 2018-31A, Class D1R, 3 mo. USD SOFR + <br> 3.300%, 6.971%, 7/23/2037(a)(b)<br>| &nbsp;&nbsp; 1204605 |
| 9215000 | &nbsp;&nbsp; Neuberger Berman CLO XX Ltd., <br> Series 2015-20A, Class BR3, 3 mo. USD SOFR + <br> 1.500%, 5.172%, 4/15/2039(a)(b)<br>| &nbsp;&nbsp; 9191594 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $12430000 | &nbsp;&nbsp; OHA Credit Funding 3 Ltd., Series 2019-3A, <br> Class B1R2, 3 mo. USD SOFR + 1.600%, <br> 5.268%, 1/20/2038(a)(b)<br>| &nbsp;&nbsp; $12434786 |
| 8895000 | &nbsp;&nbsp; Palmer Square BDC CLO 1 Ltd., Series 1A, <br> Class A, 3 mo. USD SOFR + 1.600%, <br> 5.272%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 8898620 |
| 6280000 | &nbsp;&nbsp; Palmer Square BDC CLO 1 Ltd., Series 1A, <br> Class B1, 3 mo. USD SOFR + 2.150%, <br> 5.822%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 6295047 |
| 2135000 | &nbsp;&nbsp; Vibrant CLO XIV Ltd., Series 2021-14A, Class C, <br> 3 mo. USD SOFR + 4.012%, <br> 7.679%, 10/20/2034(a)(b)<br>| &nbsp;&nbsp; 2101298 |
|  | &nbsp;&nbsp; Total Collateralized Loan Obligations <br>(Identified Cost $80,947,000)<br>| &nbsp;&nbsp; 80538537 |

---

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount/** <br>**Shares** <br>|  |  |
| **Private Credit — 0.8%** | **Private Credit — 0.8%** | **Private Credit — 0.8%** |
|  | **ABS Other — 0.1%** | **ABS Other — 0.1%** |
| $5400000 | &nbsp;&nbsp; Chol Aviation Capital Ltd., <br> 7.134%, 8/30/2034(b)(l)(m)<br>| &nbsp;&nbsp; 5211167 |
|  | **Banking — 0.5%** | **Banking — 0.5%** |
| 11100000 | &nbsp;&nbsp; AP Bosphorus Holdings Ltd., <br> 6.274%, 12/15/2037(l)<br>| &nbsp;&nbsp; 10950792 |
| 10750000 | &nbsp;&nbsp; Bosphorous Financial Services Ltd., <br> 5.823%, 2/15/2033(l)(m)<br>| &nbsp;&nbsp; 10530955 |
|  |  | &nbsp;&nbsp; 21481747 |
|  | **Building Materials — 0.2%** | **Building Materials — 0.2%** |
| 875 | QXO, Inc., 4.750%(f)(l)(m)(n)(o) | &nbsp;&nbsp; 9915763 |
|  | &nbsp;&nbsp; Total Private Credit <br>(Identified Cost $36,000,000)<br>| &nbsp;&nbsp; 36608677 |

---

&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>|  |  |
| **Preferred Stocks — 0.1%** | **Preferred Stocks — 0.1%** | **Preferred Stocks — 0.1%** |
| **Non-Convertible Preferred Stocks — 0.1%** | **Non-Convertible Preferred Stocks — 0.1%** | **Non-Convertible Preferred Stocks — 0.1%** |
|  | **Home Construction — 0.0%** | **Home Construction — 0.0%** |
| 52867 | Hovnanian Enterprises, Inc., 7.625% | &nbsp;&nbsp; 1083774 |
|  | **Office REITs — 0.1%** | **Office REITs — 0.1%** |
| 2318 | Highwoods Properties, Inc., Series A, 8.625%, (l) | &nbsp;&nbsp; 2061350 |
|  | &nbsp;&nbsp; Total Non-Convertible Preferred Stocks <br>(Identified Cost $2,646,056)<br>| &nbsp;&nbsp; 3145124 |
|  | &nbsp;&nbsp; Total Preferred Stocks <br>(Identified Cost $2,646,056)<br>| &nbsp;&nbsp; 3145124 |
| **Common Stocks— 0.0%** | **Common Stocks— 0.0%** | **Common Stocks— 0.0%** |
|  | **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** |
| 23310 | &nbsp;&nbsp; Country Garden Holdings Co. Ltd.(f) <br>(Identified Cost $1,198)<br>| &nbsp;&nbsp; 954 |
|  | &nbsp;&nbsp; Total Purchased Options — 0.0% <br>(Identified Cost $48,030) (see details below)<br>| &nbsp;&nbsp; 37893 |

---

------

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>| **Description** | **Value (†)** |
| **Short-Term Investments — 1.5%** | **Short-Term Investments — 1.5%** | **Short-Term Investments — 1.5%** |
| $65279943 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, dated 3/31/2026 at <br> 2.150% to be repurchased at $65,283,842 on <br> 4/01/2026 collateralized by $66,952,900 <br> U.S. Treasury Note, 3.375% due 9/15/2027 valued <br> at $66,585,687 including accrued interest(p) <br>(Identified Cost $65,279,943)<br>| &nbsp;&nbsp; $65279943 |
|  | &nbsp;&nbsp; Total Investments — 99.9% <br>(Identified Cost $4,407,450,808)<br>| &nbsp;&nbsp; 4301304279 |
|  | Other assets less liabilities — 0.1% | &nbsp;&nbsp; 2507310 |
|  | Net Assets — 100.0% | &nbsp;&nbsp; $4303811589 |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Options — 0.0%** | **Purchased Options — 0.0%** | **Purchased Options — 0.0%** | **Purchased Options — 0.0%** | **Purchased Options — 0.0%** | **Purchased Options — 0.0%** | **Purchased Options — 0.0%** |
| **Description** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp;&nbsp; **Exercise** <br>**Price**<br>| **Shares** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Cost** | **Value (†)** |
| **Options on Futures — 0.0%** | **Options on Futures — 0.0%** | **Options on Futures — 0.0%** | **Options on Futures — 0.0%** | **Options on Futures — 0.0%** | **Options on Futures — 0.0%** | **Options on Futures — 0.0%** |
| CBOT 5 Year U.S. Treasury Notes, Put | 4/24/2026 | 103 | &nbsp;&nbsp;&nbsp; 4850000 | &nbsp;&nbsp;&nbsp; $524671487 | &nbsp;&nbsp;&nbsp; $48030 | &nbsp;&nbsp;&nbsp; $37893 |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Written Options — (0.1%)** | **Written Options — (0.1%)** | **Written Options — (0.1%)** | **Written Options — (0.1%)** | **Written Options — (0.1%)** | **Written Options — (0.1%)** | **Written Options — (0.1%)** |
| **Description** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp;&nbsp; **Exercise** <br>**Price**<br>| **Shares** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Premiums** <br>**(Received)**<br>| **Value (†)** |
| **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** |
| CBOT 5 Year U.S. Treasury Notes, Put | 4/24/2026 | 108.25 | &nbsp;&nbsp;&nbsp; (4850000)<br>| &nbsp;&nbsp;&nbsp; $(524671487)<br>| &nbsp;&nbsp;&nbsp; $(1025387)<br>| &nbsp;&nbsp;&nbsp; $(2538674)<br>|

---

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

------

---

| | |
|:---|:---|
| (†) | &nbsp;&nbsp;&nbsp; Registered investment companies are required to value portfolio investments using an unadjusted, readily available market quotation. The Fund obtains <br> readily available market quotations from independent pricing services. Fund investments for which readily available market quotations are not available <br> are priced at fair value pursuant to the Fund's Valuation Procedures. The Board of Trustees has approved a valuation designee who is subject to the <br> Board's oversight. <br>Unadjusted readily available market quotations that are utilized for exchange traded equity securities (including shares of closed-end investment <br> companies and exchange-traded funds) include the last sale price quoted on the exchange where the security is traded most extensively. Futures <br> contracts are valued at the closing settlement price on the exchange on which the valuation designee believes that, over time, they are traded most <br> extensively. Options on futures contracts are valued using the current settlement price on the exchange on which, 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 service <br> or bid prices obtained from broker-dealers. Equity-linked notes are fair valued at bid prices supplied by an independent pricing service. Senior loans <br> and collateralized loan obligations ("CLOs") are fair valued at bid prices supplied by an independent pricing service, if available. Broker-dealer bid prices <br> may be used to fair value debt, unlisted equities, senior loans and CLOs where an independent pricing service is unable to price an investment or where <br> an independent pricing service does not provide a reliable price for the investment. Forward foreign currency contracts are fair valued utilizing <br> interpolated rates determined based on information provided by an independent pricing service. <br>The Fund may also fair value investments in other circumstances such as when extraordinary events occur after the close of a foreign market, but prior <br> to the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of bankruptcy or a delisting <br> of the issuer's security from the primary market on which it has traded) as well as events affecting the securities markets in general (such as market <br> disruptions or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation designee may, <br> among other things, use modeling tools or other processes that may take into account factors such as issuer specific information, or other related <br> market activity and/or information that occurred after the close of the foreign market but before the time the Fund's NAV is calculated. Fair valuation by <br> the Fund's valuation designee may require subjective determinations about the value of the investment, and fair values used to determine a Fund's NAV <br> may differ from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the use of fair value pricing <br> may not always result in adjustments to the prices of investments held by a Fund. <br>The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and liabilities denominated in <br> currencies other than U.S. dollars, if any, are translated into U.S. dollars based upon foreign exchange rates prevailing at the end of the period. <br>|

---

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

---

| | |
|:---|:---|
| (‡) | Principal Amount stated in U.S. dollars unless otherwise noted. |
| (a) | &nbsp;&nbsp;&nbsp; All or a portion of these securities are exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in <br> transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, the value of Rule 144A holdings amounted to <br> $1,894,677,378 or 44.0% of net assets.<br>|
| (b) | &nbsp;&nbsp;&nbsp; Variable rate security. Rate as of March 31, 2026 is disclosed. Issuers comprised of various lots with differing coupon rates have been aggregated for <br> the purpose of presentation in the Portfolio of Investments and show a weighted average rate. Certain variable rate securities are not based on a <br> published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. These securities may <br> not indicate a reference rate and/or spread in their description.<br>|
| (c) | Perpetual bond with no specified maturity date. |
| (d) | Payment–in–kind security for which the issuer, at each interest payment date, may make interest payments in cash and/or additional principal. |
| (e) | The issuer is in default with respect to interest and/or principal payments. Income is not being accrued. |
| (f) | Non-income producing security. |
| (g) | Amount shown represents units. One unit represents a principal amount of 1,000. |
| (h) | Amount shown represents units. One unit represents a principal amount of 100. |
| (i) | Security (or a portion thereof) has been pledged as collateral for open derivative contracts. |
| (j) | &nbsp;&nbsp;&nbsp; Stated interest rate has been determined in accordance with the provisions of the loan agreement and is subject to a minimum benchmark floor rate <br> which may range from 0.00% to 0.50%, to which the spread is added.<br>|
| (k) | &nbsp;&nbsp;&nbsp; Position is unsettled. Contract rate was not determined at March 31, 2026 and does not take effect until settlement date. Maturity date is not finalized <br> until settlement date.<br>|
| (l) | Level 3 security. Value has been determined using significant unobservable inputs. |
| (m) | Securities subject to restriction on resale. At March 31, 2026, the restricted securities held by the Fund are as follows: |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Acquisition** <br>**Date**<br>| &nbsp;&nbsp; **Acquisition** <br>**Cost**<br>| **Value** | &nbsp;&nbsp; **% of** <br>**Net Assets**<br>|
| Bosphorous Financial Services Ltd. | 1/20/2026 | $10750000 | $10530955 | 0.2% |
| Chol Aviation Capital Ltd. | 2/10/2026 | 5400000 | 5211167 | 0.1% |
| QXO, Inc. | 1/12/2026 | 8750000 | 9915763 | 0.2% |

---

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

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

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

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

---

| | |
|:---|:---|
| ABS | Asset-Backed Securities |
| MTN | Medium Term Note |
| PIK | Payment-in-Kind |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |

---

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

---

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

---

**Futures Contracts**

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

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

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 10 Year U.S. Treasury Notes Futures | 6/18/2026 | 3796 | &nbsp;&nbsp;&nbsp; $429760083 | &nbsp;&nbsp;&nbsp; $421533938 | &nbsp;&nbsp;&nbsp; $(8226145)<br>|
| CBOT 5 Year U.S. Treasury Notes Futures | 6/30/2026 | 27734 | &nbsp;&nbsp;&nbsp; 3043774162 | &nbsp;&nbsp;&nbsp; 3000255467 | &nbsp;&nbsp;&nbsp; (43518695)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $(51744840)<br>|

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 2 Year U.S. Treasury Notes Futures | 6/30/2026 | 528 | &nbsp;&nbsp;&nbsp; $110324271 | &nbsp;&nbsp;&nbsp; $109531125 | &nbsp;&nbsp;&nbsp; $793146 |
| CBOT U.S. Long Bond Futures | 6/18/2026 | 701 | &nbsp;&nbsp;&nbsp; 82452893 | &nbsp;&nbsp;&nbsp; 79826375 | &nbsp;&nbsp;&nbsp; 2626518 |
| CBOT Ultra Long-Term U.S. Treasury Bond Futures | 6/18/2026 | 1156 | &nbsp;&nbsp;&nbsp; 138121348 | &nbsp;&nbsp;&nbsp; 134746250 | &nbsp;&nbsp;&nbsp; 3375098 |
| Ultra 10 Year U.S. Treasury Notes Futures | 6/18/2026 | 9672 | &nbsp;&nbsp;&nbsp; 1122536082 | &nbsp;&nbsp;&nbsp; 1097923125 | &nbsp;&nbsp;&nbsp; 24612957 |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $31407719 |

---

------

**Fair Value Measurements**

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

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

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Bonds and Notes(a) | $— | $3672515490 | $— | $3672515490 |
| Senior Loans(a) |  | 265466121 |  | 265466121 |
| Equity-Linked Notes |  | 177711540 |  | 177711540 |
| Collateralized Loan Obligations |  | 80538537 |  | 80538537 |
| Private Credit |  |  |  |  |
| &nbsp;&nbsp;&nbsp; ABS Other |  |  | 5211167 | 5211167 |
| &nbsp;&nbsp;&nbsp; Banking |  |  | 21481747 | 21481747 |
| &nbsp;&nbsp;&nbsp; Building Materials |  |  | 9915763 | 9915763 |
| Total Private Credit |  |  | 36608677 | 36608677 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Home Construction | 1083774 |  |  | 1083774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Office REITs |  |  | 2061350 | 2061350 |
| &nbsp;&nbsp;&nbsp; Total Non-Convertible Preferred Stocks | 1083774 |  | 2061350 | 3145124 |
| Total Preferred Stocks | 1083774 |  | 2061350 | 3145124 |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Real Estate Management & Development |  | 954 |  | 954 |
| Short-Term Investments |  | 65279943 |  | 65279943 |
| Purchased Options(a) | 37893 |  |  | 37893 |
| Total Investments | 1121667 | 4261512585 | 38670027 | 4301304279 |
| Futures Contracts (unrealized appreciation) | 31407719 |  |  | 31407719 |
| Total | $32529386 | $4261512585 | $38670027 | $4332711998 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Written Options(a) | $(2538674)<br>| $— | $— | $(2538674)<br>|
| Futures Contracts (unrealized depreciation) | (51744840)<br>|  |  | (51744840)<br>|
| Total | $(54283514)<br>| $— | $— | $(54283514)<br>|

---

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

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

------

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Investments in Securities | Balance as of <br>December 31, <br>2025<br>| Accrued <br>Discounts <br>(Premiums)<br>| Realized <br>Gain (Loss)<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation)<br>| Purchases | Sales | Transfers <br>into <br>Level 3<br>| Transfers <br>out of <br>Level 3<br>| Balance as of <br>March 31, <br>2026<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation) <br>from <br>Investments <br>Still Held at <br>March 31, <br>2026<br>|
| Private Credit |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; ABS Other | $— | $— | $— | $(188833)<br>| $5400000 | $— | $— | $— | $5211167 | $(188833)<br>|
| &nbsp;&nbsp;&nbsp; Banking |  |  |  | (368253)<br>| 21850000 |  |  |  | 21481747 | (368253)<br>|
| &nbsp;&nbsp;&nbsp; Building Materials |  |  |  | 1165763 | 8750000 |  |  |  | 9915763 | 1165763 |
| Preferred Stocks |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Preferred Stocks |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Office REITs | 2068666 |  |  | (7316)<br>|  |  |  |  | 2061350 | (7316)<br>|
| Total | $2068666 | $— | $— | $601361 | $36000000 | $— | $— | $— | $38670027 | $601361 |

---

------

## 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 I

- **b. Investment Company Act file number:** 811-08282

- **c. CIK number of Registrant:** 0000917469

- **d. LEI of Registrant:** 549300826G7KS737WZ11

- **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 Income Fund

- **b. EDGAR series identifier (if any):** S000006638

- **c. LEI of Series:** 838ITZYUJVZNC19KWD64

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4361327213.55

**Total Liabilities:** $56977562.21

**Net Assets:** $4304349651.34

**Cash Not Reported:** $22219502.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3080.27000000 | **1-Year:** -81797.65000000 | **5-Year:** -422236.24000000 | **10-Year:** -533613.19000000 | **30-Year:** -154039.30000000

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

- **3-Month:** -6740.68000000 | **1-Year:** -78421.48000000 | **5-Year:** -211693.29000000 | **10-Year:** -110382.30000000 | **30-Year:** -17748.23000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018122 | 0.42%                | 1.16%                | -2.25%               |
| Class ID C000018123 | 0.33%                | 1.15%                | -2.21%               |
| Class ID C000018124 | 0.39%                | 1.13%                | -2.32%               |
| Class ID C000125493 | 0.43%                | 1.17%                | -2.25%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-27533209.04            | $17584484.80                               |
| Month 2  | $3934978.74              | $22677394.70                               |
| Month 3  | $11700068.24             | $-109304138.58                             |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                              | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                          | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    215000 | PA      | $197378.60    | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | 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        |   8390000 | PA      | $8347320.07   | 0.19%             | 2029-08-15      | Fixed         | 11.50%                | 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        |   9161449 | PA      | $9228933.45   | 0.21%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Altde Trust                                       | ALTDE 2025-1 Trust                                                               | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4480298 | PA      | $4507007.07   | 0.10%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AP BOSPHORUS HLDGS LTD                            | AP BOSPHORUS HLDGS LTD                                                           | CUSIP: 00188MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  11100000 | PA      | $10950792.69  | 0.25%             | 2037-12-15      | Fixed         | 6.27%                 | No            |                  3 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                            | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $117555.10    | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1003809.83   | 0.02%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                     | ADVANCED DRAINAGE SYSTEMS INC 2026 TERM LOAN B                                   | CUSIP: 00769QAK9<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | LON              | CORP              | US        |   6956916 | PA      | $6978691.24   | 0.16%             | 2033-02-28      | Floating      | 5.30%                 | 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        |  14055000 | PA      | $13660372.99  | 0.32%             | 2034-09-10      | Fixed         | 4.95%                 | 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        |  17886000 | PA      | $18167618.65  | 0.42%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4650580.79   | 0.11%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AGFC CAPITAL TRUST I                              | AGFC Capital Trust I                                                             | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1253901.40   | 0.03%             | 2067-01-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  17166000 | PA      | $17056937.54  | 0.40%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                           | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6235000 | PA      | $6384130.41   | 0.15%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   6770000 | PA      | $7052274.41   | 0.16%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   4170000 | PA      | $4080900.78   | 0.09%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6682000 | PA      | $6738877.65   | 0.16%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                          | Allison Transmission Inc 2025 Incremental Term Loan B                            | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |   6375000 | PA      | $6390937.50   | 0.15%             | 2033-01-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALTA WIND HOLDINGS LLC                            | Alta Wind Holdings LLC                                                           | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26239492 | PA      | $24891365.52  | 0.58%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                   | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   6137000 | PA      | $6081068.85   | 0.14%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-4                              | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2030000 | PA      | $2041225.70   | 0.05%             | 2031-08-12      | Fixed         | 5.34%                 | 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        |   2045000 | PA      | $2062867.78   | 0.05%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                  | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96555.94     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                            | Anglo American Capital PLC                                                       | CUSIP: 034863BJ8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2018000 | PA      | $1973161.82   | 0.05%             | 2036-03-19      | Fixed         | 5.25%                 | 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        |   9470000 | PA      | $9546387.86   | 0.22%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                        | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15290000 | PA      | $15293398.97  | 0.36%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   4705000 | PA      | $4732299.77   | 0.11%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2792129.65   | 0.06%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  13775000 | PA      | $13660956.09  | 0.32%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2019-A                                                        | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785342 | PA      | $768649.01    | 0.02%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                              | Aramark Services Inc 2025 Repriced Term Loan                                     | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1035000 | PA      | $1035000.00   | 0.02%             | 2028-04-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                              | Aramark Services Inc 2025 Term Loan                                              | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   9111992 | PA      | $9111992.38   | 0.21%             | 2030-06-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARC FALCON I INC/ARCL/HO                          | ARC Falcon I Inc / Arclin USA LLC / New Arclin US Holding Corp                   | CUSIP: 03881HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4917000 | PA      | $4729613.13   | 0.11%             | 2033-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                        | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    187000 | PA      | $191608.24    | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $202343.40    | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Arixa Mortgage Trust                              | Arixa Mortgage Trust 2025-RTL1                                                   | CUSIP: 04046BAA1<br>LEI: 254900Q4SU6C9E56ZJ68 | Long             | ABS-MBS          | CORP              | US        |   2290000 | PA      | $2295881.87   | 0.05%             | 2030-08-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2564839.20   | 0.06%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    975000 | PA      | $977321.10    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   3857000 | PA      | $3825751.59   | 0.09%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust                    | Ascent Education Funding Trust 2024-A                                            | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1504130 | PA      | $1534626.18   | 0.04%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                       | Ashland Inc                                                                      | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    147000 | PA      | $131996.95    | 0.00%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                          | Asplundh Tree Expert LLC 2024 Incremental Term Loan B                            | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10850482 | PA      | $10869470.84  | 0.25%             | 2031-05-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                        | ATLX 2024-RPL2 Trust                                                             | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2517866 | PA      | $2443931.17   | 0.06%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                               | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    139000 | PA      | $130408.84    | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                       | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   6740000 | PA      | $6932966.20   | 0.16%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                       | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  13520000 | PA      | $14146682.69  | 0.33%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                       | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370669.03    | 0.01%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                       | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    419000 | PA      | $404338.55    | 0.01%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                       | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    317000 | PA      | $312378.73    | 0.01%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RET7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3470000 | PA      | $3410864.26   | 0.08%             | 2028-02-20      | Fixed         | 2.35%                 | 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        |   1320000 | PA      | $1376876.29   | 0.03%             | 2030-02-20      | Fixed         | 7.34%                 | 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        |    765000 | PA      | $784482.94    | 0.02%             | 2030-06-20      | Fixed         | 6.48%                 | 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        |   1155000 | PA      | $1164008.88   | 0.03%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3160000 | PA      | $3194454.97   | 0.07%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3484000 | PA      | $3413956.03   | 0.08%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3162000 | PA      | $3029086.12   | 0.07%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1778955.50   | 0.04%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    935000 | PA      | $954397.51    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                    | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     63000 | PA      | $64888.17     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                    | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     62000 | PA      | $62600.78     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2022-A                                                  | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1362860 | PA      | $1361114.81   | 0.03%             | 2035-02-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BBSG Mortgage Trust                               | BBSG 2016-MRP Mortgage Trust                                                     | CUSIP: 055287AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $454489.90    | 0.01%             | 2036-06-05      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                     | BGC Group Inc                                                                    | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   5235000 | PA      | $5324485.62   | 0.12%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1705000 | PA      | $1700737.50   | 0.04%             | 2042-11-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1485000 | PA      | $1481287.50   | 0.03%             | 2042-11-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-NRD                                                               | CUSIP: 05592CAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $262788.07    | 0.01%             | 2038-12-15      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-NRD                                                               | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11095000 | PA      | $10893207.47  | 0.25%             | 2038-12-15      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-DELC                                                               | CUSIP: 05594MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $379525.00    | 0.01%             | 2042-12-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-DELC                                                               | CUSIP: 05594MAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1615000 | PA      | $1610962.50   | 0.04%             | 2042-12-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3765000 | PA      | $3741468.75   | 0.09%             | 2041-06-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-VLT5                                           | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $419488.43    | 0.01%             | 2046-11-13      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Commercial Mortgage Trust 2025-STAR                                          | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1031146.79   | 0.02%             | 2042-11-05      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC              | Baldwin Insurance Group Holdings LLC 2025 Term Loan B2                           | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |    304214 | PA      | $298637.72    | 0.01%             | 2031-05-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                             | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $161816.18    | 0.00%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  16439000 | PA      | $16448435.99  | 0.38%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                | CUSIP: 06748N814<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     31393 | PA      | $4529543.05   | 0.11%             | 2026-08-21      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                | CUSIP: 06748N822<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     10452 | PA      | $4344627.17   | 0.10%             | 2026-05-13      | Fixed         | 12.12%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                | CUSIP: 06748N848<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     12964 | PA      | $3346873.24   | 0.08%             | 2026-06-09      | Fixed         | 17.11%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                | CUSIP: 06748U107<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     32323 | PA      | $7063189.12   | 0.16%             | 2026-04-29      | Fixed         | 11.39%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                | CUSIP: 06748U131<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     25847 | PA      | $6906943.95   | 0.16%             | 2026-10-20      | Fixed         | 10.69%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                | CUSIP: 06748U305<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1150 | PA      | $4068123.06   | 0.09%             | 2026-12-18      | Fixed         | 12.31%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                | CUSIP: 06748U339<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     15070 | PA      | $2475153.43   | 0.06%             | 2026-07-23      | Fixed         | 36.38%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                | CUSIP: 06748U396<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     21844 | PA      | $4626701.62   | 0.11%             | 2027-01-28      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                | CUSIP: 06748U404<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     24129 | PA      | $4059220.32   | 0.09%             | 2027-02-11      | Fixed         | 15.35%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                | CUSIP: 06748U412<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      9164 | PA      | $3568436.19   | 0.08%             | 2026-05-28      | Fixed         | 18.34%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                | CUSIP: 06748U453<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     42080 | PA      | $3430604.49   | 0.08%             | 2026-09-10      | Fixed         | 22.94%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                | CUSIP: 06748U487<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     33514 | PA      | $4303478.61   | 0.10%             | 2027-03-04      | Fixed         | 21.33%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                | CUSIP: 06748U537<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     20381 | PA      | $4305555.42   | 0.10%             | 2027-03-25      | Fixed         | 15.25%                | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $139387.50    | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   7285000 | PA      | $6670947.42   | 0.15%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                              | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30405000 | PA      | $31261087.74  | 0.73%             | 2049-05-30      | Fixed         | 6.58%                 | 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        |   1131281 | PA      | $1158598.24   | 0.03%             | 2035-04-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2024-1CON                                               | CUSIP: 08862HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469055 | PA      | $476897.79    | 0.01%             | 2035-04-17      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove Clo 9 Ltd                                                            | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   7865000 | PA      | $7870967.96   | 0.18%             | 2037-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                           | Black Pearl Compute LLC                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2042000 | PA      | $2078341.47   | 0.05%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                              | Blue Owl Finance LLC                                                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $5109743.89   | 0.12%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  28038000 | PA      | $27105074.80  | 0.63%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    555000 | PA      | $532737.90    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $3224454.10   | 0.07%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  18119000 | PA      | $19941315.89  | 0.46%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3805000 | PA      | $4206503.87   | 0.10%             | 2064-05-01      | Fixed         | 7.01%                 | 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        |   7005000 | PA      | $7171019.20   | 0.17%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                          | Brighthouse Financial Inc                                                        | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   7501000 | PA      | $4169495.81   | 0.10%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  21905000 | PA      | $22075823.08  | 0.51%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1777635.47   | 0.04%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                       | CAFL 2026-R1 Issuer LLC                                                          | CUSIP: 124761AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7705000 | PA      | $7696231.71   | 0.18%             | 2036-03-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $261832.67    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21164000 | PA      | $20798277.83  | 0.48%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CLSEC Holdings 22T LLC                            | Clsec Holdings 22t LLC                                                           | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2535057 | PA      | $2483057.43   | 0.06%             | 2037-05-11      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLI Funding VIII LLC                                                             | CUSIP: 12572DAA2<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |   3866837 | PA      | $3831608.66   | 0.09%             | 2050-06-21      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | Commercial Mortgage Pass Through Certificates                                    | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101757 | PA      | $101062.62    | 0.00%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  19355000 | PA      | $14314013.48  | 0.33%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $527617.87    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    950000 | PA      | $570084.16    | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  46092000 | PA      | $16264364.20  | 0.38%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    815000 | PA      | $483220.51    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $600288.41    | 0.01%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                           | CRH America Finance Inc                                                          | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |  12380000 | PA      | $12153674.66  | 0.28%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   6710000 | PA      | $5707412.60   | 0.13%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAL3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $529992.92    | 0.01%             | 2037-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2530000 | PA      | $2088819.87   | 0.05%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL6 Trust                                                             | CUSIP: 12657GAE5<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   3716673 | PA      | $2876988.48   | 0.07%             | 2060-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                          | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243810.65    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                          | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $262365.75    | 0.01%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                            | CACI INTERNATIONAL INC 2026 INCREMENTAL TERM LOAN B2                             | CUSIP: 12718FAQ7<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |   4454000 | PA      | $4448432.50   | 0.10%             | 2033-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                     | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2930000 | PA      | $2946669.85   | 0.07%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                           | Canada Government Bonds                                                          | CUSIP: 135087T95<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  22560000 | PA      | $16052613.33  | 0.37%             | 2028-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |  10585000 | PA      | $10707712.12  | 0.25%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                       | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $4435139.41   | 0.10%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cardinal Mortgage Trust                           | Cardinal Mortgage Trust 2025-RTL1                                                | CUSIP: 14151BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3660000 | PA      | $3665644.82   | 0.09%             | 2030-11-25      | Variable      | 5.59%                 | 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        |   1255000 | PA      | $1253755.04   | 0.03%             | 2028-07-17      | Fixed         | 2.47%                 | 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        |    175000 | PA      | $177269.23    | 0.00%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   9775000 | PA      | $9872994.38   | 0.23%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  10875000 | PA      | $10961260.50  | 0.25%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5430000 | PA      | $5428234.16   | 0.13%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                              | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    131000 | PA      | $129793.35    | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | 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        |    900000 | PA      | $917543.61    | 0.02%             | 2030-05-10      | Fixed         | 6.30%                 | 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        |   2420000 | PA      | $2419421.38   | 0.06%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-N3                                           | CUSIP: 14687WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3391000 | PA      | $3381729.01   | 0.08%             | 2032-04-12      | Fixed         | 7.66%                 | 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        |    708748 | PA      | $701685.73    | 0.02%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust              | Castlelake Aircraft Securitization Trust 2018-1                                  | CUSIP: 14856CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2554057 | PA      | $2503035.14   | 0.06%             | 2043-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                  | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |  23309000 | PA      | $21758282.53  | 0.51%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                  | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |  15360000 | PA      | $15296113.15  | 0.36%             | 2026-06-08      | Fixed         | 5.12%                 | 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        |   2105000 | PA      | $2137592.94   | 0.05%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18325000 | PA      | $10767024.91  | 0.25%             | 2062-06-30      | Fixed         | 3.95%                 | 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        |   2430000 | PA      | $2534818.20   | 0.06%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4875000 | PA      | $5061000.17   | 0.12%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                       | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1095077.70   | 0.03%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   7820000 | PA      | $8197790.69   | 0.19%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                             | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  19370000 | PA      | $11918361.00  | 0.28%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  26583000 | PA      | $16433078.94  | 0.38%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                            | Choice Hotels International Inc                                                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2027135.01   | 0.05%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                 | Ciena Corporation 2025 Repriced Term Loan B                                      | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |   2011719 | PA      | $2010874.52   | 0.05%             | 2030-10-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1859672.06   | 0.04%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                        | Citadel LP                                                                       | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1787859.83   | 0.04%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                        | Citadel LP                                                                       | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2341993.90   | 0.05%             | 2030-01-23      | Fixed         | 6.00%                 | 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        |   2138346 | PA      | $2139543.35   | 0.05%             | 2031-10-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333F843<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    225573 | PA      | $5926631.47   | 0.14%             | 2026-08-04      | Fixed         | 18.24%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333P155<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |     46442 | PA      | $4278059.26   | 0.10%             | 2026-09-17      | Fixed         | 17.29%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333P288<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |     10993 | PA      | $3757771.27   | 0.09%             | 2026-08-06      | Fixed         | 13.34%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333P551<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |     23024 | PA      | $3872907.36   | 0.09%             | 2026-07-01      | Fixed         | 18.37%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333P742<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |     12784 | PA      | $2743119.26   | 0.06%             | 2027-01-07      | Fixed         | 25.01%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333Q286<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |     38597 | PA      | $4672443.71   | 0.11%             | 2027-02-18      | Fixed         | 14.01%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333Q518<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |     36986 | PA      | $4284315.88   | 0.10%             | 2026-09-24      | Fixed         | 25.61%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333Q690<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      4906 | PA      | $3938584.99   | 0.09%             | 2027-02-25      | Fixed         | 15.65%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333Q823<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |     37845 | PA      | $3576322.72   | 0.08%             | 2027-02-04      | Fixed         | 24.18%                | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                     | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2543119.43   | 0.06%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                     | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     93000 | PA      | $97212.16     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2131273.72   | 0.05%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                 | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44685.33     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                 | Clean Harbors Inc                                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   5628000 | PA      | $5614214.78   | 0.13%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                 | Clean Harbors Inc 2025 Term Loan                                                 | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |   6802950 | PA      | $6843767.70   | 0.16%             | 2032-10-08      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLIF Holdings LLC                                                                | CUSIP: 18683CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9454890 | PA      | $9382683.46   | 0.22%             | 2050-12-20      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO                              | Fort Greene Park CLO LLC                                                         | CUSIP: 18914KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10050000 | PA      | $9758369.10   | 0.23%             | 2034-04-22      | Floating      | 6.02%                 | 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        |    905000 | PA      | $920695.23    | 0.02%             | 2054-08-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2021-C LLC                                             | CUSIP: 19424WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1374284 | PA      | $1292109.54   | 0.03%             | 2055-07-26      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                          | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2817000 | PA      | $2803281.21   | 0.07%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                          | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6202000 | PA      | $5389786.08   | 0.13%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                          | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   9571000 | PA      | $7547786.31   | 0.18%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   2872000 | PA      | $2841805.23   | 0.07%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   4019000 | PA      | $3962113.06   | 0.09%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC               | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4325000 | PA      | $4346309.28   | 0.10%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC               | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860000 | PA      | $861958.82    | 0.02%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  41847000 | PA      | $42648814.05  | 0.99%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                       | Corevest American Finance 2021-1 Trust                                           | CUSIP: 21873LAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2715000 | PA      | $2418144.89   | 0.06%             | 2053-04-15      | Fixed         | 2.80%                 | 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        |   2280000 | PA      | $2049205.40   | 0.05%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2025-2                                         | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2011579.00   | 0.05%             | 2036-03-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2024-3                                         | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1930000 | PA      | $1942261.87   | 0.05%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2024-2                                         | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2245000 | PA      | $2316351.26   | 0.05%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    510000 | PA      | $467708.79    | 0.01%             | 2032-05-14      | Fixed         | 3.09%                 | 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        |   2265000 | PA      | $2151207.53   | 0.05%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                   | DR Horton Inc                                                                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3313079.25   | 0.08%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                           | DataBank Issuer II LLC                                                           | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5145000 | PA      | $4990713.80   | 0.12%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                        | DaVita Inc 2025 Term Loan B                                                      | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |  10569936 | PA      | $10583148.55  | 0.25%             | 2031-05-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                      | Dayforce Inc 2026 Term Loan                                                      | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |  15399901 | PA      | $14548594.09  | 0.34%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   8035000 | PA      | $7856655.38   | 0.18%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                      | Dillard's Inc                                                                    | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   7182000 | PA      | $7218412.74   | 0.17%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                      | Dillard's Inc                                                                    | CUSIP: 254063AW0<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2307082.50   | 0.05%             | 2027-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                      | Dillard's Inc                                                                    | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4851615.60   | 0.11%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                             | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99533.99     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                             | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6437000 | PA      | $6571077.88   | 0.15%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                     | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1626860.40   | 0.04%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                     | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    587000 | PA      | $545748.78    | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14719000 | PA      | $14647939.61  | 0.34%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26600000 | PA      | $26371861.38  | 0.61%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10570000 | PA      | $10223225.15  | 0.24%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                             | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6213000 | PA      | $6199177.94   | 0.14%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                       | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   9050000 | PA      | $9582774.41   | 0.22%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                 | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   7160000 | PA      | $7318526.12   | 0.17%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                    | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   4125000 | PA      | $3743965.46   | 0.09%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                             | EWC Master Issuer LLC                                                            | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399438 | PA      | $396355.04    | 0.01%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                               | Eagle Materials Inc                                                              | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   9349000 | PA      | $8951723.50   | 0.21%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  12146821 | PA      | $12265349.68  | 0.28%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   3256232 | PA      | $11631586.33  | 0.27%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  41025000 | PA      | $44317287.84  | 1.03%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                        | Elara HGV Timeshare Issuer 2021-A LLC                                            | CUSIP: 28416LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229137 | PA      | $219228.65    | 0.01%             | 2035-08-27      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2021-A LLC             | ELFI Graduate Loan Program 2021-A LLC                                            | CUSIP: 28628BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    438511 | PA      | $359810.22    | 0.01%             | 2046-12-26      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                              | Elmwood CLO VIII Ltd                                                             | CUSIP: 29003EAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4080000 | PA      | $4082015.52   | 0.09%             | 2037-04-20      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    124000 | PA      | $129876.86    | 0.00%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7341000 | PA      | $7481688.06   | 0.17%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4785000 | PA      | $4914342.14   | 0.11%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                      | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65582.85     | 0.00%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                      | Entegris Inc                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |  15050000 | PA      | $14877394.56  | 0.35%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                      | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64403.71     | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                         | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97430.30     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                         | Esab Corp                                                                        | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2900188.80   | 0.07%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                            | EverBright Solar Trust 2024-A                                                    | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2708439 | PA      | $2285918.94   | 0.05%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-5                                       | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2875000 | PA      | $2863229.75   | 0.07%             | 2031-02-18      | Fixed         | 5.06%                 | 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        |   3820000 | PA      | $3881396.95   | 0.09%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group Inc                                                                | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |  10513000 | PA      | $10429591.22  | 0.24%             | 2035-02-15      | Fixed         | 5.40%                 | 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        |    540000 | PA      | $540843.75    | 0.01%             | 2042-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $740925.00    | 0.02%             | 2042-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $811012.50    | 0.02%             | 2042-10-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    876751 | PA      | $878120.97    | 0.02%             | 2043-02-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1976405 | PA      | $1980728.29   | 0.05%             | 2043-02-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2025939 | PA      | $2030370.60   | 0.05%             | 2043-02-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                          | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    137000 | PA      | $129443.70    | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  13275000 | PA      | $12443857.16  | 0.29%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |  11289000 | PA      | $11077008.38  | 0.26%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Issuer Trust 2025-1                                                          | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4217921 | PA      | $4216077.58   | 0.10%             | 2031-02-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Issuer Trust 2025-2                                                          | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7765000 | PA      | $7763874.08   | 0.18%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31283HQA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2692 | PA      | $2684.03      | 0.00%             | 2031-12-01      | Fixed         | 5.00%                 | 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        |   2820000 | PA      | $2882182.97   | 0.07%             | 2028-10-16      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                  | First Investors Auto Owner Trust 2025-1                                          | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2706380.10   | 0.06%             | 2033-12-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                    | FirstKey Homes 2021-SFR2 Trust                                                   | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5272000 | PA      | $5201347.29   | 0.12%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                    | FirstKey Homes 2021-SFR2 Trust                                                   | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3120000 | PA      | $3078079.37   | 0.07%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                    | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7995000 | PA      | $7904653.30   | 0.18%             | 2038-08-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                               | 522 Funding CLO 2018-3A Ltd                                                      | CUSIP: 33835NAG6<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   9977000 | PA      | $9979244.83   | 0.23%             | 2031-10-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2023-3                                                | CUSIP: 33846BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151304.33    | 0.00%             | 2029-07-16      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                 | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4616000 | PA      | $4647347.26   | 0.11%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                          | FOCUS Brands Funding                                                             | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2130950 | PA      | $2230711.06   | 0.05%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                      | Ford Credit Auto Lease Trust 2023-B                                              | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2155000 | PA      | $2156521.43   | 0.05%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Credit Master Note Business Trust  | Fortiva Retail Credit Master Note Business Trust                                 | CUSIP: 34962AAW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9695000 | PA      | $9759601.66   | 0.23%             | 2029-11-15      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAD1<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    467281 | PA      | $475864.74    | 0.01%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAB3<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   4120150 | PA      | $4131261.61   | 0.10%             | 2050-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAD9<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   2927475 | PA      | $2915896.53   | 0.07%             | 2050-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2023-2                                                  | CUSIP: 35042RAB2<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    969655 | PA      | $1006198.92   | 0.02%             | 2049-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124671.57    | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1241146.50   | 0.03%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    666000 | PA      | $655140.40    | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3637783.63   | 0.08%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97292.29     | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $96238.94     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                  | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    129000 | PA      | $128528.50    | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                        | GITSIT Mortgage Loan Trust 2025-NPL2                                             | CUSIP: 361728AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6369301 | PA      | $6335002.54   | 0.15%             | 2055-12-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |   5055000 | PA      | $4976093.47   | 0.12%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2012-TMSQ                                      | CUSIP: 36197QAG4<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   1384118 | PA      | $1381455.40   | 0.03%             | 2031-04-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2013-PEMB                                      | CUSIP: 36197VAC2<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |   3760000 | PA      | $1692000.00   | 0.04%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2014-GC22                                           | CUSIP: 36253BAZ6<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1223568.60   | 0.03%             | 2047-06-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                   | GS Finance Corp                                                                  | CUSIP: 36263Y382<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |    171784 | PA      | $5610876.86   | 0.13%             | 2026-04-15      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                   | GS Finance Corp                                                                  | CUSIP: 36263Y440<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     11004 | PA      | $7221864.35   | 0.17%             | 2026-11-04      | Fixed         | 18.83%                | 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        |    375000 | PA      | $375194.21    | 0.01%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                             | GFL Environmental Holdings US Inc                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3347000 | PA      | $3282723.88   | 0.08%             | 2034-02-01      | Fixed         | 5.50%                 | 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        |   4386956 | PA      | $4389733.20   | 0.10%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  50525000 | PA      | $54672311.78  | 1.27%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1706063.18   | 0.04%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                             | Global SC Finance X Ltd                                                          | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7278804 | PA      | $7241806.21   | 0.17%             | 2045-09-20      | Fixed         | 6.17%                 | 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        |   2225000 | PA      | $2272999.26   | 0.05%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2024-1                                         | CUSIP: 37988XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $221256.74    | 0.01%             | 2031-01-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2024-2                                         | CUSIP: 379924AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $793872.49    | 0.02%             | 2030-06-17      | Fixed         | 5.93%                 | 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        |   2915000 | PA      | $2963348.19   | 0.07%             | 2029-03-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2401000 | PA      | $2347390.88   | 0.05%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4943000 | PA      | $4775683.40   | 0.11%             | 2041-02-02      | Fixed         | 5.39%                 | 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        |   1250173 | PA      | $1260019.53   | 0.03%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5836000 | PA      | $5952384.31   | 0.14%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  11355000 | PA      | $11596210.52  | 0.27%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    830000 | PA      | $802452.25    | 0.02%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2659661.52   | 0.06%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                               | HINNT 2024-A LLC                                                                 | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388296 | PA      | $391457.96    | 0.01%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                             | Helmerich & Payne Inc                                                            | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |  10216000 | PA      | $10042956.79  | 0.23%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                          | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3598710.19   | 0.08%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS PROPERTIES                              | Highwoods Properties Inc                                                         | CUSIP: 431284207<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EP               |  | US        |      2318 | NS      | $2061349.91   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    107000 | PA      | $97227.70     | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97440.29     | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   2957000 | PA      | $2888920.69   | 0.07%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                          | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2324000 | PA      | $2295441.94   | 0.05%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176905 | PA      | $180294.05    | 0.00%             | 2039-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156369 | PA      | $160708.12    | 0.00%             | 2039-09-15      | Fixed         | 8.85%                 | 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        |   7383321 | PA      | $7392550.29   | 0.17%             | 2030-11-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                             | Amrize Finance US LLC                                                            | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3381156.09   | 0.08%             | 2035-04-07      | Fixed         | 5.40%                 | 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        |   1191517 | PA      | $1077989.42   | 0.03%             | 2041-09-17      | Fixed         | 2.58%                 | 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        |       984 | PA      | $966.59       | 0.00%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                           | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1769097.95   | 0.04%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |  12575000 | PA      | $12476123.03  | 0.29%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOVNANIAN ENTERPRISES                             | Hovnanian Enterprises Inc                                                        | CUSIP: 442487112<br>LEI: 549300805N4EF0ROBT53 | Long             | EP               | CORP              | US        |     52867 | NS      | $1083773.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMOLA MERGER CORP                                 | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $262422.10    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68982.70     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                               | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   2725000 | PA      | $2600430.90   | 0.06%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     98000 | PA      | $95212.60     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     95000 | PA      | $96825.05     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | 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        |    665000 | PA      | $669451.51    | 0.02%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   5442000 | PA      | $5459033.46   | 0.13%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                          | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   5495000 | PA      | $5449342.05   | 0.13%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                          | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   7820000 | PA      | $7788835.74   | 0.18%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                    | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3291750.00   | 0.08%             | 2042-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                    | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2165000 | PA      | $2159587.50   | 0.05%             | 2042-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                           | CUSIP: 466303773<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |    133522 | PA      | $7018806.38   | 0.16%             | 2026-04-28      | Fixed         | 17.97%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                           | CUSIP: 466303807<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      5661 | PA      | $5767355.13   | 0.13%             | 2026-07-14      | Fixed         | 15.65%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                           | CUSIP: 466303831<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |     29067 | PA      | $5140317.57   | 0.12%             | 2026-12-02      | Fixed         | 17.21%                | 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        |   1616482 | PA      | $1606206.48   | 0.04%             | 2049-08-25      | Fixed         | 4.48%                 | 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        |    435000 | PA      | $423550.80    | 0.01%             | 2047-12-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Jol Air                                           | JOL Air Ltd                                                                      | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |   5002256 | PA      | $4995252.45   | 0.12%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                              | Jacobs Solutions Inc                                                             | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   4286000 | PA      | $4179914.56   | 0.10%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97655.82     | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6584000 | PA      | $6679915.71   | 0.16%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4060000 | PA      | $4214539.35   | 0.10%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   9610000 | PA      | $9614420.60   | 0.22%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1380000 | PA      | $1517791.62   | 0.04%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                    | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   5731000 | PA      | $5809525.76   | 0.13%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                    | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  11745000 | PA      | $11977690.88  | 0.28%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  16035000 | PA      | $16454074.73  | 0.38%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC                  | Kapitus Asset Securitization IV LLC                                              | CUSIP: 48555MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3665000 | PA      | $3670882.69   | 0.09%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                            | Kinetic ABS Issuer LLC                                                           | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755000 | PA      | $752849.08    | 0.02%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                           | Kingpin Intermediate Holdings LLC                                                | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |   3919000 | PA      | $3462730.43   | 0.08%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                              | Kyrgyz Republic International Bond                                               | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |   6210000 | PA      | $6193543.50   | 0.14%             | 2030-06-03      | Fixed         | 7.75%                 | 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        |    525000 | PA      | $529893.84    | 0.01%             | 2029-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-1                                                | CUSIP: 501689AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $163888.78    | 0.00%             | 2031-06-16      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                               | LCM 30 Ltd                                                                       | CUSIP: 50200YAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8760000 | PA      | $8721989.48   | 0.20%             | 2031-04-20      | Floating      | 5.43%                 | 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        |    697877 | PA      | $715806.69    | 0.02%             | 2042-01-15      | Fixed         | 4.30%                 | 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        |    450000 | PA      | $452928.87    | 0.01%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-3                                                | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $376049.55    | 0.01%             | 2032-02-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     68000 | PA      | $64739.18     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64097.70     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | 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        |   1762910 | PA      | $1764004.81   | 0.04%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2021-GS2                                             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5342650 | PA      | $5351984.05   | 0.12%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                     | Darktrace PLC 1st Lien Term Loan                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1771055 | PA      | $1691588.03   | 0.04%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                       | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |  11333000 | PA      | $11748189.67  | 0.27%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                       | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |  20680000 | PA      | $21015600.00  | 0.49%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                       | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   3854000 | PA      | $3726075.14   | 0.09%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2026-1                                             | CUSIP: 525952AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    454698 | PA      | $452484.11    | 0.01%             | 2030-12-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2026-1                                             | CUSIP: 525952AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    572920 | PA      | $574482.85    | 0.01%             | 2031-09-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                        | Lightpath Fiber Issuer LLC                                                       | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4995000 | PA      | $4981153.86   | 0.12%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MAPS Trust                                        | MAPS 2021-1 Trust                                                                | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4219092 | PA      | $4056181.27   | 0.09%             | 2046-06-15      | Fixed         | 2.52%                 | 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        |   1134640 | PA      | $1083581.52   | 0.03%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                         | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   5855000 | PA      | $5735302.20   | 0.13%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW 2021-2 LLC                                                                   | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3437311 | PA      | $3270333.44   | 0.08%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $673479.07    | 0.02%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1390000 | PA      | $1455528.46   | 0.03%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1765000 | PA      | $1755972.40   | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXXI Ltd                                                    | CUSIP: 55819DBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1260000 | PA      | $1204605.36   | 0.03%             | 2037-07-23      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                            | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  11764000 | PA      | $10411140.00  | 0.24%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                    | Mariner Finance Issuance Trust 2024-A                                            | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815000 | PA      | $828344.65    | 0.02%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2024-1                                                    | CUSIP: 57108VAB8<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |    420141 | PA      | $421191.03    | 0.01%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2024-1                                                    | CUSIP: 57108VAD4<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3814626.75   | 0.09%             | 2034-07-17      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                          | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132876.84    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                          | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   3489000 | PA      | $3308050.69   | 0.08%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  12510000 | PA      | $12457361.67  | 0.29%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                    | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   5240000 | PA      | $5288729.22   | 0.12%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                    | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   9975000 | PA      | $9931340.12   | 0.23%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                              | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    353000 | PA      | $356844.18    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC                        | Amynta Agency Borrower Inc 2026 Repriced Term Loan B                             | CUSIP: 57810JAN8<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |   4590558 | PA      | $4517614.35   | 0.10%             | 2031-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2024-NPL1 Trust                                                              | CUSIP: 58004YAA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   3919724 | PA      | $3924557.31   | 0.09%             | 2054-09-25      | Variable      | 6.33%                 | 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        |   6900000 | PA      | $6905002.50   | 0.16%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust        | Mercury Financial Credit Card Master Trust                                       | CUSIP: 58940BBG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2605000 | PA      | $2562356.15   | 0.06%             | 2031-12-22      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust        | Mercury Financial Credit Card Master Trust                                       | CUSIP: 58940BBH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4875000 | PA      | $4798096.88   | 0.11%             | 2031-12-22      | Fixed         | 8.29%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                               | Meritage Homes Corp                                                              | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |  15560000 | PA      | $15543034.00  | 0.36%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                       | MetLife Inc                                                                      | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |  10175000 | PA      | $13187705.58  | 0.31%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| METLIFE INC                                       | MetLife Inc                                                                      | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2380024.78   | 0.06%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                          | Mill City Mortgage Loan Trust 2019-GS1                                           | CUSIP: 59981BAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720000 | PA      | $1567601.98   | 0.04%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    242000 | PA      | $245090.14    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    728000 | PA      | $754297.17    | 0.02%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                            | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3940000 | PA      | $3951137.59   | 0.09%             | 2029-08-15      | Fixed         | 6.59%                 | 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        |   4730000 | PA      | $4737677.74   | 0.11%             | 2030-01-15      | Fixed         | 5.88%                 | 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        |   3905000 | PA      | $3926778.19   | 0.09%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     73000 | PA      | $65264.18     | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   6545000 | PA      | $5685126.41   | 0.13%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63992.98     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   8187000 | PA      | $8048683.09   | 0.19%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  30734000 | PA      | $31484258.43  | 0.73%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2533000 | PA      | $2756233.37   | 0.06%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    551000 | PA      | $560105.15    | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  20193000 | PA      | $19492757.24  | 0.45%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                      | CUSIP: 61762TAH9<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   1705000 | PA      | $1057048.85   | 0.02%             | 2046-08-15      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                            | Mosaic Solar Loan Trust 2022-3                                                   | CUSIP: 61946KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457969 | PA      | $447296.11    | 0.01%             | 2053-06-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                | Murphy Oil USA Inc                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39028.10     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INS CO                            | Mutual of Omaha Insurance Co                                                     | CUSIP: 628312AA8<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |  57985000 | PA      | $63154322.74  | 1.47%             | 2036-06-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2280000 | PA      | $2262700.96   | 0.05%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                   | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3695000 | PA      | $3726747.44   | 0.09%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NFAS, Llc                                         | NFAS3 LLC                                                                        | CUSIP: 62909DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1345000 | PA      | $1350735.08   | 0.03%             | 2031-05-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                   | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    205000 | PA      | $237380.24    | 0.01%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc 2024 Term Loan                                                    | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |  21516975 | PA      | $21540428.51  | 0.50%             | 2031-04-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                          | National Life Insurance Co                                                       | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |  38476000 | PA      | $50019569.52  | 1.16%             | 2039-09-15      | Fixed         | 10.50%                | 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        |   2565000 | PA      | $1857804.11   | 0.04%             | 2069-12-16      | Fixed         | 2.03%                 | 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        |   5895000 | PA      | $4203294.17   | 0.10%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-B                                                 | CUSIP: 64034QAC2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   2345000 | PA      | $2111935.14   | 0.05%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAD3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   2120000 | PA      | $1857444.36   | 0.04%             | 2062-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAE1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    863000 | PA      | $756519.95    | 0.02%             | 2062-04-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAJ5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $2940723.83   | 0.07%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                        | NetApp Inc                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   4415000 | PA      | $4517304.56   | 0.10%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                        | NetApp Inc                                                                       | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3601243.85   | 0.08%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman CLO XX Ltd                                                      | CUSIP: 64130TBN4<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |   9215000 | PA      | $9191593.90   | 0.21%             | 2039-04-15      | Floating      | 5.17%                 | 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        |   2005000 | PA      | $1682957.70   | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NLV FINANCIAL CORP                                | NLV Financial Corp                                                               | CUSIP: 65486AAA1<br>LEI: UV78A3V7RXYC94JD0985 | Long             | DBT              | CORP              | US        |  12950000 | PA      | $13911149.00  | 0.32%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOMURA AMERICA FINANCE                            | Nomura America Finance LLC                                                       | CUSIP: 65543G812<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |     28493 | PA      | $3265323.39   | 0.08%             | 2027-03-18      | Fixed         | 20.20%                | No            |                  2 | On Loan: No      |
| Novelis Corporation                               | Novelis Corporation 2025 Term Loan B                                             | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |   7980894 | PA      | $7977541.69   | 0.19%             | 2032-03-11      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                          | OHA Credit Funding 3 LTD                                                         | CUSIP: 67112RBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12430000 | PA      | $12434785.55  | 0.29%             | 2038-01-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust 2024-CP1                                                         | CUSIP: 67118PAA0<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |   2619284 | PA      | $2422965.46   | 0.06%             | 2068-02-25      | Variable      | 3.75%                 | 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        |   2490465 | PA      | $2489972.63   | 0.06%             | 2039-09-25      | Variable      | 5.27%                 | 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        |   6090000 | PA      | $6115098.11   | 0.14%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                               | ELECTRONIC ARTS INC USD TERM LOAN B                                              | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |   8630000 | PA      | $8576062.50   | 0.20%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                           | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2322923.71   | 0.05%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                 | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    548000 | PA      | $565778.31    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                 | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   6046000 | PA      | $6126230.42   | 0.14%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                              | Oceaneering International Inc                                                    | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64260.29     | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2025-1                                                  | CUSIP: 67580EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2280000 | PA      | $2270504.94   | 0.05%             | 2031-12-22      | Fixed         | 5.40%                 | 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        |   9626000 | PA      | $9047719.98   | 0.21%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   6597000 | PA      | $6611368.27   | 0.15%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2021-1                                          | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5485000 | PA      | $5160063.66   | 0.12%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   5045000 | PA      | $4857648.38   | 0.11%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    159000 | PA      | $142091.05    | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1681000 | PA      | $1725343.10   | 0.04%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                             | Open Text Corporation 2023 Term Loan B                                           | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   8990390 | PA      | $8784869.59   | 0.20%             | 2030-01-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                     | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1338504.94   | 0.03%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    322000 | PA      | $204037.09    | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    640000 | PA      | $536564.93    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  20471000 | PA      | $19201694.83  | 0.45%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8214000 | PA      | $6910197.53   | 0.16%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3357000 | PA      | $3227716.22   | 0.07%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9066000 | PA      | $8414186.60   | 0.20%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7873000 | PA      | $7237822.11   | 0.17%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | OWN Equipment Fund II LLC                                                        | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2872112 | PA      | $2867918.81   | 0.07%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | OWN Equipment Fund III LLC                                                       | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6499099 | PA      | $6473930.76   | 0.15%             | 2034-03-27      | 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        |   1330962 | PA      | $1353476.12   | 0.03%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-2 LLC                                                                  | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    919840 | PA      | $917668.36    | 0.02%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-8 LLC                                                                  | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5470629 | PA      | $5445928.95   | 0.13%             | 2030-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2026-NPL1 LLC                                                               | CUSIP: 69383TAA6<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-O            | CORP              | US        |    828362 | PA      | $821652.23    | 0.02%             | 2056-01-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL8 LLC                                                               | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |   7308433 | PA      | $7323858.68   | 0.17%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2026-NPL2 LLC                                                               | CUSIP: 69393DAA9<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |   4187149 | PA      | $4154194.96   | 0.10%             | 2056-02-25      | Variable      | 5.15%                 | 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        |   8895000 | PA      | $8898620.27   | 0.21%             | 2037-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                         | Palmer Square BDC CLO 1 Ltd                                                      | CUSIP: 696928AC4<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |   6280000 | PA      | $6295046.88   | 0.15%             | 2037-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                             | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12288000 | PA      | $12329275.39  | 0.29%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                       | Paychex Inc                                                                      | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3253997.71   | 0.08%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                          | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64357.81     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                      | PetSmart Inc 2025 USD Term Loan B                                                | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   4870267 | PA      | $4832522.01   | 0.11%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12708.42     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    995000 | PA      | $950440.12    | 0.02%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |  15455000 | PA      | $16184166.90  | 0.38%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    239000 | PA      | $258015.56    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | 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        |   3393750 | PA      | $3231855.58   | 0.08%             | 2049-12-05      | Fixed         | 3.86%                 | 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        |    768000 | PA      | $716585.24    | 0.02%             | 2051-12-05      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                  | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   2985000 | PA      | $2983928.09   | 0.07%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds | Republic of Poland Government International Bonds                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |  12488000 | PA      | $11536061.86  | 0.27%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    103000 | PA      | $98880.48     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $2914958.71   | 0.07%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL6 LLC                                                               | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |   2791491 | PA      | $2795786.33   | 0.06%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2022-1                                           | CUSIP: 74113RAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8375000 | PA      | $8438227.06   | 0.20%             | 2028-08-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL3 LLC                                                               | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |   3146792 | PA      | $3149775.41   | 0.07%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2026-NPL4 LLC                                                               | CUSIP: 74144EAA9<br>LEI: 254900TGLU13U3CRAM81 | Long             | ABS-O            | CORP              | US        |   4350000 | PA      | $4350217.50   | 0.10%             | 2056-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR5 Trust                                             | CUSIP: 74333FAE9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3535000 | PA      | $3506846.20   | 0.08%             | 2038-07-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR5 Trust                                             | CUSIP: 74333FAF6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $917710.08    | 0.02%             | 2038-07-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR7 Trust                                             | CUSIP: 74333PAJ6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   5280000 | PA      | $4930244.35   | 0.11%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR7 Trust                                             | CUSIP: 74333PAL1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1445000 | PA      | $1352950.75   | 0.03%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR9 Trust                                             | CUSIP: 74333QAJ4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1705000 | PA      | $1610991.76   | 0.04%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR9 Trust                                             | CUSIP: 74333QAL9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $1113103.59   | 0.03%             | 2040-11-17      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2026-2 LLC                                                                  | CUSIP: 74390XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3411633 | PA      | $3400790.43   | 0.08%             | 2031-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2024-7 LLC                                                                  | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1952582 | PA      | $1953292.50   | 0.05%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2026-1 LLC                                                                  | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3225798 | PA      | $3191740.30   | 0.07%             | 2031-02-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                             | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2790000 | PA      | $2698621.92   | 0.06%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                             | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $668053.04    | 0.02%             | 2056-01-05      | Fixed         | 6.73%                 | 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        |   9529000 | PA      | $9023889.63   | 0.21%             | 2029-03-01      | Fixed         | 3.62%                 | 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        |  28741000 | PA      | $26521565.37  | 0.62%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |  14080000 | PA      | $14277162.24  | 0.33%             | 2032-03-01      | Fixed         | 6.38%                 | 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        |   3692890 | PA      | $3696685.91   | 0.09%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO IX Mortgage LLC 2025-4                                                       | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7973206 | PA      | $7966971.45   | 0.19%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO X Mortgage LLC 2026-1                                                        | CUSIP: 74940DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6625000 | PA      | $6625404.13   | 0.15%             | 2031-03-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                            | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94289.91     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO IX Mortgage LLC 2025-2                                                       | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8111137 | PA      | $8122028.11   | 0.19%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Red Oak Funding Master Trust                      | Red Oak Funding Master Trust                                                     | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3110000 | PA      | $3113598.27   | 0.07%             | 2030-12-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                | Regional Management Issuance Trust 2025-2                                        | CUSIP: 75908BAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1790000 | PA      | $1761549.56   | 0.04%             | 2037-11-16      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                   | Republic Finance Issuance Trust 2024-A                                           | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3270000 | PA      | $3282228.82   | 0.08%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                   | Republic Finance Issuance Trust 2024-B                                           | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115000 | PA      | $1126000.59   | 0.03%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                   | Republic Finance Issuance Trust 2024-B                                           | CUSIP: 76042GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3290000 | PA      | $3344012.26   | 0.08%             | 2037-11-20      | Fixed         | 6.60%                 | 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        |   2042277 | PA      | $2030799.85   | 0.05%             | 2031-06-13      | Floating      | 5.64%                 | 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        |   2284247 | PA      | $2284246.82   | 0.05%             | 2028-02-11      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 281405000 | PA      | $7666858.28   | 0.18%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                            | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 183162000 | PA      | $4566364.53   | 0.11%             | 2035-10-29      | Fixed         | 8.00%                 | 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        |   8134000 | PA      | $7291049.18   | 0.17%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  11095000 | PA      | $11205850.59  | 0.26%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   6202000 | PA      | $6093137.84   | 0.14%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   5792000 | PA      | $5510017.00   | 0.13%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                          | Ryan Specialty Group LLC 2024 USD Term Loan B                                    | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   1490138 | PA      | $1486412.16   | 0.03%             | 2031-09-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                    | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |  12897000 | PA      | $12746938.25  | 0.30%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2024-1 LLC                                                 | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705000 | PA      | $721738.11    | 0.02%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2024-1 LLC                                                 | CUSIP: 783896AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $726660.90    | 0.02%             | 2033-06-21      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                         | SBA Senior Finance II LLC 2024 Term Loan B                                       | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   4685557 | PA      | $4699238.85   | 0.11%             | 2031-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SF ABS Issuer LLC                                 | SF Abs Issuer LLC                                                                | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10950000 | PA      | $10715385.30  | 0.25%             | 2055-11-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                   | SEB Funding LLC                                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5335000 | PA      | $5429797.62   | 0.13%             | 2054-04-30      | Fixed         | 7.39%                 | 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        |    505000 | PA      | $511835.43    | 0.01%             | 2030-01-15      | Fixed         | 5.59%                 | 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        |    310000 | PA      | $315280.32    | 0.01%             | 2030-04-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2025-2 LLC                                                 | CUSIP: 78439XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1755000 | PA      | $1762088.27   | 0.04%             | 2036-06-20      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2021-B                                          | CUSIP: 78449YAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5735000 | PA      | $5164380.12   | 0.12%             | 2051-07-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2021-E                                          | CUSIP: 78450MAC6<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   7070000 | PA      | $6260239.67   | 0.15%             | 2051-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   4621000 | PA      | $4690994.29   | 0.11%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47991.42     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                                   | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  15341000 | PA      | $15293279.98  | 0.36%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                               | SANCHEZ ENERGY CORP                                                              | CUSIP: 799ESCAH1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |  12420000 | PA      | $1242.00      | 0.00%             | 2021-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                               | SANCHEZ ENERGY CORP                                                              | CUSIP: 799ESCAJ7<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |  27050000 | PA      | $2705.00      | 0.00%             | 2023-01-15      | None          | 0.00%                 | 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        |   7605000 | PA      | $7785725.22   | 0.18%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                          | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65936.49     | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                          | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64407.64     | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                           | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    415000 | PA      | $423051.00    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.              | Light and Wonder International Inc 2026 Term Loan B                              | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    517141 | PA      | $516712.17    | 0.01%             | 2029-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                 | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     50000 | PA      | $50822.00     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd           | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     48000 | PA      | $50409.02     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                 | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     51000 | PA      | $50947.98     | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                           | Sensata Technologies BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1035000 | PA      | $1036871.28   | 0.02%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                  | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    753000 | PA      | $720119.05    | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                          | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   2967000 | PA      | $2751952.46   | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Shentel Issuer LLC                                | Shentel Issuer LLC                                                               | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5665000 | PA      | $5707859.12   | 0.13%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LTD                   | Shenton Aircraft Investment I Ltd                                                | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |    727321 | PA      | $727320.87    | 0.02%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2025-3 Receivables Funding LLC                                  | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690542 | PA      | $683847.21    | 0.02%             | 2044-08-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2025-3 Receivables Funding LLC                                  | CUSIP: 82650FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    534121 | PA      | $531747.81    | 0.01%             | 2044-08-22      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                              | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10510000 | PA      | $10282884.58  | 0.24%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                   | Solstice Advanced Materials Inc Term Loan B                                      | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |   7865000 | PA      | $7897797.05   | 0.18%             | 2032-10-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                          | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $4713281.72   | 0.11%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                 | Southern Power Co                                                                | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2175968.32   | 0.05%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                               | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   9135000 | PA      | $10862155.18  | 0.25%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                                    | Sprite 2026-1 Ltd                                                                | CUSIP: 85209QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6125000 | PA      | $6060764.68   | 0.14%             | 2041-03-15      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $3732863.28   | 0.09%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    128000 | PA      | $129168.77    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                       | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  65279943 | PA      | $65279943.36  | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics Inc                                                               | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2058621.30   | 0.05%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics Inc                                                               | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   5290000 | PA      | $5292266.87   | 0.12%             | 2035-05-15      | Fixed         | 5.25%                 | 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        |    370303 | PA      | $381181.35    | 0.01%             | 2044-07-15      | Fixed         | 6.27%                 | 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        |   2051044 | PA      | $2064163.25   | 0.05%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                | Sunnova Helios XIII Issuer LLC                                                   | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5357172 | PA      | $4594515.16   | 0.11%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                | SUNNOVA HELIOS II ISSUER LLC 2019-A                                              | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    686156 | PA      | $628665.84    | 0.01%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                | Sunnova Helios V Issuer LLC                                                      | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1860844 | PA      | $950180.64    | 0.02%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $1175583.11   | 0.03%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                        | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    311000 | PA      | $308501.46    | 0.01%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                        | Sunrun Atlas Issuer 2019-2 LLC                                                   | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1897553 | PA      | $1830573.15   | 0.04%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                         | Sunrun Demeter Issuer 2021-2 LLC                                                 | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    648889 | PA      | $588961.87    | 0.01%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   6610000 | PA      | $6319706.85   | 0.15%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                   | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   6549000 | PA      | $6754906.39   | 0.16%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                   | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   7410000 | PA      | $7178985.99   | 0.17%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93967.09     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   6436000 | PA      | $6539264.53   | 0.15%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2792685.60   | 0.06%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                              | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    752000 | PA      | $741714.92    | 0.02%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                              | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    497000 | PA      | $482339.73    | 0.01%             | 2032-02-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited               | TMCL VII Holdings Ltd                                                            | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   6630866 | PA      | $6621692.91   | 0.15%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  15530000 | PA      | $15020422.19  | 0.35%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                                | TVC Mortgage Trust 2024-RRTL1                                                    | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7725000 | PA      | $7740924.32   | 0.18%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                                | TVC Mortgage Trust 2026-RRTL1                                                    | CUSIP: 87306XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $422877.85    | 0.01%             | 2041-02-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                                | TVC Mortgage Trust 2026-RRTL1                                                    | CUSIP: 87306XAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $565926.67    | 0.01%             | 2041-02-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                            | Takeoff Merger Sub Inc                                                           | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   4694000 | PA      | $4635300.17   | 0.11%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  14943000 | PA      | $15070737.70  | 0.35%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    131000 | PA      | $129501.53    | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   6395000 | PA      | $6400595.63   | 0.15%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                 | Terex Corporation 2025 Term Loan                                                 | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |   1579080 | PA      | $1580074.72   | 0.04%             | 2031-10-08      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                             | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |   9749000 | PA      | $10044531.19  | 0.23%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1975000 | PA      | $1955366.13   | 0.05%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  30104000 | PA      | $22315526.23  | 0.52%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   9412000 | PA      | $9390346.75   | 0.22%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  10545000 | PA      | $10510988.16  | 0.24%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3965000 | PA      | $4432552.80   | 0.10%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   5520000 | PA      | $5911031.28   | 0.14%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    285000 | PA      | $292506.90    | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                 | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    635000 | PA      | $643058.79    | 0.01%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                             | Thrust Engine Leasing 2021 DAC                                                   | CUSIP: 88603UAA7<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |   1648985 | PA      | $1630896.62   | 0.04%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                             | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    970000 | PA      | $977949.98    | 0.02%             | 2037-05-01      | Fixed         | 6.55%                 | 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        |  41590000 | PA      | $31624703.28  | 0.73%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                             | Toorak Mortgage Trust 2024-RRTL1                                                 | CUSIP: 89054YAA1<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-MBS          | CORP              | US        |   1004369 | PA      | $1005028.85   | 0.02%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   3544000 | PA      | $3468766.90   | 0.08%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2017-3                                                 | CUSIP: 89169DAB7<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    200115 | PA      | $198062.07    | 0.00%             | 2057-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2019-4                                                 | CUSIP: 89178BAC8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1195000 | PA      | $1053209.67   | 0.02%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc              | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |  10240000 | PA      | $10235729.92  | 0.24%             | 2027-11-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc              | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   1675000 | PA      | $1675113.90   | 0.04%             | 2027-11-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                   | Trans Union LLC 2024 Term Loan B8                                                | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |  20143842 | PA      | $20021568.76  | 0.47%             | 2031-06-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95292.26     | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96945.54     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc 2026 Term Loan N                                                   | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1690000 | PA      | $1690321.10   | 0.04%             | 2033-02-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |  10440000 | PA      | $9983133.07   | 0.23%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAE6<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   2015000 | PA      | $1999028.30   | 0.05%             | 2038-07-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAF3<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   5360000 | PA      | $5315763.38   | 0.12%             | 2038-07-17      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                  | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5189614.60   | 0.12%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                  | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61135.39     | 0.00%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                     | Truist Insurance Holdings LLC 2024 Term Loan B                                   | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2786874 | PA      | $2744207.13   | 0.06%             | 2031-05-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8805000 | PA      | $9026157.03   | 0.21%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7185000 | PA      | $7012806.45   | 0.16%             | 2030-08-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | UBS AG                                                                           | CUSIP: 90304M311<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | SN               | CORP              | CH        |      6240 | PA      | $4624353.36   | 0.11%             | 2026-09-03      | Fixed         | 13.90%                | No            |                  2 | On Loan: No      |
| UBS AG                                            | UBS AG                                                                           | CUSIP: 90304M345<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | SN               | CORP              | CH        |     24968 | PA      | $5968852.05   | 0.14%             | 2026-11-18      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                    | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  22400000 | PA      | $22359641.02  | 0.52%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                             | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  12304000 | PA      | $11990248.00  | 0.28%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    104000 | PA      | $97767.23     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    106000 | PA      | $97147.22     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  11225000 | PA      | $11366289.08  | 0.26%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   8856000 | PA      | $8611393.74   | 0.20%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                | United Rentals Inc 2025 Repriced Term Loan B                                     | CUSIP: 91136EAN5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |   1697013 | PA      | $1701679.45   | 0.04%             | 2031-02-14      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 247111400 | PA      | $256735230.08 | 5.96%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31825000 | PA      | $32041310.71  | 0.74%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114417000 | PA      | $112311905.69 | 2.61%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 250000000 | PA      | $245156250.00 | 5.70%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                        | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   4680000 | PA      | $4873377.60   | 0.11%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                        | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   3840000 | PA      | $4014585.48   | 0.09%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                        | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  13400000 | PA      | $13918982.00  | 0.32%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                    | VCAT 2026-NPL1 LLC                                                               | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2829552 | PA      | $2813723.93   | 0.07%             | 2056-01-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                    | VCAT 2025-NPL3 LLC                                                               | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5557556 | PA      | $5564449.24   | 0.13%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |  11705000 | PA      | $12866182.82  | 0.30%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |  10357000 | PA      | $11607897.75  | 0.27%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   3212000 | PA      | $3348331.03   | 0.08%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132474.14    | 0.00%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                      | Veros Auto Receivables Trust 2026-1                                              | CUSIP: 92511CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    795000 | PA      | $793231.84    | 0.02%             | 2031-07-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3951257.53   | 0.09%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   4249000 | PA      | $3935905.00   | 0.09%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                 | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2231000 | PA      | $1912578.20   | 0.04%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                   | Vibrant CLO XIV Ltd                                                              | CUSIP: 92557EAL7<br>LEI: 5493000EYXFKXA2VRV24 | Long             | ABS-CBDO         | CORP              | KY        |   2135000 | PA      | $2101297.96   | 0.05%             | 2034-10-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |  14228000 | PA      | $14047472.86  | 0.33%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                          | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |  14872000 | PA      | $14988150.32  | 0.35%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1906394.64   | 0.04%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1437259.67   | 0.03%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2183000 | PA      | $2147852.39   | 0.05%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3096000 | PA      | $3028487.08   | 0.07%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                        | Vivint Solar Financing V LLC                                                     | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2678161 | PA      | $2602833.29   | 0.06%             | 2048-04-30      | Fixed         | 4.73%                 | 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        |   2455584 | PA      | $2473438.34   | 0.06%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                     | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    132000 | PA      | $136330.79    | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2014-C20                                         | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |   1867267 | PA      | $1615148.48   | 0.04%             | 2047-05-15      | Fixed         | 4.38%                 | 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        |    969312 | PA      | $935376.08    | 0.02%             | 2045-12-15      | Fixed         | 3.74%                 | 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        |    430000 | PA      | $442293.70    | 0.01%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2013-C15                                         | CUSIP: 92938CAH0<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |   6675341 | PA      | $6488431.90   | 0.15%             | 2046-08-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |     38912 | PA      | $3980275.48   | 0.09%             | 2027-01-21      | Fixed         | 12.41%                | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                          | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     96000 | PA      | $98089.82     | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2016-C36                                   | CUSIP: 95000MBU4<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |   4970000 | PA      | $4711125.62   | 0.11%             | 2059-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12410000 | PA      | $12073769.42  | 0.28%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5442000 | PA      | $5301281.25   | 0.12%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1005238.24   | 0.02%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   6105000 | PA      | $5160188.00   | 0.12%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    840000 | PA      | $725823.98    | 0.02%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $2947748.32   | 0.07%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1137610.97   | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1072926.37   | 0.02%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |     10325 | PA      | $4136799.53   | 0.10%             | 2026-05-26      | Fixed         | 17.83%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |     19715 | PA      | $5963045.51   | 0.14%             | 2026-04-01      | Fixed         | 12.01%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |    238500 | PA      | $6975672.09   | 0.16%             | 2026-06-25      | Fixed         | 12.27%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |    101003 | PA      | $6808425.78   | 0.16%             | 2026-10-06      | Fixed         | 11.37%                | No            |                  2 | On Loan: No      |
| BOSPHOROUS FINANCIAL SERVICES                     | BOSPHOROUS FINANCIAL SERVICES                                                    | CUSIP: 000000000<br>LEI: 549300BHNRSJEEYPML92 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $10530954.78  | 0.24%             | 2033-02-15      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| Chol Aviation Capital Ltd.                        | Chol Aviation Capital Ltd.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5211167.40   | 0.12%             | 2034-08-30      | Variable      | 7.13%                 | Yes           |                  3 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-4                                     | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6320000 | PA      | $6491553.87   | 0.15%             | 2029-07-16      | Fixed         | 7.19%                 | 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        |   1615000 | PA      | $1647231.69   | 0.04%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                             | Whistler Pipeline LLC                                                            | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2347106.53   | 0.05%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                             | Whistler Pipeline LLC                                                            | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2612735.89   | 0.06%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America Inc                                                         | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1186140.17   | 0.03%             | 2036-03-15      | Fixed         | 5.15%                 | 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        |   3295166 | PA      | $3103520.53   | 0.07%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                | Willis Engine Structured Trust VII                                               | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    547360 | PA      | $558073.25    | 0.01%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                  | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5859000 | PA      | $6191088.12   | 0.14%             | 2030-10-15      | Fixed         | 7.75%                 | 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        |  20357400 | PA      | $20411143.54  | 0.47%             | 2030-05-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |  10574000 | PA      | $10088539.20  | 0.23%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                   | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96996.22     | 0.00%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                   | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    101000 | PA      | $96447.68     | 0.00%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3490275.55   | 0.08%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3444944.10   | 0.08%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3235893.79   | 0.08%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   5090000 | PA      | $4836024.27   | 0.11%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                           | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125852.00    | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        | 202417393 | PA      | $11233813.92  | 0.26%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    205000 | PA      | $202225.52    | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                          | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        | 224159000 | PA      | $38886373.35  | 0.90%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   2785000 | PA      | $2531270.26   | 0.06%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   2190000 | PA      | $2102541.47   | 0.05%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |  12510000 | PA      | $11620596.17  | 0.27%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds           | Pakistan Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   7359000 | PA      | $7349800.44   | 0.17%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   3400000 | PA      | $3069067.32   | 0.07%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds              | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   4050000 | PA      | $3997425.37   | 0.09%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        | 505529400 | PA      | $23340153.91  | 0.54%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |  54692000 | PA      | $13584784.60  | 0.32%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        | 105778000 | PA      | $26480576.07  | 0.62%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                           | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 771482000 | PA      | $17056198.45  | 0.40%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                           | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 823975000 | PA      | $17953724.69  | 0.42%             | 2027-10-13      | Fixed         | 36.78%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      5500 | PA      | $4486887.50   | 0.10%             | 2026-06-17      | Fixed         | 15.65%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |     13433 | PA      | $4432809.78   | 0.10%             | 2027-01-14      | Fixed         | 13.58%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -701 | NC      | $2626518.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1156 | NC      | $3375097.53   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      3796 | NC      | $-8226144.58  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     27734 | NC      | $-43518695.58 | -1.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -528 | NC      | $793145.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -9672 | NC      | $24612957.41  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR FUTR OPTN MAY26P 103                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      4850 | NC      | $37893.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR FUTR OPTN MAY26P 108.2                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -4850 | NC      | $-2538674.30  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Country Garden Holdings Co Ltd                    | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | KY        |     23310 | NS      | $954.12       | 0.00%             |  |  |  | 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        |   5657850 | PA      | $5647269.82   | 0.13%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                       | BIOMARIN PHARMACEUTICAL INC TERM LOAN B                                          | CUSIP: 000000000<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |  14445000 | PA      | $14399931.60  | 0.33%             | 2033-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds           | Pakistan Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |  10464000 | PA      | $10328110.73  | 0.24%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                         | Bausch & Lomb Corporation 2025 Repriced Term Loan                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   3541037 | PA      | $3545463.44   | 0.08%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                              | Flutter Financing BV 2024 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |  14249111 | PA      | $14070997.41  | 0.33%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                              | Flutter Financing BV 2025 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   5319800 | PA      | $5253302.50   | 0.12%             | 2032-06-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 216454000 | PA      | $5470755.69   | 0.13%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                              | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |  15280275 | PA      | $14907894.61  | 0.35%             | 2031-02-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds            | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  10475000 | PA      | $10506396.40  | 0.24%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer