# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001752724-25-139099
**Filing Date:** 2025-6
**Character Count:** 415639
**Document Hash:** d6b0c5abf5424c48707b1a04132b5288
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-139099.hdr.sgml**: 20250613

**ACCESSION NUMBER**: 0001752724-25-139099

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20241231

**FILED AS OF DATE**: 20250613

**DATE AS OF CHANGE**: 20250613

**PERIOD START**: 20250930

**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/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08282
- **FILM NUMBER:** 251047634

**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 Fixed Income Fund (Series ID: S000006640)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018126 | Institutional Class | LSFIX           |

## Nport-Ex

**Portfolio of Investments – as of December 31, 2024 (Unaudited)**

Loomis Sayles Fixed Income Fund

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>| **Description** | **Value (†)** |
| **Bonds and Notes — 89.6% of Net Assets** | **Bonds and Notes — 89.6% of Net Assets** | **Bonds and Notes — 89.6% of Net Assets** |
| **Non-Convertible Bonds — 87.4%** | **Non-Convertible Bonds — 87.4%** | **Non-Convertible Bonds — 87.4%** |
|  | **ABS Car Loan — 3.6%** | **ABS Car Loan — 3.6%** |
| $259792 | &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust, Series 2021-3, Class D, <br> 1.340%, 11/15/2027(a)<br>| &nbsp;&nbsp; $258082 |
| 38686 | &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust, Series 2022-4, Class C, <br> 7.860%, 2/15/2029(a)<br>| &nbsp;&nbsp; 38890 |
| 500000 | &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust, Series 2023-4, Class D, <br> 7.650%, 9/12/2030(a)<br>| &nbsp;&nbsp; 520882 |
| 200000 | &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust, Series 2024-4, Class D, <br> 5.340%, 8/12/2031(a)<br>| &nbsp;&nbsp; 198362 |
| 685000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2020-2A, Class A, 2.020%, 2/20/2027(a)<br>| &nbsp;&nbsp; 668565 |
| 125000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-8A, Class C, 7.340%, 2/20/2030(a)<br>| &nbsp;&nbsp; 129865 |
| 100000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2024-1A, Class C, 6.480%, 6/20/2030(a)<br>| &nbsp;&nbsp; 100607 |
| 985000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization Trust, <br> Series 2023-1, Class D, 7.840%, 8/15/2029<br>| &nbsp;&nbsp; 1033334 |
| 705000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization Trust, <br> Series 2024-2, Class D, 6.300%, 2/15/2030<br>| &nbsp;&nbsp; 719121 |
| 100000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2022-1, <br> Class D, 2.470%, 7/17/2028<br>| &nbsp;&nbsp; 97035 |
| 200000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2023-4, <br> Class D, 7.160%, 4/15/2030<br>| &nbsp;&nbsp; 207550 |
| 100000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2024-1, <br> Class D, 6.000%, 7/15/2030<br>| &nbsp;&nbsp; 102254 |
| 260000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2023-N1, Class D, 6.690%, 7/10/2029(a)<br>| &nbsp;&nbsp; 264173 |
| 100000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2023-N4, Class D, 7.220%, 2/11/2030(a)<br>| &nbsp;&nbsp; 103520 |
| 100000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-N1, Class D, 6.300%, 5/10/2030(a)<br>| &nbsp;&nbsp; 101345 |
| 300000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-N3, Class D, 5.380%, 12/10/2030(a)<br>| &nbsp;&nbsp; 293087 |
| 165000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-1A, Class C, 6.710%, 7/17/2034(a)<br>| &nbsp;&nbsp; 167541 |
| 220000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-2A, Class C, 6.700%, 10/16/2034(a)<br>| &nbsp;&nbsp; 225160 |
| 200000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-3A, Class C, 5.390%, 1/16/2035(a)<br>| &nbsp;&nbsp; 196559 |
| 385000 | &nbsp;&nbsp; DT Auto Owner Trust, Series 2023-3A, Class D, <br> 7.120%, 5/15/2029(a)<br>| &nbsp;&nbsp; 397395 |
| 160000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2022-6A, Class C, 6.320%, 5/15/2028<br>| &nbsp;&nbsp; 161679 |
| 335000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-2A, Class D, 6.320%, 8/15/2029<br>| &nbsp;&nbsp; 341033 |
| 160000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-3A, Class D, 6.680%, 4/16/2029<br>| &nbsp;&nbsp; 164375 |
| 680000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-5A, Class D, 7.130%, 2/15/2030<br>| &nbsp;&nbsp; 707878 |
| 300000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2024-5A, Class D, 5.060%, 2/18/2031<br>| &nbsp;&nbsp; 293545 |
| 215000 | &nbsp;&nbsp; First Investors Auto Owner Trust, <br> Series 2022-2A, Class D, 8.710%, 10/16/2028(a)<br>| &nbsp;&nbsp; 225698 |
| 435000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2021-2, <br> Class D, 1.590%, 6/15/2027(a)<br>| &nbsp;&nbsp; 415602 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $200000 | &nbsp;&nbsp; Ford Credit Auto Lease Trust, Series 2023-B, <br> Class D, 6.970%, 6/15/2028<br>| &nbsp;&nbsp; $204744 |
| 335000 | &nbsp;&nbsp; Foursight Capital Automobile Receivables <br> Trust, Series 2021-2, Class D, <br> 1.920%, 9/15/2027(a)<br>| &nbsp;&nbsp; 332755 |
| 666167 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2021-1A, Class D, 1.680%, 1/15/2027(a)<br>| &nbsp;&nbsp; 660817 |
| 255000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2023-2A, Class D, 6.310%, 3/15/2029(a)<br>| &nbsp;&nbsp; 259602 |
| 305000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2023-4A, Class D, 7.180%, 8/15/2029(a)<br>| &nbsp;&nbsp; 316376 |
| 200000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2024-1A, Class D, 5.950%, 12/17/2029(a)<br>| &nbsp;&nbsp; 201445 |
| 215000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2024-2A, Class D, 6.190%, 2/15/2030(a)<br>| &nbsp;&nbsp; 218673 |
| 75000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2024-2A, Class C, 5.930%, 6/17/2030(a)<br>| &nbsp;&nbsp; 76213 |
| 935000 | &nbsp;&nbsp; Hertz Vehicle Financing III LLC, Series 2022-1A, <br> Class D, 4.850%, 6/25/2026(a)<br>| &nbsp;&nbsp; 930481 |
| 255000 | &nbsp;&nbsp; Hertz Vehicle Financing III LLC, Series 2023-1A, <br> Class 1D, 9.130%, 6/25/2027(a)<br>| &nbsp;&nbsp; 257138 |
| 455000 | &nbsp;&nbsp; Hertz Vehicle Financing LLC, Series 2022-4A, <br> Class D, 6.560%, 9/25/2026(a)<br>| &nbsp;&nbsp; 449859 |
| 12722 | &nbsp;&nbsp; JPMorgan Chase Bank NA, Series 2021-3, <br> Class D, 1.009%, 2/26/2029(a)<br>| &nbsp;&nbsp; 12618 |
| 135000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2023-4A, <br> Class C, 6.760%, 3/15/2029(a)<br>| &nbsp;&nbsp; 138720 |
| 75000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2023-4A, <br> Class D, 7.370%, 4/15/2031(a)<br>| &nbsp;&nbsp; 77925 |
| 100000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-1A, <br> Class B, 5.330%, 2/15/2029(a)<br>| &nbsp;&nbsp; 100306 |
| 100000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-1A, <br> Class C, 5.640%, 6/15/2029(a)<br>| &nbsp;&nbsp; 100947 |
| 100000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-3A, <br> Class C, 4.930%, 3/15/2030(a)<br>| &nbsp;&nbsp; 98713 |
| 100000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-3A, <br> Class D, 5.180%, 2/17/2032(a)<br>| &nbsp;&nbsp; 98400 |
| 635883 | &nbsp;&nbsp; Merchants Fleet Funding LLC, Series 2023-1A, <br> Class A, 7.210%, 5/20/2036(a)<br>| &nbsp;&nbsp; 643798 |
| 250000 | &nbsp;&nbsp; Merchants Fleet Funding LLC, Series 2023-1A, <br> Class D, 8.200%, 5/20/2036(a)<br>| &nbsp;&nbsp; 257012 |
| 635000 | &nbsp;&nbsp; Prestige Auto Receivables Trust, <br> Series 2022-1A, Class D, 8.080%, 8/15/2028(a)<br>| &nbsp;&nbsp; 650592 |
| 100000 | &nbsp;&nbsp; Prestige Auto Receivables Trust, <br> Series 2023-2A, Class D, 7.710%, 8/15/2029(a)<br>| &nbsp;&nbsp; 104170 |
| 198 | &nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes, <br> Series 2021-1A, Class B, 1.833%, 12/15/2031(a)<br>| &nbsp;&nbsp; 198 |
| 100000 | &nbsp;&nbsp; VStrong Auto Receivables Trust, Series 2024-A, <br> Class B, 5.770%, 7/15/2030(a)<br>| &nbsp;&nbsp; 101223 |
| 100000 | &nbsp;&nbsp; VStrong Auto Receivables Trust, Series 2024-A, <br> Class D, 7.290%, 7/15/2030(a)<br>| &nbsp;&nbsp; 103368 |
| 200000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-1A, Class D, 6.790%, 11/15/2028(a)<br>| &nbsp;&nbsp; 205056 |
| 640000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-4A, Class D, 7.190%, 7/16/2029(a)<br>| &nbsp;&nbsp; 665220 |
| 100000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-2A, Class D, 5.910%, 4/15/2030(a)<br>| &nbsp;&nbsp; 101351 |
|  |  | &nbsp;&nbsp; 15500857 |
|  | **ABS Credit Card — 0.4%** | **ABS Credit Card — 0.4%** |
| 670000 | &nbsp;&nbsp; Mercury Financial Credit Card Master Trust, <br> Series 2024-2A, Class A, 6.560%, 7/20/2029(a)<br>| &nbsp;&nbsp; 678348 |
| 380000 | &nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2023-B, Class A, 7.690%, 11/15/2028(a)<br>| &nbsp;&nbsp; 383384 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Credit Card — continued** | **ABS Credit Card — continued** |
| $385000 | &nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2024-A, Class B, 6.590%, 8/15/2029(a)<br>| &nbsp;&nbsp; $387203 |
| 485000 | &nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2024-B, Class A, 5.880%, 1/15/2030(a)<br>| &nbsp;&nbsp; 485770 |
|  |  | &nbsp;&nbsp; 1934705 |
|  | **ABS Home Equity — 3.5%** | **ABS Home Equity — 3.5%** |
| 285561 | &nbsp;&nbsp; ATLX Trust, Series 2024-RPL2, Class A1, <br> 3.850%, 4/25/2063(a)(b)<br>| &nbsp;&nbsp; 272893 |
| 210000 | &nbsp;&nbsp; CoreVest American Finance Ltd., Series 2021-1, <br> Class C, 2.800%, 4/15/2053(a)<br>| &nbsp;&nbsp; 178497 |
| 150000 | &nbsp;&nbsp; CoreVest American Finance Ltd., Series 2021-3, <br> Class D, 3.469%, 10/15/2054(a)<br>| &nbsp;&nbsp; 125830 |
| 510000 | &nbsp;&nbsp; CoreVest American Finance Ltd., <br> Series 2023-RTL1, Class A1, <br> 7.553%, 12/28/2030(a)(b)<br>| &nbsp;&nbsp; 518791 |
| 423319 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2021-RPL1, Class A1, <br> 4.068%, 9/27/2060(a)(b)<br>| &nbsp;&nbsp; 422298 |
| 1048710 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2021-RPL4, Class A1, <br> 4.100%, 12/27/2060(a)(b)<br>| &nbsp;&nbsp; 1045384 |
| 158969 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Structured <br> Agency Credit Risk Debt Notes, <br> Series 2022-DNA3, Class M1A, REMICS, 30 day <br> USD SOFR Average + 2.000%, <br> 6.569%, 4/25/2042(a)(b)<br>| &nbsp;&nbsp; 161000 |
| 675000 | &nbsp;&nbsp; FirstKey Homes Trust, Series 2021-SFR1, <br> Class E1, 2.389%, 8/17/2038(a)<br>| &nbsp;&nbsp; 642087 |
| 315000 | &nbsp;&nbsp; FirstKey Homes Trust, Series 2021-SFR2, <br> Class E1, 2.258%, 9/17/2038(a)<br>| &nbsp;&nbsp; 297582 |
| 205000 | &nbsp;&nbsp; FirstKey Homes Trust, Series 2021-SFR2, <br> Class E2, 2.358%, 9/17/2038(a)<br>| &nbsp;&nbsp; 193292 |
| 300000 | &nbsp;&nbsp; FirstKey Homes Trust, Series 2022-SFR2, <br> Class D, 4.500%, 7/17/2039(a)<br>| &nbsp;&nbsp; 290191 |
| 191979 | &nbsp;&nbsp; GCAT Trust, Series 2019-RPL1, Class A1, <br> 2.650%, 10/25/2068(a)(b)<br>| &nbsp;&nbsp; 184503 |
| 83703 | &nbsp;&nbsp; Home Partners of America Trust, Series 2021-1, <br> Class E, 2.577%, 9/17/2041(a)<br>| &nbsp;&nbsp; 69470 |
| 797267 | &nbsp;&nbsp; Home Partners of America Trust, Series 2021-2, <br> Class E1, 2.852%, 12/17/2026(a)<br>| &nbsp;&nbsp; 750517 |
| 413042 | &nbsp;&nbsp; Home Partners of America Trust, Series 2021-2, <br> Class E2, 2.952%, 12/17/2026(a)<br>| &nbsp;&nbsp; 388844 |
| 1215000 | &nbsp;&nbsp; Legacy Mortgage Asset Trust, <br> Series 2020-RPL1, Class A2, <br> 3.250%, 9/25/2059(a)(b)<br>| &nbsp;&nbsp; 1084249 |
| 468754 | &nbsp;&nbsp; Legacy Mortgage Asset Trust, <br> Series 2021-GS2, Class A1, <br> 4.750%, 4/25/2061(a)(b)<br>| &nbsp;&nbsp; 468599 |
| 115000 | &nbsp;&nbsp; Mill City Mortgage Loan Trust, <br> Series 2019-GS1, Class M2, <br> 3.250%, 7/25/2059(a)(b)<br>| &nbsp;&nbsp; 102039 |
| 580000 | &nbsp;&nbsp; New Residential Mortgage Loan Trust, <br> Series 2024-RTL1, Class A1, <br> 6.664%, 3/25/2039(a)(b)<br>| &nbsp;&nbsp; 584287 |
| 665000 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-BPL2, Class A1, <br> 6.509%, 5/25/2039(a)(b)<br>| &nbsp;&nbsp; 671798 |
| 315000 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-BPL3, Class A1, <br> 5.268%, 9/25/2039(a)(b)<br>| &nbsp;&nbsp; 311057 |
| 274666 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-CP1, Class A1, <br> 3.750%, 2/25/2068(a)(b)<br>| &nbsp;&nbsp; 251958 |
| 536059 | &nbsp;&nbsp; PRET LLC, Series 2024-NPL8, Class A1, <br> 5.963%, 11/25/2054(a)(b)<br>| &nbsp;&nbsp; 537897 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Home Equity — continued** | **ABS Home Equity — continued** |
| $705000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR2, <br> Class E1, 2.547%, 4/19/2038(a)<br>| &nbsp;&nbsp; $681395 |
| 240000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR3, <br> Class E1, 2.538%, 5/17/2026(a)<br>| &nbsp;&nbsp; 233344 |
| 200000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR3, <br> Class E2, 2.688%, 5/17/2026(a)<br>| &nbsp;&nbsp; 194323 |
| 125000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR4, <br> Class E1, 2.409%, 5/17/2038(a)<br>| &nbsp;&nbsp; 120171 |
| 100000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR4, <br> Class E2, 2.559%, 5/17/2038(a)<br>| &nbsp;&nbsp; 95821 |
| 295000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR5, <br> Class E1, 2.209%, 7/17/2038(a)<br>| &nbsp;&nbsp; 281409 |
| 100000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR5, <br> Class E2, 2.359%, 7/17/2038(a)<br>| &nbsp;&nbsp; 95114 |
| 380000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR6, <br> Class E1, 2.425%, 7/17/2038(a)<br>| &nbsp;&nbsp; 363672 |
| 200000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR6, <br> Class E2, 2.525%, 7/17/2038(a)<br>| &nbsp;&nbsp; 191410 |
| 340000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR7, <br> Class E1, 2.591%, 8/17/2040(a)<br>| &nbsp;&nbsp; 302183 |
| 100000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR7, <br> Class E2, 2.640%, 8/17/2040(a)<br>| &nbsp;&nbsp; 87643 |
| 413164 | &nbsp;&nbsp; PRPM LLC, Series 2024-2, Class A1, <br> 7.026%, 3/25/2029(a)(b)<br>| &nbsp;&nbsp; 414236 |
| 117392 | &nbsp;&nbsp; PRPM LLC, Series 2024-5, Class A1, <br> 5.689%, 9/25/2029(a)(b)<br>| &nbsp;&nbsp; 116420 |
| 284405 | &nbsp;&nbsp; PRPM LLC, Series 2024-7, Class A1, <br> 5.870%, 11/25/2029(a)(b)<br>| &nbsp;&nbsp; 285674 |
| 261731 | &nbsp;&nbsp; Redwood Funding Trust, Series 2023-1, Class A, <br> 7.500%, 7/25/2059(a)(b)<br>| &nbsp;&nbsp; 261485 |
| 176602 | &nbsp;&nbsp; Redwood Funding Trust, Series 2024-1, Class A, <br> 7.745%, 12/25/2054(a)(b)<br>| &nbsp;&nbsp; 177087 |
| 730000 | &nbsp;&nbsp; Roc Mortgage Trust, Series 2024-RTL1, <br> Class A1, 5.589%, 10/25/2039(a)(b)<br>| &nbsp;&nbsp; 725219 |
| 130000 | &nbsp;&nbsp; Toorak Mortgage Trust, Series 2024-RRTL1, <br> Class A1, 6.597%, 2/25/2039(a)(b)<br>| &nbsp;&nbsp; 130463 |
| 765000 | &nbsp;&nbsp; TVC Mortgage Trust, Series 2024-RRTL1, <br> Class A1, 5.545%, 7/25/2039(a)(b)<br>| &nbsp;&nbsp; 761897 |
| 131206 | &nbsp;&nbsp; VOLT XCVI LLC, Series 2021-NPL5, Class A1, <br> 5.116%, 3/27/2051(a)(b)<br>| &nbsp;&nbsp; 131172 |
|  |  | &nbsp;&nbsp; 15203201 |
|  | **ABS Other — 4.7%** | **ABS Other — 4.7%** |
| 1026987 | &nbsp;&nbsp; AASET Ltd., Series 2024-2A, Class A, <br> 5.930%, 9/16/2049(a)<br>| &nbsp;&nbsp; 1021016 |
| 380000 | &nbsp;&nbsp; Affirm Asset Securitization Trust, <br> Series 2023-B, Class A, 6.820%, 9/15/2028(a)<br>| &nbsp;&nbsp; 385249 |
| 335000 | &nbsp;&nbsp; Affirm Asset Securitization Trust, <br> Series 2024-A, Class B, 5.930%, 2/15/2029(a)<br>| &nbsp;&nbsp; 337993 |
| 185000 | &nbsp;&nbsp; Affirm Asset Securitization Trust, <br> Series 2024-X2, Class A, 5.220%, 12/17/2029(a)<br>| &nbsp;&nbsp; 185301 |
| 125000 | &nbsp;&nbsp; Affirm Asset Securitization Trust, <br> Series 2024-X2, Class D, 6.080%, 12/17/2029(a)<br>| &nbsp;&nbsp; 125871 |
| 110249 | &nbsp;&nbsp; Aqua Finance Trust, Series 2019-A, Class C, <br> 4.010%, 7/16/2040(a)<br>| &nbsp;&nbsp; 106554 |
| 160000 | &nbsp;&nbsp; Aqua Finance Trust, Series 2021-A, Class B, <br> 2.400%, 7/17/2046(a)<br>| &nbsp;&nbsp; 139246 |
| 400000 | &nbsp;&nbsp; BHG Securitization Trust, Series 2023-B, <br> Class B, 7.450%, 12/17/2036(a)<br>| &nbsp;&nbsp; 410970 |
| 195000 | &nbsp;&nbsp; BHG Securitization Trust, Series 2024-1CON, <br> Class B, 6.490%, 4/17/2035(a)<br>| &nbsp;&nbsp; 196519 |
| 100000 | &nbsp;&nbsp; BHG Securitization Trust, Series 2024-1CON, <br> Class C, 6.860%, 4/17/2035(a)<br>| &nbsp;&nbsp; 101560 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $290798 | &nbsp;&nbsp; Business Jet Securities LLC, Series 2024-1A, <br> Class A, 6.197%, 5/15/2039(a)<br>| &nbsp;&nbsp; $295731 |
| 596647 | &nbsp;&nbsp; CAL Funding IV Ltd., Series 2020-1A, Class A, <br> 2.220%, 9/25/2045(a)<br>| &nbsp;&nbsp; 553362 |
| 208094 | &nbsp;&nbsp; Castlelake Aircraft Securitization Trust, <br> Series 2018-1, Class B, 5.300%, 6/15/2043(a)<br>| &nbsp;&nbsp; 176452 |
| 306107 | &nbsp;&nbsp; EverBright Solar Trust, Series 2024-A, Class A, <br> 6.430%, 6/22/2054(a)<br>| &nbsp;&nbsp; 299463 |
| 115000 | &nbsp;&nbsp; Foundation Finance Trust, Series 2023-2A, <br> Class B, 6.970%, 6/15/2049(a)<br>| &nbsp;&nbsp; 117638 |
| 149759 | &nbsp;&nbsp; FREED ABS Trust, Series 2021-3FP, Class D, <br> 2.370%, 11/20/2028(a)<br>| &nbsp;&nbsp; 148337 |
| 845000 | &nbsp;&nbsp; Frontier Issuer LLC, Series 2023-1, Class A2, <br> 6.600%, 8/20/2053(a)<br>| &nbsp;&nbsp; 861914 |
| 100000 | &nbsp;&nbsp; Frontier Issuer LLC, Series 2023-1, Class C, <br> 11.500%, 8/20/2053(a)<br>| &nbsp;&nbsp; 106758 |
| 1030000 | &nbsp;&nbsp; Frontier Issuer LLC, Series 2024-1, Class C, <br> 11.160%, 6/20/2054(a)<br>| &nbsp;&nbsp; 1151417 |
| 190212 | &nbsp;&nbsp; GoodLeap Home Improvement Solutions Trust, <br> Series 2024-1A, Class A, 5.350%, 10/20/2046(a)<br>| &nbsp;&nbsp; 190076 |
| 43644 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2024-1B, <br> Class C, 6.620%, 9/15/2039(a)<br>| &nbsp;&nbsp; 44091 |
| 68657 | &nbsp;&nbsp; HINNT LLC, Series 2024-A, Class A, <br> 5.490%, 3/15/2043(a)<br>| &nbsp;&nbsp; 69236 |
| 115000 | &nbsp;&nbsp; HPEFS Equipment Trust, Series 2023-2A, <br> Class D, 6.970%, 7/21/2031(a)<br>| &nbsp;&nbsp; 117064 |
| 288750 | &nbsp;&nbsp; Jack in the Box Funding LLC, Series 2019-1A, <br> Class A2II, 4.476%, 8/25/2049(a)<br>| &nbsp;&nbsp; 283111 |
| 565463 | &nbsp;&nbsp; JOL Air Ltd., Series 2019-1, Class A, <br> 3.967%, 4/15/2044(a)<br>| &nbsp;&nbsp; 553339 |
| 355000 | &nbsp;&nbsp; Kapitus Asset Securitization IV LLC, <br> Series 2024-1A, Class A, 5.490%, 9/10/2031(a)<br>| &nbsp;&nbsp; 350992 |
| 112399 | &nbsp;&nbsp; Kestrel Aircraft Funding Ltd., Series 2018-1A, <br> Class A, 4.250%, 12/15/2038(a)<br>| &nbsp;&nbsp; 110501 |
| 480098 | &nbsp;&nbsp; MAPS Trust, Series 2021-1A, Class A, <br> 2.521%, 6/15/2046(a)<br>| &nbsp;&nbsp; 442865 |
| 100000 | &nbsp;&nbsp; Mariner Finance Issuance Trust, <br> Series 2024-AA, Class D, 6.770%, 9/22/2036(a)<br>| &nbsp;&nbsp; 100555 |
| 110000 | &nbsp;&nbsp; Marlette Funding Trust, Series 2024-1A, <br> Class B, 6.070%, 7/17/2034(a)<br>| &nbsp;&nbsp; 111256 |
| 385000 | &nbsp;&nbsp; Marlette Funding Trust, Series 2024-1A, <br> Class D, 6.930%, 7/17/2034(a)<br>| &nbsp;&nbsp; 387617 |
| 80000 | &nbsp;&nbsp; MetroNet Infrastructure Issuer LLC, <br> Series 2024-1A, Class A2, 6.230%, 4/20/2054(a)<br>| &nbsp;&nbsp; 81669 |
| 110038 | &nbsp;&nbsp; Mosaic Solar Loan Trust, Series 2024-1A, <br> Class B, 6.250%, 9/20/2049(a)<br>| &nbsp;&nbsp; 105421 |
| 345000 | &nbsp;&nbsp; OneMain Financial Issuance Trust, <br> Series 2021-1A, Class D, 2.470%, 6/16/2036(a)<br>| &nbsp;&nbsp; 307883 |
| 380000 | &nbsp;&nbsp; OneMain Financial Issuance Trust, <br> Series 2022-S1, Class D, 5.200%, 5/14/2035(a)<br>| &nbsp;&nbsp; 372780 |
| 670000 | &nbsp;&nbsp; OWN Equipment Fund I LLC, Series 2024-2M, <br> Class A, 5.700%, 12/20/2032(a)<br>| &nbsp;&nbsp; 670239 |
| 228407 | &nbsp;&nbsp; PK Alift Loan Funding 3 LP, Series 2024-1, Class <br> A1, 5.842%, 9/15/2039(a)<br>| &nbsp;&nbsp; 229499 |
| 325000 | &nbsp;&nbsp; Republic Finance Issuance Trust, <br> Series 2024-A, Class A, 5.910%, 8/20/2032(a)<br>| &nbsp;&nbsp; 328186 |
| 175000 | &nbsp;&nbsp; Republic Finance Issuance Trust, <br> Series 2024-B, Class A, 5.420%, 11/20/2037(a)<br>| &nbsp;&nbsp; 177274 |
| 340000 | &nbsp;&nbsp; Republic Finance Issuance Trust, <br> Series 2024-B, Class C, 6.600%, 11/20/2037(a)<br>| &nbsp;&nbsp; 345571 |
| 100000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2021-1A, <br> Class D, 1.930%, 9/20/2030(a)<br>| &nbsp;&nbsp; 98879 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $315000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2022-2A, <br> Class C, 6.500%, 8/20/2032(a)<br>| &nbsp;&nbsp; $321161 |
| 100000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2024-1A, <br> Class C, 5.820%, 9/20/2032(a)<br>| &nbsp;&nbsp; 100968 |
| 100000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2024-1A, <br> Class D, 6.580%, 6/21/2033(a)<br>| &nbsp;&nbsp; 101264 |
| 99750 | &nbsp;&nbsp; SEB Funding LLC, Series 2021-1A, Class A2, <br> 4.969%, 1/30/2052(a)<br>| &nbsp;&nbsp; 97255 |
| 435000 | &nbsp;&nbsp; SEB Funding LLC, Series 2024-1A, Class A2, <br> 7.386%, 4/30/2054(a)<br>| &nbsp;&nbsp; 446290 |
| 141623 | &nbsp;&nbsp; Shenton Aircraft Investment I Ltd., <br> Series 2015-1A, Class A, 4.750%, 10/15/2042(a)<br>| &nbsp;&nbsp; 135952 |
| 31408 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2021-1A, Class C, 1.790%, 11/20/2037(a)<br>| &nbsp;&nbsp; 30414 |
| 51286 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2023-2A, Class C, 7.300%, 4/20/2040(a)<br>| &nbsp;&nbsp; 52288 |
| 160243 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2023-3A, Class C, 7.120%, 9/20/2040(a)<br>| &nbsp;&nbsp; 164087 |
| 580653 | &nbsp;&nbsp; Slam Ltd., Series 2024-1A, Class A, <br> 5.335%, 9/15/2049(a)<br>| &nbsp;&nbsp; 568145 |
| 93662 | &nbsp;&nbsp; SoFi Consumer Loan Program Trust, <br> Series 2021-1, Class D, 2.040%, 9/25/2030(a)<br>| &nbsp;&nbsp; 91886 |
| 81891 | &nbsp;&nbsp; Stream Innovations Issuer Trust, <br> Series 2024-1A, Class A, 6.270%, 7/15/2044(a)<br>| &nbsp;&nbsp; 83724 |
| 285415 | &nbsp;&nbsp; Stream Innovations Issuer Trust, <br> Series 2024-2A, Class A, 5.210%, 2/15/2045(a)<br>| &nbsp;&nbsp; 284577 |
| 578814 | &nbsp;&nbsp; Sunnova Helios X Issuer LLC, Series 2022-C, <br> Class C, 6.000%, 11/22/2049(a)<br>| &nbsp;&nbsp; 462380 |
| 604060 | &nbsp;&nbsp; Sunnova Helios XIII Issuer LLC, Series 2024-A, <br> Class A, 5.300%, 2/20/2051(a)<br>| &nbsp;&nbsp; 569167 |
| 215564 | &nbsp;&nbsp; Thrust Engine Leasing DAC, Series 2021-1A, <br> Class A, 4.163%, 7/15/2040(a)<br>| &nbsp;&nbsp; 206323 |
| 995000 | &nbsp;&nbsp; Trafigura Securitisation Finance PLC, <br> Series 2024-1A, Class A1, SOFR + 1.400%, <br> 5.864%, 11/15/2027(a)(b)<br>| &nbsp;&nbsp; 995204 |
| 200000 | &nbsp;&nbsp; Trafigura Securitisation Finance PLC, <br> Series 2024-1A, Class B, 7.290%, 11/15/2027(a)<br>| &nbsp;&nbsp; 202209 |
| 544296 | &nbsp;&nbsp; Volofin Finance DAC, Series 2024-1A, Class A, <br> 5.935%, 6/15/2037(a)<br>| &nbsp;&nbsp; 544941 |
| 593440 | &nbsp;&nbsp; WAVE Trust, Series 2017-1A, Class A, <br> 3.844%, 11/15/2042(a)<br>| &nbsp;&nbsp; 550409 |
| 1059959 | &nbsp;&nbsp; Willis Engine Structured Trust VI, <br> Series 2021-A, Class A, 3.104%, 5/15/2046(a)<br>| &nbsp;&nbsp; 943070 |
| 482383 | &nbsp;&nbsp; Willis Engine Structured Trust VII, <br> Series 2023-A, Class A, 8.000%, 10/15/2048(a)<br>| &nbsp;&nbsp; 498776 |
| 600000 | &nbsp;&nbsp; Ziply Fiber Issuer LLC, Series 2024-1A, <br> Class A2, 6.640%, 4/20/2054(a)<br>| &nbsp;&nbsp; 614880 |
| 185000 | &nbsp;&nbsp; Ziply Fiber Issuer LLC, Series 2024-1A, Class B, <br> 7.810%, 4/20/2054(a)<br>| &nbsp;&nbsp; 190476 |
|  |  | &nbsp;&nbsp; 20455301 |
|  | **ABS Residential Mortgage — 0.5%** | **ABS Residential Mortgage — 0.5%** |
| 386906 | &nbsp;&nbsp; GITSIT Mortgage Loan Trust, <br> Series 2024-NPL1, Class A1, <br> 7.466%, 6/25/2054(a)(b)<br>| &nbsp;&nbsp; 389447 |
| 395315 | &nbsp;&nbsp; MFA Trust, Series 2024-NPL1, Class A1, <br> 6.330%, 9/25/2054(b)<br>| &nbsp;&nbsp; 395240 |
| 219423 | &nbsp;&nbsp; PRET LLC, Series 2024-NPL4, Class A1, <br> 6.996%, 7/25/2054(a)(b)<br>| &nbsp;&nbsp; 220373 |
| 135557 | &nbsp;&nbsp; PRPM LLC, Series 2021-4, Class A1, <br> 4.867%, 4/25/2026(a)(b)<br>| &nbsp;&nbsp; 135260 |
| 238368 | &nbsp;&nbsp; RCO VII Mortgage LLC, Series 2024-1, Class A1, <br> 7.021%, 1/25/2029(a)(b)<br>| &nbsp;&nbsp; 239096 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Residential Mortgage — continued** | **ABS Residential Mortgage — continued** |
| $48980 | &nbsp;&nbsp; VOLT XCII LLC, Series 2021-NPL1, Class A1, <br> 4.893%, 2/27/2051(a)(b)<br>| &nbsp;&nbsp; $48944 |
| 209977 | &nbsp;&nbsp; VOLT XCIII LLC, Series 2021-NPL2, Class A1, <br> 4.893%, 2/27/2051(a)(b)<br>| &nbsp;&nbsp; 209823 |
| 205770 | &nbsp;&nbsp; VOLT XCIV LLC, Series 2021-NPL3, Class A1, <br> 5.240%, 2/27/2051(a)(b)<br>| &nbsp;&nbsp; 205516 |
| 372290 | &nbsp;&nbsp; VOLT XCVII LLC, Series 2021-NPL6, Class A1, <br> 5.240%, 4/25/2051(a)(b)<br>| &nbsp;&nbsp; 372563 |
|  |  | &nbsp;&nbsp; 2216262 |
|  | **ABS Student Loan — 0.9%** | **ABS Student Loan — 0.9%** |
| 201884 | &nbsp;&nbsp; Ascent Education Funding Trust, Series 2024-A, <br> Class A, 6.140%, 10/25/2050(a)<br>| &nbsp;&nbsp; 203369 |
| 1065636 | &nbsp;&nbsp; College Ave Student Loans LLC, Series 2024-B, <br> Class A1A, 5.690%, 8/25/2054(a)<br>| &nbsp;&nbsp; 1079340 |
| 305000 | &nbsp;&nbsp; College Ave Student Loans LLC, Series 2024-B, <br> Class B, 6.080%, 8/25/2054(a)<br>| &nbsp;&nbsp; 307270 |
| 50221 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2020-HA, Class A, 1.310%, 1/15/2069(a)<br>| &nbsp;&nbsp; 46621 |
| 158605 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-A, Class A, 0.840%, 5/15/2069(a)<br>| &nbsp;&nbsp; 142924 |
| 100000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-A, Class B, 2.240%, 5/15/2069(a)<br>| &nbsp;&nbsp; 75819 |
| 170000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-EA, Class B, 2.030%, 12/16/2069(a)<br>| &nbsp;&nbsp; 115377 |
| 385000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-FA, Class B, 2.120%, 2/18/2070(a)<br>| &nbsp;&nbsp; 257902 |
| 265000 | &nbsp;&nbsp; Navient Student Loan Trust, Series 2023-BA, <br> Class B, 7.230%, 3/15/2072(a)<br>| &nbsp;&nbsp; 280990 |
| 230000 | &nbsp;&nbsp; Nelnet Student Loan Trust, Series 2021-BA, <br> Class B, 2.680%, 4/20/2062(a)<br>| &nbsp;&nbsp; 197143 |
| 12465 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2016-C, Class A2A, 2.340%, 9/15/2034(a)<br>| &nbsp;&nbsp; 12429 |
| 41155 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2020-A, Class A2A, 2.230%, 9/15/2037(a)<br>| &nbsp;&nbsp; 39172 |
| 567831 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2021-A, Class A2A2, 1 mo. USD SOFR + <br> 0.844%, 5.242%, 1/15/2053(a)(b)<br>| &nbsp;&nbsp; 560455 |
| 475000 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2021-B, Class B, 2.650%, 7/17/2051(a)<br>| &nbsp;&nbsp; 407879 |
| 169000 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2024-A, Class B, 5.880%, 3/15/2056(a)<br>| &nbsp;&nbsp; 169873 |
|  |  | &nbsp;&nbsp; 3896563 |
|  | **ABS Whole Business — 1.0%** | **ABS Whole Business — 1.0%** |
| 785000 | &nbsp;&nbsp; Applebee's Funding LLC/IHOP Funding LLC, <br> Series 2023-1A, Class A2, 7.824%, 3/05/2053(a)<br>| &nbsp;&nbsp; 802785 |
| 121875 | &nbsp;&nbsp; EWC Master Issuer LLC, Series 2022-1A, <br> Class A2, 5.500%, 3/15/2052(a)<br>| &nbsp;&nbsp; 118612 |
| 247500 | &nbsp;&nbsp; FOCUS Brands Funding, Series 2023-2, <br> Class A2, 8.241%, 10/30/2053(a)<br>| &nbsp;&nbsp; 260748 |
| 289500 | &nbsp;&nbsp; Hardee's Funding LLC, Series 2021-1A, <br> Class A2, 2.865%, 6/20/2051(a)<br>| &nbsp;&nbsp; 259248 |
| 158800 | &nbsp;&nbsp; Hardee's Funding LLC, Series 2024-1A, <br> Class A2, 7.253%, 3/20/2054(a)<br>| &nbsp;&nbsp; 162196 |
| 323000 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2019-1A, Class A2, 3.858%, 12/05/2049(a)<br>| &nbsp;&nbsp; 297088 |
| 48625 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2022-1A, Class A2I, <br> 3.251%, 12/05/2051(a)<br>| &nbsp;&nbsp; 46726 |
| 97250 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2022-1A, Class A2II, <br> 4.008%, 12/05/2051(a)<br>| &nbsp;&nbsp; 87960 |
| 1052363 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2024-1A, Class A2I, 5.765%, 6/05/2054(a)<br>| &nbsp;&nbsp; 1056214 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Whole Business — continued** | **ABS Whole Business — continued** |
| $1035000 | &nbsp;&nbsp; Subway Funding LLC, Series 2024-1A, <br> Class A2I, 6.028%, 7/30/2054(a)<br>| &nbsp;&nbsp; $1048116 |
| 305000 | &nbsp;&nbsp; Wingstop Funding LLC, Series 2024-1A, <br> Class A2, 5.858%, 12/05/2054(a)<br>| &nbsp;&nbsp; 302770 |
|  |  | &nbsp;&nbsp; 4442463 |
|  | **Aerospace & Defense — 2.9%** | **Aerospace & Defense — 2.9%** |
| 1690000 | BAE Systems PLC, 5.300%, 3/26/2034(a) | &nbsp;&nbsp; 1685606 |
| 1254000 | Boeing Co., 3.625%, 2/01/2031 | &nbsp;&nbsp; 1138400 |
| 985000 | Boeing Co., 5.150%, 5/01/2030 | &nbsp;&nbsp; 971193 |
| 896000 | Boeing Co., 5.705%, 5/01/2040 | &nbsp;&nbsp; 852436 |
| 2395000 | Boeing Co., 5.805%, 5/01/2050 | &nbsp;&nbsp; 2227718 |
| 55000 | Boeing Co., 5.930%, 5/01/2060 | &nbsp;&nbsp; 50892 |
| 255000 | Boeing Co., 6.388%, 5/01/2031 | &nbsp;&nbsp; 266608 |
| 295000 | Boeing Co., 6.528%, 5/01/2034 | &nbsp;&nbsp; 309045 |
| 1145000 | Boeing Co., 6.858%, 5/01/2054 | &nbsp;&nbsp; 1216959 |
| 370000 | Boeing Co., 7.008%, 5/01/2064 | &nbsp;&nbsp; 392617 |
| 1035000 | L3Harris Technologies, Inc., 5.350%, 6/01/2034 | &nbsp;&nbsp; 1030649 |
| 495000 | L3Harris Technologies, Inc., 5.400%, 7/31/2033 | &nbsp;&nbsp; 494114 |
| 155000 | RTX Corp., 2.375%, 3/15/2032 | &nbsp;&nbsp; 128662 |
| 1225000 | RTX Corp., 5.150%, 2/27/2033 | &nbsp;&nbsp; 1214704 |
| 435000 | TransDigm, Inc., 6.750%, 8/15/2028(a) | &nbsp;&nbsp; 439254 |
|  |  | &nbsp;&nbsp; 12418857 |
|  | **Airlines — 0.5%** | **Airlines — 0.5%** |
| 232602 | &nbsp;&nbsp; American Airlines Pass-Through Trust, <br> Series 2016-3, Class B, 3.750%, 4/15/2027<br>| &nbsp;&nbsp; 227513 |
| 727538 | &nbsp;&nbsp; American Airlines Pass-Through Trust, <br> Series 2017-1, Class B, 4.950%, 8/15/2026<br>| &nbsp;&nbsp; 726733 |
| 1050981 | &nbsp;&nbsp; United Airlines Pass-Through Trust, <br> Series 2023-1, Class A, 5.800%, 7/15/2037<br>| &nbsp;&nbsp; 1065516 |
|  |  | &nbsp;&nbsp; 2019762 |
|  | **Apartment REITs — 0.1%** | **Apartment REITs — 0.1%** |
| 285000 | &nbsp;&nbsp; Invitation Homes Operating Partnership LP, <br> 4.875%, 2/01/2035<br>| &nbsp;&nbsp; 269616 |
|  | **Automotive — 0.9%** | **Automotive — 0.9%** |
| 360000 | BorgWarner, Inc., 5.400%, 8/15/2034 | &nbsp;&nbsp; 354322 |
| 2270000 | &nbsp;&nbsp; General Motors Financial Co., Inc., <br> 3.600%, 6/21/2030<br>| &nbsp;&nbsp; 2080871 |
| 335000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.750%, 4/23/2030(a)<br>| &nbsp;&nbsp; 322248 |
| 285000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.875%, 4/14/2028(a)<br>| &nbsp;&nbsp; 285616 |
| 510000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.875%, 4/23/2032(a)<br>| &nbsp;&nbsp; 483604 |
| 300000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 7.125%, 4/14/2030(a)<br>| &nbsp;&nbsp; 294465 |
|  |  | &nbsp;&nbsp; 3821126 |
|  | **Banking — 3.0%** | **Banking — 3.0%** |
| 1510000 | Bank of America Corp., 6.110%, 1/29/2037 | &nbsp;&nbsp; 1564178 |
| 762000 | &nbsp;&nbsp; Bank of America Corp., (fixed rate to 9/21/2031, <br> variable rate thereafter), 2.482%, 9/21/2036<br>| &nbsp;&nbsp; 620833 |
| 1490000 | &nbsp;&nbsp; Credit Agricole SA, (fixed rate to 1/10/2034, <br> variable rate thereafter), 6.251%, 1/10/2035(a)<br>| &nbsp;&nbsp; 1496048 |
| 300000 | &nbsp;&nbsp; ING Groep NV, (fixed rate to 9/11/2033, variable <br> rate thereafter), 6.114%, 9/11/2034<br>| &nbsp;&nbsp; 310587 |
| 2050000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 1/19/2033, <br> variable rate thereafter), 5.948%, 1/19/2038<br>| &nbsp;&nbsp; 2052118 |
| 3000000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 4/19/2034, <br> variable rate thereafter), 5.831%, 4/19/2035<br>| &nbsp;&nbsp; 3057130 |
| 635000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 8/02/2029, <br> variable rate thereafter), 5.935%, 8/02/2030<br>| &nbsp;&nbsp; 640829 |
| 360000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 11/15/2032, <br> variable rate thereafter), 9.016%, 11/15/2033(a)<br>| &nbsp;&nbsp; 434785 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Banking — continued** | **Banking — continued** |
| $900000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 2/08/2034, <br> variable rate thereafter), 5.699%, 2/08/2035(a)<br>| &nbsp;&nbsp; $905888 |
| 1000000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 8/12/2032, <br> variable rate thereafter), 6.537%, 8/12/2033(a)<br>| &nbsp;&nbsp; 1056710 |
| 200000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/03/2031, variable <br> rate thereafter), 3.127%, 6/03/2032(a)<br>| &nbsp;&nbsp; 173524 |
| 405000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/19/2027, variable <br> rate thereafter), 5.861%, 6/19/2032(a)<br>| &nbsp;&nbsp; 404960 |
| 200000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/30/2030, variable <br> rate thereafter), 5.459%, 6/30/2035(a)<br>| &nbsp;&nbsp; 193120 |
|  |  | &nbsp;&nbsp; 12910710 |
|  | **Brokerage — 0.8%** | **Brokerage — 0.8%** |
| 1185000 | Blue Owl Finance LLC, 6.250%, 4/18/2034 | &nbsp;&nbsp; 1217399 |
| 360000 | &nbsp;&nbsp; Jefferies Financial Group, Inc., <br> 6.200%, 4/14/2034<br>| &nbsp;&nbsp; 371004 |
| 1670000 | &nbsp;&nbsp; Jefferies Financial Group, Inc., <br> 6.250%, 1/15/2036<br>| &nbsp;&nbsp; 1715757 |
|  |  | &nbsp;&nbsp; 3304160 |
|  | **Building Materials — 1.8%** | **Building Materials — 1.8%** |
| 4300000 | Cemex SAB de CV, 3.875%, 7/11/2031(a) | &nbsp;&nbsp; 3747945 |
| 1195000 | &nbsp;&nbsp; Cemex SAB de CV, (fixed rate to 6/08/2026, <br> variable rate thereafter), 5.125%(a)(c)<br>| &nbsp;&nbsp; 1170639 |
| 235000 | &nbsp;&nbsp; Martin Marietta Materials, Inc., <br> 5.150%, 12/01/2034<br>| &nbsp;&nbsp; 230751 |
| 213000 | Masco Corp., 6.500%, 8/15/2032 | &nbsp;&nbsp; 224404 |
| 1715000 | Owens Corning, 5.700%, 6/15/2034 | &nbsp;&nbsp; 1742192 |
| 760000 | Vulcan Materials Co., 5.350%, 12/01/2034 | &nbsp;&nbsp; 757707 |
|  |  | &nbsp;&nbsp; 7873638 |
|  | **Cable Satellite — 6.4%** | **Cable Satellite — 6.4%** |
| 1365000 | &nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., <br> 4.250%, 1/15/2034(a)<br>| &nbsp;&nbsp; 1107411 |
| 455000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 3.700%, 4/01/2051<br>| &nbsp;&nbsp; 284220 |
| 230000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 3.900%, 6/01/2052<br>| &nbsp;&nbsp; 147961 |
| 2625000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 3.950%, 6/30/2062<br>| &nbsp;&nbsp; 1598998 |
| 250000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 4.800%, 3/01/2050<br>| &nbsp;&nbsp; 187789 |
| 350000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 5.125%, 7/01/2049<br>| &nbsp;&nbsp; 273968 |
| 2425000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 5.250%, 4/01/2053<br>| &nbsp;&nbsp; 1957268 |
| 295000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 6.834%, 10/23/2055<br>| &nbsp;&nbsp; 287010 |
| 220000 | CSC Holdings LLC, 3.375%, 2/15/2031(a) | &nbsp;&nbsp; 154311 |
| 200000 | CSC Holdings LLC, 4.500%, 11/15/2031(a) | &nbsp;&nbsp; 144006 |
| 2710000 | CSC Holdings LLC, 4.625%, 12/01/2030(a) | &nbsp;&nbsp; 1415847 |
| 1750000 | CSC Holdings LLC, 5.375%, 2/01/2028(a) | &nbsp;&nbsp; 1509738 |
| 1285000 | CSC Holdings LLC, 7.500%, 4/01/2028(a) | &nbsp;&nbsp; 880441 |
| 2215000 | DISH DBS Corp., 5.250%, 12/01/2026(a) | &nbsp;&nbsp; 2013326 |
| 2710000 | DISH DBS Corp., 5.750%, 12/01/2028(a) | &nbsp;&nbsp; 2317035 |
| 270000 | DISH DBS Corp., 7.750%, 7/01/2026 | &nbsp;&nbsp; 227111 |
| 8792370 | EchoStar Corp., 10.750%, 11/30/2029 | &nbsp;&nbsp; 9454307 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Cable Satellite — continued** | **Cable Satellite — continued** |
| $1912519 | &nbsp;&nbsp; EchoStar Corp., 6.750% PIK or 6.750% Cash, <br> 11/30/2030(d)<br>| &nbsp;&nbsp; $1734557 |
| 375000 | Time Warner Cable LLC, 4.500%, 9/15/2042 | &nbsp;&nbsp; 280537 |
| 60000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | &nbsp;&nbsp; 53688 |
| 1500000 | Time Warner Cable LLC, 6.550%, 5/01/2037 | &nbsp;&nbsp; 1450315 |
|  |  | &nbsp;&nbsp; 27479844 |
|  | **Chemicals — 0.1%** | **Chemicals — 0.1%** |
| 775000 | Ashland, Inc., 3.375%, 9/01/2031(a) | &nbsp;&nbsp; 660940 |
|  | **Construction Machinery — 1.0%** | **Construction Machinery — 1.0%** |
| 200000 | Ashtead Capital, Inc., 5.500%, 8/11/2032(a) | &nbsp;&nbsp; 197431 |
| 275000 | Ashtead Capital, Inc., 5.550%, 5/30/2033(a) | &nbsp;&nbsp; 270719 |
| 200000 | Ashtead Capital, Inc., 5.800%, 4/15/2034(a) | &nbsp;&nbsp; 200151 |
| 1755000 | Ashtead Capital, Inc., 5.950%, 10/15/2033(a) | &nbsp;&nbsp; 1774867 |
| 645000 | &nbsp;&nbsp; John Deere Capital Corp., MTN, <br> 1.250%, 1/10/2025<br>| &nbsp;&nbsp; 644528 |
| 1100000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 6.125%, 3/15/2034(a)<br>| &nbsp;&nbsp; 1091397 |
|  |  | &nbsp;&nbsp; 4179093 |
|  | **Consumer Cyclical Services — 1.7%** | **Consumer Cyclical Services — 1.7%** |
| 700000 | Expedia Group, Inc., 2.950%, 3/15/2031 | &nbsp;&nbsp; 616206 |
| 735000 | Expedia Group, Inc., 3.250%, 2/15/2030 | &nbsp;&nbsp; 677725 |
| 1010000 | &nbsp;&nbsp; Go Daddy Operating Co. LLC/GD Finance Co., <br> Inc., 3.500%, 3/01/2029(a)<br>| &nbsp;&nbsp; 922701 |
| 3385000 | Uber Technologies, Inc., 4.500%, 8/15/2029(a) | &nbsp;&nbsp; 3273593 |
| 400000 | Uber Technologies, Inc., 4.800%, 9/15/2034 | &nbsp;&nbsp; 382828 |
| 1420000 | Uber Technologies, Inc., 6.250%, 1/15/2028(a) | &nbsp;&nbsp; 1432214 |
| 212000 | Uber Technologies, Inc., 7.500%, 9/15/2027(a) | &nbsp;&nbsp; 215776 |
|  |  | &nbsp;&nbsp; 7521043 |
|  | **Diversified Manufacturing — 0.6%** | **Diversified Manufacturing — 0.6%** |
| 705000 | Amphenol Corp., 5.000%, 1/15/2035 | &nbsp;&nbsp; 688302 |
| 280000 | Amphenol Corp., 5.250%, 4/05/2034 | &nbsp;&nbsp; 280833 |
| 120000 | Ingersoll Rand, Inc., 5.700%, 8/14/2033 | &nbsp;&nbsp; 122792 |
| 185000 | Nordson Corp., 5.800%, 9/15/2033 | &nbsp;&nbsp; 190447 |
| 1135000 | Veralto Corp., 5.450%, 9/18/2033 | &nbsp;&nbsp; 1138784 |
|  |  | &nbsp;&nbsp; 2421158 |
|  | **Electric — 0.6%** | **Electric — 0.6%** |
| 1084603 | Alta Wind Holdings LLC, 7.000%, 6/30/2035(a) | &nbsp;&nbsp; 1027161 |
| 605000 | Duke Energy Corp., 5.450%, 6/15/2034 | &nbsp;&nbsp; 604023 |
| 100000 | &nbsp;&nbsp; Enel Finance International NV, <br> 6.800%, 9/15/2037(a)<br>| &nbsp;&nbsp; 107458 |
| 880000 | Southern Co., 5.700%, 3/15/2034 | &nbsp;&nbsp; 898166 |
| 190000 | &nbsp;&nbsp; Vistra Operations Co. LLC, <br> 5.700%, 12/30/2034(a)<br>| &nbsp;&nbsp; 188006 |
|  |  | &nbsp;&nbsp; 2824814 |
|  | **Environmental — 0.2%** | **Environmental — 0.2%** |
| 1000000 | Waste Management, Inc., 4.950%, 3/15/2035 | &nbsp;&nbsp; 974948 |
|  | **Finance Companies — 4.0%** | **Finance Companies — 4.0%** |
| 1845000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.300%, 1/30/2032<br>| &nbsp;&nbsp; 1607584 |
| 645000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.400%, 10/29/2033<br>| &nbsp;&nbsp; 549296 |
| 415000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 4.950%, 9/10/2034<br>| &nbsp;&nbsp; 395110 |
| 190000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 5.750%, 6/06/2028<br>| &nbsp;&nbsp; 193594 |
| 575000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 6.150%, 9/30/2030<br>| &nbsp;&nbsp; 600556 |
| 300000 | &nbsp;&nbsp; AGFC Capital Trust I, 3 mo. USD SOFR + 2.012%, <br> 6.668%, 1/15/2067(a)(b)<br>| &nbsp;&nbsp; 210414 |
| 985000 | &nbsp;&nbsp; Air Lease Corp., Series B, (fixed rate to <br> 6/15/2026, variable rate thereafter), 4.650%(c)<br>| &nbsp;&nbsp; 952768 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Finance Companies — continued** | **Finance Companies — continued** |
| $245000 | Aircastle Ltd., 5.950%, 2/15/2029(a) | &nbsp;&nbsp; $250098 |
| 740000 | Aircastle Ltd., 6.500%, 7/18/2028(a) | &nbsp;&nbsp; 764815 |
| 450000 | &nbsp;&nbsp; Aircastle Ltd./Aircastle Ireland DAC, <br> 5.750%, 10/01/2031(a)<br>| &nbsp;&nbsp; 453029 |
| 590000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 6.250%, 4/15/2028(a)<br>| &nbsp;&nbsp; 608142 |
| 955000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 6.375%, 7/15/2030(a)<br>| &nbsp;&nbsp; 999084 |
| 810000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 6.750%, 10/25/2028(a)<br>| &nbsp;&nbsp; 850625 |
| 105000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 5.150%, 3/17/2030(a)<br>| &nbsp;&nbsp; 102568 |
| 65000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 6.400%, 3/26/2029(a)<br>| &nbsp;&nbsp; 66881 |
| 945000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 6.500%, 3/26/2031(a)<br>| &nbsp;&nbsp; 976262 |
| 2135000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 2.875%, 10/15/2026(a)<br>| &nbsp;&nbsp; 2025719 |
| 1345000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 3.625%, 3/01/2029(a)<br>| &nbsp;&nbsp; 1218056 |
| 3345000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 3.875%, 3/01/2031(a)<br>| &nbsp;&nbsp; 2914488 |
| 1080000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 4.000%, 10/15/2033(a)<br>| &nbsp;&nbsp; 899494 |
| 220000 | &nbsp;&nbsp; SMBC Aviation Capital Finance DAC, <br> 5.300%, 4/03/2029(a)<br>| &nbsp;&nbsp; 220666 |
| 655000 | &nbsp;&nbsp; SMBC Aviation Capital Finance DAC, <br> 5.450%, 5/03/2028(a)<br>| &nbsp;&nbsp; 659116 |
|  |  | &nbsp;&nbsp; 17518365 |
|  | **Financial Other — 0.2%** | **Financial Other — 0.2%** |
| 630000 | &nbsp;&nbsp; Agile Group Holdings Ltd., <br> 6.050%, 10/13/2025(e)<br>| &nbsp;&nbsp; 61003 |
| 205000 | &nbsp;&nbsp; Central China Real Estate Ltd., <br> 7.250%, 7/16/2024(e)<br>| &nbsp;&nbsp; 9379 |
| 200000 | &nbsp;&nbsp; Central China Real Estate Ltd., <br> 7.250%, 8/13/2024(e)<br>| &nbsp;&nbsp; 10500 |
| 190000 | &nbsp;&nbsp; Central China Real Estate Ltd., <br> 7.250%, 4/28/2025(e)<br>| &nbsp;&nbsp; 8787 |
| 200000 | &nbsp;&nbsp; Central China Real Estate Ltd., <br> 7.500%, 7/14/2025(e)<br>| &nbsp;&nbsp; 10500 |
| 200000 | &nbsp;&nbsp; CIFI Holdings Group Co. Ltd., <br> 6.000%, 7/16/2025(e)<br>| &nbsp;&nbsp; 25078 |
| 200000 | &nbsp;&nbsp; CIFI Holdings Group Co. Ltd., <br> 6.450%, 11/07/2024(e)<br>| &nbsp;&nbsp; 25026 |
| 600000 | &nbsp;&nbsp; Country Garden Holdings Co. Ltd., <br> 3.300%, 1/12/2031(e)<br>| &nbsp;&nbsp; 60492 |
| 155000 | &nbsp;&nbsp; Icahn Enterprises LP/Icahn Enterprises <br> Finance Corp., 4.375%, 2/01/2029<br>| &nbsp;&nbsp; 129468 |
| 1285000 | Kaisa Group Holdings Ltd., 9.375%, 6/30/2024(e) | &nbsp;&nbsp; 78706 |
| 200000 | Kaisa Group Holdings Ltd., 9.950%, 7/23/2025(e) | &nbsp;&nbsp; 11554 |
| 200000 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., <br> 10.500%, 1/15/2025(e)<br>| &nbsp;&nbsp; 11844 |
| 1810000 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., <br> 11.250%, 4/16/2025(e)<br>| &nbsp;&nbsp; 108546 |
| 400000 | Logan Group Co. Ltd., 4.250%, 7/12/2025(e) | &nbsp;&nbsp; 37260 |
| 400000 | Logan Group Co. Ltd., 4.850%, 12/14/2026(e) | &nbsp;&nbsp; 37508 |
| 405000 | &nbsp;&nbsp; Shimao Group Holdings Ltd., <br> 3.450%, 1/11/2031(e)<br>| &nbsp;&nbsp; 28095 |
| 425000 | &nbsp;&nbsp; Shimao Group Holdings Ltd., <br> 5.600%, 7/15/2026(e)<br>| &nbsp;&nbsp; 29512 |
| 200000 | &nbsp;&nbsp; Shimao Group Holdings Ltd., <br> 6.125%, 2/21/2024(e)<br>| &nbsp;&nbsp; 13120 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Financial Other — continued** | **Financial Other — continued** |
| $101490 | &nbsp;&nbsp; Sunac China Holdings Ltd., 6.000% PIK or <br> 5.000% Cash, 9/30/2026(a)(d)<br>| &nbsp;&nbsp; $14198 |
| 101736 | &nbsp;&nbsp; Sunac China Holdings Ltd., 6.250% PIK or <br> 5.250% Cash, 9/30/2027(a)(d)<br>| &nbsp;&nbsp; 14235 |
| 203967 | &nbsp;&nbsp; Sunac China Holdings Ltd., 6.500% PIK or <br> 5.500% Cash, 9/30/2027(a)(d)<br>| &nbsp;&nbsp; 26950 |
| 306692 | &nbsp;&nbsp; Sunac China Holdings Ltd., 6.750% PIK or <br> 5.750% Cash, 9/30/2028(a)(d)<br>| &nbsp;&nbsp; 38352 |
| 307434 | &nbsp;&nbsp; Sunac China Holdings Ltd., 7.000% PIK or <br> 6.000% Cash, 9/30/2029(a)(d)<br>| &nbsp;&nbsp; 35624 |
| 144767 | &nbsp;&nbsp; Sunac China Holdings Ltd., 7.250% PIK or <br> 6.250% Cash, 9/30/2030(a)(d)<br>| &nbsp;&nbsp; 16214 |
| 200000 | Times China Holdings Ltd., 5.750%, 1/14/2027(e) | &nbsp;&nbsp; 7510 |
| 400000 | Times China Holdings Ltd., 6.200%, 3/22/2026(e) | &nbsp;&nbsp; 15020 |
| 400000 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., <br> 6.350%, 1/13/2027(e)<br>| &nbsp;&nbsp; 29716 |
| 370000 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., <br> 7.700%, 2/20/2025(e)<br>| &nbsp;&nbsp; 25930 |
| 225000 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., <br> 8.300%, 5/27/2025(e)<br>| &nbsp;&nbsp; 16875 |
|  |  | &nbsp;&nbsp; 937002 |
|  | **Food & Beverage — 0.5%** | **Food & Beverage — 0.5%** |
| 350000 | &nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food <br> Co./JBS Lux Co. SARL, 3.000%, 2/02/2029<br>| &nbsp;&nbsp; 319264 |
| 135000 | &nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food <br> Co./JBS Lux Co. SARL, 6.750%, 3/15/2034<br>| &nbsp;&nbsp; 142730 |
| 1230000 | Pilgrim's Pride Corp., 3.500%, 3/01/2032 | &nbsp;&nbsp; 1060644 |
| 280000 | Pilgrim's Pride Corp., 4.250%, 4/15/2031 | &nbsp;&nbsp; 257670 |
| 325000 | Post Holdings, Inc., 4.500%, 9/15/2031(a) | &nbsp;&nbsp; 291149 |
|  |  | &nbsp;&nbsp; 2071457 |
|  | **Gaming — 0.4%** | **Gaming — 0.4%** |
| 385000 | &nbsp;&nbsp; GLP Capital LP/GLP Financing II, Inc., <br> 3.250%, 1/15/2032<br>| &nbsp;&nbsp; 329754 |
| 1280000 | &nbsp;&nbsp; Light & Wonder International, Inc., <br> 7.000%, 5/15/2028(a)<br>| &nbsp;&nbsp; 1282527 |
| 30000 | &nbsp;&nbsp; Light & Wonder International, Inc., <br> 7.250%, 11/15/2029(a)<br>| &nbsp;&nbsp; 30604 |
| 215000 | &nbsp;&nbsp; Light & Wonder International, Inc., <br> 7.500%, 9/01/2031(a)<br>| &nbsp;&nbsp; 221369 |
|  |  | &nbsp;&nbsp; 1864254 |
|  | **Government Owned - No Guarantee — 0.5%** | **Government Owned - No Guarantee — 0.5%** |
| 730000 | Antares Holdings LP, 3.750%, 7/15/2027(a) | &nbsp;&nbsp; 690695 |
| 805000 | Antares Holdings LP, 7.950%, 8/11/2028(a) | &nbsp;&nbsp; 843315 |
| 550000 | Ecopetrol SA, 8.375%, 1/19/2036 | &nbsp;&nbsp; 530441 |
| 200000 | &nbsp;&nbsp; Sino-Ocean Land Treasure IV Ltd., <br> 4.750%, 8/05/2029(e)<br>| &nbsp;&nbsp; 16158 |
| 400000 | &nbsp;&nbsp; Sino-Ocean Land Treasure IV Ltd., <br> 4.750%, 1/14/2030(e)<br>| &nbsp;&nbsp; 32312 |
|  |  | &nbsp;&nbsp; 2112921 |
|  | **Health Insurance — 1.0%** | **Health Insurance — 1.0%** |
| 1770000 | Centene Corp., 2.500%, 3/01/2031 | &nbsp;&nbsp; 1463978 |
| 310000 | Centene Corp., 3.000%, 10/15/2030 | &nbsp;&nbsp; 267498 |
| 365000 | Centene Corp., 3.375%, 2/15/2030 | &nbsp;&nbsp; 325098 |
| 1235000 | Centene Corp., 4.625%, 12/15/2029 | &nbsp;&nbsp; 1168014 |
| 465000 | Elevance Health, Inc., 5.200%, 2/15/2035 | &nbsp;&nbsp; 454133 |
| 660000 | Molina Healthcare, Inc., 3.875%, 5/15/2032(a) | &nbsp;&nbsp; 569951 |
| 180000 | Molina Healthcare, Inc., 4.375%, 6/15/2028(a) | &nbsp;&nbsp; 170587 |
|  |  | &nbsp;&nbsp; 4419259 |
|  | **Healthcare — 0.8%** | **Healthcare — 0.8%** |
| 15000 | Bausch & Lomb Corp., 8.375%, 10/01/2028(a) | &nbsp;&nbsp; 15525 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Healthcare — continued** | **Healthcare — continued** |
| $205000 | &nbsp;&nbsp; CVS Health Corp., (fixed rate to 12/10/2029, <br> variable rate thereafter), 7.000%, 3/10/2055<br>| &nbsp;&nbsp; $205688 |
| 310000 | HCA, Inc., 5.450%, 9/15/2034 | &nbsp;&nbsp; 302154 |
| 1050000 | HCA, Inc., 5.500%, 6/01/2033 | &nbsp;&nbsp; 1038777 |
| 770000 | HCA, Inc., 5.600%, 4/01/2034 | &nbsp;&nbsp; 758521 |
| 375000 | Hologic, Inc., 3.250%, 2/15/2029(a) | &nbsp;&nbsp; 339128 |
| 200000 | Icon Investments Six DAC, 6.000%, 5/08/2034 | &nbsp;&nbsp; 201924 |
| 575000 | &nbsp;&nbsp; Medline Borrower LP/Medline Co-Issuer, Inc., <br> 6.250%, 4/01/2029(a)<br>| &nbsp;&nbsp; 581063 |
|  |  | &nbsp;&nbsp; 3442780 |
|  | **Home Construction — 0.4%** | **Home Construction — 0.4%** |
| 600000 | DR Horton, Inc., 5.000%, 10/15/2034 | &nbsp;&nbsp; 579232 |
| 1010000 | PulteGroup, Inc., 6.375%, 5/15/2033 | &nbsp;&nbsp; 1064350 |
|  |  | &nbsp;&nbsp; 1643582 |
|  | **Independent Energy — 2.9%** | **Independent Energy — 2.9%** |
| 1385000 | Aker BP ASA, 3.750%, 1/15/2030(a) | &nbsp;&nbsp; 1286552 |
| 565000 | Aker BP ASA, 5.125%, 10/01/2034(a) | &nbsp;&nbsp; 530654 |
| 560000 | &nbsp;&nbsp; Canadian Natural Resources Ltd., <br> 5.400%, 12/15/2034(a)<br>| &nbsp;&nbsp; 544627 |
| 185000 | Civitas Resources, Inc., 8.625%, 11/01/2030(a) | &nbsp;&nbsp; 193740 |
| 1275000 | &nbsp;&nbsp; Continental Resources, Inc., <br> 2.875%, 4/01/2032(a)<br>| &nbsp;&nbsp; 1046586 |
| 4220000 | &nbsp;&nbsp; Continental Resources, Inc., <br> 5.750%, 1/15/2031(a)<br>| &nbsp;&nbsp; 4168940 |
| 740000 | Energean Israel Finance Ltd., 5.375%, 3/30/2028 | &nbsp;&nbsp; 685425 |
| 400000 | Energean Israel Finance Ltd., 5.875%, 3/30/2031 | &nbsp;&nbsp; 351000 |
| 840000 | EQT Corp., 3.625%, 5/15/2031(a) | &nbsp;&nbsp; 748495 |
| 330000 | EQT Corp., 7.000%, 2/01/2030 | &nbsp;&nbsp; 350488 |
| 85000 | Leviathan Bond Ltd., 6.500%, 6/30/2027 | &nbsp;&nbsp; 82339 |
| 175000 | Matador Resources Co., 6.875%, 4/15/2028(a) | &nbsp;&nbsp; 177420 |
| 315000 | Ovintiv, Inc., 6.500%, 8/15/2034 | &nbsp;&nbsp; 326309 |
| 1020000 | &nbsp;&nbsp; Permian Resources Operating LLC, <br> 6.250%, 2/01/2033(a)<br>| &nbsp;&nbsp; 1006801 |
| 705000 | Var Energi ASA, 8.000%, 11/15/2032(a) | &nbsp;&nbsp; 789497 |
| 300000 | Viper Energy, Inc., 7.375%, 11/01/2031(a) | &nbsp;&nbsp; 314082 |
|  |  | &nbsp;&nbsp; 12602955 |
|  | **Industrial Other — 0.1%** | **Industrial Other — 0.1%** |
| 395000 | TopBuild Corp., 4.125%, 2/15/2032(a) | &nbsp;&nbsp; 349888 |
|  | **Leisure — 1.7%** | **Leisure — 1.7%** |
| 130000 | Carnival Corp., 4.000%, 8/01/2028(a) | &nbsp;&nbsp; 123212 |
| 620000 | Carnival Corp., 5.750%, 3/01/2027(a) | &nbsp;&nbsp; 618632 |
| 395000 | Carnival Corp., 6.000%, 5/01/2029(a) | &nbsp;&nbsp; 394065 |
| 150000 | Carnival Corp., 7.000%, 8/15/2029(a) | &nbsp;&nbsp; 156031 |
| 770000 | NCL Corp. Ltd., 5.875%, 3/15/2026(a) | &nbsp;&nbsp; 768955 |
| 485000 | NCL Corp. Ltd., 5.875%, 2/15/2027(a) | &nbsp;&nbsp; 483686 |
| 750000 | NCL Corp. Ltd., 8.125%, 1/15/2029(a) | &nbsp;&nbsp; 790300 |
| 280000 | NCL Finance Ltd., 6.125%, 3/15/2028(a) | &nbsp;&nbsp; 280899 |
| 140000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 4.250%, 7/01/2026(a)<br>| &nbsp;&nbsp; 137358 |
| 1705000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 5.500%, 4/01/2028(a)<br>| &nbsp;&nbsp; 1692263 |
| 620000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 5.625%, 9/30/2031(a)<br>| &nbsp;&nbsp; 609869 |
| 1105000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 6.000%, 2/01/2033(a)<br>| &nbsp;&nbsp; 1102376 |
| 410000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 6.250%, 3/15/2032(a)<br>| &nbsp;&nbsp; 414912 |
|  |  | &nbsp;&nbsp; 7572558 |
|  | **Life Insurance — 1.7%** | **Life Insurance — 1.7%** |
| 434000 | Brighthouse Financial, Inc., 4.700%, 6/22/2047 | &nbsp;&nbsp; 336679 |
| 1745000 | Brighthouse Financial, Inc., 5.625%, 5/15/2030 | &nbsp;&nbsp; 1782089 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Life Insurance — continued** | **Life Insurance — continued** |
| $2270000 | MetLife, Inc., 9.250%, 4/08/2068(a) | &nbsp;&nbsp; $2669465 |
| 1115000 | MetLife, Inc., 10.750%, 8/01/2069 | &nbsp;&nbsp; 1487789 |
| 1165000 | &nbsp;&nbsp; Penn Mutual Life Insurance Co., <br> 6.650%, 6/15/2034(a)<br>| &nbsp;&nbsp; 1208209 |
|  |  | &nbsp;&nbsp; 7484231 |
|  | **Lodging — 0.6%** | **Lodging — 0.6%** |
| 195000 | &nbsp;&nbsp; Choice Hotels International, Inc., <br> 5.850%, 8/01/2034<br>| &nbsp;&nbsp; 195237 |
| 200000 | &nbsp;&nbsp; Hilton Grand Vacations Borrower LLC/Hilton <br> Grand Vacations Borrower, Inc., <br> 4.875%, 7/01/2031(a)<br>| &nbsp;&nbsp; 179029 |
| 520000 | Marriott International, Inc., 5.300%, 5/15/2034 | &nbsp;&nbsp; 515952 |
| 530000 | &nbsp;&nbsp; Marriott Ownership Resorts, Inc., <br> 4.500%, 6/15/2029(a)<br>| &nbsp;&nbsp; 494731 |
| 620000 | Travel & Leisure Co., 4.500%, 12/01/2029(a) | &nbsp;&nbsp; 579055 |
| 815000 | Travel & Leisure Co., 4.625%, 3/01/2030(a) | &nbsp;&nbsp; 756318 |
|  |  | &nbsp;&nbsp; 2720322 |
|  | **Media Entertainment — 2.1%** | **Media Entertainment — 2.1%** |
| 470000 | AppLovin Corp., 5.125%, 12/01/2029 | &nbsp;&nbsp; 468851 |
| 1180000 | AppLovin Corp., 5.500%, 12/01/2034 | &nbsp;&nbsp; 1171207 |
| 120000 | &nbsp;&nbsp; iHeartCommunications, Inc., <br> 7.000%, 1/15/2031(a)<br>| &nbsp;&nbsp; 88585 |
| 489500 | &nbsp;&nbsp; iHeartCommunications, Inc., <br> 7.750%, 8/15/2030(a)<br>| &nbsp;&nbsp; 383000 |
| 1510000 | Netflix, Inc., 4.875%, 6/15/2030(a) | &nbsp;&nbsp; 1503282 |
| 30000 | Netflix, Inc., 4.900%, 8/15/2034 | &nbsp;&nbsp; 29379 |
| 200000 | Netflix, Inc., 5.375%, 11/15/2029(a) | &nbsp;&nbsp; 203850 |
| 915000 | Netflix, Inc., 5.875%, 11/15/2028 | &nbsp;&nbsp; 948157 |
| 1185000 | Netflix, Inc., 6.375%, 5/15/2029 | &nbsp;&nbsp; 1255897 |
| 1600000 | Paramount Global, 4.375%, 3/15/2043 | &nbsp;&nbsp; 1164789 |
| 430000 | Paramount Global, 5.850%, 9/01/2043 | &nbsp;&nbsp; 373656 |
| 1355000 | Paramount Global, 6.875%, 4/30/2036 | &nbsp;&nbsp; 1371861 |
|  |  | &nbsp;&nbsp; 8962514 |
|  | **Metals & Mining — 2.3%** | **Metals & Mining — 2.3%** |
| 885000 | ArcelorMittal SA, 6.800%, 11/29/2032 | &nbsp;&nbsp; 945621 |
| 430000 | &nbsp;&nbsp; FMG Resources August 2006 Pty. Ltd., <br> 4.375%, 4/01/2031(a)<br>| &nbsp;&nbsp; 387053 |
| 325000 | Glencore Funding LLC, 2.500%, 9/01/2030(a) | &nbsp;&nbsp; 281593 |
| 2905000 | Glencore Funding LLC, 2.850%, 4/27/2031(a) | &nbsp;&nbsp; 2507075 |
| 1205000 | Glencore Funding LLC, 5.700%, 5/08/2033(a) | &nbsp;&nbsp; 1217041 |
| 1190000 | Glencore Funding LLC, 6.125%, 10/06/2028(a) | &nbsp;&nbsp; 1227121 |
| 3165000 | Glencore Funding LLC, 6.500%, 10/06/2033(a) | &nbsp;&nbsp; 3357605 |
| 200000 | Steel Dynamics, Inc., 5.375%, 8/15/2034 | &nbsp;&nbsp; 198263 |
|  |  | &nbsp;&nbsp; 10121372 |
|  | **Midstream — 2.8%** | **Midstream — 2.8%** |
| 455000 | Cheniere Energy Partners LP, 3.250%, 1/31/2032 | &nbsp;&nbsp; 394536 |
| 1040000 | Cheniere Energy Partners LP, 4.000%, 3/01/2031 | &nbsp;&nbsp; 961695 |
| 645000 | Cheniere Energy Partners LP, 5.950%, 6/30/2033 | &nbsp;&nbsp; 660280 |
| 530000 | DCP Midstream Operating LP, 3.250%, 2/15/2032 | &nbsp;&nbsp; 456286 |
| 10000 | DCP Midstream Operating LP, 5.125%, 5/15/2029 | &nbsp;&nbsp; 10016 |
| 575000 | &nbsp;&nbsp; DCP Midstream Operating LP, <br> 6.450%, 11/03/2036(a)<br>| &nbsp;&nbsp; 591571 |
| 1040000 | Energy Transfer LP, 5.000%, 5/15/2044 | &nbsp;&nbsp; 891852 |
| 1245000 | Energy Transfer LP, 5.600%, 9/01/2034 | &nbsp;&nbsp; 1243906 |
| 435000 | Energy Transfer LP, 6.550%, 12/01/2033 | &nbsp;&nbsp; 463068 |
| 95000 | EnLink Midstream LLC, 6.500%, 9/01/2030(a) | &nbsp;&nbsp; 99447 |
| 715000 | &nbsp;&nbsp; Hess Midstream Operations LP, <br> 4.250%, 2/15/2030(a)<br>| &nbsp;&nbsp; 659174 |
| 285000 | &nbsp;&nbsp; Hess Midstream Operations LP, <br> 5.625%, 2/15/2026(a)<br>| &nbsp;&nbsp; 284066 |
| 95000 | NGPL PipeCo LLC, 7.768%, 12/15/2037(a) | &nbsp;&nbsp; 106382 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Midstream — continued** | **Midstream — continued** |
| $235000 | Targa Resources Corp., 5.500%, 2/15/2035 | &nbsp;&nbsp; $231198 |
| 460000 | Targa Resources Corp., 6.125%, 3/15/2033 | &nbsp;&nbsp; 474260 |
| 395000 | &nbsp;&nbsp; Targa Resources Partners LP/Targa Resources <br> Partners Finance Corp., 4.000%, 1/15/2032<br>| &nbsp;&nbsp; 359312 |
| 100000 | &nbsp;&nbsp; Targa Resources Partners LP/Targa Resources <br> Partners Finance Corp., 4.875%, 2/01/2031<br>| &nbsp;&nbsp; 96554 |
| 1575000 | &nbsp;&nbsp; Venture Global Calcasieu Pass LLC, <br> 4.125%, 8/15/2031(a)<br>| &nbsp;&nbsp; 1410458 |
| 365000 | &nbsp;&nbsp; Venture Global Calcasieu Pass LLC, <br> 6.250%, 1/15/2030(a)<br>| &nbsp;&nbsp; 368406 |
| 170000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 4.050%, 2/01/2030<br>| &nbsp;&nbsp; 159452 |
| 230000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.250%, 2/01/2050<br>| &nbsp;&nbsp; 195898 |
| 405000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.300%, 3/01/2048<br>| &nbsp;&nbsp; 343959 |
| 80000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.450%, 4/01/2044<br>| &nbsp;&nbsp; 71214 |
| 55000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.500%, 8/15/2048<br>| &nbsp;&nbsp; 47816 |
| 100000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 6.150%, 4/01/2033<br>| &nbsp;&nbsp; 101927 |
| 225000 | Whistler Pipeline LLC, 5.700%, 9/30/2031(a) | &nbsp;&nbsp; 224671 |
| 250000 | Whistler Pipeline LLC, 5.950%, 9/30/2034(a) | &nbsp;&nbsp; 250704 |
| 845000 | Williams Cos., Inc., 5.150%, 3/15/2034 | &nbsp;&nbsp; 821545 |
|  |  | &nbsp;&nbsp; 11979653 |
|  | **Natural Gas — 0.1%** | **Natural Gas — 0.1%** |
| 245000 | &nbsp;&nbsp; Southern Co. Gas Capital Corp., <br> 5.750%, 9/15/2033<br>| &nbsp;&nbsp; 251072 |
|  | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 1.4%** | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 1.4%** |
| 115599 | &nbsp;&nbsp; BB-UBS Trust, Series 2012-TFT, Class A, <br> 2.892%, 6/05/2030(a)<br>| &nbsp;&nbsp; 108373 |
| 170000 | &nbsp;&nbsp; BPR Trust, Series 2021-NRD, Class E, 1 mo. <br> USD SOFR + 5.621%, 10.019%, 12/15/2038(a)(b)<br>| &nbsp;&nbsp; 167417 |
| 740000 | &nbsp;&nbsp; BPR Trust, Series 2021-NRD, Class F, 1 mo. USD <br> SOFR + 6.870%, 11.268%, 12/15/2038(a)(b)<br>| &nbsp;&nbsp; 721806 |
| 570000 | &nbsp;&nbsp; BPR Trust, Series 2022-STAR, Class A, 1 mo. <br> USD SOFR + 3.232%, 7.629%, 8/15/2039(a)(b)<br>| &nbsp;&nbsp; 569827 |
| 285000 | &nbsp;&nbsp; BX Trust, Series 2024-VLT4, Class A, 1 mo. USD <br> SOFR + 1.491%, 5.889%, 7/15/2029(a)(b)<br>| &nbsp;&nbsp; 286599 |
| 74850 | &nbsp;&nbsp; Commercial Mortgage Pass-Through <br> Certificates, Series 2012-LTRT, Class A2, <br> 3.400%, 10/05/2030(a)<br>| &nbsp;&nbsp; 70730 |
| 76655 | &nbsp;&nbsp; Commercial Mortgage Trust, Series 2012-LC4, <br> Class B, 4.934%, 12/10/2044(b)<br>| &nbsp;&nbsp; 73206 |
| 100000 | &nbsp;&nbsp; Commercial Mortgage Trust, Series 2024-CBM, <br> Class A2, 5.867%, 12/10/2041(a)(b)<br>| &nbsp;&nbsp; 101161 |
| 185000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class B, 4.185%, 9/15/2037(a)<br>| &nbsp;&nbsp; 159713 |
| 100000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class C, 4.336%, 9/15/2037(a)<br>| &nbsp;&nbsp; 82082 |
| 200000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class D, 4.373%, 9/15/2037(a)<br>| &nbsp;&nbsp; 149115 |
| 545000 | &nbsp;&nbsp; DC Commercial Mortgage Trust, <br> Series 2023-DC, Class C, <br> 7.141%, 9/12/2040(a)(b)<br>| &nbsp;&nbsp; 555564 |
| 664997 | &nbsp;&nbsp; Extended Stay America Trust, Series 2021-ESH, <br> Class D, 1 mo. USD SOFR + 2.364%, <br> 6.762%, 7/15/2038(a)(b)<br>| &nbsp;&nbsp; 666660 |

---

---

| | | |
|:---|:---|:---|
| **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** |
| $295000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2013-PEMB, Class A, <br> 3.550%, 3/05/2033(a)(b)<br>| &nbsp;&nbsp; $243385 |
| 315000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2013-PEMB, Class B, <br> 3.550%, 3/05/2033(a)(b)<br>| &nbsp;&nbsp; 232653 |
| 518276 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2012-LC9, Class C, <br> 3.567%, 12/15/2047(a)(b)<br>| &nbsp;&nbsp; 482002 |
| 100000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2012-LC9, Class D, <br> 3.567%, 12/15/2047(a)(b)<br>| &nbsp;&nbsp; 86999 |
| 100000 | &nbsp;&nbsp; LEX Mortgage Trust, Series 2024-BBG, Class A, <br> 4.874%, 10/13/2033(a)(b)<br>| &nbsp;&nbsp; 98399 |
| 88957 | &nbsp;&nbsp; MSBAM Commercial Mortgage Securities <br> Trust, Series 2012-CKSV, Class A2, <br> 3.277%, 10/15/2030(a)<br>| &nbsp;&nbsp; 81840 |
| 101913 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, <br> Series 2013-LC12, Class B, 3.833%, 7/15/2046(b)<br>| &nbsp;&nbsp; 94065 |
| 275000 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, <br> Series 2016-C36, Class B, 3.671%, 11/15/2059(b)<br>| &nbsp;&nbsp; 239202 |
| 420000 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2013-C15, Class B, 4.186%, 8/15/2046(b)<br>| &nbsp;&nbsp; 360688 |
| 301910 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2014-C20, Class B, 4.378%, 5/15/2047<br>| &nbsp;&nbsp; 268685 |
|  |  | &nbsp;&nbsp; 5900171 |
|  | **Oil Field Services — 0.4%** | **Oil Field Services — 0.4%** |
| 1750000 | Helmerich & Payne, Inc., 5.500%, 12/01/2034(a) | &nbsp;&nbsp; 1661571 |
|  | **Other REITs — 0.3%** | **Other REITs — 0.3%** |
| 270000 | EPR Properties, 3.600%, 11/15/2031 | &nbsp;&nbsp; 236235 |
| 1245000 | Host Hotels & Resorts LP, 5.500%, 4/15/2035 | &nbsp;&nbsp; 1218699 |
|  |  | &nbsp;&nbsp; 1454934 |
|  | **Pharmaceuticals — 1.9%** | **Pharmaceuticals — 1.9%** |
| 1410000 | Bausch Health Cos., Inc., 4.875%, 6/01/2028(a) | &nbsp;&nbsp; 1128000 |
| 620000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Co. LLC, <br> 6.150%, 2/01/2036<br>| &nbsp;&nbsp; 621223 |
| 610000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands II <br> BV, 7.375%, 9/15/2029, (EUR)<br>| &nbsp;&nbsp; 728023 |
| 520000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands II <br> BV, 7.875%, 9/15/2031, (EUR)<br>| &nbsp;&nbsp; 654415 |
| 340000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 3.150%, 10/01/2026<br>| &nbsp;&nbsp; 326705 |
| 2255000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 4.100%, 10/01/2046<br>| &nbsp;&nbsp; 1621119 |
| 1160000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 4.750%, 5/09/2027<br>| &nbsp;&nbsp; 1131953 |
| 695000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 5.125%, 5/09/2029<br>| &nbsp;&nbsp; 678681 |
| 645000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 7.875%, 9/15/2029<br>| &nbsp;&nbsp; 695145 |
| 460000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 8.125%, 9/15/2031<br>| &nbsp;&nbsp; 514123 |
|  |  | &nbsp;&nbsp; 8099387 |
|  | **Property & Casualty Insurance — 0.7%** | **Property & Casualty Insurance — 0.7%** |
| 95000 | Arthur J Gallagher & Co., 5.000%, 2/15/2032 | &nbsp;&nbsp; 93762 |
| 250000 | Arthur J Gallagher & Co., 5.150%, 2/15/2035 | &nbsp;&nbsp; 243739 |
| 250000 | Arthur J Gallagher & Co., 5.450%, 7/15/2034 | &nbsp;&nbsp; 251384 |
| 1270000 | &nbsp;&nbsp; Marsh & McLennan Cos., Inc., <br> 5.000%, 3/15/2035<br>| &nbsp;&nbsp; 1239627 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Property & Casualty Insurance — continued** | **Property & Casualty Insurance — continued** |
| $1630000 | &nbsp;&nbsp; MBIA Insurance Corp., 3 mo. USD SOFR + <br> 11.522%, 16.178%, 1/15/2033(a)(b)(f)<br>| &nbsp;&nbsp; $50937 |
| 1135000 | &nbsp;&nbsp; Stewart Information Services Corp., <br> 3.600%, 11/15/2031<br>| &nbsp;&nbsp; 982650 |
|  |  | &nbsp;&nbsp; 2862099 |
|  | **Restaurants — 0.1%** | **Restaurants — 0.1%** |
| 670000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 5.625%, 9/15/2029(a)<br>| &nbsp;&nbsp; 659964 |
|  | **Retailers — 0.4%** | **Retailers — 0.4%** |
| 1025000 | Dillard's, Inc., 7.750%, 7/15/2026 | &nbsp;&nbsp; 1057524 |
| 330000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 11.500%, 8/15/2029(a)<br>| &nbsp;&nbsp; 335827 |
| 290000 | Home Depot, Inc., 4.950%, 6/25/2034 | &nbsp;&nbsp; 286082 |
|  |  | &nbsp;&nbsp; 1679433 |
|  | **Sovereigns — 4.1%** | **Sovereigns — 4.1%** |
| 1245000 | &nbsp;&nbsp; Chile Government International Bonds, <br> 3.100%, 5/07/2041<br>| &nbsp;&nbsp; 888305 |
| 1080000 | &nbsp;&nbsp; Chile Government International Bonds, <br> 3.500%, 1/31/2034<br>| &nbsp;&nbsp; 928995 |
| 600000 | &nbsp;&nbsp; Chile Government International Bonds, <br> 4.340%, 3/07/2042<br>| &nbsp;&nbsp; 502434 |
| 880000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 7.500%, 2/02/2034<br>| &nbsp;&nbsp; 865480 |
| 1385000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 7.750%, 11/07/2036<br>| &nbsp;&nbsp; 1354391 |
| 900000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 8.375%, 11/07/2054<br>| &nbsp;&nbsp; 871785 |
| 1260000 | &nbsp;&nbsp; Hazine Mustesarligi Varlik Kiralama AS, <br> 6.500%, 4/26/2030(a)<br>| &nbsp;&nbsp; 1245901 |
| 735000 | &nbsp;&nbsp; Nigeria Government International Bonds, <br> 10.375%, 12/09/2034(a)<br>| &nbsp;&nbsp; 750435 |
| 895000 | &nbsp;&nbsp; Philippines Government International Bonds, <br> 2.650%, 12/10/2045<br>| &nbsp;&nbsp; 567522 |
| 735000 | &nbsp;&nbsp; Philippines Government International Bonds, <br> 2.950%, 5/05/2045<br>| &nbsp;&nbsp; 491568 |
| 445000 | &nbsp;&nbsp; Republic of Poland Government International <br> Bonds, 5.500%, 3/18/2054<br>| &nbsp;&nbsp; 409307 |
| 655000 | &nbsp;&nbsp; Republic of South Africa Government <br> International Bonds, 7.100%, 11/19/2036(a)<br>| &nbsp;&nbsp; 638423 |
| 365000 | &nbsp;&nbsp; Republic of South Africa Government <br> International Bonds, 7.950%, 11/19/2054(a)<br>| &nbsp;&nbsp; 350140 |
| 2635000 | Republic of Turkiye, 6.500%, 1/03/2035 | &nbsp;&nbsp; 2461880 |
| 400000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 3.700%, 11/25/2030<br>| &nbsp;&nbsp; 333232 |
| 705000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 5.375%, 5/29/2027, (EUR)(a)<br>| &nbsp;&nbsp; 733283 |
| 860000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 6.900%, 2/28/2032(a)<br>| &nbsp;&nbsp; 837571 |
| 335000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 7.850%, 10/12/2028(a)<br>| &nbsp;&nbsp; 345912 |
| 1724000 | &nbsp;&nbsp; Romania Government International Bonds, <br> 5.750%, 3/24/2035(a)<br>| &nbsp;&nbsp; 1538286 |
| 1610000 | &nbsp;&nbsp; Turkiye Government International Bonds, <br> 7.125%, 7/17/2032<br>| &nbsp;&nbsp; 1595912 |
|  |  | &nbsp;&nbsp; 17710762 |
|  | **Technology — 6.1%** | **Technology — 6.1%** |
| 395000 | Block, Inc., 3.500%, 6/01/2031 | &nbsp;&nbsp; 347790 |
| 410000 | Broadcom, Inc., 2.450%, 2/15/2031(a) | &nbsp;&nbsp; 353569 |
| 920000 | Broadcom, Inc., 2.600%, 2/15/2033(a) | &nbsp;&nbsp; 760469 |
| 915000 | Broadcom, Inc., 3.137%, 11/15/2035(a) | &nbsp;&nbsp; 747255 |
| 680000 | Broadcom, Inc., 3.419%, 4/15/2033(a) | &nbsp;&nbsp; 595225 |
| 2065000 | Broadcom, Inc., 3.469%, 4/15/2034(a) | &nbsp;&nbsp; 1789653 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Technology — continued** | **Technology — continued** |
| $715000 | Broadcom, Inc., 4.150%, 11/15/2030 | &nbsp;&nbsp; $684159 |
| 330000 | Broadcom, Inc., 4.150%, 4/15/2032(a) | &nbsp;&nbsp; 309451 |
| 2660000 | &nbsp;&nbsp; CDW LLC/CDW Finance Corp., <br> 3.569%, 12/01/2031<br>| &nbsp;&nbsp; 2367454 |
| 800000 | &nbsp;&nbsp; CDW LLC/CDW Finance Corp., <br> 5.550%, 8/22/2034<br>| &nbsp;&nbsp; 788508 |
| 1295000 | Entegris, Inc., 4.750%, 4/15/2029(a) | &nbsp;&nbsp; 1239972 |
| 90000 | Gartner, Inc., 3.750%, 10/01/2030(a) | &nbsp;&nbsp; 82162 |
| 435000 | Global Payments, Inc., 2.900%, 5/15/2030 | &nbsp;&nbsp; 387276 |
| 530000 | Global Payments, Inc., 2.900%, 11/15/2031 | &nbsp;&nbsp; 453291 |
| 255000 | Global Payments, Inc., 5.300%, 8/15/2029 | &nbsp;&nbsp; 255446 |
| 1775000 | Global Payments, Inc., 5.400%, 8/15/2032 | &nbsp;&nbsp; 1773793 |
| 1215000 | Iron Mountain, Inc., 4.875%, 9/15/2029(a) | &nbsp;&nbsp; 1154713 |
| 275000 | Leidos, Inc., 2.300%, 2/15/2031 | &nbsp;&nbsp; 230935 |
| 115000 | Leidos, Inc., 4.375%, 5/15/2030 | &nbsp;&nbsp; 110036 |
| 1080000 | Leidos, Inc., 5.750%, 3/15/2033 | &nbsp;&nbsp; 1094784 |
| 235000 | Marvell Technology, Inc., 5.950%, 9/15/2033 | &nbsp;&nbsp; 243982 |
| 460000 | Microchip Technology, Inc., 5.050%, 2/15/2030 | &nbsp;&nbsp; 456810 |
| 1320000 | Micron Technology, Inc., 5.875%, 2/09/2033 | &nbsp;&nbsp; 1351972 |
| 3560000 | Micron Technology, Inc., 5.875%, 9/15/2033 | &nbsp;&nbsp; 3651397 |
| 1195000 | Motorola Solutions, Inc., 5.400%, 4/15/2034 | &nbsp;&nbsp; 1195484 |
| 290000 | MSCI, Inc., 3.250%, 8/15/2033(a) | &nbsp;&nbsp; 245008 |
| 615000 | Sensata Technologies BV, 4.000%, 4/15/2029(a) | &nbsp;&nbsp; 564353 |
| 200000 | Sensata Technologies BV, 5.875%, 9/01/2030(a) | &nbsp;&nbsp; 194885 |
| 135000 | &nbsp;&nbsp; Sensata Technologies, Inc., <br> 3.750%, 2/15/2031(a)<br>| &nbsp;&nbsp; 118022 |
| 25000 | &nbsp;&nbsp; Sensata Technologies, Inc., <br> 4.375%, 2/15/2030(a)<br>| &nbsp;&nbsp; 22901 |
| 205000 | SK Hynix, Inc., 6.375%, 1/17/2028(a) | &nbsp;&nbsp; 211362 |
| 655000 | TD SYNNEX Corp., 6.100%, 4/12/2034 | &nbsp;&nbsp; 672173 |
| 995000 | Trimble, Inc., 6.100%, 3/15/2033 | &nbsp;&nbsp; 1033198 |
| 810000 | Western Digital Corp., 4.750%, 2/15/2026 | &nbsp;&nbsp; 802192 |
|  |  | &nbsp;&nbsp; 26289680 |
|  | **Treasuries — 12.8%** | **Treasuries — 12.8%** |
| 2450000 | &nbsp;&nbsp; Canada Government Bonds, 4.000%, 8/01/2026, <br> (CAD)<br>| &nbsp;&nbsp; 1731882 |
| 16663000000 | &nbsp;&nbsp; Indonesia Treasury Bonds, 6.750%, 7/15/2035, <br> (IDR)<br>| &nbsp;&nbsp; 1014831 |
| 34042000000 | &nbsp;&nbsp; Indonesia Treasury Bonds, 6.875%, 4/15/2029, <br> (IDR)<br>| &nbsp;&nbsp; 2103032 |
| 31600000 | &nbsp;&nbsp; Republic of South Africa Government Bonds, <br> 8.875%, 2/28/2035, (ZAR)<br>| &nbsp;&nbsp; 1524091 |
| 42845000 | &nbsp;&nbsp; Republic of South Africa Government Bonds, <br> 9.000%, 1/31/2040, (ZAR)<br>| &nbsp;&nbsp; 1932769 |
| 2445000 | U.K. Gilts, 0.250%, 1/31/2025, (GBP) | &nbsp;&nbsp; 3049132 |
| 925000 | U.K. Gilts, 4.125%, 1/29/2027, (GBP) | &nbsp;&nbsp; 1151735 |
| 4595000 | U.S. Treasury Notes, 3.500%, 9/30/2026 | &nbsp;&nbsp; 4537121 |
| 2315000 | U.S. Treasury Notes, 3.750%, 8/31/2026 | &nbsp;&nbsp; 2296677 |
| 2220000 | U.S. Treasury Notes, 4.125%, 10/31/2026 | &nbsp;&nbsp; 2214947 |
| 1080000 | U.S. Treasury Notes, 4.250%, 12/31/2026 | &nbsp;&nbsp; 1080089 |
| 19375000 | U.S. Treasury Notes, 4.375%, 7/31/2026 | &nbsp;&nbsp; 19406968 |
| 13245000 | U.S. Treasury Notes, 4.500%, 3/31/2026(g) | &nbsp;&nbsp; 13281063 |
|  |  | &nbsp;&nbsp; 55324337 |
|  | **Wireless — 1.9%** | **Wireless — 1.9%** |
| 1165000 | American Tower Corp., 5.900%, 11/15/2033 | &nbsp;&nbsp; 1200137 |
| 400000 | SoftBank Group Corp., 4.625%, 7/06/2028 | &nbsp;&nbsp; 381132 |
| 1305000 | Sprint Capital Corp., 8.750%, 3/15/2032 | &nbsp;&nbsp; 1558044 |
| 150000 | T-Mobile USA, Inc., 2.400%, 3/15/2029 | &nbsp;&nbsp; 135077 |
| 265000 | T-Mobile USA, Inc., 2.700%, 3/15/2032 | &nbsp;&nbsp; 224381 |
| 715000 | T-Mobile USA, Inc., 3.500%, 4/15/2031 | &nbsp;&nbsp; 648198 |
| 2965000 | T-Mobile USA, Inc., 3.875%, 4/15/2030 | &nbsp;&nbsp; 2790028 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Wireless — continued** | **Wireless — continued** |
| $605000 | T-Mobile USA, Inc., 4.700%, 1/15/2035 | &nbsp;&nbsp; $572215 |
| 500000 | T-Mobile USA, Inc., 5.750%, 1/15/2034 | &nbsp;&nbsp; 512619 |
|  |  | &nbsp;&nbsp; 8021831 |
|  | &nbsp;&nbsp; Total Non-Convertible Bonds <br>(Identified Cost $394,484,846)<br>| &nbsp;&nbsp; 378047415 |
| **Convertible Bonds — 1.5%** | **Convertible Bonds — 1.5%** | **Convertible Bonds — 1.5%** |
|  | **Cable Satellite — 0.4%** | **Cable Satellite — 0.4%** |
| 1644873 | &nbsp;&nbsp; EchoStar Corp., 3.875% PIK or 3.875% Cash, <br> 11/30/2030(d)<br>| &nbsp;&nbsp; 1725939 |
|  | **Consumer Cyclical Services — 0.1%** | **Consumer Cyclical Services — 0.1%** |
| 51000 | Booking Holdings, Inc., 0.750%, 5/01/2025 | &nbsp;&nbsp; 134573 |
| 146000 | Uber Technologies, Inc., 0.875%, 12/01/2028 | &nbsp;&nbsp; 160600 |
|  |  | &nbsp;&nbsp; 295173 |
|  | **Diversified Manufacturing — 0.0%** | **Diversified Manufacturing — 0.0%** |
| 47000 | Itron, Inc., 1.375%, 7/15/2030(a) | &nbsp;&nbsp; 49467 |
|  | **Electric — 0.3%** | **Electric — 0.3%** |
| 111000 | Evergy, Inc., 4.500%, 12/15/2027 | &nbsp;&nbsp; 120491 |
| 197000 | FirstEnergy Corp., 4.000%, 5/01/2026 | &nbsp;&nbsp; 197689 |
| 48000 | NRG Energy, Inc., 2.750%, 6/01/2048 | &nbsp;&nbsp; 105312 |
| 121000 | PG&E Corp., 4.250%, 12/01/2027 | &nbsp;&nbsp; 131224 |
| 108000 | &nbsp;&nbsp; Pinnacle West Capital Corp., <br> 4.750%, 6/15/2027(a)<br>| &nbsp;&nbsp; 113184 |
| 600000 | PPL Capital Funding, Inc., 2.875%, 3/15/2028 | &nbsp;&nbsp; 625800 |
|  |  | &nbsp;&nbsp; 1293700 |
|  | **Food & Beverage — 0.0%** | **Food & Beverage — 0.0%** |
| 30000 | Post Holdings, Inc., 2.500%, 8/15/2027 | &nbsp;&nbsp; 35145 |
|  | **Healthcare — 0.0%** | **Healthcare — 0.0%** |
| 48000 | &nbsp;&nbsp; Merit Medical Systems, Inc., <br> 3.000%, 2/01/2029(a)<br>| &nbsp;&nbsp; 60556 |
|  | **Independent Energy — 0.0%** | **Independent Energy — 0.0%** |
| 28000 | Northern Oil & Gas, Inc., 3.625%, 4/15/2029 | &nbsp;&nbsp; 32774 |
| 23000 | &nbsp;&nbsp; Permian Resources Operating LLC, <br> 3.250%, 4/01/2028<br>| &nbsp;&nbsp; 57860 |
|  |  | &nbsp;&nbsp; 90634 |
|  | **Leisure — 0.1%** | **Leisure — 0.1%** |
| 69000 | Carnival Corp., 5.750%, 12/01/2027 | &nbsp;&nbsp; 138828 |
| 118000 | NCL Corp. Ltd., 1.125%, 2/15/2027 | &nbsp;&nbsp; 122130 |
|  |  | &nbsp;&nbsp; 260958 |
|  | **Media Entertainment — 0.2%** | **Media Entertainment — 0.2%** |
| 55000 | &nbsp;&nbsp; Liberty Media Corp.-Liberty Formula One, <br> 2.250%, 8/15/2027<br>| &nbsp;&nbsp; 67127 |
| 31000 | Sea Ltd., 2.375%, 12/01/2025 | &nbsp;&nbsp; 39231 |
| 540000 | &nbsp;&nbsp; Spotify USA, Inc., Zero Coupon, <br> 5.189%–5.873%, 3/15/2026(h)<br>| &nbsp;&nbsp; 574074 |
|  |  | &nbsp;&nbsp; 680432 |
|  | **Midstream — 0.0%** | **Midstream — 0.0%** |
| 35000 | UGI Corp., 5.000%, 6/01/2028(a) | &nbsp;&nbsp; 39743 |
|  | **Pharmaceuticals — 0.0%** | **Pharmaceuticals — 0.0%** |
| 200000 | Jazz Investments I Ltd., 3.125%, 9/15/2030(a) | &nbsp;&nbsp; 215200 |
|  | **Retailers — 0.0%** | **Retailers — 0.0%** |
| 16000 | Freshpet, Inc., 3.000%, 4/01/2028 | &nbsp;&nbsp; 35376 |
|  | **Technology — 0.4%** | **Technology — 0.4%** |
| 157000 | Akamai Technologies, Inc., 1.125%, 2/15/2029 | &nbsp;&nbsp; 153083 |
| 134000 | Bentley Systems, Inc., 0.375%, 7/01/2027 | &nbsp;&nbsp; 120667 |
| 32000 | BlackLine, Inc., 1.000%, 6/01/2029(a) | &nbsp;&nbsp; 34701 |
| 219000 | &nbsp;&nbsp; Datadog, Inc., Zero Coupon, <br> 0.000%, 12/01/2029(a)(i)<br>| &nbsp;&nbsp; 210678 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Technology — continued** | **Technology — continued** |
| $140000 | &nbsp;&nbsp; Dropbox, Inc., Zero Coupon, <br> 0.000%–1.061%, 3/01/2028(h)<br>| &nbsp;&nbsp; $142887 |
| 122000 | Guidewire Software, Inc., 1.250%, 11/01/2029(a) | &nbsp;&nbsp; 119011 |
| 21000 | InterDigital, Inc., 3.500%, 6/01/2027 | &nbsp;&nbsp; 52760 |
| 89000 | Nutanix, Inc., 0.250%, 10/01/2027 | &nbsp;&nbsp; 107512 |
| 153000 | ON Semiconductor Corp., 0.500%, 3/01/2029 | &nbsp;&nbsp; 144049 |
| 26000 | Palo Alto Networks, Inc., 0.375%, 6/01/2025 | &nbsp;&nbsp; 95095 |
| 116000 | Parsons Corp., 2.625%, 3/01/2029(a) | &nbsp;&nbsp; 135778 |
| 113000 | Seagate HDD Cayman, 3.500%, 6/01/2028 | &nbsp;&nbsp; 135657 |
| 52000 | &nbsp;&nbsp; Snowflake, Inc., Zero Coupon, <br> 0.000%, 10/01/2029(a)(i)<br>| &nbsp;&nbsp; 61672 |
| 40000 | Tyler Technologies, Inc., 0.250%, 3/15/2026 | &nbsp;&nbsp; 48260 |
| 23000 | Vertex, Inc., 0.750%, 5/01/2029(a) | &nbsp;&nbsp; 36363 |
| 107000 | Workiva, Inc., 1.250%, 8/15/2028 | &nbsp;&nbsp; 113260 |
|  |  | &nbsp;&nbsp; 1711433 |
|  | &nbsp;&nbsp; Total Convertible Bonds <br>(Identified Cost $6,350,601)<br>| &nbsp;&nbsp; 6493756 |
| **Municipals — 0.7%** | **Municipals — 0.7%** | **Municipals — 0.7%** |
|  | **Virginia — 0.7%** | **Virginia — 0.7%** |
| 3280000 | &nbsp;&nbsp; Tobacco Settlement Financing Corp., <br> 6.706%, 6/01/2046 <br>(Identified Cost $3,264,172)<br>| &nbsp;&nbsp; 2745664 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $404,099,619)<br>| &nbsp;&nbsp; 387286835 |
| **Senior Loans — 3.2%** | **Senior Loans — 3.2%** | **Senior Loans — 3.2%** |
|  | **Aerospace & Defense — 0.1%** | **Aerospace & Defense — 0.1%** |
| 99251 | &nbsp;&nbsp; TransDigm, Inc., 2023 Term Loan J, 3 mo. USD <br> SOFR + 2.500%, 6.829%, 2/28/2031(b)(j)<br>| &nbsp;&nbsp; 99385 |
| 162384 | &nbsp;&nbsp; TransDigm, Inc., 2024 Term Loan I, 3 mo. USD <br> SOFR + 2.750%, 7.079%, 8/24/2028(b)(j)<br>| &nbsp;&nbsp; 162824 |
|  |  | &nbsp;&nbsp; 262209 |
|  | **Building Materials — 0.3%** | **Building Materials — 0.3%** |
| 1267502 | &nbsp;&nbsp; Summit Materials LLC, 2023 Incremental Term <br> Loan B, 1 mo. USD SOFR + 1.750%, <br> 6.147%, 1/12/2029(b)(j)<br>| &nbsp;&nbsp; 1267730 |
|  | **Diversified Manufacturing — 0.3%** | **Diversified Manufacturing — 0.3%** |
| 224829 | &nbsp;&nbsp; Resideo Funding, Inc., 2024 1st Lien Term Loan <br> B, PRIME + 0.750%, 8.250%, 2/11/2028(b)<br>| &nbsp;&nbsp; 225252 |
| 999634 | &nbsp;&nbsp; Resideo Funding, Inc., 2024 M&A 1st lien Term <br> Loan B, 3 mo. USD SOFR + 1.750%, <br> 6.101%, 6/13/2031(b)(j)<br>| &nbsp;&nbsp; 1001513 |
|  |  | &nbsp;&nbsp; 1226765 |
|  | **Electric — 0.1%** | **Electric — 0.1%** |
| 244067 | &nbsp;&nbsp; NRG Energy, Inc., 2024 Term Loan, 3 mo. USD <br> SOFR + 1.750%, 6.355%, 4/16/2031(b)(j)<br>| &nbsp;&nbsp; 244048 |
|  | **Financial Other — 0.5%** | **Financial Other — 0.5%** |
| 1979289 | &nbsp;&nbsp; Trans Union LLC, 2024 Term Loan B8, 1 mo. USD <br> SOFR + 1.750%, 6.107%, 6/24/2031(b)(j)<br>| &nbsp;&nbsp; 1974954 |
|  | **Gaming — 0.1%** | **Gaming — 0.1%** |
| 468816 | &nbsp;&nbsp; Flutter Financing BV, 2024 Term Loan B, 3 mo. <br> USD SOFR + 1.750%, 6.079%, 11/30/2030(b)(j)<br>| &nbsp;&nbsp; 467353 |
| 49750 | &nbsp;&nbsp; Light & Wonder International, Inc., 2024 Term <br> Loan B2, 1 mo. USD SOFR + 2.250%, <br> 6.632%, 4/14/2029(b)(j)<br>| &nbsp;&nbsp; 49884 |
|  |  | &nbsp;&nbsp; 517237 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Healthcare — 0.0%** | **Healthcare — 0.0%** |
| $43330 | &nbsp;&nbsp; Star Parent, Inc., Term Loan B, 3 mo. USD SOFR <br> + 4.000%, 8.329%, 9/27/2030(b)(j)<br>| &nbsp;&nbsp; $42279 |
|  | **Leisure — 0.2%** | **Leisure — 0.2%** |
| 597188 | &nbsp;&nbsp; Carnival Corp., 2024 Term Loan B1, 1 mo. USD <br> SOFR + 2.750%, 7.107%, 10/18/2028(b)(j)<br>| &nbsp;&nbsp; 600299 |
| 173821 | &nbsp;&nbsp; Carnival Corp., 2024 Term Loan B2, 1 mo. USD <br> SOFR + 2.750%, 7.107%, 8/08/2027(b)(j)<br>| &nbsp;&nbsp; 174744 |
| 238800 | &nbsp;&nbsp; Six Flags Entertainment Corp., 2024 Term Loan <br> B, 1 mo. USD SOFR + 2.000%, <br> 6.357%, 5/01/2031(b)(j)<br>| &nbsp;&nbsp; 239172 |
|  |  | &nbsp;&nbsp; 1014215 |
|  | **Lodging — 1.0%** | **Lodging — 1.0%** |
| 716063 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., 2023 Term <br> Loan B4, 1 mo. USD SOFR + 1.750%, <br> 6.088%, 11/08/2030(b)<br>| &nbsp;&nbsp; 719199 |
| 27069 | &nbsp;&nbsp; Hilton Grand Vacations Borrower LLC, 2021 <br> Term Loan B, 1 mo. USD SOFR + 2.500%, <br> 6.857%, 8/02/2028(b)(j)<br>| &nbsp;&nbsp; 27140 |
| 1749457 | &nbsp;&nbsp; Hilton Grand Vacations Borrower LLC, 2024 <br> Incremental Term Loan B, 1 mo. USD SOFR + <br> 2.250%, 6.607%, 1/17/2031(b)(j)<br>| &nbsp;&nbsp; 1753289 |
| 1990000 | &nbsp;&nbsp; Wyndham Hotels & Resorts, Inc., 2024 Term <br> Loan, 1 mo. USD SOFR + 1.750%, <br> 6.107%, 5/24/2030(b)(j)<br>| &nbsp;&nbsp; 1990716 |
|  |  | &nbsp;&nbsp; 4490344 |
|  | **Paper — 0.2%** | **Paper — 0.2%** |
| 1063580 | &nbsp;&nbsp; Asplundh Tree Expert LLC, 2024 Incremental <br> Term Loan B, 1 mo. USD SOFR + 1.750%, <br> 6.107%, 5/23/2031(b)<br>| &nbsp;&nbsp; 1064112 |
|  | **Property & Casualty Insurance — 0.2%** | **Property & Casualty Insurance — 0.2%** |
| 316810 | &nbsp;&nbsp; HUB International Ltd., 2024 1st Lien Term Loan <br> B, 3 mo. USD SOFR + 2.750%, <br> 7.367%, 6/20/2030(b)(j)<br>| &nbsp;&nbsp; 318394 |
| 157000 | &nbsp;&nbsp; Ryan Specialty Group LLC, 2024 USD Term Loan <br> B, 1 mo. USD SOFR + 2.250%, <br> 6.607%, 9/15/2031(b)(j)<br>| &nbsp;&nbsp; 157393 |
| 268231 | &nbsp;&nbsp; Truist Insurance Holdings LLC, 2024 Term Loan <br> B, 3 mo. USD SOFR + 2.750%, <br> 7.079%, 5/06/2031(b)(j)<br>| &nbsp;&nbsp; 268649 |
|  |  | &nbsp;&nbsp; 744436 |
|  | **Technology — 0.1%** | **Technology — 0.1%** |
| 348128 | &nbsp;&nbsp; Boost Newco Borrower LLC, 2024 USD Term <br> Loan B, 3 mo. USD SOFR + 2.500%, <br> 6.829%, 1/31/2031(b)(j)<br>| &nbsp;&nbsp; 349506 |
| 109961 | Open Text Corp., 2023 Term Loan B, 1/31/2030(k) | &nbsp;&nbsp; 109907 |
|  |  | &nbsp;&nbsp; 459413 |
|  | **Wireless — 0.1%** | **Wireless — 0.1%** |
| 467568 | &nbsp;&nbsp; SBA Senior Finance II LLC, 2024 Term Loan B, <br> 1 mo. USD SOFR + 1.750%, <br> 6.110%, 1/25/2031(b)(j)<br>| &nbsp;&nbsp; 467410 |
|  | &nbsp;&nbsp; Total Senior Loans <br>(Identified Cost $13,763,883)<br>| &nbsp;&nbsp; 13775152 |
| **Collateralized Loan Obligations — 3.1%** | **Collateralized Loan Obligations — 3.1%** | **Collateralized Loan Obligations — 3.1%** |
| 555000 | &nbsp;&nbsp; 522 Funding CLO Ltd., Series 2021-7A, Class D, <br> 3 mo. USD SOFR + 3.162%, <br> 7.788%, 4/23/2034(a)(b)<br>| &nbsp;&nbsp; 555803 |
| 1005000 | &nbsp;&nbsp; AIMCO CLO, Series 2017-AA, Class DR, 3 mo. <br> USD SOFR + 3.412%, 8.029%, 4/20/2034(a)(b)<br>| &nbsp;&nbsp; 1007290 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $1940000 | &nbsp;&nbsp; AIMCO CLO 14 Ltd., Series 2021-14A, Class D, <br> 3 mo. USD SOFR + 3.162%, <br> 7.779%, 4/20/2034(a)(b)<br>| &nbsp;&nbsp; $1942530 |
| 255000 | &nbsp;&nbsp; Atrium XV, Series 15A, Class D1R, 3 mo. USD <br> SOFR + 3.300%, 7.947%, 7/16/2037(a)(b)<br>| &nbsp;&nbsp; 259415 |
| 970000 | &nbsp;&nbsp; Benefit Street Partners CLO XXVIII Ltd., <br> Series 2022-28A, Class BR, 3 mo. USD SOFR + <br> 1.700%, 6.262%, 10/20/2037(a)(b)<br>| &nbsp;&nbsp; 980468 |
| 420000 | &nbsp;&nbsp; Benefit Street Partners CLO XXXVII Ltd., <br> Series 2024-37A, Class B, 3 mo. USD SOFR + <br> 1.650%, 5.998%, 1/25/2038(a)(b)<br>| &nbsp;&nbsp; 420074 |
| 610000 | &nbsp;&nbsp; Birch Grove CLO 9 Ltd., Series 2024-9A, <br> Class A1, 3 mo. USD SOFR + 1.400%, <br> 6.235%, 10/22/2037(a)(b)<br>| &nbsp;&nbsp; 612337 |
| 305000 | &nbsp;&nbsp; CarVal CLO I Ltd., Series 2018-1A, Class D, <br> 3 mo. USD SOFR + 3.152%, <br> 7.799%, 7/16/2031(a)(b)<br>| &nbsp;&nbsp; 306272 |
| 1090000 | &nbsp;&nbsp; Clover CLO LLC, Series 2021-1A, Class D, 3 mo. <br> USD SOFR + 3.212%, 7.843%, 4/22/2034(a)(b)<br>| &nbsp;&nbsp; 1096326 |
| 340000 | &nbsp;&nbsp; Elmwood CLO VIII Ltd., Series 2021-1A, <br> Class DR, 3 mo. USD SOFR + 3.800%, <br> 8.417%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 347637 |
| 365000 | &nbsp;&nbsp; Invesco CLO Ltd., Series 2021-1A, Class D, <br> 3 mo. USD SOFR + 3.312%, <br> 7.968%, 4/15/2034(a)(b)<br>| &nbsp;&nbsp; 366589 |
| 500000 | &nbsp;&nbsp; Madison Park Funding XXXI Ltd., <br> Series 2018-31A, Class D1R, 3 mo. USD SOFR + <br> 3.300%, 7.926%, 7/23/2037(a)(b)<br>| &nbsp;&nbsp; 508651 |
| 1885000 | &nbsp;&nbsp; Oaktree CLO Ltd., Series 2019-2A, Class BRR, <br> 3 mo. USD SOFR + 2.200%, <br> 6.741%, 10/15/2037(a)(b)<br>| &nbsp;&nbsp; 1900604 |
| 255000 | &nbsp;&nbsp; OCP CLO Ltd., Series 2018-15A, Class C, 3 mo. <br> USD SOFR + 3.212%, 7.829%, 7/20/2031(a)(b)<br>| &nbsp;&nbsp; 255644 |
| 890000 | &nbsp;&nbsp; Palmer Square BDC CLO 1 Ltd., Series 1A, <br> Class A, 3 mo. USD SOFR + 1.600%, <br> 6.256%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 891037 |
| 625000 | &nbsp;&nbsp; Palmer Square BDC CLO 1 Ltd., Series 1A, <br> Class B1, 3 mo. USD SOFR + 2.150%, <br> 6.806%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 630108 |
| 250000 | &nbsp;&nbsp; Recette CLO Ltd., Series 2015-1A, Class DRR, <br> 3 mo. USD SOFR + 3.512%, <br> 8.129%, 4/20/2034(a)(b)<br>| &nbsp;&nbsp; 251113 |
| 459946 | &nbsp;&nbsp; Rockford Tower CLO Ltd., Series 2018-1A, <br> Class A, 3 mo. USD SOFR + 1.362%, <br> 5.883%, 5/20/2031(a)(b)<br>| &nbsp;&nbsp; 460452 |
| 575000 | &nbsp;&nbsp; Sixth Street CLO XVIII Ltd., Series 2021-18A, <br> Class D, 3 mo. USD SOFR + 3.162%, <br> 7.779%, 4/20/2034(a)(b)<br>| &nbsp;&nbsp; 576140 |
|  | &nbsp;&nbsp; Total Collateralized Loan Obligations <br>(Identified Cost $13,287,288)<br>| &nbsp;&nbsp; 13368490 |

---

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

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares**<br>|  |  |
| **Common Stocks— 0.9%** | **Common Stocks— 0.9%** | **Common Stocks— 0.9%** |
|  | **Biotechnology — 0.2%** | **Biotechnology — 0.2%** |
| 16193 | BioMarin Pharmaceutical, Inc.(f) | &nbsp;&nbsp; 1064366 |
|  | **Construction Materials — 0.2%** | **Construction Materials — 0.2%** |
| 155502 | Cemex SAB de CV, ADR | &nbsp;&nbsp; 877031 |
|  | **Health Care Providers & Services — 0.2%** | **Health Care Providers & Services — 0.2%** |
| 1875 | Elevance Health, Inc. | &nbsp;&nbsp; 691687 |
|  | **Media — 0.3%** | **Media — 0.3%** |
| 138910 | Altice USA, Inc., Class A(f) | &nbsp;&nbsp; 334773 |

---

------

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Media — continued** | **Media — continued** |
| 34625 | iHeartMedia, Inc., Class A(f) | &nbsp;&nbsp; $68558 |
| 85011 | Paramount Global, Class B | &nbsp;&nbsp; 889215 |
|  |  | &nbsp;&nbsp; 1292546 |
|  | **Oil, Gas & Consumable Fuels — 0.0%** | **Oil, Gas & Consumable Fuels — 0.0%** |
| 939 | Battalion Oil Corp.(f) | &nbsp;&nbsp; 1615 |
|  | **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** |
| 46580 | Sunac China Holdings Ltd.(f) | &nbsp;&nbsp; 13724 |
|  | &nbsp;&nbsp; Total Common Stocks <br>(Identified Cost $7,286,821)<br>| &nbsp;&nbsp; 3940969 |
| **Preferred Stocks — 0.3%** | **Preferred Stocks — 0.3%** | **Preferred Stocks — 0.3%** |
| **Convertible Preferred Stocks — 0.3%** | **Convertible Preferred Stocks — 0.3%** | **Convertible Preferred Stocks — 0.3%** |
|  | **Aerospace & Defense — 0.3%** | **Aerospace & Defense — 0.3%** |
| 21130 | Boeing Co., 6.000% | &nbsp;&nbsp; 1286606 |
|  | **Brokerage — 0.0%** | **Brokerage — 0.0%** |
| 384 | Apollo Global Management, Inc., 6.750% | &nbsp;&nbsp; 33373 |
|  | **Electric — 0.0%** | **Electric — 0.0%** |
| 866 | PG&E Corp., Series A, 6.000% | &nbsp;&nbsp; 43118 |
|  | &nbsp;&nbsp; Total Convertible Preferred Stocks <br>(Identified Cost $1,135,064)<br>| &nbsp;&nbsp; 1363097 |
|  | &nbsp;&nbsp; Total Preferred Stocks <br>(Identified Cost $1,135,064)<br>| &nbsp;&nbsp; 1363097 |

---

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>| **Description** | **Value (†)** |
| **Short-Term Investments — 2.1%** | **Short-Term Investments — 2.1%** | **Short-Term Investments — 2.1%** |
| $9294176 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, dated 12/31/2024 <br> at 2.500% to be repurchased at $9,295,467 on <br> 1/02/2025 collateralized by $9,362,700 <br> U.S. Treasury Note, 4.125% due 2/15/2027 <br> valued at $9,480,139 including accrued <br> interest(l) <br>(Identified Cost $9,294,176)<br>| &nbsp;&nbsp; $9294176 |
|  | &nbsp;&nbsp; Total Investments — 99.2% <br>(Identified Cost $448,866,851)<br>| &nbsp;&nbsp; 429028719 |
|  | Other assets less liabilities — 0.8% | &nbsp;&nbsp; 3431485 |
|  | Net Assets — 100.0% | &nbsp;&nbsp; $432460204 |

---

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

------

---

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

---

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

---

| | |
|:---|:---|
| (‡) | 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 December 31, 2024, the value of Rule 144A holdings amounted to <br> $189,363,597 or 43.8% of net assets.<br>|
| (b) | &nbsp;&nbsp;&nbsp; Variable rate security. Rate as of December 31, 2024 is disclosed. Issuers comprised of various lots with differing coupon rates have been <br> aggregated for the purpose of presentation in the Portfolio of Investments and show a weighted average rate. Certain variable rate securities are not <br> based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. These <br> securities may not indicate a reference rate and/or spread in their description.<br>|
| (c) | Perpetual bond with no specified maturity date. |
| (d) | &nbsp;&nbsp;&nbsp; Payment–in–kind security for which the issuer, at each interest payment date, may make interest payments in cash and/or additional principal. No <br> payments were received during the period.<br>|
| (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) | Security (or a portion thereof) has been pledged as collateral for open derivative contracts. |
| (h) | &nbsp;&nbsp;&nbsp; Interest rate represents annualized yield at time of purchase; not a coupon rate. The Fund's investment in this security is comprised of various lots <br> with differing annualized yields.<br>|
| (i) | Interest rate represents annualized yield at time of purchase; not a coupon rate. |
| (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 0.75%, to which the spread is added.<br>|
| (k) | &nbsp;&nbsp;&nbsp; Position is unsettled. Contract rate was not determined at December 31, 2024 and does not take effect until settlement date. Maturity date is not <br> finalized until settlement date.<br>|
| (l) | &nbsp;&nbsp;&nbsp; The Fund may enter into repurchase agreements, under the terms of a Master Repurchase Agreement, under which the Fund acquires securities as <br> 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 <br> collateral for repurchase agreements be at least equal to 102% of the repurchase price, including interest. Certain repurchase agreements are tri-<br> party arrangements whereby the collateral is held in a segregated account for the benefit of the Fund and on behalf of the counterparty. Repurchase <br> agreements could involve certain risks in the event of default or insolvency of the counterparty, including possible delays or restrictions upon the <br> Fund's ability to dispose of the underlying securities. As of December 31, 2024, the Fund had an investment in a repurchase agreement for which the <br> value of the related collateral exceeded the value of the repurchase agreement.<br>|

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------

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

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| | |
|:---|:---|
| ABS | Asset-Backed Securities |
| ADR | &nbsp;&nbsp;&nbsp; An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. The <br> values of ADRs may be significantly influenced by trading on exchanges not located in the United States.<br>|
| MTN | Medium Term Note |
| PIK | Payment-in-Kind |
| REITs | Real Estate Investment Trusts |
| REMICS | Real Estate Mortgage Investment Conduits |
| SOFR | Secured Overnight Financing Rate |

---

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

---

| | |
|:---|:---|
| CAD | Canadian Dollar |
| EUR | Euro |
| GBP | British Pound |
| IDR | Indonesian Rupiah |
| ZAR | South African Rand |

---

**Forward Foreign Currency Contracts**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| At December 31, 2024, the Fund had the following open forward foreign currency contracts: | At December 31, 2024, the Fund had the following open forward foreign currency contracts: | At December 31, 2024, the Fund had the following open forward foreign currency contracts: | At December 31, 2024, the Fund had the following open forward foreign currency contracts: | At December 31, 2024, the Fund had the following open forward foreign currency contracts: | At December 31, 2024, the Fund had the following open forward foreign currency contracts: | At December 31, 2024, the Fund had the following open forward foreign currency contracts: | At December 31, 2024, the Fund had the following open forward foreign currency contracts: |
| **Counterparty** | &nbsp;&nbsp; **Delivery** <br>**Date**<br>| &nbsp;&nbsp; **Currency** <br>**Bought/** <br>**Sold (B/S)** | &nbsp;&nbsp; **Currency** <br>**Bought/** <br>**Sold (B/S)** | **Units** <br>**of** <br>**Currency**<br>| **In Exchange** <br>**for**<br>| **Notional** <br>**Value**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| Bank of America N.A. | 3/19/2025 | EUR | &nbsp;&nbsp; S | &nbsp;&nbsp; 1063000 | &nbsp;&nbsp; $1123533 | &nbsp;&nbsp; $1104773 | &nbsp;&nbsp; $18760 |

---

**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 December 31, 2024, the Fund had the following open long futures contracts: | At December 31, 2024, the Fund had the following open long futures contracts: | At December 31, 2024, the Fund had the following open long futures contracts: | At December 31, 2024, the Fund had the following open long futures contracts: | At December 31, 2024, the Fund had the following open long futures contracts: | At December 31, 2024, 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 | 3/20/2025 | 89 | &nbsp;&nbsp;&nbsp; $9765826 | &nbsp;&nbsp;&nbsp; $9678750 | &nbsp;&nbsp;&nbsp; $(87076)<br>|
| CBOT 2 Year U.S. Treasury Notes Futures | 3/31/2025 | 100 | &nbsp;&nbsp;&nbsp; 20571348 | &nbsp;&nbsp;&nbsp; 20560938 | &nbsp;&nbsp;&nbsp; (10410)<br>|
| CBOT 5 Year U.S. Treasury Notes Futures | 3/31/2025 | 1735 | &nbsp;&nbsp;&nbsp; 185264164 | &nbsp;&nbsp;&nbsp; 184438634 | &nbsp;&nbsp;&nbsp; (825530)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $(923016)<br>|

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At December 31, 2024, the Fund had the following open short futures contracts: | At December 31, 2024, the Fund had the following open short futures contracts: | At December 31, 2024, the Fund had the following open short futures contracts: | At December 31, 2024, the Fund had the following open short futures contracts: | At December 31, 2024, the Fund had the following open short futures contracts: | At December 31, 2024, 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 U.S. Long Bond Futures | 3/20/2025 | 170 | &nbsp;&nbsp;&nbsp; $19798097 | &nbsp;&nbsp;&nbsp; $19353438 | &nbsp;&nbsp;&nbsp; $444659 |
| CBOT Ultra Long-Term U.S. Treasury Bond Futures | 3/20/2025 | 60 | &nbsp;&nbsp;&nbsp; 7361625 | &nbsp;&nbsp;&nbsp; 7134375 | &nbsp;&nbsp;&nbsp; 227250 |
| Ultra 10 Year U.S. Treasury Notes Futures | 3/20/2025 | 319 | &nbsp;&nbsp;&nbsp; 35995151 | &nbsp;&nbsp;&nbsp; 35508688 | &nbsp;&nbsp;&nbsp; 486463 |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $1158372 |

---

------

**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 December 31, 2024, 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) | $— | $387286835 | $— | $387286835 |
| Senior Loans(a) |  | 13775152 |  | 13775152 |
| Collateralized Loan Obligations(a) |  | 13368490 |  | 13368490 |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Real Estate Management & Development |  | 13724 |  | 13724 |
| &nbsp;&nbsp;&nbsp; All Other Common Stocks(a) | 3927245 |  |  | 3927245 |
| Total Common Stocks | 3927245 | 13724 |  | 3940969 |
| Preferred Stocks(a) | 1363097 |  |  | 1363097 |
| Short-Term Investments |  | 9294176 |  | 9294176 |
| Total Investments | 5290342 | 423738377 |  | 429028719 |
| Forward Foreign Currency Contracts (unrealized appreciation) |  | 18760 |  | 18760 |
| Futures Contracts (unrealized appreciation) | 1158372 |  |  | 1158372 |
| Total | $6448714 | $423757137 | $— | $430205851 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** |
| Description | Level 1 | Level 2 | Level 3 | Total |
| Futures Contracts (unrealized depreciation) | $(923016)<br>| $— | $— | $(923016)<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.

**Derivatives**

Derivative instruments are defined as financial instruments whose value and performance are based on the value and performance of an underlying asset, reference rate or index. Derivative instruments that the Fund used at period end include forward foreign currency contracts and futures contracts.

The Fund is subject to the risk that changes in foreign currency exchange rates will have an unfavorable effect on the value of Fund assets denominated in foreign currencies. The Fund may enter into forward foreign currency exchange contracts for hedging purposes to protect the value of the Fund's holdings of foreign securities. The Fund may also use forward foreign currency contracts to gain exposure to foreign currencies, regardless of whether securities denominated in such currencies are held in the Fund. As of December 31, 2024, the Fund engaged in forward foreign currency contracts for hedging purposes to gain exposure to foreign currencies.

The Fund is subject to the risk that changes in interest rates will affect the value of the Fund's investments in fixed-income securities. The Fund will be subject to increased interest rate risk to the extent that it invests in fixed-income securities with longer maturities or durations, as compared to investing in fixed-income securities with shorter maturities or durations. The Fund may use futures contracts to hedge against changes in interest rates and to manage duration without having to buy or sell portfolio securities. The Fund may also use futures contracts to gain investment exposure. As of December 31, 2024, the Fund used futures contracts to manage duration.

------

The following is a summary of derivative instruments for the Fund, as of December 31, 2024:

---

| | | | |
|:---|:---|:---|:---|
| **Assets** | &nbsp;&nbsp; **Unrealized** <br>**appreciation** <br>**on forward** <br>**foreign** <br>**currency** <br>**contracts**<br>| &nbsp;&nbsp; **Unrealized** <br>**appreciation** <br>**on futures** <br>**contracts**<br>| **Total** |
| Over-the-counter asset derivatives |  |  |  |
| &nbsp;&nbsp;&nbsp; Foreign exchange contracts | &nbsp;&nbsp;&nbsp; $18760 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $18760 |
| Exchange-traded asset derivatives |  |  |  |
| &nbsp;&nbsp;&nbsp; Interest rate contracts | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1158372 | &nbsp;&nbsp;&nbsp; 1158372 |
| Total asset derivatives | &nbsp;&nbsp;&nbsp; $18760 | &nbsp;&nbsp;&nbsp; $1158372 | &nbsp;&nbsp;&nbsp; $1177132 |

---

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

---

| | |
|:---|:---|
| **Liabilities** | &nbsp;&nbsp; **Unrealized** <br>**depreciation** <br>**on futures** <br>**contracts**<br>|
| Exchange-traded liability derivatives |  |
| &nbsp;&nbsp;&nbsp; Interest rate contracts | &nbsp;&nbsp;&nbsp; $(923016)<br>|

---

The Fund's derivatives do not qualify for hedge accounting under authoritative guidance for derivative instruments. The Fund's investments in derivatives may represent an economic hedge; however, they are considered to be non-hedge transactions for the purpose of this disclosure.

OTC derivatives, including forward foreign currency contracts, are entered into pursuant to International Swaps and Derivatives Association, Inc. ("ISDA") agreements negotiated between the Fund and its counterparties. ISDA agreements typically contain, among other things, terms for the posting of collateral and master netting provisions in the event of a default or other termination event. Collateral is posted by the Fund or the counterparty to the extent of the net mark-to-market exposure to the other party of all open contracts under the agreement, subject to minimum transfer requirements. Master netting provisions allow the Fund and the counterparty, in the event of a default or other termination event, to offset amounts owed by each related to derivative contracts, including any posted collateral, to one net amount payable by either the Fund or the counterparty. The Fund's ISDA agreements typically contain provisions that allow a counterparty to terminate open contracts early if the NAV of the Fund declines beyond a certain threshold. As of December 31, 2024, the Fund did not hold any derivative positions subject to these provisions that are in a net liability position by counterparty.

Counterparty risk is managed based on policies and procedures established by the Fund's adviser. Such policies and procedures may include, but are not limited to, minimum counterparty credit rating requirements, monitoring of counterparty credit default swap spreads and posting of collateral. A Fund's risk of loss from counterparty credit risk on over-the-counter derivatives is generally limited to the Fund's aggregated unrealized gains and the amount of any collateral pledged to the counterparty, which may be offset by any collateral posted to the Fund by the counterparty. ISDA master agreements can help to manage counterparty risk by specifying collateral posting arrangements at pre-arranged exposure levels. Under these ISDA agreements, collateral is routinely transferred if the total net exposure in respect of certain transactions, net of existing collateral already in place, exceeds a specified amount. With exchange-traded derivatives, there is minimal counterparty credit risk to the Fund because the exchange's clearing house, as counterparty to these instruments, stands between the buyer and the seller of the contract. Credit risk still exists in exchange-traded derivatives with respect to initial and variation margin that is held in a broker's customer accounts. While brokers typically are required to segregate customer margin for exchange-traded derivatives from their own assets, in the event that a broker becomes insolvent or goes into bankruptcy and at that time there is a shortfall in the aggregate amount of margin held by the broker for all its customers, U.S. bankruptcy laws will typically allocate that shortfall on a pro rata basis across all of the broker's customers, potentially resulting in losses to the Fund.

------

---

| | |
|:---|:---|
| Industry Summary at December 31, 2024 (Unaudited) | Industry Summary at December 31, 2024 (Unaudited) |
| Treasuries | 12.8% |
| Cable Satellite | &nbsp;&nbsp;&nbsp; 6.8 |
| Technology | &nbsp;&nbsp;&nbsp; 6.6 |
| ABS Other | &nbsp;&nbsp;&nbsp; 4.7 |
| Sovereigns | &nbsp;&nbsp;&nbsp; 4.1 |
| Finance Companies | &nbsp;&nbsp;&nbsp; 4.0 |
| ABS Car Loan | &nbsp;&nbsp;&nbsp; 3.6 |
| ABS Home Equity | &nbsp;&nbsp;&nbsp; 3.5 |
| Aerospace & Defense | &nbsp;&nbsp;&nbsp; 3.3 |
| Banking | &nbsp;&nbsp;&nbsp; 3.0 |
| Independent Energy | &nbsp;&nbsp;&nbsp; 2.9 |
| Midstream | &nbsp;&nbsp;&nbsp; 2.8 |
| Media Entertainment | &nbsp;&nbsp;&nbsp; 2.3 |
| Metals & Mining | &nbsp;&nbsp;&nbsp; 2.3 |
| Building Materials | &nbsp;&nbsp;&nbsp; 2.1 |
| Wireless | &nbsp;&nbsp;&nbsp; 2.0 |
| Leisure | &nbsp;&nbsp;&nbsp; 2.0 |
| Other Investments, less than 2% each | 25.2 |
| Collateralized Loan Obligations | &nbsp;&nbsp;&nbsp; 3.1 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp; 2.1 |
| Total Investments | 99.2 |
| Other assets less liabilities (including forward foreign currency and futures contracts) | &nbsp;&nbsp;&nbsp; 0.8 |
| Net Assets | 100.0% |

---

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

---

| | |
|:---|:---|
| Currency Exposure Summary at December 31, 2024 (Unaudited) | Currency Exposure Summary at December 31, 2024 (Unaudited) |
| United States Dollar | 95.8% |
| Other, less than 2% each | &nbsp;&nbsp;&nbsp; 3.4 |
| Total Investments | 99.2 |
| Other assets less liabilities (including forward foreign currency and futures contracts) | &nbsp;&nbsp;&nbsp; 0.8 |
| Net Assets | 100.0% |

---

------

## 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 Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000006640

- **c. LEI of Series:** 5493002GIX52LR2VIL41

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2024-12-31

**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:** $433104965.63

**Total Liabilities:** $644490.19

**Net Assets:** $432460475.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -411.65000000 | **1-Year:** -10254.65000000 | **5-Year:** -53999.53000000 | **10-Year:** -58308.68000000 | **30-Year:** -9777.15000000

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

- **3-Month:** -333.89000000 | **1-Year:** -10150.20000000 | **5-Year:** -24250.81000000 | **10-Year:** -14374.59000000 | **30-Year:** -2796.75000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018126 | -1.79%               | 1.32%                | -0.86%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-463914.83              | $-7157104.18                               |
| Month 2  | $-1659365.82             | $5786062.76                                |
| Month 3  | $-386034.96              | $-5613690.47                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-4                             | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $198361.86    | 0.05%             | 2031-08-12      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc              | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |      995000 | PA      | $995203.98    | 0.23%             | 2027-11-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1216959.35   | 0.28%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                             | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1450314.68   | 0.34%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      860000 | PA      | $837571.20    | 0.19%             | 2032-02-28      | Fixed         | 6.90%                 | 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        |      100000 | PA      | $97034.50     | 0.02%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                   | Republic Finance Issuance Trust 2024-B                                          | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      175000 | PA      | $177274.30    | 0.04%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      400000 | PA      | $351000.00    | 0.08%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      240000 | PA      | $233344.06    | 0.05%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      770000 | PA      | $758521.09    | 0.18%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                      | Dillard's Inc                                                                   | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1057523.25   | 0.24%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-B                                                | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      230000 | PA      | $197143.28    | 0.05%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                          | FOCUS Brands Funding                                                            | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      247500 | PA      | $260748.45    | 0.06%             | 2053-10-30      | Fixed         | 8.24%                 | 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        |      544296 | PA      | $544941.16    | 0.13%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93762.63     | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                      | Business Jet Securities 2024-1 LLC                                              | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      290798 | PA      | $295730.96    | 0.07%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Student Loan Trust                                                      | CUSIP: 63942TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      265000 | PA      | $280989.57    | 0.06%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                                   | Recette Clo Ltd                                                                 | CUSIP: 75620TAZ1<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251113.00    | 0.06%             | 2034-04-20      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING B V                             | Flutter Financing BV 2024 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |      470000 | PA      | $468533.60    | 0.11%             | 2030-11-30      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2021-1 LLC                                                | CUSIP: 783897AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $98878.88     | 0.02%             | 2030-09-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $75818.66     | 0.02%             | 2069-05-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $961695.22    | 0.22%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      225000 | PA      | $16875.00     | 0.00%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR7 Trust                                            | CUSIP: 74333PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $87643.02     | 0.02%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-1                                    | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $205055.62    | 0.05%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                              | EnLink Midstream LLC                                                            | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |       95000 | PA      | $99446.95     | 0.02%             | 2030-09-01      | Fixed         | 6.50%                 | 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        |      100000 | PA      | $100968.30    | 0.02%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                           | PPL Capital Funding Inc                                                         | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      600000 | PA      | $625800.00    | 0.14%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAL3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $82081.53     | 0.02%             | 2037-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| VERTEX INC                                        | Vertex Inc                                                                      | CUSIP: 92538JAA4<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |       23000 | PA      | $36363.48     | 0.01%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1038777.30   | 0.24%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      670000 | PA      | $659964.41    | 0.15%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2024-5 LLC                                                                 | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      117392 | PA      | $116419.90    | 0.03%             | 2029-09-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                            | Northern Oil & Gas Inc                                                          | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       28000 | PA      | $32774.00     | 0.01%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                       | Dropbox Inc                                                                     | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |      140000 | PA      | $142887.50    | 0.03%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                              | Matador Resources Co                                                            | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      175000 | PA      | $177420.43    | 0.04%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2023-3                                      | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160000 | PA      | $164375.36    | 0.04%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $1056710.00   | 0.24%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                          | Microchip Technology Inc                                                        | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      460000 | PA      | $456809.90    | 0.11%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation               | Six Flags Entertainment Corporation 2024 Term Loan B                            | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |      238800 | PA      | $239172.53    | 0.06%             | 2031-05-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      150000 | PA      | $135077.21    | 0.03%             | 2029-03-15      | Fixed         | 2.40%                 | 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        |      415000 | PA      | $395109.90    | 0.09%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1705000 | PA      | $1692262.97   | 0.39%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2021-1 Receivables Funding LLC                                 | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       31408 | PA      | $30414.46     | 0.01%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                    | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $310587.36    | 0.07%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1107410.85   | 0.26%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      325000 | PA      | $291148.92    | 0.07%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |      385000 | PA      | $329753.96    | 0.08%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2014-C20                                        | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |      301910 | PA      | $268684.98    | 0.06%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2024-7 LLC                                                                 | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      284405 | PA      | $285673.75    | 0.07%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      530000 | PA      | $453290.66    | 0.10%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                            | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1080000 | PA      | $928994.73    | 0.21%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     1385000 | PA      | $1286551.60   | 0.30%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) MAR25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1735 | NC      | $-825530.35   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                   | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $107458.26    | 0.02%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      660000 | PA      | $569951.25    | 0.13%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                        | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      290000 | PA      | $245008.24    | 0.06%             | 2033-08-15      | Fixed         | 3.25%                 | 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              |  | US        |      467568 | PA      | $467409.43    | 0.11%             | 2031-01-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                             | Thrust Engine Leasing 2021 DAC                                                  | CUSIP: 88603UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      215564 | PA      | $206323.05    | 0.05%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2425000 | PA      | $1957267.70   | 0.45%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $18760.30     | 0.00%             |  |  |  | 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        |     2625000 | PA      | $1598997.88   | 0.37%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     1285000 | PA      | $78706.25     | 0.02%             | 2024-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                            | Guidewire Software Inc                                                          | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |      122000 | PA      | $119011.00    | 0.03%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                             | Pinnacle West Capital Corp                                                      | CUSIP: 723484AJ0<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |      108000 | PA      | $113184.00    | 0.03%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $11554.00     | 0.00%             | 2025-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10015.75     | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2315000 | PA      | $2296677.49   | 0.53%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1239626.64   | 0.29%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      915000 | PA      | $747254.66    | 0.17%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101264.00    | 0.02%             | 2033-06-21      | Fixed         | 6.58%                 | 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        |      355000 | PA      | $350992.41    | 0.08%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank NA - SBCLN                                                       | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         198 | PA      | $197.50       | 0.00%             | 2031-12-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      560000 | PA      | $544627.07    | 0.13%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-X2                                       | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      185000 | PA      | $185301.00    | 0.04%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1080000 | PA      | $899493.60    | 0.21%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                               | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $381132.00    | 0.09%             | 2028-07-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2021-A                                         | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      567831 | PA      | $560454.46    | 0.13%             | 2053-01-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                   | Benefit Street Partners Clo XXXVII Ltd                                          | CUSIP: 08182TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      420000 | PA      | $420074.34    | 0.10%             | 2038-01-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                             | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      375000 | PA      | $280536.74    | 0.06%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2023-5                                      | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      680000 | PA      | $707878.16    | 0.16%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                   | iHeartMedia Inc                                                                 | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       34625 | NS      | $68557.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                      | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      575000 | PA      | $591570.93    | 0.14%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      255000 | PA      | $255446.34    | 0.06%             | 2029-08-15      | Fixed         | 5.30%                 | 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        |      482383 | PA      | $498775.76    | 0.12%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds            | Turkiye Government International Bonds                                          | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1610000 | PA      | $1595912.50   | 0.37%             | 2032-07-17      | Fixed         | 7.12%                 | 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        |      323000 | PA      | $297088.16    | 0.07%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCIV LLC                                                                   | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      205770 | PA      | $205515.88    | 0.05%             | 2051-02-27      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      435000 | PA      | $463068.38    | 0.11%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      705000 | PA      | $733282.78    | 0.17%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-6                                      | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160000 | PA      | $161679.10    | 0.04%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      605000 | PA      | $572214.63    | 0.13%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                             | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $129468.56    | 0.03%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                       | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      121000 | PA      | $131224.50    | 0.03%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      250000 | PA      | $243738.72    | 0.06%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-1                                               | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100946.45    | 0.02%             | 2029-06-15      | Fixed         | 5.64%                 | 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        |      345000 | PA      | $307882.97    | 0.07%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                           | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1050981 | PA      | $1065516.35   | 0.25%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      385000 | PA      | $257901.95    | 0.06%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                  | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |     1052362 | PA      | $1056213.73   | 0.24%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     1245000 | PA      | $1218699.30   | 0.28%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2023-2                                          | CUSIP: 74113VAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $104170.29    | 0.02%             | 2029-08-15      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                                | Battalion Oil Corp                                                              | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |         939 | NS      | $1615.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      715000 | PA      | $684158.96    | 0.16%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                    | BorgWarner Inc                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      360000 | PA      | $354322.47    | 0.08%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                | Logan Group Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $37260.00     | 0.01%             | 2025-07-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      740000 | PA      | $685425.00    | 0.16%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                       | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      320000 | PA      | $331488.16    | 0.08%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                          | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      655000 | PA      | $659116.45    | 0.15%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2024-A                                         | CUSIP: 831943AC9<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |      169000 | PA      | $169873.44    | 0.04%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      575000 | PA      | $600555.58    | 0.14%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      203967 | PA      | $26950.16     | 0.01%             | 2027-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCVII LLC                                                                  | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      372290 | PA      | $372562.45    | 0.09%             | 2051-04-25      | Variable      | 5.24%                 | 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        |       97250 | PA      | $87960.10     | 0.02%             | 2051-12-05      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      920000 | PA      | $760468.89    | 0.18%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      185000 | PA      | $159713.33    | 0.04%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      500000 | PA      | $512618.85    | 0.12%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     8792370 | PA      | $9454307.36   | 2.19%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2021-2                                               | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      435000 | PA      | $415602.31    | 0.10%             | 2027-06-15      | Fixed         | 1.59%                 | 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        |      115000 | PA      | $102038.59    | 0.02%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      335000 | PA      | $337992.89    | 0.08%             | 2029-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                       | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       16193 | NS      | $1064365.89   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      105000 | PA      | $102568.34    | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO                                 | MBIA Insurance Corp                                                             | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $50937.50     | 0.01%             | 2033-01-15      | Fixed         | 16.18%                | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                               | 522 Funding CLO 2021-7 Ltd                                                      | CUSIP: 33833VAJ4<br>LEI: 5493001LTHURD55KD110 | Long             | ABS-CBDO         | CORP              | KY        |      555000 | PA      | $555802.53    | 0.13%             | 2034-04-23      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2019-A                                                       | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110249 | PA      | $106553.64    | 0.02%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2023-3 Receivables Funding LLC                                 | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160243 | PA      | $164086.93    | 0.04%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                    | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      510000 | PA      | $483603.54    | 0.11%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2020-RPL1                                           | CUSIP: 52474HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1215000 | PA      | $1084248.75   | 0.25%             | 2059-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      565000 | PA      | $530654.09    | 0.12%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1227121.36   | 0.28%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye                               | Republic of Turkiye                                                             | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2635000 | PA      | $2461880.50   | 0.57%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                               | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1558044.03   | 0.36%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                    | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      797267 | PA      | $750517.28    | 0.17%             | 2026-12-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                     | Owens Corning                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     1715000 | PA      | $1742192.25   | 0.40%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      770000 | PA      | $768954.96    | 0.18%             | 2026-03-15      | Fixed         | 5.88%                 | 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        |       88957 | PA      | $81840.47     | 0.02%             | 2030-10-15      | Fixed         | 3.28%                 | 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        |      315000 | PA      | $311057.33    | 0.07%             | 2039-09-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                               | HINNT 2024-A LLC                                                                | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       68657 | PA      | $69235.54     | 0.02%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                  | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      895000 | PA      | $956305.66    | 0.22%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      245000 | PA      | $250097.53    | 0.06%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      605000 | PA      | $604022.83    | 0.14%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds        | Philippines Government International Bonds                                      | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      735000 | PA      | $491568.00    | 0.11%             | 2045-05-05      | Fixed         | 2.95%                 | 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        |       83703 | PA      | $69470.29     | 0.02%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      635000 | PA      | $640828.86    | 0.15%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential Trust                                                      | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $191409.76    | 0.04%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2710000 | PA      | $2317035.18   | 0.54%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                          | iHeartCommunications Inc                                                        | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      489500 | PA      | $382999.49    | 0.09%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2019-RPL1 Trust                                                            | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191979 | PA      | $184502.73    | 0.04%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                           | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1351972.33   | 0.31%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      395000 | PA      | $394065.51    | 0.09%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                 | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     4300000 | PA      | $3747944.80   | 0.87%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2024-2 LLC                                                                 | CUSIP: 74448BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      413164 | PA      | $414235.78    | 0.10%             | 2029-03-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                            | Tyler Technologies Inc                                                          | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |       40000 | PA      | $48260.00     | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                   | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      518276 | PA      | $482002.01    | 0.11%             | 2047-12-15      | Variable      | 3.57%                 | 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        |      385000 | PA      | $387202.66    | 0.09%             | 2029-08-15      | Fixed         | 6.59%                 | 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        |      200000 | PA      | $204743.80    | 0.05%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      945000 | PA      | $976262.49    | 0.23%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1217041.00   | 0.28%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1670000 | PA      | $1715756.60   | 0.40%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                      | Hardee's Funding LLC                                                            | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      289500 | PA      | $259248.26    | 0.06%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                           | Sensata Technologies BV                                                         | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $194885.08    | 0.05%             | 2030-09-01      | Fixed         | 5.88%                 | 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        |      228407 | PA      | $229498.99    | 0.05%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                             | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      730000 | PA      | $690694.98    | 0.16%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO VII Mortgage LLC 2024-1                                                     | CUSIP: 754921AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      238368 | PA      | $239096.33    | 0.06%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                        | ATLX 2024-RPL2 Trust                                                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      285561 | PA      | $272893.43    | 0.06%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2065000 | PA      | $1789653.37   | 0.41%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                                        | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      155000 | PA      | $128661.52    | 0.03%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                              | Country Garden Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      600000 | PA      | $60492.00     | 0.01%             | 2031-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      205000 | PA      | $205687.83    | 0.05%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                         | CUSIP: 24422EVY2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      645000 | PA      | $644527.52    | 0.15%             | 2025-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                | Logan Group Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $37508.00     | 0.01%             | 2026-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                          | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      655000 | PA      | $638422.61    | 0.15%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                          | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      365000 | PA      | $350140.12    | 0.08%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust                  | LEX 2024-BBG Mortgage Trust                                                     | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $98399.40     | 0.02%             | 2033-10-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential Trust                                                      | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      380000 | PA      | $363671.82    | 0.08%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                       | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1033197.74   | 0.24%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp/VA              | TOBACCO SETTLEMENT FING CORP VA                                                 | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3280000 | PA      | $2745664.38   | 0.63%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      310000 | PA      | $302154.30    | 0.07%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2023-B                                        | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      380000 | PA      | $385248.94    | 0.09%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      130000 | PA      | $123212.16    | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc              | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |      200000 | PA      | $202208.60    | 0.05%             | 2027-11-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                       | Netflix Inc                                                                     | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1503282.42   | 0.35%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $29716.00     | 0.01%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                   | Benefit Street Partners CLO XXVIII Ltd                                          | CUSIP: 08179KAQ6<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |      970000 | PA      | $980468.24    | 0.23%             | 2037-10-20      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2021-3                             | CUSIP: 025286AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      259792 | PA      | $258081.89    | 0.06%             | 2027-11-15      | Fixed         | 1.34%                 | 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        |      315000 | PA      | $232653.11    | 0.05%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                              | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      205000 | PA      | $193292.47    | 0.04%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      485000 | PA      | $483685.65    | 0.11%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     3385000 | PA      | $3273593.22   | 0.76%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                              | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      810000 | PA      | $802191.51    | 0.19%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $194323.48    | 0.04%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      740000 | PA      | $764815.32    | 0.18%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AGFC Capital Trust I                              | AGFC Capital Trust I                                                            | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $210414.00    | 0.05%             | 2067-01-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MAM1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      935000 | PA      | $930481.15    | 0.22%             | 2026-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1060644.19   | 0.25%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                | Bausch + Lomb Corp                                                              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       15000 | PA      | $15525.00     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      840000 | PA      | $748495.39    | 0.17%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                     | Snowflake Inc                                                                   | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |       52000 | PA      | $61672.00     | 0.01%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                     | UniCredit SpA                                                                   | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      405000 | PA      | $404959.50    | 0.09%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2013-PEMB                                     | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |      295000 | PA      | $243385.03    | 0.06%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                               | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        1875 | NS      | $691687.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1845000 | PA      | $1607584.11   | 0.37%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                             | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      620000 | PA      | $579055.11    | 0.13%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                          | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      425000 | PA      | $29512.00     | 0.01%             | 2026-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      280000 | PA      | $257670.07    | 0.06%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                                   | Bentley Systems Inc                                                             | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |      134000 | PA      | $120667.00    | 0.03%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      655000 | PA      | $672172.68    | 0.16%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group Inc                                                               | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      735000 | PA      | $677725.10    | 0.16%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                               | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |      285000 | PA      | $269616.21    | 0.06%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      101736 | PA      | $14234.90     | 0.00%             | 2026-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                       | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      335000 | PA      | $345911.62    | 0.08%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                        | Evergy Inc                                                                      | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      111000 | PA      | $120490.50    | 0.03%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                      | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      810000 | PA      | $850624.77    | 0.20%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $788507.73    | 0.18%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      495000 | PA      | $494114.48    | 0.11%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                              | Elmwood CLO VIII Ltd                                                            | CUSIP: 29003EAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      340000 | PA      | $347636.74    | 0.08%             | 2037-04-20      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust 2024-CP1                                                        | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      274666 | PA      | $251957.86    | 0.06%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      762000 | PA      | $620832.59    | 0.14%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1168013.70   | 0.27%             | 2029-12-15      | Fixed         | 4.62%                 | 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        |      445000 | PA      | $409306.55    | 0.09%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2025719.38   | 0.47%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                          | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $982649.64    | 0.23%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                    | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       12722 | PA      | $12618.27     | 0.00%             | 2029-02-26      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                    | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |      270000 | PA      | $236234.89    | 0.05%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |      455000 | PA      | $449858.50    | 0.10%             | 2026-09-25      | Fixed         | 6.56%                 | 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        |       81891 | PA      | $83724.45     | 0.02%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      170000 | PA      | $159452.10    | 0.04%             | 2030-02-01      | Fixed         | 4.05%                 | 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        |      475000 | PA      | $407879.18    | 0.09%             | 2051-07-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                            | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |      195000 | PA      | $195236.52    | 0.05%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                  | Sensata Technologies Inc                                                        | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22900.93     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |      190000 | PA      | $8787.50      | 0.00%             | 2025-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      235000 | PA      | $231198.28    | 0.05%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                       | Netflix Inc                                                                     | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     1185000 | PA      | $1255896.88   | 0.29%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alta Wind Holdings LLC                            | Alta Wind Holdings LLC                                                          | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1084602 | PA      | $1027160.97   | 0.24%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2710000 | PA      | $1415846.84   | 0.33%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2021-1, Ltd                           | Invesco CLO 2021-1 Ltd                                                          | CUSIP: 46090XAJ0<br>LEI: 25490016C8NV86EY2059 | Long             | ABS-CBDO         | CORP              | KY        |      365000 | PA      | $366588.85    | 0.08%             | 2034-04-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                          | Medline Borrower LP/Medline Co-Issuer Inc                                       | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      575000 | PA      | $581062.83    | 0.13%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                  | Paramount Global                                                                | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       85011 | NS      | $889215.06    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2016-C                                         | CUSIP: 78449KAB6<br>LEI: 54930027GONY06ZX8P67 | Long             | ABS-O            | CORP              | US        |       12465 | PA      | $12429.35     | 0.00%             | 2034-09-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                          | Hess Midstream Operations LP                                                    | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $284066.24    | 0.07%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       69000 | PA      | $138828.00    | 0.03%             | 2027-12-01      | Fixed         | 5.75%                 | 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        |      100000 | PA      | $101350.50    | 0.02%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                      | Veralto Corp                                                                    | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1138784.42   | 0.26%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Aimco                                             | AIMCO CLO Series 2017-A                                                         | CUSIP: 00900CAS3<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |     1005000 | PA      | $1007290.40   | 0.23%             | 2034-04-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                            | Jazz Investments I Ltd                                                          | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      200000 | PA      | $215200.00    | 0.05%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                    | Sunnova Helios XIII Issuer LLC                                                  | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      604060 | PA      | $569166.90    | 0.13%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $96554.12     | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                           | Light & Wonder International Inc                                                | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30604.11     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | 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        |      268231 | PA      | $268649.40    | 0.06%             | 2031-05-06      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $193119.90    | 0.04%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      370000 | PA      | $25929.60     | 0.01%             | 2025-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                          | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |      434000 | PA      | $336678.68    | 0.08%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2024-1                                        | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      165000 | PA      | $167541.17    | 0.04%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1164788.83   | 0.27%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                           | Canada Government Bonds                                                         | CUSIP: 135087R97<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2450000 | PA      | $1731882.15   | 0.40%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $147961.36    | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      896000 | PA      | $852436.12    | 0.20%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                  | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      985000 | PA      | $952767.55    | 0.22%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      307434 | PA      | $35623.91     | 0.01%             | 2029-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                   | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |       95000 | PA      | $106381.94    | 0.02%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                         | Itron Inc                                                                       | CUSIP: 465741AP1<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |       47000 | PA      | $49467.50     | 0.01%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limited                  | Kestrel Aircraft Funding Ltd                                                    | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      112399 | PA      | $110500.81    | 0.03%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      455000 | PA      | $394536.46    | 0.09%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1773792.73   | 0.41%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN                          | Merit Medical Systems Inc                                                       | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |       48000 | PA      | $60556.07     | 0.01%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                              | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     1185000 | PA      | $1217399.30   | 0.28%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                             | Whistler Pipeline LLC                                                           | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |      225000 | PA      | $224670.52    | 0.05%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2022-STAR                                                             | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      570000 | PA      | $569826.89    | 0.13%             | 2039-08-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      620000 | PA      | $618632.42    | 0.14%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                     | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $227111.41    | 0.05%             | 2026-07-01      | Fixed         | 7.75%                 | 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        |      220000 | PA      | $225160.10    | 0.05%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     2905000 | PA      | $2507074.52   | 0.58%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                       | Datadog Inc                                                                     | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |      219000 | PA      | $210678.00    | 0.05%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                            | EverBright Solar Trust 2024-A                                                   | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      306107 | PA      | $299463.05    | 0.07%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                           | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1432213.90   | 0.33%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                          | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    31600000 | PA      | $1524090.91   | 0.35%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      144767 | PA      | $16213.90     | 0.00%             | 2030-09-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $616205.80    | 0.14%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      295000 | PA      | $309044.51    | 0.07%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1160000 | PA      | $1131952.78   | 0.26%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4595000 | PA      | $4537121.29   | 1.05%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |       80000 | PA      | $81668.64     | 0.02%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2023-4                             | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $520882.00    | 0.12%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Aimco                                             | Aimco CLO 14 Ltd                                                                | CUSIP: 00144GAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1940000 | PA      | $1942529.76   | 0.45%             | 2034-04-20      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                    | Sunnova Helios X Issuer LLC                                                     | CUSIP: 86744WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      578814 | PA      | $462380.33    | 0.11%             | 2049-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      530000 | PA      | $456285.52    | 0.11%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                          | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | KY        |       46580 | NS      | $13723.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                          | iHeartCommunications Inc                                                        | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      120000 | PA      | $88585.20     | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $144006.22    | 0.03%             | 2031-11-15      | Fixed         | 4.50%                 | 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        |      208094 | PA      | $176452.07    | 0.04%             | 2043-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     3165000 | PA      | $3357605.06   | 0.78%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101926.47    | 0.02%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd                                | CAL Funding IV Ltd                                                              | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      596647 | PA      | $553361.58    | 0.13%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2023-3                                                      | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      385000 | PA      | $397395.08    | 0.09%             | 2029-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $173523.69    | 0.04%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      185000 | PA      | $193740.44    | 0.04%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      118000 | PA      | $122130.00    | 0.03%             | 2027-02-15      | Fixed         | 1.12%                 | 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        |      100000 | PA      | $103368.10    | 0.02%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-3                                               | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $98712.68     | 0.02%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                                      | Freshpet Inc                                                                    | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |       16000 | PA      | $35376.00     | 0.01%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                             | Teva Pharmaceutical Finance Co LLC                                              | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |      620000 | PA      | $621222.68    | 0.14%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                   | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      395000 | PA      | $349888.51    | 0.08%             | 2032-02-15      | Fixed         | 4.12%                 | 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        |      195000 | PA      | $196518.86    | 0.05%             | 2035-04-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR2 Trust                                            | CUSIP: 74333DAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      705000 | PA      | $681394.98    | 0.16%             | 2038-04-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      140000 | PA      | $137357.93    | 0.03%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                          | Apollo Global Management Inc                                                    | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |         384 | NS      | $33373.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VStrong Auto Receivables Trust                    | VStrong Auto Receivables Trust 2024-A                                           | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101222.49    | 0.02%             | 2030-07-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2023-B                                                 | CUSIP: 08862GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $410970.00    | 0.10%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                         | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1385000 | PA      | $1354391.50   | 0.31%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      470000 | PA      | $468850.99    | 0.11%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                              | Carnival Corporation 2024 Term Loan B1                                          | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |      597188 | PA      | $600298.98    | 0.14%             | 2028-10-18      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      275000 | PA      | $230934.61    | 0.05%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $15020.00     | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT MAR25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -319 | NC      | $486463.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBWAY FUNDING LLC                                | Subway Funding LLC                                                              | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1035000 | PA      | $1048115.52   | 0.24%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                             | Sixth Street CLO XVIII Ltd                                                      | CUSIP: 83012HAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      575000 | PA      | $576140.23    | 0.13%             | 2034-04-20      | Floating      | 7.78%                 | 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        |     1026987 | PA      | $1021016.47   | 0.24%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ROC Securities Trust                              | Roc Mortgage Trust 2024-RTL1                                                    | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      730000 | PA      | $725218.50    | 0.17%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                             | Toorak Mortgage Trust 2024-RRTL1                                                | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $130462.80    | 0.03%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                     | TransDigm Inc 2023 Term Loan J                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       99251 | PA      | $99385.23     | 0.02%             | 2031-02-28      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                          | Icon Investments Six DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $201924.01    | 0.05%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                              | Waste Management Inc                                                            | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $974947.77    | 0.23%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | Commercial Mortgage Pass Through Certificates                                   | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74850 | PA      | $70730.23     | 0.02%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $149115.06    | 0.03%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100606.98    | 0.02%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                            | Motorola Solutions Inc                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1195483.86   | 0.28%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                      | BB-UBS Trust                                                                    | CUSIP: 05490AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115599 | PA      | $108373.00    | 0.03%             | 2030-06-05      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                   | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       21130 | NS      | $1286605.70   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FNC NL II                              | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      610000 | PA      | $728022.89    | 0.17%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2013326.47   | 0.47%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                  | FirstEnergy Corp                                                                | CUSIP: 337932AR8<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      197000 | PA      | $197689.50    | 0.05%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1046586.47   | 0.24%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      190000 | PA      | $193593.70    | 0.04%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                          | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $179029.39    | 0.04%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                        | Masco Corp                                                                      | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |      213000 | PA      | $224404.33    | 0.05%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies Inc                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      955000 | PA      | $950985.78    | 0.22%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1371860.78   | 0.32%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                              | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 34042000000 | PA      | $2103032.06   | 0.49%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       48000 | PA      | $105312.00    | 0.02%             | 2048-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC               | Hilton Grand Vacations Borrower LLC 2021 Term Loan B                            | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |       27069 | PA      | $27140.23     | 0.01%             | 2028-08-02      | Floating      | 6.86%                 | 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        |      215000 | PA      | $225698.19    | 0.05%             | 2028-10-16      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2022-2 LLC                                                | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      315000 | PA      | $321161.31    | 0.07%             | 2032-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                          | Brighthouse Financial Inc                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     1745000 | PA      | $1782088.93   | 0.41%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer, LLC                           | Ziply Fiber Issuer LLC                                                          | CUSIP: 98979QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      185000 | PA      | $190476.28    | 0.04%             | 2054-04-20      | Fixed         | 7.81%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $273968.19    | 0.06%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2024-CBM Mortgage Trust                                                    | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101160.60    | 0.02%             | 2041-12-10      | Variable      | 5.87%                 | 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        |      413042 | PA      | $388844.23    | 0.09%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198263.01    | 0.05%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      664997 | PA      | $666659.56    | 0.15%             | 2038-07-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                       | Hologic Inc                                                                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      375000 | PA      | $339127.70    | 0.08%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                          | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      220000 | PA      | $220666.14    | 0.05%             | 2029-04-03      | Fixed         | 5.30%                 | 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        |      285415 | PA      | $284577.36    | 0.07%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                               | Ashtead Capital Inc                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     1755000 | PA      | $1774867.28   | 0.41%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                              | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1490000 | PA      | $1496048.33   | 0.35%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                             | Open Text Corporation 2023 Term Loan B                                          | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |      110409 | PA      | $110353.41    | 0.03%             | 2030-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      645000 | PA      | $660279.97    | 0.15%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1487789.10   | 0.34%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                          | Hazine Mustesarligi Varlik Kiralama AS                                          | CUSIP: 421790AL0<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     1260000 | PA      | $1245900.60   | 0.29%             | 2030-04-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      330000 | PA      | $350487.72    | 0.08%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1254000 | PA      | $1138400.05   | 0.26%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      255000 | PA      | $257138.02    | 0.06%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      330000 | PA      | $309450.67    | 0.07%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1091396.63   | 0.25%             | 2034-03-15      | Fixed         | 6.12%                 | 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        |      288750 | PA      | $283110.54    | 0.07%             | 2049-08-25      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                   | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      255000 | PA      | $266607.79    | 0.06%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1B PTT                            | American Airlines 2017-1 Class B Pass Through Trust                             | CUSIP: 02378WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      727538 | PA      | $726732.99    | 0.17%             | 2025-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $11844.00     | 0.00%             | 2025-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                          | Redwood Funding Trust 2023-1                                                    | CUSIP: 75806CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      261731 | PA      | $261485.10    | 0.06%             | 2059-07-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-N3                                          | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $293087.10    | 0.07%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     2255000 | PA      | $1621118.55   | 0.37%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2024-RTL1                                   | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |      580000 | PA      | $584287.36    | 0.14%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA3                                         | CUSIP: 35564KUW7<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |      158969 | PA      | $160999.81    | 0.04%             | 2042-04-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2024-NPL4 LLC                                                              | CUSIP: 74143RAA1<br>LEI: 254900OXVJK5CT5B2O86 | Long             | ABS-O            | CORP              | US        |      219423 | PA      | $220372.49    | 0.05%             | 2054-07-25      | Variable      | 7.00%                 | 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        |      100000 | PA      | $101559.99    | 0.02%             | 2035-04-17      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                             | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       60000 | PA      | $53687.78     | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2023-2                                                 | CUSIP: 35042RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      115000 | PA      | $117637.53    | 0.03%             | 2049-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                       | Gartner Inc                                                                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |       90000 | PA      | $82162.44     | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      340000 | PA      | $326704.94    | 0.08%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                                 | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      880000 | PA      | $898166.18    | 0.21%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2022-S1                                        | CUSIP: 68267HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      380000 | PA      | $372779.66    | 0.09%             | 2035-05-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2023-N1                                          | CUSIP: 14688FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      260000 | PA      | $264173.42    | 0.06%             | 2029-07-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                      | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1239972.28   | 0.29%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                      | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      590000 | PA      | $608142.50    | 0.14%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      101490 | PA      | $14198.45     | 0.00%             | 2025-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      265000 | PA      | $224381.41    | 0.05%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1410458.38   | 0.33%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      290000 | PA      | $286082.08    | 0.07%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1644873 | PA      | $1725939.32   | 0.40%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2023-2                                      | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      335000 | PA      | $341033.02    | 0.08%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                                        | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1214704.05   | 0.28%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $10500.00     | 0.00%             | 2024-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2024-NPL8 LLC                                                              | CUSIP: 69392DAA0<br>LEI: 254900IGILCZGVE9SS90 | Long             | ABS-MBS          | CORP              | US        |      536059 | PA      | $537896.77    | 0.12%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                   | Oaktree CLO 2019-2 Ltd                                                          | CUSIP: 67401UBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1885000 | PA      | $1900604.03   | 0.44%             | 2037-10-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Madison Park XLIV                                 | Atrium XV                                                                       | CUSIP: 55820LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      255000 | PA      | $259415.07    | 0.06%             | 2037-07-16      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND IV                                | Sino-Ocean Land Treasure IV Ltd                                                 | CUSIP: 000000000<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $16158.00     | 0.00%             | 2029-08-05      | None          | 0.00%                 | 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        |      625000 | PA      | $630107.50    | 0.15%             | 2037-07-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      360000 | PA      | $434785.25    | 0.10%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1463978.43   | 0.34%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                             | EWC Master Issuer LLC                                                           | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      121875 | PA      | $118612.27    | 0.03%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     1215000 | PA      | $1154713.28   | 0.27%             | 2029-09-15      | Fixed         | 4.88%                 | 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        |     1990000 | PA      | $1990716.40   | 0.46%             | 2030-05-24      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-3                                               | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $98400.09     | 0.02%             | 2032-02-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      150000 | PA      | $156030.75    | 0.04%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251384.06    | 0.06%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                         | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      900000 | PA      | $871785.00    | 0.20%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-H                                | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50221 | PA      | $46621.10     | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                   | Republic Finance Issuance Trust 2024-A                                          | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      325000 | PA      | $328185.98    | 0.08%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      405000 | PA      | $343958.96    | 0.08%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                             | Helmerich & Payne Inc                                                           | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1661571.14   | 0.38%             | 2034-12-01      | Fixed         | 5.50%                 | 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        |     1002146 | PA      | $1004029.66   | 0.23%             | 2031-06-13      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2020-A                                         | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       41155 | PA      | $39171.95     | 0.01%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      395000 | PA      | $347789.70    | 0.08%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      740000 | PA      | $721805.62    | 0.17%             | 2038-12-15      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2023-N4                                          | CUSIP: 14688LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $103520.17    | 0.02%             | 2030-02-11      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                       | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |         866 | NS      | $43118.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINO OCEAN LAND IV                                | Sino-Ocean Land Treasure IV Ltd                                                 | CUSIP: 000000000<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |      400000 | PA      | $32312.00     | 0.01%             | 2030-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      180000 | PA      | $170586.67    | 0.04%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                           | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      450000 | PA      | $453028.84    | 0.10%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                             | ON Semiconductor Corp                                                           | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      153000 | PA      | $144049.50    | 0.03%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc 2024 Term Loan                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |      244067 | PA      | $244047.93    | 0.06%             | 2031-04-16      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                | Leviathan Bond Ltd                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |       85000 | PA      | $82338.65     | 0.02%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      680000 | PA      | $595225.44    | 0.14%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                     | Amphenol Corp                                                                   | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      280000 | PA      | $280832.49    | 0.06%             | 2034-04-05      | Fixed         | 5.25%                 | 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        |      330000 | PA      | $335827.23    | 0.08%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1564178.29   | 0.36%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                               | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200151.29    | 0.05%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       80000 | PA      | $71213.88     | 0.02%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LTD                   | Shenton Aircraft Investment I Ltd                                               | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |      141623 | PA      | $135952.12    | 0.03%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                              | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      675000 | PA      | $642086.93    | 0.15%             | 2038-08-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2022-4                             | CUSIP: 02529XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       38686 | PA      | $38890.21     | 0.01%             | 2029-02-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      620000 | PA      | $609868.67    | 0.14%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      350000 | PA      | $319263.75    | 0.07%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                               | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      275000 | PA      | $270719.16    | 0.06%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      365000 | PA      | $325098.11    | 0.08%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                               | Vulcan Materials Co                                                             | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      760000 | PA      | $757707.13    | 0.18%             | 2034-12-01      | Fixed         | 5.35%                 | 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        |      100000 | PA      | $86998.81     | 0.02%             | 2047-12-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                     | CAFL 2023-RTL1 Issuer LLC                                                       | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      510000 | PA      | $518791.38    | 0.12%             | 2030-12-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                           | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      212000 | PA      | $215775.52    | 0.05%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                   | BAE Systems PLC                                                                 | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     1690000 | PA      | $1685606.00   | 0.39%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      645000 | PA      | $695144.87    | 0.16%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      410000 | PA      | $414912.12    | 0.10%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      430000 | PA      | $373655.57    | 0.09%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2021-1 Trust                                         | CUSIP: 83407CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       93662 | PA      | $91886.38     | 0.02%             | 2030-09-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      190000 | PA      | $188005.93    | 0.04%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      400000 | PA      | $382827.57    | 0.09%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      158605 | PA      | $142924.15    | 0.03%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2024-B LLC                                            | CUSIP: 19423UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1065636 | PA      | $1079340.16   | 0.25%             | 2054-08-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       30000 | PA      | $35145.00     | 0.01%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                          | Martin Marietta Materials Inc                                                   | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      235000 | PA      | $230751.37    | 0.05%             | 2034-12-01      | Fixed         | 5.15%                 | 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        |     3345000 | PA      | $2914488.13   | 0.67%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                 | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1195000 | PA      | $1170638.40   | 0.27%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1410000 | PA      | $1128000.00   | 0.26%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | OWN Equipment Fund I LLC                                                        | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      670000 | PA      | $670238.52    | 0.15%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC               | Hilton Grand Vacations Borrower LLC 2024 Incremental Term Loan B                | CUSIP: 43283LAK7<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |     1749457 | PA      | $1753288.46   | 0.41%             | 2031-01-17      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                      | Parsons Corp                                                                    | CUSIP: 70202LAC6<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |      116000 | PA      | $135778.00    | 0.03%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) MAR25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         100 | NC      | $-10409.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ziply Fiber Issuer, LLC                           | Ziply Fiber Issuer LLC                                                          | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      600000 | PA      | $614880.00    | 0.14%             | 2054-04-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      435000 | PA      | $387275.95    | 0.09%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1509737.78   | 0.35%             | 2028-02-01      | Fixed         | 5.38%                 | 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        |       75000 | PA      | $76213.05     | 0.02%             | 2030-06-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                          | Redwood Funding Trust 2024-1                                                    | CUSIP: 75806FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      176602 | PA      | $177087.05    | 0.04%             | 2054-12-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                          | MAPS 2021-1 Trust                                                               | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      480098 | PA      | $442865.14    | 0.10%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                      | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      955000 | PA      | $999084.45    | 0.23%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO 2018-15 Ltd                                                             | CUSIP: 67112KAF6<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | KY        |      255000 | PA      | $255643.88    | 0.06%             | 2031-07-20      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                      | SK Hynix Inc                                                                    | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      205000 | PA      | $211361.86    | 0.05%             | 2028-01-17      | Fixed         | 6.38%                 | 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        |      200000 | PA      | $196559.40    | 0.05%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                             | Whistler Pipeline LLC                                                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250704.40    | 0.06%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2445000 | PA      | $3049131.90   | 0.71%             | 2025-01-31      | Fixed         | 0.25%                 | 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        |      275000 | PA      | $239202.40    | 0.06%             | 2059-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      306692 | PA      | $38351.83     | 0.01%             | 2028-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust    | Foursight Capital Automobile Receivables Trust 2021-2                           | CUSIP: 35105UAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      335000 | PA      | $332755.03    | 0.08%             | 2027-09-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                              | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      315000 | PA      | $297581.92    | 0.07%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      115000 | PA      | $110035.97    | 0.03%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                          | Marriott Ownership Resorts Inc                                                  | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      530000 | PA      | $494730.99    | 0.11%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2669465.52   | 0.62%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                               | CIFI Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $25026.00     | 0.01%             | 2024-11-07      | None          | 0.00%                 | 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        |      420000 | PA      | $360688.02    | 0.08%             | 2046-08-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      135000 | PA      | $142730.57    | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      310000 | PA      | $267498.02    | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                          | Slam Ltd                                                                        | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      580653 | PA      | $568144.62    | 0.13%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                    | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      300000 | PA      | $294465.00    | 0.07%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                      | Nordson Corp                                                                    | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |      185000 | PA      | $190447.38    | 0.04%             | 2033-09-15      | Fixed         | 5.80%                 | 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        |      635000 | PA      | $650592.43    | 0.15%             | 2028-08-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      645000 | PA      | $549296.00    | 0.13%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCIII LLC                                                                  | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      209977 | PA      | $209823.36    | 0.05%             | 2051-02-27      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                       | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AD7<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $257012.40    | 0.06%             | 2036-05-20      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                   | Trans Union LLC 2024 Term Loan B8                                               | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     1979289 | PA      | $1974953.89   | 0.46%             | 2031-06-24      | Floating      | 6.11%                 | 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        |      485000 | PA      | $485770.18    | 0.11%             | 2030-01-15      | Fixed         | 5.88%                 | 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        |      890000 | PA      | $891036.85    | 0.21%             | 2037-07-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                  | Viper Energy Inc                                                                | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |      300000 | PA      | $314082.09    | 0.07%             | 2031-11-01      | Fixed         | 7.38%                 | 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        |      100000 | PA      | $100306.10    | 0.02%             | 2029-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                        | Applebee's Funding LLC / IHOP Funding LLC                                       | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      785000 | PA      | $802784.49    | 0.19%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                         | HUB International Limited 2024 1st Lien Term Loan B                             | CUSIP: 44332EAY2<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      317606 | PA      | $319193.99    | 0.07%             | 2030-06-20      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      685000 | PA      | $668565.07    | 0.15%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                   | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      520000 | PA      | $515951.75    | 0.12%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      715000 | PA      | $648198.07    | 0.15%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $167416.85    | 0.04%             | 2038-12-15      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL1 Trust                                                            | CUSIP: 12660KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      423319 | PA      | $422297.61    | 0.10%             | 2060-09-27      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds        | Philippines Government International Bonds                                      | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      895000 | PA      | $567522.41    | 0.13%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-VLT4                                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      285000 | PA      | $286598.57    | 0.07%             | 2029-07-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                             | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      815000 | PA      | $756317.88    | 0.17%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                   | NCL Finance Ltd                                                                 | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      280000 | PA      | $280898.52    | 0.06%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     4220000 | PA      | $4168939.77   | 0.96%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      600000 | PA      | $502433.90    | 0.12%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      360000 | PA      | $371003.96    | 0.09%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      435000 | PA      | $439254.30    | 0.10%             | 2028-08-15      | Fixed         | 6.75%                 | 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        |      705000 | PA      | $719121.01    | 0.17%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2024-1                                                   | CUSIP: 57108VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $111256.09    | 0.03%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      220000 | PA      | $154310.73    | 0.04%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2023-4                                        | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      305000 | PA      | $316376.41    | 0.07%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                     | Amphenol Corp                                                                   | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      705000 | PA      | $688301.97    | 0.16%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                            | Marvell Technology Inc                                                          | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $243982.24    | 0.06%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                          | Hess Midstream Operations LP                                                    | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      715000 | PA      | $659173.73    | 0.15%             | 2030-02-15      | Fixed         | 4.25%                 | 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        |      100000 | PA      | $100554.80    | 0.02%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-X2                                       | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $125871.00    | 0.03%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2023-4                                               | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      135000 | PA      | $138719.98    | 0.03%             | 2029-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                             | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     1165000 | PA      | $1200137.15   | 0.28%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2024-1                                                   | CUSIP: 57108VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      385000 | PA      | $387616.73    | 0.09%             | 2034-07-17      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                              | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 16663000000 | PA      | $1014830.66   | 0.23%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                          | Sensata Technologies Inc                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      135000 | PA      | $118022.06    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                  | InterDigital Inc                                                                | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       21000 | PA      | $52759.78     | 0.01%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                            | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $13120.00     | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                       | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |      635883 | PA      | $643797.98    | 0.15%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2013-LC12                                 | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |      101913 | PA      | $94065.29     | 0.02%             | 2046-07-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13245000 | PA      | $13281062.96  | 3.07%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust 2023-NPL1              | GITSIT Mortgage Loan Trust 2024-NPL1                                            | CUSIP: 375925AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      386906 | PA      | $389447.14    | 0.09%             | 2054-06-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      400000 | PA      | $333232.00    | 0.08%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                 | FREED ABS Trust 2021-3FP                                                        | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      149759 | PA      | $148337.31    | 0.03%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2080871.05   | 0.48%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $287009.98    | 0.07%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2024-NPL1 Trust                                                             | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      395315 | PA      | $395239.89    | 0.09%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                              | Booking Holdings Inc                                                            | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       51000 | PA      | $134573.10    | 0.03%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                | Ingersoll Rand Inc                                                              | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      120000 | PA      | $122791.65    | 0.03%             | 2033-08-14      | Fixed         | 5.70%                 | 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        |      201884 | PA      | $203369.25    | 0.05%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                               | Frontier Issuer LLC                                                             | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      845000 | PA      | $861913.52    | 0.20%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      460000 | PA      | $514123.14    | 0.12%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                                | Palo Alto Networks Inc                                                          | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |       26000 | PA      | $95095.00     | 0.02%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                       | Ashland Inc                                                                     | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |      775000 | PA      | $660940.46    | 0.15%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT MAR25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -60 | NC      | $227249.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3057129.93   | 0.71%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) MAR25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -170 | NC      | $444659.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORPORATION                              | Carnival Corporation 2024 Term Loan B2                                          | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |      173821 | PA      | $174743.87    | 0.04%             | 2027-08-08      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $10500.00     | 0.00%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      985000 | PA      | $971192.82    | 0.22%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                           | Sensata Technologies BV                                                         | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      615000 | PA      | $564353.34    | 0.13%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2052118.08   | 0.47%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       55000 | PA      | $50891.97     | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | 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        |       43644 | PA      | $44091.06     | 0.01%             | 2039-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      900000 | PA      | $905888.35    | 0.21%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455000 | PA      | $284219.88    | 0.07%             | 2051-04-01      | Fixed         | 3.70%                 | 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        |     1063580 | PA      | $1064111.79   | 0.25%             | 2031-05-23      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      370000 | PA      | $392616.82    | 0.09%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      750000 | PA      | $790300.50    | 0.18%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                   | SEB Funding LLC                                                                 | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       99750 | PA      | $97254.76     | 0.02%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       55000 | PA      | $47816.07     | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      460000 | PA      | $474259.85    | 0.11%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                          | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      405000 | PA      | $28094.85     | 0.01%             | 2031-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust        | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      670000 | PA      | $678347.53    | 0.16%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                  | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |       48625 | PA      | $46726.47     | 0.01%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                       | Netflix Inc                                                                     | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29379.12     | 0.01%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                       | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     9294176 | PA      | $9294176.35   | 2.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1105000 | PA      | $1102375.76   | 0.25%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                          | Agile Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |      630000 | PA      | $61002.90     | 0.01%             | 2025-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                        | Clover CLO 2021-1 LLC                                                           | CUSIP: 00141YAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1090000 | PA      | $1096326.36   | 0.25%             | 2034-04-22      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR5 Trust                                            | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $95113.95     | 0.02%             | 2038-07-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                 | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       23000 | PA      | $57859.67     | 0.01%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                            | Mosaic Solar Loan Trust 2024-1                                                  | CUSIP: 618937AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110038 | PA      | $105420.75    | 0.02%             | 2049-09-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1171207.09   | 0.27%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      325000 | PA      | $281593.00    | 0.07%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                           | Light & Wonder International Inc                                                | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      215000 | PA      | $221368.73    | 0.05%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                           | Light & Wonder International Inc                                                | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1282526.98   | 0.30%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1724000 | PA      | $1538285.55   | 0.36%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                   | DR Horton Inc                                                                   | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      600000 | PA      | $579231.40    | 0.13%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |       65000 | PA      | $66880.62     | 0.02%             | 2029-03-26      | Fixed         | 6.40%                 | 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        |      305000 | PA      | $307269.72    | 0.07%             | 2054-08-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                            | FMG Resources August 2006 Pty Ltd                                               | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      430000 | PA      | $387053.08    | 0.09%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      395000 | PA      | $359311.75    | 0.08%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19375000 | PA      | $19406967.78  | 4.49%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                    | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      550000 | PA      | $530440.63    | 0.12%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-4                                    | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      640000 | PA      | $665219.65    | 0.15%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                    | PulteGroup Inc                                                                  | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1064350.35   | 0.25%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2023-2 Receivables Funding LLC                                 | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       51286 | PA      | $52287.82     | 0.01%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MAT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      380000 | PA      | $383384.28    | 0.09%             | 2028-11-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR4                                                  | CUSIP: 74333EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $95820.97     | 0.02%             | 2038-05-17      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO                           | Penn Mutual Life Insurance Co/The                                               | CUSIP: 707567AA1<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1208209.23   | 0.28%             | 2034-06-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-N1                                          | CUSIP: 14687QAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101345.11    | 0.02%             | 2030-05-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2023-2                                        | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      255000 | PA      | $259601.48    | 0.06%             | 2029-03-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     1810000 | PA      | $108545.70    | 0.03%             | 2025-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      845000 | PA      | $821544.99    | 0.19%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                           | Akamai Technologies Inc                                                         | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      157000 | PA      | $153082.64    | 0.04%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                               | Frontier Issuer LLC                                                             | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $106758.20    | 0.02%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                     | Corevest American Finance 2021-1 Trust                                          | CUSIP: 21873LAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      210000 | PA      | $178497.17    | 0.04%             | 2053-04-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCII LLC                                                                   | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       48980 | PA      | $48943.95     | 0.01%             | 2051-02-27      | Variable      | 4.89%                 | 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        |     1345000 | PA      | $1218055.52   | 0.28%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                               | CIFI Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $25078.00     | 0.01%             | 2025-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                | Seagate HDD Cayman                                                              | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      113000 | PA      | $135656.50    | 0.03%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCVI LLC                                                                   | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      131206 | PA      | $131172.01    | 0.03%             | 2051-03-27      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2220000 | PA      | $2214946.70   | 0.51%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                 | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1006801.05   | 0.23%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                         | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      880000 | PA      | $865480.00    | 0.20%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Jol Air                                           | JOL Air Ltd                                                                     | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |      565463 | PA      | $553339.22    | 0.13%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     3560000 | PA      | $3651396.91   | 0.84%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc             | Hilton Domestic Operating Company Inc 2023 Term Loan B4                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |      716063 | PA      | $719198.86    | 0.17%             | 2030-11-08      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2021-4 LLC                                                                 | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      135557 | PA      | $135260.17    | 0.03%             | 2026-04-25      | Variable      | 4.87%                 | 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        |     1059959 | PA      | $943070.37    | 0.22%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2227717.63   | 0.52%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR7 Trust                                            | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      340000 | PA      | $302183.26    | 0.07%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $880440.75    | 0.20%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                             | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      805000 | PA      | $843315.08    | 0.20%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      365000 | PA      | $368406.18    | 0.09%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                               | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197430.89    | 0.05%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                            | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1245000 | PA      | $888305.47    | 0.21%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                    | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      285000 | PA      | $285615.60    | 0.07%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR5 Trust                                            | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      295000 | PA      | $281409.32    | 0.07%             | 2038-07-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                              | Wingstop Funding LLC                                                            | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      305000 | PA      | $302770.15    | 0.07%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                   | Star Parent Inc Term Loan B                                                     | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |       42834 | PA      | $41794.99     | 0.01%             | 2030-09-27      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2021-1                                        | CUSIP: 36261AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      666166 | PA      | $660817.31    | 0.15%             | 2027-01-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                    | CarVal CLO I Ltd                                                                | CUSIP: 146865AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      305000 | PA      | $306272.16    | 0.07%             | 2031-07-16      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Summit Materials LLC                              | Summit Materials LLC 2023 Incremental Term Loan B                               | CUSIP: 86614DAK4<br>LEI: 549300C97P3BW8QROE16 | Long             | LON              | CORP              | US        |     1270695 | PA      | $1270923.53   | 0.29%             | 2029-01-12      | Floating      | 6.15%                 | 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        |      100000 | PA      | $102254.40    | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WAVE 2017-1 LLC                                   | WAVE 2017-1 Trust                                                               | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      593440 | PA      | $550409.51    | 0.13%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      705000 | PA      | $789497.02    | 0.18%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1243906.43   | 0.29%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      465000 | PA      | $454132.73    | 0.11%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      170000 | PA      | $115376.65    | 0.03%             | 2069-12-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-5                                      | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $293544.60    | 0.07%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2023-1                            | CUSIP: 108056AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      985000 | PA      | $1033334.25   | 0.24%             | 2029-08-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove Clo 9 Ltd                                                           | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |      610000 | PA      | $612336.91    | 0.14%             | 2037-10-22      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)MAR25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          89 | NC      | $-87076.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust Series 2024-BPL2                                                | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |      665000 | PA      | $671797.63    | 0.16%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2018-1 Ltd                                                   | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |      459946 | PA      | $460452.04    | 0.11%             | 2031-05-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $891852.00    | 0.21%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2367454.37   | 0.55%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                          | UGI Corp                                                                        | CUSIP: 902681AA3<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |       35000 | PA      | $39742.50     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2023-4                                                  | CUSIP: 14318XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $207549.74    | 0.05%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust 2023-2                                                    | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      115000 | PA      | $117063.68    | 0.03%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower, LLC                         | Boost Newco Borrower LLC 2024 USD Term Loan B                                   | CUSIP: 92943EAE6<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      348128 | PA      | $349506.08    | 0.08%             | 2031-01-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |      205000 | PA      | $9378.75      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                                | TVC Mortgage Trust 2024-RRTL1                                                   | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      765000 | PA      | $761897.16    | 0.18%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      410000 | PA      | $353569.39    | 0.08%             | 2031-02-15      | Fixed         | 2.45%                 | 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        |      340000 | PA      | $345571.24    | 0.08%             | 2037-11-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $187789.28    | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                           | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      245000 | PA      | $251071.66    | 0.06%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                   | Cemex SAB de CV                                                                 | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |      155502 | NS      | $877031.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      915000 | PA      | $948157.37    | 0.22%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WORKIVA INC                                       | Workiva Inc                                                                     | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |      107000 | PA      | $113259.50    | 0.03%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                           | Sea Ltd                                                                         | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |       31000 | PA      | $39230.50     | 0.01%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2012-LC4 Mortgage Trust                                                    | CUSIP: 126192AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       76655 | PA      | $73206.26     | 0.02%             | 2044-12-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      230000 | PA      | $195897.51    | 0.05%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                   | Spotify USA Inc                                                                 | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |      540000 | PA      | $574074.00    | 0.13%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2965000 | PA      | $2790027.70   | 0.65%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                     | TransDigm Inc 2024 Term Loan I                                                  | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      162384 | PA      | $162823.83    | 0.04%             | 2028-08-24      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2023-4                                               | CUSIP: 50571AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       75000 | PA      | $77924.69     | 0.02%             | 2031-04-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $67127.50     | 0.02%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      695000 | PA      | $678681.33    | 0.16%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                           | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      735000 | PA      | $750435.00    | 0.17%             | 2034-12-09      | Fixed         | 10.38%                | 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        |      157000 | PA      | $157392.50    | 0.04%             | 2031-09-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                     | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203850.03    | 0.05%             | 2029-11-15      | Fixed         | 5.38%                 | 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        |      500000 | PA      | $508650.50    | 0.12%             | 2037-07-23      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                               | Frontier Issuer LLC                                                             | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1030000 | PA      | $1151417.43   | 0.27%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| Altice USA Inc                                    | Altice USA Inc                                                                  | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      138910 | NS      | $334773.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreVest American Finance Trust                   | CoreVest American Finance 2021-3 Trust                                          | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $125829.54    | 0.03%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                              | FirstKey Homes 2022-SFR2 Trust                                                  | CUSIP: 33767PAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $290190.81    | 0.07%             | 2039-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                   | SEB Funding LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      435000 | PA      | $446289.99    | 0.10%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL4 Trust                                                            | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1048710 | PA      | $1045383.49   | 0.24%             | 2060-12-27      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                      | Hardee's Funding LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      158800 | PA      | $162195.72    | 0.04%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                       | Nutanix Inc                                                                     | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |       89000 | PA      | $107512.00    | 0.02%             | 2027-10-01      | Fixed         | 0.25%                 | 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        |      190212 | PA      | $190076.23    | 0.04%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.              | Light and Wonder International Inc 2024 Term Loan B2                            | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |       49750 | PA      | $49883.64     | 0.01%             | 2029-04-14      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      335000 | PA      | $322247.98    | 0.07%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                     | BlackLine Inc                                                                   | CUSIP: 09239BAE9<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |       32000 | PA      | $34700.80     | 0.01%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                              | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      520000 | PA      | $654415.38    | 0.15%             | 2031-09-15      | Fixed         | 7.88%                 | 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        |      468754 | PA      | $468599.41    | 0.11%             | 2061-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      925000 | PA      | $1151735.51   | 0.27%             | 2027-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1094783.95   | 0.25%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR4                                                  | CUSIP: 74333EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $120171.31    | 0.03%             | 2038-05-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                           | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      146000 | PA      | $160600.00    | 0.04%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $7510.00      | 0.00%             | 2027-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 B PTT                           | American Airlines 2016-3 Class B Pass Through Trust                             | CUSIP: 023771S41<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      232602 | PA      | $227513.07    | 0.05%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                          | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    42845000 | PA      | $1932769.42   | 0.45%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                               | Go Daddy Operating Co LLC / GD Finance Co Inc                                   | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1010000 | PA      | $922701.46    | 0.21%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2021-A                                                       | CUSIP: 03842VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160000 | PA      | $139245.60    | 0.03%             | 2046-07-17      | Fixed         | 2.40%                 | 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        |      125000 | PA      | $129865.01    | 0.03%             | 2030-02-20      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2024-1                                        | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $201444.80    | 0.05%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1912519 | PA      | $1734556.89   | 0.40%             | 2030-11-30      | Fixed         | 6.75%                 | 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        |      224829 | PA      | $225252.09    | 0.05%             | 2028-02-11      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                      | DC Commercial Mortgage Trust 2023-DC                                            | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      545000 | PA      | $555564.28    | 0.13%             | 2040-09-12      | Variable      | 7.14%                 | 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        |      215000 | PA      | $218672.57    | 0.05%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-05

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer