# EDGAR Filing Document

**Accession Number:** 0000872649
**File Stem:** 0001410368-26-056162
**Filing Date:** 2026-5
**Character Count:** 407876
**Document Hash:** a07d0eaf4e41acda2f350a906a1a2334
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056162.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056162

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06241
- **FILM NUMBER:** 261041156

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

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

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

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

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

## Series and Classes Contracts Data

### Loomis Sayles Strategic Income Fund (Series ID: S000006706)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018251 | Class A      | NEFZX           |
| C000018253 | Class C      | NECZX           |
| C000018254 | Class Y      | NEZYX           |
| C000082999 | Admin Class  | NEZAX           |
| C000125487 | Class N      | NEZNX           |

## Nport-Ex

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

Loomis Sayles Strategic Income Fund

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>| **Description** | **Value (†)** |
| **Bonds and Notes — 76.5% of Net Assets** | **Bonds and Notes — 76.5% of Net Assets** | **Bonds and Notes — 76.5% of Net Assets** |
| **Non-Convertible Bonds — 73.7%** | **Non-Convertible Bonds — 73.7%** | **Non-Convertible Bonds — 73.7%** |
|  | **ABS Car Loan — 0.7%** | **ABS Car Loan — 0.7%** |
| $710000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-3A, Class D, 7.320%, 2/20/2028(a)<br>| &nbsp;&nbsp; $715538 |
| 900000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-5A, Class D, 7.350%, 4/20/2028(a)<br>| &nbsp;&nbsp; 911150 |
| 715000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2024-1A, Class C, 6.480%, 6/20/2030(a)<br>| &nbsp;&nbsp; 733209 |
| 3020000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-N3, Class E, 7.660%, 4/12/2032(a)<br>| &nbsp;&nbsp; 3011743 |
| 1030000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-1A, Class C, 6.710%, 7/17/2034(a)<br>| &nbsp;&nbsp; 1049076 |
| 940000 | &nbsp;&nbsp; First Investors Auto Owner Trust, <br> Series 2022-2A, Class D, 8.710%, 10/16/2028(a)<br>| &nbsp;&nbsp; 960728 |
| 2650000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2022-3, <br> Class D, 6.000%, 7/17/2028(a)<br>| &nbsp;&nbsp; 2501284 |
| 90000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2023-3, <br> Class C, 6.010%, 7/16/2029(a)<br>| &nbsp;&nbsp; 90782 |
| 647500 | &nbsp;&nbsp; Hertz Vehicle Financing III LLC, <br> Series 2023-1A, Class 1D, 9.130%, 6/25/2027(a)<br>| &nbsp;&nbsp; 650489 |
| 200000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-3A, <br> Class D, 5.180%, 2/17/2032(a)<br>| &nbsp;&nbsp; 200560 |
| 2810000 | &nbsp;&nbsp; Prestige Auto Receivables Trust, <br> Series 2022-1A, Class D, 8.080%, 8/15/2028(a)<br>| &nbsp;&nbsp; 2831214 |
| 3211000 | &nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes, <br> Series 2025-A, Class G, 11.049%, 1/16/2034(a)<br>| &nbsp;&nbsp; 3194255 |
| 175000 | &nbsp;&nbsp; SBNA Auto Receivables Trust, Series 2024-A, <br> Class C, 5.590%, 1/15/2030(a)<br>| &nbsp;&nbsp; 177369 |
| 240000 | &nbsp;&nbsp; SBNA Auto Receivables Trust, Series 2024-A, <br> Class D, 6.040%, 4/15/2030(a)<br>| &nbsp;&nbsp; 244088 |
| 200000 | &nbsp;&nbsp; VStrong Auto Receivables Trust, <br> Series 2024-A, Class D, 7.290%, 7/15/2030(a)<br>| &nbsp;&nbsp; 205718 |
| 1540000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-1A, Class D, 6.790%, 11/15/2028(a)<br>| &nbsp;&nbsp; 1564652 |
|  |  | &nbsp;&nbsp; 19041855 |
|  | **ABS Credit Card — 0.7%** | **ABS Credit Card — 0.7%** |
| 6145000 | &nbsp;&nbsp; Fortiva Retail Credit Master Note Business <br> Trust, Series 2024-ONE, Class B, <br> 9.700%, 11/15/2029(a)<br>| &nbsp;&nbsp; 6185946 |
| 4285000 | &nbsp;&nbsp; Mercury Financial Credit Card Master Trust, <br> Series 2024-2A, Class A, 6.560%, 7/20/2029(a)<br>| &nbsp;&nbsp; 4288107 |
| 8985000 | &nbsp;&nbsp; Mercury Financial Credit Card Master Trust, <br> Series 2025-1A, Class C, 8.290%, 12/22/2031(a)<br>| &nbsp;&nbsp; 8843262 |
|  |  | &nbsp;&nbsp; 19317315 |
|  | **ABS Home Equity — 1.2%** | **ABS Home Equity — 1.2%** |
| 4805000 | &nbsp;&nbsp; CAFL Issuer LLC, Series 2026-R1, Class A1, <br> 6.773%, 3/25/2036(a)(b)<br>| &nbsp;&nbsp; 4799532 |
| 1510000 | &nbsp;&nbsp; CoreVest American Finance Ltd., <br> Series 2021-3, Class D, 3.469%, 10/15/2054(a)<br>| &nbsp;&nbsp; 1357149 |
| 5350000 | &nbsp;&nbsp; CoreVest American Finance Trust, <br> Series 2021-1, Class D, 3.247%, 4/15/2053(a)<br>| &nbsp;&nbsp; 4702913 |
| 2510000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2021-RPL6, Class M2, <br> 3.125%, 10/25/2060(a)<br>| &nbsp;&nbsp; 1942932 |
| 8288740 | &nbsp;&nbsp; Home Partners of America Trust, <br> Series 2021-2, Class E1, 2.852%, 12/17/2026(a)<br>| &nbsp;&nbsp; 8140875 |
| 4144370 | &nbsp;&nbsp; Home Partners of America Trust, <br> Series 2021-2, Class E2, 2.952%, 12/17/2026(a)<br>| &nbsp;&nbsp; 4071722 |
| 309479 | &nbsp;&nbsp; PRPM LLC, Series 2025-2, Class A1, <br> 6.469%, 5/25/2030(a)(b)<br>| &nbsp;&nbsp; 308748 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Home Equity — continued** | **ABS Home Equity — continued** |
| $3825000 | &nbsp;&nbsp; PRPM LLC, Series 2025-2, Class A2, <br> 9.560%, 5/25/2030(a)(b)<br>| &nbsp;&nbsp; $3813661 |
| 627731 | &nbsp;&nbsp; Toorak Mortgage Trust, Series 2024-RRTL1, <br> Class A1, 6.597%, 2/25/2039(a)(b)<br>| &nbsp;&nbsp; 628143 |
| 1120000 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2017-4, <br> Class M2, 3.250%, 6/25/2057(a)(b)<br>| &nbsp;&nbsp; 985654 |
| 795000 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2019-4, <br> Class M1, 3.500%, 10/25/2059(a)(b)<br>| &nbsp;&nbsp; 700671 |
|  |  | &nbsp;&nbsp; 31452000 |
|  | **ABS Other — 3.6%** | **ABS Other — 3.6%** |
| 6250000 | &nbsp;&nbsp; APL Finance DAC, Series 2025-1A, Class D, <br> 8.150%, 3/20/2036(a)<br>| &nbsp;&nbsp; 6157704 |
| 1160000 | &nbsp;&nbsp; Aqua Finance Trust, Series 2024-A, Class D, <br> 6.530%, 4/18/2050(a)<br>| &nbsp;&nbsp; 1165495 |
| 701279 | &nbsp;&nbsp; BHG Securitization Trust, Series 2024-1CON, <br> Class B, 6.490%, 4/17/2035(a)<br>| &nbsp;&nbsp; 718213 |
| 289324 | &nbsp;&nbsp; BHG Securitization Trust, Series 2024-1CON, <br> Class C, 6.860%, 4/17/2035(a)<br>| &nbsp;&nbsp; 294161 |
| 1477157 | &nbsp;&nbsp; Business Jet Securities LLC, Series 2024-2A, <br> Class C, 7.974%, 9/15/2039(a)<br>| &nbsp;&nbsp; 1469979 |
| 2028037 | &nbsp;&nbsp; Castlelake Aircraft Securitization Trust, <br> Series 2018-1, Class B, 5.300%, 6/15/2043(a)<br>| &nbsp;&nbsp; 1987523 |
| 164646 | &nbsp;&nbsp; Castlelake Aircraft Structured Trust, <br> Series 2019-1A, Class A, 3.967%, 4/15/2039(a)<br>| &nbsp;&nbsp; 163005 |
| 2320103 | &nbsp;&nbsp; CLI Funding VIII LLC, Series 2025-R, Class A, <br> 6.610%, 6/21/2050(a)<br>| &nbsp;&nbsp; 2298965 |
| 5809933 | &nbsp;&nbsp; CLIF Holdings LLC, Series 2025-1H, Class A, <br> 6.720%, 12/20/2050(a)<br>| &nbsp;&nbsp; 5765562 |
| 2179331 | &nbsp;&nbsp; Clsec Holdings 22t LLC, Series 2021-1, Class C, <br> 6.171%, 5/11/2037(a)<br>| &nbsp;&nbsp; 2134628 |
| 152758 | &nbsp;&nbsp; Elara HGV Timeshare Issuer LLC, <br> Series 2021-A, Class C, 2.090%, 8/27/2035(a)<br>| &nbsp;&nbsp; 146152 |
| 440752 | &nbsp;&nbsp; Foundation Finance Trust, Series 2023-2A, <br> Class D, 9.100%, 6/15/2049(a)<br>| &nbsp;&nbsp; 469045 |
| 2467391 | &nbsp;&nbsp; Global SC Finance X Ltd., Series 2025-1H, <br> Class A, 6.169%, 9/20/2045(a)<br>| &nbsp;&nbsp; 2454850 |
| 2496975 | &nbsp;&nbsp; Global SC Finance X Ltd., Series 2025-1H, <br> Class B, 7.848%, 9/20/2045(a)<br>| &nbsp;&nbsp; 2484970 |
| 738745 | &nbsp;&nbsp; GoodLeap Home Improvement Solutions Trust, <br> Series 2024-1A, Class B, 6.380%, 10/20/2046(a)<br>| &nbsp;&nbsp; 746135 |
| 244820 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2024-1B, <br> Class D, 8.850%, 9/15/2039(a)<br>| &nbsp;&nbsp; 251614 |
| 958217 | &nbsp;&nbsp; Hilton Grand Vacations Trust, <br> Series 2025-3EXT, Class D, <br> 7.380%, 10/25/2044(a)<br>| &nbsp;&nbsp; 961687 |
| 4830000 | &nbsp;&nbsp; Horizon Aircraft Finance III Ltd., Series 2019-2, <br> Class E, Zero Coupon, 11/15/2039(a)<br>| &nbsp;&nbsp; 869400 |
| 415000 | &nbsp;&nbsp; Island Finance Trust, Series 2025-1A, Class A, <br> 6.540%, 3/19/2035(a)<br>| &nbsp;&nbsp; 417778 |
| 2705000 | &nbsp;&nbsp; Kapitus Asset Securitization V LLC, <br> Series 2025-1A, Class C, 7.400%, 4/10/2032(a)<br>| &nbsp;&nbsp; 2693007 |
| 439231 | &nbsp;&nbsp; Labrador Aviation Finance Ltd., <br> Series 2016-1A, Class A1, 4.300%, 1/15/2042(a)<br>| &nbsp;&nbsp; 450516 |
| 2845498 | &nbsp;&nbsp; MAPS Trust, Series 2021-1A, Class A, <br> 2.521%, 6/15/2046(a)<br>| &nbsp;&nbsp; 2735625 |
| 505000 | &nbsp;&nbsp; Mariner Finance Issuance Trust, <br> Series 2024-AA, Class D, 6.770%, 9/22/2036(a)<br>| &nbsp;&nbsp; 513269 |
| 2400000 | &nbsp;&nbsp; Marlette Funding Trust, Series 2023-4A, <br> Class B, 8.150%, 12/15/2033(a)<br>| &nbsp;&nbsp; 2455332 |
| 263543 | &nbsp;&nbsp; Marlette Funding Trust, Series 2024-1A, <br> Class B, 6.070%, 7/17/2034(a)<br>| &nbsp;&nbsp; 264202 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $435000 | &nbsp;&nbsp; Onemain Financial Issuance Trust, <br> Series 2025-1A, Class D, 5.790%, 7/14/2038(a)<br>| &nbsp;&nbsp; $437696 |
| 1630000 | &nbsp;&nbsp; QTS Issuer ABS II LLC, Series 2025-1A, <br> Class B, 5.778%, 10/05/2055(a)<br>| &nbsp;&nbsp; 1576614 |
| 400000 | &nbsp;&nbsp; QTS Issuer ABS II LLC, Series 2026-1A, <br> Class B, 6.729%, 1/05/2056(a)<br>| &nbsp;&nbsp; 395883 |
| 6385000 | &nbsp;&nbsp; QTS Issuer ABS II LLC, Series 2026-5A, <br> Class B, 7.200%, 3/05/2056(a)<br>| &nbsp;&nbsp; 6374343 |
| 695000 | &nbsp;&nbsp; Reach ABS Trust, Series 2025-1A, Class C, <br> 5.990%, 8/16/2032(a)<br>| &nbsp;&nbsp; 703247 |
| 440000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2024-1A, <br> Class C, 5.820%, 9/20/2032(a)<br>| &nbsp;&nbsp; 450447 |
| 435000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2024-1A, <br> Class D, 6.580%, 6/21/2033(a)<br>| &nbsp;&nbsp; 451568 |
| 1075000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2025-2A, <br> Class E, 6.210%, 6/20/2036(a)<br>| &nbsp;&nbsp; 1079342 |
| 3195000 | &nbsp;&nbsp; SEB Funding LLC, Series 2024-1A, Class A2, <br> 7.386%, 4/30/2054(a)<br>| &nbsp;&nbsp; 3251772 |
| 538169 | &nbsp;&nbsp; Shenton Aircraft Investment I Ltd., <br> Series 2015-1A, Class A, 4.750%, 10/15/2042(a)<br>| &nbsp;&nbsp; 538169 |
| 1133099 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2025-3A, Class D, 6.540%, 8/22/2044(a)<br>| &nbsp;&nbsp; 1128065 |
| 7770000 | &nbsp;&nbsp; Slam Ltd., Series 2021-1A, Class A, <br> 2.434%, 6/15/2046(a)<br>| &nbsp;&nbsp; 7365848 |
| 3805000 | &nbsp;&nbsp; Sprite Ltd., Series 2026-1, Class C, <br> 9.413%, 3/15/2041(a)<br>| &nbsp;&nbsp; 3765095 |
| 227645 | &nbsp;&nbsp; Stream Innovations Issuer Trust, <br> Series 2024-1A, Class A, 6.270%, 7/15/2044(a)<br>| &nbsp;&nbsp; 234333 |
| 1168243 | &nbsp;&nbsp; Sunnova Helios V Issuer LLC, Series 2021-A, <br> Class B, 3.150%, 2/20/2048(a)<br>| &nbsp;&nbsp; 596526 |
| 1111537 | &nbsp;&nbsp; Sunrun Atlas Issuer LLC, Series 2019-2, <br> Class A, 3.610%, 2/01/2055(a)<br>| &nbsp;&nbsp; 1072302 |
| 415755 | &nbsp;&nbsp; Sunrun Demeter Issuer LLC, Series 2021-2A, <br> Class A, 2.270%, 1/30/2057(a)<br>| &nbsp;&nbsp; 377359 |
| 171607 | &nbsp;&nbsp; Thunderbolt III Aircraft Lease Ltd., <br> Series 2019-1, Class A, 3.671%, 11/15/2039(a)<br>| &nbsp;&nbsp; 170176 |
| 7237791 | &nbsp;&nbsp; TMCL VII Holdings Ltd., Series 2025-1H, <br> Class B, 8.060%, 7/23/2050(a)<br>| &nbsp;&nbsp; 7219049 |
| 2605000 | &nbsp;&nbsp; Trafigura Securitisation Finance PLC, <br> Series 2024-1A, Class B, 7.290%, 11/15/2027(a)<br>| &nbsp;&nbsp; 2605177 |
| 610000 | &nbsp;&nbsp; Uniti Fiber ABS Issuer LLC, Series 2025-1A, <br> Class A2, 5.877%, 4/20/2055(a)<br>| &nbsp;&nbsp; 619343 |
| 1647790 | &nbsp;&nbsp; Vivint Solar Financing V LLC, Series 2018-1A, <br> Class A, 4.730%, 4/30/2048(a)<br>| &nbsp;&nbsp; 1601444 |
| 690424 | &nbsp;&nbsp; Volofin Finance DAC, Series 2024-1A, Class A, <br> 5.935%, 6/15/2037(a)<br>| &nbsp;&nbsp; 695444 |
| 965252 | &nbsp;&nbsp; Volofin Finance DAC, Series 2024-1A, Class B, <br> 6.211%, 6/15/2037(a)<br>| &nbsp;&nbsp; 983765 |
| 7680201 | &nbsp;&nbsp; Wave LLC, Series 2019-1, Class C, <br> 6.413%, 9/15/2044(a)<br>| &nbsp;&nbsp; 6465946 |
| 7488284 | &nbsp;&nbsp; Willis Engine Structured Trust VI, <br> Series 2021-A, Class A, 3.104%, 5/15/2046(a)<br>| &nbsp;&nbsp; 7052769 |
|  |  | &nbsp;&nbsp; 97280539 |
|  | **ABS Residential Mortgage — 0.3%** | **ABS Residential Mortgage — 0.3%** |
| 2635000 | &nbsp;&nbsp; GITSIT Mortgage Loan Trust, <br> Series 2025-NPL1, Class A2, <br> 8.837%, 2/25/2055(a)(b)<br>| &nbsp;&nbsp; 2638917 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Residential Mortgage — continued** | **ABS Residential Mortgage — continued** |
| $3922667 | &nbsp;&nbsp; GITSIT Mortgage Loan Trust, <br> Series 2025-NPL2, Class A1, <br> 5.425%, 12/25/2055(a)(b)<br>| &nbsp;&nbsp; $3901543 |
| 205000 | &nbsp;&nbsp; RCO VIII Mortgage LLC, Series 2025-3, <br> Class A2, 8.836%, 5/25/2030(a)(b)<br>| &nbsp;&nbsp; 205394 |
|  |  | &nbsp;&nbsp; 6745854 |
|  | **ABS Student Loan — 0.1%** | **ABS Student Loan — 0.1%** |
| 532518 | &nbsp;&nbsp; Ascent Education Funding Trust, <br> Series 2024-A, Class A, 6.140%, 10/25/2050(a)<br>| &nbsp;&nbsp; 543315 |
| 495000 | &nbsp;&nbsp; Ascent Education Funding Trust, <br> Series 2024-A, Class C, 8.010%, 10/25/2050(a)<br>| &nbsp;&nbsp; 482600 |
| 1040000 | &nbsp;&nbsp; College Ave Student Loans LLC, Series 2024-B, <br> Class B, 6.080%, 8/25/2054(a)<br>| &nbsp;&nbsp; 1058037 |
|  |  | &nbsp;&nbsp; 2083952 |
|  | **ABS Whole Business — 0.4%** | **ABS Whole Business — 0.4%** |
| 5925000 | &nbsp;&nbsp; Applebee's Funding LLC/IHOP Funding LLC, <br> Series 2023-1A, Class A2, 7.824%, 3/05/2053(a)<br>| &nbsp;&nbsp; 5972793 |
| 1466250 | &nbsp;&nbsp; FOCUS Brands Funding, Series 2023-2, <br> Class A2, 8.241%, 10/30/2053(a)<br>| &nbsp;&nbsp; 1534893 |
| 735938 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2019-1A, Class A2, 3.858%, 12/05/2049(a)<br>| &nbsp;&nbsp; 700831 |
| 1940450 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2024-1A, Class A2I, 5.765%, 6/05/2054(a)<br>| &nbsp;&nbsp; 1952867 |
| 905000 | &nbsp;&nbsp; Wingstop Funding LLC, Series 2024-1A, <br> Class A2, 5.858%, 12/05/2054(a)<br>| &nbsp;&nbsp; 919089 |
|  |  | &nbsp;&nbsp; 11080473 |
|  | **Aerospace & Defense — 1.3%** | **Aerospace & Defense — 1.3%** |
| 2230000 | Axon Enterprise, Inc., 6.125%, 3/15/2030(a) | &nbsp;&nbsp; 2266898 |
| 1130000 | Axon Enterprise, Inc., 6.250%, 3/15/2033(a) | &nbsp;&nbsp; 1153443 |
| 15485000 | Boeing Co., 5.805%, 5/01/2050 | &nbsp;&nbsp; 14969758 |
| 345000 | Boeing Co., 5.930%, 5/01/2060 | &nbsp;&nbsp; 331161 |
| 2100000 | Boeing Co., 6.528%, 5/01/2034 | &nbsp;&nbsp; 2287620 |
| 9835000 | Boeing Co., 6.858%, 5/01/2054 | &nbsp;&nbsp; 10824154 |
| 2360000 | Boeing Co., 7.008%, 5/01/2064 | &nbsp;&nbsp; 2609027 |
| 1112000 | &nbsp;&nbsp; Honeywell Aerospace, Inc., <br> 4.950%, 3/16/2036(a)<br>| &nbsp;&nbsp; 1103330 |
|  |  | &nbsp;&nbsp; 35545391 |
|  | **Agency Commercial Mortgage-Backed** <br> **Securities — 0.0%** | **Agency Commercial Mortgage-Backed** <br> **Securities — 0.0%** |
| 1350000 | &nbsp;&nbsp; Arixa Mortgage Trust, Series 2025-RTL1, <br> Class A1, 5.735%, 8/25/2030(a)(b)<br>| &nbsp;&nbsp; 1353468 |
|  | **Apartment REITs — 0.1%** | **Apartment REITs — 0.1%** |
| 1740000 | &nbsp;&nbsp; Invitation Homes Operating Partnership LP, <br> 4.875%, 2/01/2035,<br>| &nbsp;&nbsp; 1660459 |
|  | **Automotive — 0.3%** | **Automotive — 0.3%** |
| 2080000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.750%, 4/23/2030(a)<br>| &nbsp;&nbsp; 2012155 |
| 2055000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.875%, 4/14/2028(a)<br>| &nbsp;&nbsp; 2075982 |
| 3165000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.875%, 4/23/2032(a)<br>| &nbsp;&nbsp; 3007076 |
| 2170000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 7.125%, 4/14/2030(a)<br>| &nbsp;&nbsp; 2141985 |
|  |  | &nbsp;&nbsp; 9237198 |
|  | **Banking — 3.0%** | **Banking — 3.0%** |
| 1715000 | &nbsp;&nbsp; CaixaBank SA, (fixed rate to 7/03/2035, <br> variable rate thereafter), 5.581%, 7/03/2036(a)<br>| &nbsp;&nbsp; 1724757 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Banking — continued** | **Banking — continued** |
| $2705000 | &nbsp;&nbsp; Capital One Financial Corp., (fixed rate to <br> 9/11/2035, variable rate thereafter), <br> 5.197%, 9/11/2036<br>| &nbsp;&nbsp; $2622307 |
| 389000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to <br> 1/21/2036, variable rate thereafter), <br> 5.065%, 1/21/2037<br>| &nbsp;&nbsp; 380314 |
| 721000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to <br> 2/02/2036, variable rate thereafter), <br> 5.387%, 2/02/2041<br>| &nbsp;&nbsp; 696595 |
| 10180000 | &nbsp;&nbsp; JPMorgan Chase & Co., Series OO, (fixed rate <br> to 4/01/2030, variable rate thereafter), <br> 6.500%(c)<br>| &nbsp;&nbsp; 10446054 |
| 8585000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 1/18/2036, <br> variable rate thereafter), 5.314%, 1/18/2041<br>| &nbsp;&nbsp; 8287294 |
| 11482000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 1/19/2033, <br> variable rate thereafter), 5.948%, 1/19/2038<br>| &nbsp;&nbsp; 11762291 |
| 6260000 | &nbsp;&nbsp; Societe Generale SA, (fixed rate to 10/03/2035, <br> variable rate thereafter), 5.439%, 10/03/2036(a)<br>| &nbsp;&nbsp; 6124725 |
| 318000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 2/25/2031, <br> variable rate thereafter), 4.947%, 2/25/2032<br>| &nbsp;&nbsp; 308620 |
| 1770000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 3/06/2030, <br> variable rate thereafter), 5.450%, 3/06/2031<br>| &nbsp;&nbsp; 1768534 |
| 463000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 7/29/2035, <br> variable rate thereafter), 6.000%, 7/29/2036<br>| &nbsp;&nbsp; 456668 |
| 3980000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 8/02/2029, <br> variable rate thereafter), 5.935%, 8/02/2030<br>| &nbsp;&nbsp; 4043858 |
| 3180000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 11/06/2032, <br> variable rate thereafter), 4.844%, 11/06/2033(a)<br>| &nbsp;&nbsp; 3127819 |
| 4195000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 8/05/2030, <br> variable rate thereafter), 6.600%(a)(c)<br>| &nbsp;&nbsp; 4094464 |
| 14800000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/30/2030, variable <br> rate thereafter), 5.459%, 6/30/2035(a)<br>| &nbsp;&nbsp; 14773334 |
| 3443000 | &nbsp;&nbsp; Wells Fargo & Co., (fixed rate to 1/23/2036, <br> variable rate thereafter), 4.960%, 1/23/2037<br>| &nbsp;&nbsp; 3353971 |
| 7345000 | &nbsp;&nbsp; Wells Fargo & Co., (fixed rate to 9/15/2035, <br> variable rate thereafter), 4.892%, 9/15/2036<br>| &nbsp;&nbsp; 7145998 |
|  |  | &nbsp;&nbsp; 81117603 |
|  | **Brokerage — 0.7%** | **Brokerage — 0.7%** |
| 1435000 | Citadel LP, 6.000%, 1/23/2030(a) | &nbsp;&nbsp; 1477258 |
| 1085000 | Citadel LP, 6.375%, 1/23/2032(a) | &nbsp;&nbsp; 1124538 |
| 6075000 | &nbsp;&nbsp; Jefferies Financial Group, Inc., <br> 6.200%, 4/14/2034<br>| &nbsp;&nbsp; 6195357 |
| 3893000 | &nbsp;&nbsp; Jefferies Financial Group, Inc., <br> 6.250%, 1/15/2036<br>| &nbsp;&nbsp; 3946341 |
| 4698000 | Osaic Holdings, Inc., 6.750%, 8/01/2032(a) | &nbsp;&nbsp; 4698587 |
|  |  | &nbsp;&nbsp; 17442081 |
|  | **Building Materials — 1.2%** | **Building Materials — 1.2%** |
| 4846000 | Cemex SAB de CV, 3.875%, 7/11/2031(a) | &nbsp;&nbsp; 4523602 |
| 5450000 | &nbsp;&nbsp; Cemex SAB de CV, (fixed rate to 6/08/2026, <br> variable rate thereafter), 5.125%(a)(c)<br>| &nbsp;&nbsp; 5427332 |
| 1160000 | &nbsp;&nbsp; Cemex SAB de CV, (fixed rate to 6/10/2030, <br> variable rate thereafter), 7.200%(a)(c)<br>| &nbsp;&nbsp; 1174500 |
| 3210000 | &nbsp;&nbsp; JH North America Holdings, Inc., <br> 5.875%, 1/31/2031(a)<br>| &nbsp;&nbsp; 3183328 |
| 4570000 | &nbsp;&nbsp; JH North America Holdings, Inc., <br> 6.125%, 7/31/2032(a)<br>| &nbsp;&nbsp; 4551787 |
| 13230000 | Quikrete Holdings, Inc., 6.375%, 3/01/2032(a) | &nbsp;&nbsp; 13415260 |
|  |  | &nbsp;&nbsp; 32275809 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Cable Satellite — 6.0%** | **Cable Satellite — 6.0%** |
| $12245000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 3.950%, 6/30/2062<br>| &nbsp;&nbsp; $7194664 |
| 1220000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 6.384%, 10/23/2035<br>| &nbsp;&nbsp; 1238890 |
| 2830000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 6.550%, 6/01/2034<br>| &nbsp;&nbsp; 2937976 |
| 1415000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 6.650%, 2/01/2034<br>| &nbsp;&nbsp; 1476036 |
| 6425000 | CSC Holdings LLC, 3.375%, 2/15/2031(a) | &nbsp;&nbsp; 3774351 |
| 1075000 | CSC Holdings LLC, 4.125%, 12/01/2030(a) | &nbsp;&nbsp; 645095 |
| 415000 | CSC Holdings LLC, 4.500%, 11/15/2031(a) | &nbsp;&nbsp; 246057 |
| 48110000 | CSC Holdings LLC, 4.625%, 12/01/2030(a) | &nbsp;&nbsp; 16976451 |
| 5540000 | CSC Holdings LLC, 5.000%, 11/15/2031(a) | &nbsp;&nbsp; 1997356 |
| 14005000 | CSC Holdings LLC, 5.375%, 2/01/2028(a) | &nbsp;&nbsp; 10357415 |
| 1360000 | CSC Holdings LLC, 5.750%, 1/15/2030(a) | &nbsp;&nbsp; 516230 |
| 4883000 | CSC Holdings LLC, 7.500%, 4/01/2028(a) | &nbsp;&nbsp; 2687379 |
| 6790000 | Directv Financing LLC, 8.875%, 2/01/2030(a) | &nbsp;&nbsp; 6758358 |
| 3143000 | Directv Financing LLC, 8.875%, 2/01/2030(a) | &nbsp;&nbsp; 3136008 |
| 8670000 | &nbsp;&nbsp; Directv Financing LLC/Directv Financing <br> Co-Obligor, Inc., 10.000%, 2/15/2031(a)<br>| &nbsp;&nbsp; 8850590 |
| 22190000 | DISH DBS Corp., 5.250%, 12/01/2026(a) | &nbsp;&nbsp; 21999684 |
| 18540000 | DISH DBS Corp., 7.750%, 7/01/2026 | &nbsp;&nbsp; 18450493 |
| 25930000 | EchoStar Corp., 10.750%, 11/30/2029 | &nbsp;&nbsp; 28010902 |
| 23075671 | &nbsp;&nbsp; EchoStar Corp., 6.750% PIK and/or 6.750% <br> Cash, 11/30/2030(d)<br>| &nbsp;&nbsp; 23300843 |
| 720000 | Time Warner Cable LLC, 6.550%, 5/01/2037 | &nbsp;&nbsp; 725901 |
|  |  | &nbsp;&nbsp; 161280679 |
|  | **Chemicals — 0.6%** | **Chemicals — 0.6%** |
| 3050000 | &nbsp;&nbsp; ARC Falcon I, Inc./Arclin USA LLC/New Arclin <br> U.S. Holding Corp., 9.750%, 3/01/2033(a)<br>| &nbsp;&nbsp; 2933765 |
| 10887000 | Ashland, Inc., 3.375%, 9/01/2031(a) | &nbsp;&nbsp; 9775855 |
| 1217000 | Chemours Co., 5.750%, 11/15/2028(a) | &nbsp;&nbsp; 1204982 |
| 2826000 | &nbsp;&nbsp; Solstice Advanced Materials, Inc., <br> 5.625%, 9/30/2033(a)<br>| &nbsp;&nbsp; 2786555 |
|  |  | &nbsp;&nbsp; 16701157 |
|  | **Construction Machinery — 0.4%** | **Construction Machinery — 0.4%** |
| 2870000 | Ashtead Capital, Inc., 5.800%, 4/15/2034(a) | &nbsp;&nbsp; 2925939 |
| 6985000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 6.125%, 3/15/2034(a)<br>| &nbsp;&nbsp; 7072920 |
|  |  | &nbsp;&nbsp; 9998859 |
|  | **Consumer Cyclical Services — 0.3%** | **Consumer Cyclical Services — 0.3%** |
| 6335000 | Expedia Group, Inc., 5.400%, 2/15/2035 | &nbsp;&nbsp; 6284739 |
| 2145000 | TriNet Group, Inc., 3.500%, 3/01/2029(a) | &nbsp;&nbsp; 1944406 |
|  |  | &nbsp;&nbsp; 8229145 |
|  | **Diversified Manufacturing — 0.1%** | **Diversified Manufacturing — 0.1%** |
| 3588000 | Esab Corp., 5.625%, 4/01/2031(a) | &nbsp;&nbsp; 3613152 |
|  | **Electric — 1.1%** | **Electric — 1.1%** |
| 18103871 | Alta Wind Holdings LLC, 7.000%, 6/30/2035(a) | &nbsp;&nbsp; 17173734 |
| 9224000 | Talen Energy Supply LLC, 6.250%, 2/01/2034(a) | &nbsp;&nbsp; 9121230 |
| 1070000 | &nbsp;&nbsp; Vistra Operations Co. LLC, <br> 5.250%, 10/15/2035(a)<br>| &nbsp;&nbsp; 1039100 |
| 2082000 | Vistra Operations Co. LLC, 5.350%, 1/31/2036(a) | &nbsp;&nbsp; 2036599 |
|  |  | &nbsp;&nbsp; 29370663 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Environmental — 0.1%** | **Environmental — 0.1%** |
| $2077000 | &nbsp;&nbsp; GFL Environmental Holdings U.S., Inc., <br> 5.500%, 2/01/2034(a)<br>| &nbsp;&nbsp; $2037113 |
|  | **Finance Companies — 2.3%** | **Finance Companies — 2.3%** |
| 4030000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.300%, 1/30/2032<br>| &nbsp;&nbsp; 3660150 |
| 4530000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.400%, 10/29/2033<br>| &nbsp;&nbsp; 4007918 |
| 15030000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 4.950%, 9/10/2034<br>| &nbsp;&nbsp; 14607997 |
| 7035000 | &nbsp;&nbsp; Air Lease Corp., Series B, (fixed rate to <br> 6/15/2026, variable rate thereafter), 4.650%(c)<br>| &nbsp;&nbsp; 6990304 |
| 3695000 | &nbsp;&nbsp; Aircastle Ltd./Aircastle Ireland DAC, <br> 5.750%, 10/01/2031(a)<br>| &nbsp;&nbsp; 3783378 |
| 785000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 4.875%, 1/28/2033(a)<br>| &nbsp;&nbsp; 757532 |
| 2721000 | &nbsp;&nbsp; Avolon Holdings Funding Ltd., <br> 4.700%, 1/30/2031(a)<br>| &nbsp;&nbsp; 2666296 |
| 2522000 | &nbsp;&nbsp; Avolon Holdings Funding Ltd., <br> 4.850%, 4/01/2033(a)<br>| &nbsp;&nbsp; 2415988 |
| 3927000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 7.875%, 4/01/2033(a)<br>| &nbsp;&nbsp; 3681849 |
| 1110000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 5.150%, 3/17/2030(a)<br>| &nbsp;&nbsp; 1104323 |
| 860000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 6.500%, 3/26/2031(a)<br>| &nbsp;&nbsp; 900543 |
| 5270000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 3.875%, 3/01/2031(a)<br>| &nbsp;&nbsp; 4863041 |
| 9630000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 4.000%, 10/15/2033(a)<br>| &nbsp;&nbsp; 8632014 |
| 2923000 | Takeoff Merger Sub, Inc., 4.850%, 3/24/2031(a) | &nbsp;&nbsp; 2886447 |
|  |  | &nbsp;&nbsp; 60957780 |
|  | **Financial Other — 0.1%** | **Financial Other — 0.1%** |
| 819021 | &nbsp;&nbsp; Add Hero Holdings Ltd., Series IAI, 8.500% PIK <br> and/or 7.500% Cash, 9/30/2029(d)(e)<br>| &nbsp;&nbsp; 32106 |
| 667027 | &nbsp;&nbsp; Add Hero Holdings Ltd., Series IAI, 9.000% PIK <br> and/or 8.000% Cash, 9/30/2030(d)(e)<br>| &nbsp;&nbsp; 8338 |
| 880490 | &nbsp;&nbsp; Add Hero Holdings Ltd., Series IAI, 9.800% PIK <br> and/or 8.800% Cash, 9/30/2031(d)(e)<br>| &nbsp;&nbsp; 7960 |
| 4720000 | &nbsp;&nbsp; Central China Real Estate Ltd., <br> 7.250%, 7/16/2024(f)<br>| &nbsp;&nbsp; 47200 |
| 1260000 | &nbsp;&nbsp; Central China Real Estate Ltd., <br> 7.250%, 8/13/2024(f)<br>| &nbsp;&nbsp; 12600 |
| 1957000 | &nbsp;&nbsp; Central China Real Estate Ltd., <br> 7.250%, 4/28/2025(f)<br>| &nbsp;&nbsp; 19570 |
| 3260000 | &nbsp;&nbsp; Central China Real Estate Ltd., <br> 7.500%, 7/14/2025(f)<br>| &nbsp;&nbsp; 32600 |
| 4415000 | &nbsp;&nbsp; Central China Real Estate Ltd., <br> 7.650%, 8/27/2025(f)<br>| &nbsp;&nbsp; 44150 |
| 1305000 | &nbsp;&nbsp; Central China Real Estate Ltd., <br> 7.750%, 5/24/2024(f)<br>| &nbsp;&nbsp; 13050 |
| 8274825 | &nbsp;&nbsp; CFLD Cayman Investment Ltd., <br> 2.500%, 1/31/2031(a)(g)<br>| &nbsp;&nbsp; 277620 |
| 4375535 | &nbsp;&nbsp; CFLD Cayman Investment Ltd., <br> 2.500%, 1/31/2031(a)(g)<br>| &nbsp;&nbsp; 112495 |
| 948132 | &nbsp;&nbsp; CFLD Cayman Investment Ltd., Zero Coupon, <br> 1/31/2031(a)<br>| &nbsp;&nbsp; 20081 |
| 1155773 | China Aoyuan Group Ltd., Series IAI(b)(c)(e) | &nbsp;&nbsp; 2889 |
| 472453 | &nbsp;&nbsp; China Aoyuan Group Ltd., Series IAI, 5.500% <br> PIK, 9/30/2031(d)(e)<br>| &nbsp;&nbsp; 1181 |
| 1800000 | China Evergrande Group, 8.250%, 3/23/2022(f) | &nbsp;&nbsp; 22500 |
| 4045000 | China Evergrande Group, 8.750%, 6/28/2025(f) | &nbsp;&nbsp; 40450 |
| 1405000 | China Evergrande Group, 9.500%, 4/11/2022(f) | &nbsp;&nbsp; 14050 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Financial Other — continued** | **Financial Other — continued** |
| $335000 | China Evergrande Group, 9.500%, 3/29/2024(f) | &nbsp;&nbsp; $3350 |
| 1704924 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 6.250% PIK and/or <br> 5.250% Cash, 12/28/2028(a)(d)<br>| &nbsp;&nbsp; 34099 |
| 2854175 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 6.500% PIK and/or <br> 5.500% Cash, 12/28/2029(a)(d)<br>| &nbsp;&nbsp; 49948 |
| 3440176 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 6.750% PIK and/or <br> 5.750% Cash, 12/28/2030(a)(d)<br>| &nbsp;&nbsp; 51603 |
| 5183012 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 7.000% PIK and/or <br> 6.000% Cash, 12/28/2031(a)(d)<br>| &nbsp;&nbsp; 90703 |
| 4877667 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 7.250% PIK and/or <br> 6.250% Cash, 12/28/2032(a)(d)<br>| &nbsp;&nbsp; 60971 |
| 1166246 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 7.721% PIK and/or <br> 6.721% Cash, 12/28/2028(a)(d)<br>| &nbsp;&nbsp; 23325 |
| 3345000 | Logan Group Co. Ltd., 4.250%, 7/12/2025(f) | &nbsp;&nbsp; 347244 |
| 1320000 | Logan Group Co. Ltd., 4.850%, 12/14/2026(f) | &nbsp;&nbsp; 138547 |
| 75771 | &nbsp;&nbsp; Shimao Group Holdings Ltd., 6.000% PIK <br> and/or 5.000% Cash, 7/21/2031(a)(d)<br>| &nbsp;&nbsp; 2463 |
| 410329 | &nbsp;&nbsp; Times China Holdings Ltd., 3.000% PIK and/or <br> 1.000% Cash, 3/30/2029(a)(d)<br>| &nbsp;&nbsp; 12019 |
| 1530666 | &nbsp;&nbsp; Times China Holdings Ltd., 4.200% PIK, <br> 9/30/2032(a)(d)<br>| &nbsp;&nbsp; 42093 |
| 2923783 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 1.000% PIK, <br> 6/30/2034(d)(e)<br>| &nbsp;&nbsp; 7309 |
| 2892633 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 4.000% PIK, <br> 6/30/2028(d)(e)<br>| &nbsp;&nbsp; 82816 |
| 5049317 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 4.500% PIK, <br> 6/30/2029(d)(e)<br>| &nbsp;&nbsp; 156781 |
| 6756041 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 5.000% PIK, <br> 6/30/2030(d)(e)<br>| &nbsp;&nbsp; 185791 |
| 9500211 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 5.500% PIK, <br> 6/30/2031(d)(e)<br>| &nbsp;&nbsp; 238360 |
| 3445181 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 7.000% PIK <br> and/or 6.000% Cash, 6/30/2027(d)(e)<br>| &nbsp;&nbsp; 267002 |
|  |  | &nbsp;&nbsp; 2503264 |
|  | **Food & Beverage — 1.1%** | **Food & Beverage — 1.1%** |
| 5520000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings, <br> 5.500%, 1/15/2036<br>| &nbsp;&nbsp; 5522539 |
| 3593000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings, <br> 5.625%, 3/10/2037(a)<br>| &nbsp;&nbsp; 3604246 |
| 2555000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings, <br> 5.950%, 4/20/2035<br>| &nbsp;&nbsp; 2652253 |
| 835000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings, <br> 6.750%, 3/15/2034<br>| &nbsp;&nbsp; 918374 |
| 7774000 | Pilgrim's Pride Corp., 3.500%, 3/01/2032 | &nbsp;&nbsp; 7056803 |
| 3691000 | Pilgrim's Pride Corp., 6.875%, 5/15/2034 | &nbsp;&nbsp; 3984667 |
| 7340000 | Post Holdings, Inc., 4.500%, 9/15/2031(a) | &nbsp;&nbsp; 6824816 |
|  |  | &nbsp;&nbsp; 30563698 |
|  | **Government Owned - No Guarantee — 0.0%** | **Government Owned - No Guarantee — 0.0%** |
| 495000 | Antares Holdings LP, 2.750%, 1/15/2027(a) | &nbsp;&nbsp; 484655 |
| 585000 | Antares Holdings LP, 3.750%, 7/15/2027(a) | &nbsp;&nbsp; 568528 |
|  |  | &nbsp;&nbsp; 1053183 |
|  | **Health Insurance — 0.5%** | **Health Insurance — 0.5%** |
| 3000000 | Molina Healthcare, Inc., 3.875%, 11/15/2030(a) | &nbsp;&nbsp; 2682090 |
| 4280000 | Molina Healthcare, Inc., 3.875%, 5/15/2032(a) | &nbsp;&nbsp; 3717699 |
| 6924000 | Molina Healthcare, Inc., 6.500%, 2/15/2031(a) | &nbsp;&nbsp; 6807021 |
|  |  | &nbsp;&nbsp; 13206810 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Healthcare — 0.2%** | **Healthcare — 0.2%** |
| $1675000 | Bausch & Lomb Corp., 8.375%, 10/01/2028(a) | &nbsp;&nbsp; $1729437 |
| 2505000 | HCA, Inc., 4.900%, 11/15/2035 | &nbsp;&nbsp; 2421859 |
|  |  | &nbsp;&nbsp; 4151296 |
|  | **Home Construction — 0.6%** | **Home Construction — 0.6%** |
| 2065000 | DR Horton, Inc., 5.500%, 10/15/2035 | &nbsp;&nbsp; 2095408 |
| 9610000 | Meritage Homes Corp., 5.650%, 3/15/2035 | &nbsp;&nbsp; 9599522 |
| 3887000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.750%, 11/15/2032(a)<br>| &nbsp;&nbsp; 3890401 |
|  |  | &nbsp;&nbsp; 15585331 |
|  | **Independent Energy — 2.4%** | **Independent Energy — 2.4%** |
| 6510000 | &nbsp;&nbsp; Canadian Natural Resources Ltd., <br> 5.400%, 12/15/2034<br>| &nbsp;&nbsp; 6585471 |
| 6626000 | Chord Energy Corp., 6.000%, 10/01/2030(a) | &nbsp;&nbsp; 6713927 |
| 53000 | Chord Energy Corp., 6.750%, 3/15/2033(a) | &nbsp;&nbsp; 54719 |
| 3749000 | &nbsp;&nbsp; Continental Resources, Inc., <br> 2.875%, 4/01/2032(a)<br>| &nbsp;&nbsp; 3283725 |
| 9276000 | &nbsp;&nbsp; Continental Resources, Inc., <br> 5.750%, 1/15/2031(a)<br>| &nbsp;&nbsp; 9453734 |
| 6945000 | &nbsp;&nbsp; Energean Israel Finance Ltd., <br> 5.375%, 3/30/2028<br>| &nbsp;&nbsp; 6667649 |
| 8120000 | &nbsp;&nbsp; Energean Israel Finance Ltd., <br> 5.875%, 3/30/2031<br>| &nbsp;&nbsp; 7542705 |
| 805000 | Leviathan Bond Ltd., 6.500%, 6/30/2027 | &nbsp;&nbsp; 804549 |
| 4042000 | Matador Resources Co., 6.250%, 4/15/2033(a) | &nbsp;&nbsp; 4045799 |
| 17908000 | Sanchez Energy Corp., 6.125%, 1/15/2023(f) | &nbsp;&nbsp; 1791 |
| 9520000 | Sanchez Energy Corp., 7.750%, 6/15/2021(f) | &nbsp;&nbsp; 952 |
| 2050000 | SM Energy Co., 6.750%, 8/01/2029(a) | &nbsp;&nbsp; 2081051 |
| 3445000 | SM Energy Co., 7.000%, 8/01/2032(a) | &nbsp;&nbsp; 3517669 |
| 1835000 | SM Energy Co., 8.625%, 11/01/2030(a) | &nbsp;&nbsp; 1936083 |
| 3010000 | SM Energy Co., 8.750%, 7/01/2031(a) | &nbsp;&nbsp; 3146329 |
| 236000 | Var Energi ASA, 8.000%, 11/15/2032(a) | &nbsp;&nbsp; 268419 |
| 7303000 | Viper Energy Partners LLC, 5.700%, 8/01/2035 | &nbsp;&nbsp; 7360036 |
|  |  | &nbsp;&nbsp; 63464608 |
|  | **Industrial Other — 0.4%** | **Industrial Other — 0.4%** |
| 2671000 | Jacobs Solutions, Inc., 5.375%, 3/03/2036 | &nbsp;&nbsp; 2604888 |
| 7705000 | TopBuild Corp., 5.625%, 1/31/2034(a) | &nbsp;&nbsp; 7541436 |
|  |  | &nbsp;&nbsp; 10146324 |
|  | **Leisure — 1.0%** | **Leisure — 1.0%** |
| 6880000 | Carnival Corp., 5.750%, 3/15/2030(a) | &nbsp;&nbsp; 6934572 |
| 4230000 | Carnival Corp., 6.125%, 2/15/2033(a) | &nbsp;&nbsp; 4272406 |
| 3409000 | &nbsp;&nbsp; Kingpin Intermediate Holdings LLC, <br> 7.250%, 10/15/2032(a)<br>| &nbsp;&nbsp; 3012107 |
| 4060000 | NCL Corp. Ltd., 6.750%, 2/01/2032(a) | &nbsp;&nbsp; 4029196 |
| 2012000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 4.750%, 5/15/2033<br>| &nbsp;&nbsp; 1942707 |
| 1507000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 5.250%, 2/27/2038<br>| &nbsp;&nbsp; 1433632 |
| 6635000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 5.375%, 1/15/2036<br>| &nbsp;&nbsp; 6518538 |
|  |  | &nbsp;&nbsp; 28143158 |
|  | **Life Insurance — 1.3%** | **Life Insurance — 1.3%** |
| 20000000 | &nbsp;&nbsp; National Life Insurance Co., <br> 10.500%, 9/15/2039(a)<br>| &nbsp;&nbsp; 26000400 |
| 8920000 | NLV Financial Corp., 7.500%, 8/15/2033(a) | &nbsp;&nbsp; 9582042 |
|  |  | &nbsp;&nbsp; 35582442 |
|  | **Lodging — 0.9%** | **Lodging — 0.9%** |
| 1245000 | &nbsp;&nbsp; Choice Hotels International, Inc., <br> 5.850%, 8/01/2034<br>| &nbsp;&nbsp; 1255613 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Lodging — continued** | **Lodging — continued** |
| $1816000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 5.500%, 3/31/2034(a)<br>| &nbsp;&nbsp; $1774190 |
| 1745000 | &nbsp;&nbsp; Hilton Grand Vacations Borrower LLC/Hilton <br> Grand Vacations Borrower, Inc., <br> 4.875%, 7/01/2031(a)<br>| &nbsp;&nbsp; 1574609 |
| 2800000 | Marriott International, Inc., 5.100%, 5/01/2038 | &nbsp;&nbsp; 2661933 |
| 2355000 | &nbsp;&nbsp; Marriott Ownership Resorts, Inc., <br> 4.500%, 6/15/2029(a)<br>| &nbsp;&nbsp; 2232863 |
| 12700000 | Travel & Leisure Co., 4.500%, 12/01/2029(a) | &nbsp;&nbsp; 12144233 |
| 3790000 | Travel & Leisure Co., 6.125%, 9/01/2033(a) | &nbsp;&nbsp; 3740729 |
|  |  | &nbsp;&nbsp; 25384170 |
|  | **Media Entertainment — 2.6%** | **Media Entertainment — 2.6%** |
| 3090000 | AppLovin Corp., 5.125%, 12/01/2029 | &nbsp;&nbsp; 3107929 |
| 1530000 | AppLovin Corp., 5.375%, 12/01/2031 | &nbsp;&nbsp; 1545012 |
| 8850000 | AppLovin Corp., 5.500%, 12/01/2034 | &nbsp;&nbsp; 8776730 |
| 18525000 | Beignet Investor LLC, 6.581%, 5/30/2049(a) | &nbsp;&nbsp; 19046593 |
| 9580000 | &nbsp;&nbsp; Discovery Communications LLC, <br> 3.625%, 5/15/2030<br>| &nbsp;&nbsp; 8906769 |
| 1955000 | &nbsp;&nbsp; Discovery Communications LLC, <br> 6.350%, 6/01/2040<br>| &nbsp;&nbsp; 1432663 |
| 10453000 | &nbsp;&nbsp; Discovery Global Holdings, Inc., <br> 4.279%, 3/15/2032<br>| &nbsp;&nbsp; 9250905 |
| 8150000 | Meta Platforms, Inc., 5.625%, 11/15/2055 | &nbsp;&nbsp; 7639731 |
| 1912000 | &nbsp;&nbsp; OAK-Eagle Acquireco, Inc., <br> 7.250%, 7/01/2033(a)<br>| &nbsp;&nbsp; 1981013 |
| 1952000 | Paramount Global, 4.200%, 5/19/2032 | &nbsp;&nbsp; 1673399 |
| 3720000 | Paramount Global, 4.950%, 1/15/2031 | &nbsp;&nbsp; 3445885 |
| 1741000 | Paramount Global, 7.875%, 7/30/2030 | &nbsp;&nbsp; 1817474 |
|  |  | &nbsp;&nbsp; 68624103 |
|  | **Metals & Mining — 1.4%** | **Metals & Mining — 1.4%** |
| 3411000 | Commercial Metals Co., 5.750%, 11/15/2033(a) | &nbsp;&nbsp; 3375139 |
| 4816000 | Commercial Metals Co., 6.000%, 12/15/2035(a) | &nbsp;&nbsp; 4747832 |
| 17930000 | Glencore Funding LLC, 5.700%, 5/08/2033(a) | &nbsp;&nbsp; 18479879 |
| 9181000 | Glencore Funding LLC, 6.500%, 10/06/2033(a) | &nbsp;&nbsp; 9934616 |
|  |  | &nbsp;&nbsp; 36537466 |
|  | **Midstream — 1.8%** | **Midstream — 1.8%** |
| 2530000 | &nbsp;&nbsp; Hess Midstream Operations LP, <br> 4.250%, 2/15/2030(a)<br>| &nbsp;&nbsp; 2431171 |
| 194000 | Sunoco LP, 5.375%, 7/15/2031(a) | &nbsp;&nbsp; 192442 |
| 14300000 | &nbsp;&nbsp; Venture Global LNG, Inc., (fixed rate to <br> 9/30/2029, variable rate thereafter), <br> 9.000%(a)(c)<br>| &nbsp;&nbsp; 14243460 |
| 3960000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.125%, 12/15/2030(a)<br>| &nbsp;&nbsp; 4072567 |
| 6098000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 1/15/2034(a)<br>| &nbsp;&nbsp; 6356825 |
| 2019000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 6/15/2034(a)<br>| &nbsp;&nbsp; 2101682 |
| 4775000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.750%, 1/15/2036(a)<br>| &nbsp;&nbsp; 5057451 |
| 4692000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.500%, 5/01/2033(a)<br>| &nbsp;&nbsp; 5157465 |
| 4100000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.750%, 5/01/2035(a)<br>| &nbsp;&nbsp; 4595190 |
| 1251000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.500%, 12/15/2035<br>| &nbsp;&nbsp; 1230276 |
| 1580000 | Whistler Pipeline LLC, 5.950%, 9/30/2034(a) | &nbsp;&nbsp; 1618872 |
|  |  | &nbsp;&nbsp; 47057401 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 1.5%** | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 1.5%** |
| $335000 | &nbsp;&nbsp; BBSG Mortgage Trust, Series 2016-MRP, <br> Class A, 3.275%, 6/05/2036(a)<br>| &nbsp;&nbsp; $301493 |
| 2095000 | &nbsp;&nbsp; BFLD Commercial Mortgage Trust, <br> Series 2025-660F, Class D, 1 mo. USD SOFR + <br> 2.750%, 6.423%, 11/15/2042(a)(b)<br>| &nbsp;&nbsp; 2089762 |
| 7375000 | &nbsp;&nbsp; BPR Trust, Series 2021-NRD, Class F, 1 mo. <br> USD SOFR + 6.870%, 10.543%, 12/15/2038(a)(b)<br>| &nbsp;&nbsp; 7240866 |
| 650000 | &nbsp;&nbsp; BX Trust, Series 2025-DELC, Class D, 1 mo. <br> USD SOFR + 2.600%, 6.273%, 12/15/2042(a)(b)<br>| &nbsp;&nbsp; 648375 |
| 66945 | &nbsp;&nbsp; Commercial Mortgage Pass-Through <br> Certificates, Series 2012-LTRT, Class A2, <br> 3.400%, 10/05/2030(a)<br>| &nbsp;&nbsp; 66488 |
| 2925000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class B, 4.185%, 9/15/2037(a)<br>| &nbsp;&nbsp; 2487956 |
| 1690000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class D, 4.373%, 9/15/2037(a)<br>| &nbsp;&nbsp; 1395299 |
| 3755000 | &nbsp;&nbsp; DC Commercial Mortgage Trust, <br> Series 2023-DC, Class C, <br> 7.141%, 9/12/2040(a)(b)<br>| &nbsp;&nbsp; 3793249 |
| 445000 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2025-ESH, Class D, 1 mo. USD SOFR + <br> 2.600%, 6.273%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; 445556 |
| 485000 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2025-ESH, Class E, 1 mo. USD SOFR + <br> 3.350%, 7.023%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; 485606 |
| 600000 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2025-ESH, Class F, 1 mo. USD SOFR + <br> 4.100%, 7.773%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; 600750 |
| 1481065 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2026-ESH2, Class E, 1 mo. USD SOFR + <br> 2.900%, 6.573%, 2/15/2043(a)(b)<br>| &nbsp;&nbsp; 1484305 |
| 1213582 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2026-ESH2, Class F, 1 mo. USD SOFR + <br> 3.750%, 7.423%, 2/15/2043(a)(b)<br>| &nbsp;&nbsp; 1213570 |
| 919722 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2013-G1, Class B, <br> 3.722%, 4/10/2031(a)(b)<br>| &nbsp;&nbsp; 917953 |
| 7680000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2013-PEMB, Class C, <br> 3.550%, 3/05/2033(a)(b)(g)<br>| &nbsp;&nbsp; 768000 |
| 900000 | &nbsp;&nbsp; GS Mortgage Securities Trust, <br> Series 2014-GC22, Class B, <br> 4.391%, 6/10/2047(b)<br>| &nbsp;&nbsp; 734141 |
| 5785000 | &nbsp;&nbsp; GS Mortgage Securities Trust, <br> Series 2014-GC22, Class D, <br> 4.371%, 6/10/2047(a)(b)(g)<br>| &nbsp;&nbsp; 751703 |
| 290000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2012-LC9, Class D, <br> 3.500%, 12/15/2047(a)(b)<br>| &nbsp;&nbsp; 282367 |
| 3110000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2013-LC11, Class C, <br> 3.958%, 4/15/2046(b)(g)<br>| &nbsp;&nbsp; 901900 |
| 2595000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class C, <br> 1 mo. USD SOFR + 2.400%, <br> 6.073%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; 2588512 |
| 1795000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class D, <br> 1 mo. USD SOFR + 3.150%, <br> 6.823%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; 1785901 |

---

---

| | | |
|:---|:---|:---|
| **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** |
| $1135000 | &nbsp;&nbsp; Morgan Stanley Bank of America Merrill <br> Lynch Trust, Series 2013-C11, Class B, <br> 3.892%, 8/15/2046(b)<br>| &nbsp;&nbsp; $703666 |
| 1180000 | &nbsp;&nbsp; New Economy Assets - Phase 1 Sponsor LLC, <br> Series 2021-1, Class A1, 1.910%, 10/20/2061(a)<br>| &nbsp;&nbsp; 990469 |
| 651992 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2012-C10, Class B, 3.744%, 12/15/2045<br>| &nbsp;&nbsp; 629166 |
| 4781267 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2013-C15, Class B, 4.152%, 8/15/2046(b)<br>| &nbsp;&nbsp; 4647392 |
| 2612000 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2013-C15, Class C, 4.152%, 8/15/2046(b)<br>| &nbsp;&nbsp; 2389980 |
| 602138 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2014-C20, Class B, 4.378%, 5/15/2047<br>| &nbsp;&nbsp; 520837 |
|  |  | &nbsp;&nbsp; 40865262 |
|  | **Oil Field Services — 0.2%** | **Oil Field Services — 0.2%** |
| 6270000 | Helmerich & Payne, Inc., 5.500%, 12/01/2034 | &nbsp;&nbsp; 6163796 |
|  | **Other REITs — 0.3%** | **Other REITs — 0.3%** |
| 7250000 | Host Hotels & Resorts LP, 5.500%, 4/15/2035, | &nbsp;&nbsp; 7192993 |
|  | **Packaging — 0.8%** | **Packaging — 0.8%** |
| 20223000 | Ball Corp., 5.500%, 9/15/2033 | &nbsp;&nbsp; 20234608 |
|  | **Pharmaceuticals — 2.0%** | **Pharmaceuticals — 2.0%** |
| 8690000 | Bausch Health Cos., Inc., 4.875%, 6/01/2028(a) | &nbsp;&nbsp; 7957520 |
| 7960000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Co. LLC, <br> 6.150%, 2/01/2036<br>| &nbsp;&nbsp; 8201299 |
| 4695000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands II <br> BV, 7.375%, 9/15/2029, (EUR)<br>| &nbsp;&nbsp; 5914326 |
| 3990000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands II <br> BV, 7.875%, 9/15/2031, (EUR)<br>| &nbsp;&nbsp; 5352531 |
| 25290000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 4.100%, 10/01/2046<br>| &nbsp;&nbsp; 18746999 |
| 5725000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 5.125%, 5/09/2029<br>| &nbsp;&nbsp; 5706535 |
| 685000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 6.000%, 12/01/2032<br>| &nbsp;&nbsp; 703043 |
|  |  | &nbsp;&nbsp; 52582253 |
|  | **Property & Casualty Insurance — 0.9%** | **Property & Casualty Insurance — 0.9%** |
| 3508000 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant <br> Holdings Co-Issuer, 6.750%, 4/15/2028(a)<br>| &nbsp;&nbsp; 3527119 |
| 3110000 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant <br> Holdings Co-Issuer, 7.000%, 1/15/2031(a)<br>| &nbsp;&nbsp; 3136473 |
| 6435000 | &nbsp;&nbsp; Amynta Agency Borrower, Inc. & Amynta <br> Warranty Borrower, Inc., 7.500%, 7/15/2033(a)<br>| &nbsp;&nbsp; 6102551 |
| 6780000 | Ardonagh Finco Ltd., 7.750%, 2/15/2031(a) | &nbsp;&nbsp; 6859441 |
| 1358000 | Arthur J Gallagher & Co., 5.150%, 2/15/2035 | &nbsp;&nbsp; 1346998 |
| 3635000 | Ryan Specialty LLC, 5.875%, 8/01/2032(a) | &nbsp;&nbsp; 3592705 |
| 750000 | Willis North America, Inc., 5.150%, 3/15/2036 | &nbsp;&nbsp; 730382 |
|  |  | &nbsp;&nbsp; 25295669 |
|  | **Restaurants — 0.8%** | **Restaurants — 0.8%** |
| 13685000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 4.000%, 10/15/2030(a)<br>| &nbsp;&nbsp; 12862876 |
| 8105000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 5.625%, 9/15/2029(a)<br>| &nbsp;&nbsp; 8122653 |
|  |  | &nbsp;&nbsp; 20985529 |
|  | **Retailers — 1.0%** | **Retailers — 1.0%** |
| 3822000 | Amazon.com, Inc., 4.875%, 3/13/2036 | &nbsp;&nbsp; 3787167 |
| 3325000 | Dillard's, Inc., 7.000%, 12/01/2028 | &nbsp;&nbsp; 3446928 |
| 1500000 | Dillard's, Inc., 7.750%, 7/15/2026 | &nbsp;&nbsp; 1507605 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Retailers — continued** | **Retailers — continued** |
| $7520000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 8.375%, 1/15/2029(a)<br>| &nbsp;&nbsp; $6903660 |
| 3680000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 11.500%, 8/15/2029(a)<br>| &nbsp;&nbsp; 3661280 |
| 7840000 | &nbsp;&nbsp; PetSmart LLC/PetSmart Finance Corp., <br> 7.500%, 9/15/2032(a)<br>| &nbsp;&nbsp; 7878181 |
|  |  | &nbsp;&nbsp; 27184821 |
|  | **Sovereigns — 5.4%** | **Sovereigns — 5.4%** |
| 20426000 | &nbsp;&nbsp; Chile Government International Bonds, <br> 3.100%, 1/22/2061<br>| &nbsp;&nbsp; 12568118 |
| 28559000 | &nbsp;&nbsp; Chile Government International Bonds, <br> 3.250%, 9/21/2071<br>| &nbsp;&nbsp; 17654603 |
| 10294000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 5.625%, 2/26/2044<br>| &nbsp;&nbsp; 8117951 |
| 6668000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 6.125%, 1/18/2041<br>| &nbsp;&nbsp; 5794759 |
| 3028000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 7.375%, 9/18/2037<br>| &nbsp;&nbsp; 3013254 |
| 4565000 | &nbsp;&nbsp; Egypt Government International Bonds, <br> 5.800%, 9/30/2027<br>| &nbsp;&nbsp; 4505740 |
| 6925000 | &nbsp;&nbsp; Kyrgyz Republic International Bonds, <br> 7.750%, 6/03/2030(a)<br>| &nbsp;&nbsp; 6906649 |
| 13185000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 6.125%, 2/09/2038<br>| &nbsp;&nbsp; 12848782 |
| 11390000 | &nbsp;&nbsp; Nigeria Government International Bonds, <br> 6.500%, 11/28/2027<br>| &nbsp;&nbsp; 11424139 |
| 8326000 | &nbsp;&nbsp; Pakistan Government International Bonds, <br> 6.000%, 4/08/2026<br>| &nbsp;&nbsp; 8315591 |
| 10106000 | &nbsp;&nbsp; Pakistan Government International Bonds, <br> 6.875%, 12/05/2027<br>| &nbsp;&nbsp; 9974760 |
| 13035000 | &nbsp;&nbsp; Republic of Poland Government International <br> Bonds, 5.500%, 3/18/2054<br>| &nbsp;&nbsp; 12041365 |
| 3500000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 3.700%, 11/25/2030<br>| &nbsp;&nbsp; 3181130 |
| 7040000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 3.900%, 10/19/2031<br>| &nbsp;&nbsp; 6354775 |
| 200000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 5.375%, 2/20/2029<br>| &nbsp;&nbsp; 197293 |
| 10895000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 6.900%, 2/28/2032(a)<br>| &nbsp;&nbsp; 11316963 |
| 7475000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 6.947%, 5/25/2032(a)<br>| &nbsp;&nbsp; 7783867 |
| 2210000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 7.850%, 10/12/2028(a)<br>| &nbsp;&nbsp; 2310477 |
|  |  | &nbsp;&nbsp; 144310216 |
|  | **Technology — 5.2%** | **Technology — 5.2%** |
| 2570000 | Black Pearl Compute LLC, 6.125%, 2/15/2031(a) | &nbsp;&nbsp; 2615738 |
| 10821000 | Block, Inc., 3.500%, 6/01/2031 | &nbsp;&nbsp; 9840028 |
| 6895000 | Broadcom, Inc., 3.137%, 11/15/2035(a) | &nbsp;&nbsp; 5857895 |
| 1255000 | Broadcom, Inc., 3.419%, 4/15/2033 | &nbsp;&nbsp; 1147602 |
| 10845000 | &nbsp;&nbsp; CDW LLC/CDW Finance Corp., <br> 5.550%, 8/22/2034<br>| &nbsp;&nbsp; 10657594 |
| 2039000 | Cipher Compute LLC, 7.125%, 11/15/2030(a) | &nbsp;&nbsp; 2112463 |
| 4790000 | &nbsp;&nbsp; Dell International LLC/EMC Corp., <br> 5.100%, 2/15/2036<br>| &nbsp;&nbsp; 4683681 |
| 8688000 | Fair Isaac Corp., 6.000%, 5/15/2033(a) | &nbsp;&nbsp; 8524852 |
| 2846000 | Flash Compute LLC, 7.250%, 12/31/2030(a) | &nbsp;&nbsp; 2865327 |
| 9980000 | Iron Mountain, Inc., 4.875%, 9/15/2029(a) | &nbsp;&nbsp; 9709925 |
| 1762000 | Leidos, Inc., 5.000%, 3/15/2036 | &nbsp;&nbsp; 1703514 |
| 13790000 | Leidos, Inc., 5.500%, 3/15/2035 | &nbsp;&nbsp; 14013787 |
| 3430000 | MSCI, Inc., 5.250%, 9/01/2035 | &nbsp;&nbsp; 3359878 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Technology — continued** | **Technology — continued** |
| $2710000 | NetApp, Inc., 5.500%, 3/17/2032 | &nbsp;&nbsp; $2772796 |
| 2170000 | NetApp, Inc., 5.700%, 3/17/2035 | &nbsp;&nbsp; 2210665 |
| 199000 | Oracle Corp., 3.950%, 3/25/2051 | &nbsp;&nbsp; 126098 |
| 12243000 | Oracle Corp., 5.200%, 9/26/2035 | &nbsp;&nbsp; 11483872 |
| 2075000 | Oracle Corp., 5.700%, 2/04/2036 | &nbsp;&nbsp; 1995088 |
| 5018000 | Oracle Corp., 5.950%, 9/26/2055 | &nbsp;&nbsp; 4221496 |
| 394000 | Oracle Corp., 6.000%, 8/03/2055 | &nbsp;&nbsp; 330323 |
| 5603000 | Oracle Corp., 6.700%, 2/04/2056 | &nbsp;&nbsp; 5200164 |
| 4866000 | Oracle Corp., 6.850%, 2/04/2066 | &nbsp;&nbsp; 4473421 |
| 1925000 | Paychex, Inc., 5.600%, 4/15/2035 | &nbsp;&nbsp; 1933317 |
| 9562000 | Salesforce, Inc., 5.550%, 3/15/2036 | &nbsp;&nbsp; 9532256 |
| 3212000 | Sensata Technologies BV, 4.000%, 4/15/2029(a) | &nbsp;&nbsp; 3099451 |
| 655000 | Sensata Technologies BV, 5.875%, 9/01/2030(a) | &nbsp;&nbsp; 656184 |
| 600000 | &nbsp;&nbsp; Sensata Technologies, Inc., <br> 3.750%, 2/15/2031(a)<br>| &nbsp;&nbsp; 556512 |
| 3650000 | &nbsp;&nbsp; Sensata Technologies, Inc., <br> 6.625%, 7/15/2032(a)<br>| &nbsp;&nbsp; 3722942 |
| 4165000 | Synopsys, Inc., 5.700%, 4/01/2055 | &nbsp;&nbsp; 3982085 |
| 6550000 | TD SYNNEX Corp., 5.300%, 10/10/2035 | &nbsp;&nbsp; 6345797 |
|  |  | &nbsp;&nbsp; 139734751 |
|  | **Treasuries — 16.3%** | **Treasuries — 16.3%** |
| 236,663(h)<br>| &nbsp;&nbsp; Brazil Notas do Tesouro Nacional, <br> 10.000%, 1/01/2031, (BRL)<br>| &nbsp;&nbsp; 39958788 |
| 24081000 | &nbsp;&nbsp; Canada Government Bonds, 2.250%, 2/01/2028, <br> (CAD)<br>| &nbsp;&nbsp; 17134884 |
| 58797000 | &nbsp;&nbsp; Malaysia Government Bonds, <br> 3.519%, 4/20/2028, (MYR)<br>| &nbsp;&nbsp; 14604413 |
| 113423000 | &nbsp;&nbsp; Malaysia Government Bonds, <br> 4.054%, 4/18/2039, (MYR)<br>| &nbsp;&nbsp; 28394433 |
| 5,227,835(i)<br>| Mexico Bonos, 8.000%, 7/31/2053, (MXN) | &nbsp;&nbsp; 24136771 |
| 216802000 | &nbsp;&nbsp; Republic of South Africa Government Bonds, <br> 9.000%, 1/31/2040, (ZAR)<br>| &nbsp;&nbsp; 12032135 |
| 613433000 | &nbsp;&nbsp; Turkiye Government Bonds, <br> 36.000%, 8/12/2026, (TRY)<br>| &nbsp;&nbsp; 13561995 |
| 1105877000 | &nbsp;&nbsp; Turkiye Government Bonds, <br> 36.780%, 10/13/2027, (TRY)<br>| &nbsp;&nbsp; 24096133 |
| 13715000 | U.S. Treasury Notes, 3.375%, 2/29/2028 | &nbsp;&nbsp; 13606780 |
| 41806000 | U.S. Treasury Notes, 3.500%, 11/30/2030 | &nbsp;&nbsp; 41036835 |
| 188340000 | U.S. Treasury Notes, 4.000%, 3/31/2030(j) | &nbsp;&nbsp; 189016847 |
| 227645000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 8.000%, 10/29/2035, (UYU)<br>| &nbsp;&nbsp; 5675359 |
| 227945000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 8.500%, 3/15/2028, (UYU)<br>| &nbsp;&nbsp; 5761184 |
| 283105000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 9.750%, 7/20/2033, (UYU)<br>| &nbsp;&nbsp; 7713175 |
|  |  | &nbsp;&nbsp; 436729732 |
|  | **Wireless — 0.5%** | **Wireless — 0.5%** |
| 13242000 | T-Mobile USA, Inc., 5.000%, 2/15/2036 | &nbsp;&nbsp; 13042251 |
|  | **Wirelines — 0.0%** | **Wirelines — 0.0%** |
| 803000 | AT&T, Inc., 5.125%, 4/30/2036 | &nbsp;&nbsp; 793365 |
|  | &nbsp;&nbsp; Total Non-Convertible Bonds <br>(Identified Cost $2,132,528,471)<br>| &nbsp;&nbsp; 1974941045 |
| **Convertible Bonds — 2.0%** | **Convertible Bonds — 2.0%** | **Convertible Bonds — 2.0%** |
|  | **Cable Satellite — 0.5%** |  |
| 3667509 | &nbsp;&nbsp; EchoStar Corp., 3.875% PIK and/or 3.875% <br> Cash, 11/30/2030(d)<br>| &nbsp;&nbsp; 13100709 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Consumer Cyclical Services — 0.2%** |  |
| $1170000 | Compass, Inc., 0.250%, 4/15/2031(a) | &nbsp;&nbsp; $979290 |
| 1385000 | DoorDash, Inc., Zero Coupon, 5/15/2030(a) | &nbsp;&nbsp; 1261735 |
| 1074000 | Lyft, Inc., Zero Coupon, 9/15/2030(a) | &nbsp;&nbsp; 1010015 |
| 1034000 | &nbsp;&nbsp; Uber Technologies, Inc., Series 2028, <br> 0.875%, 12/01/2028<br>| &nbsp;&nbsp; 1243385 |
|  |  | &nbsp;&nbsp; 4494425 |
|  | **Diversified Manufacturing — 0.1%** |  |
| 774000 | &nbsp;&nbsp; Advanced Energy Industries, Inc., <br> 2.500%, 9/15/2028<br>| &nbsp;&nbsp; 1860541 |
| 887000 | &nbsp;&nbsp; Bloom Energy Corp., Zero Coupon, <br> 11/15/2030(a)<br>| &nbsp;&nbsp; 944478 |
| 611000 | Itron, Inc., 1.375%, 7/15/2030 | &nbsp;&nbsp; 614055 |
|  |  | &nbsp;&nbsp; 3419074 |
|  | **Electric — 0.1%** |  |
| 676000 | Evergy, Inc., 4.500%, 12/15/2027 | &nbsp;&nbsp; 911924 |
| 1262000 | FirstEnergy Corp., 3.875%, 1/15/2031(a) | &nbsp;&nbsp; 1455086 |
| 918000 | Pinnacle West Capital Corp., 4.750%, 6/15/2027 | &nbsp;&nbsp; 1051110 |
|  |  | &nbsp;&nbsp; 3418120 |
|  | **Environmental — 0.0%** |  |
| 726000 | Tetra Tech, Inc., 2.250%, 8/15/2028 | &nbsp;&nbsp; 758960 |
|  | **Financial Other — 0.2%** |  |
| 103296 | &nbsp;&nbsp; China Aoyuan Group Ltd., Series IAI, Zero <br> Coupon, 9/30/2028(e)<br>| &nbsp;&nbsp; 1952 |
| 3938555 | &nbsp;&nbsp; CIFI Holdings Group Co. Ltd., Series IAI, Zero <br> Coupon, 6/30/2029(e)<br>| &nbsp;&nbsp; 170579 |
| 1187000 | IREN Ltd., Series 33, 1.000%, 6/01/2033(a) | &nbsp;&nbsp; 1042779 |
| 1013791 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2026(a)<br>| &nbsp;&nbsp; 2534 |
| 1267298 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2027(a)<br>| &nbsp;&nbsp; 1267 |
| 2027583 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2028(a)<br>| &nbsp;&nbsp; 1014 |
| 2027583 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2029(a)<br>| &nbsp;&nbsp; 406 |
| 2534479 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2030(a)<br>| &nbsp;&nbsp; 760 |
| 2534479 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2031(a)<br>| &nbsp;&nbsp; 253 |
| 4781437 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2032(a)<br>| &nbsp;&nbsp; 478 |
| 6281722 | &nbsp;&nbsp; Shimao Group Holdings Ltd., Zero Coupon, <br> 7/21/2026(a)<br>| &nbsp;&nbsp; 122494 |
| 8471975 | &nbsp;&nbsp; Sunac China Holdings Ltd., Zero Coupon, <br> 6/23/2026(a)<br>| &nbsp;&nbsp; 1336285 |
| 6260374 | &nbsp;&nbsp; Sunac China Holdings Ltd., Zero Coupon, <br> 6/23/2028(a)<br>| &nbsp;&nbsp; 1584501 |
| 1832335 | &nbsp;&nbsp; Times China Holdings Ltd., Zero Coupon, <br> 3/30/2027(a)<br>| &nbsp;&nbsp; 10756 |
| 359850 | &nbsp;&nbsp; Times China Holdings Ltd., Zero Coupon, <br> 3/30/2027(a)<br>| &nbsp;&nbsp; 1400 |
|  |  | &nbsp;&nbsp; 4277458 |
|  | **Food & Beverage — 0.0%** |  |
| 801000 | Post Holdings, Inc., 2.500%, 8/15/2027 | &nbsp;&nbsp; 867083 |
|  | **Industrial Other — 0.1%** |  |
| 676000 | Fluor Corp., 1.125%, 8/15/2029 | &nbsp;&nbsp; 832494 |
| 450000 | Granite Construction, Inc., 3.750%, 5/15/2028 | &nbsp;&nbsp; 1180125 |
|  |  | &nbsp;&nbsp; 2012619 |
|  | **Leisure — 0.0%** |  |
| 984000 | NCL Corp. Ltd., 0.875%, 4/15/2030(a) | &nbsp;&nbsp; 1021173 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Metals & Mining — 0.1%** |  |
| $695000 | B2Gold Corp., 2.750%, 2/01/2030(a) | &nbsp;&nbsp; $1121383 |
|  | **Midstream — 0.0%** |  |
| 718000 | UGI Corp., 5.000%, 6/01/2028 | &nbsp;&nbsp; 1006277 |
|  | **Pharmaceuticals — 0.1%** |  |
| 995000 | &nbsp;&nbsp; Arrowhead Pharmaceuticals, Inc., Zero <br> Coupon, 1/15/2032<br>| &nbsp;&nbsp; 1029427 |
| 770000 | &nbsp;&nbsp; Halozyme Therapeutics, Inc., <br> 0.875%, 11/15/2032(a)<br>| &nbsp;&nbsp; 759605 |
| 683000 | &nbsp;&nbsp; Ligand Pharmaceuticals, Inc., <br> 0.750%, 10/01/2030(a)<br>| &nbsp;&nbsp; 826088 |
| 595000 | Zoetis, Inc., 0.250%, 6/15/2029(a) | &nbsp;&nbsp; 590538 |
|  |  | &nbsp;&nbsp; 3205658 |
|  | **Retailers — 0.1%** |  |
| 1104000 | Burlington Stores, Inc., 1.250%, 12/15/2027 | &nbsp;&nbsp; 1821600 |
| 353000 | Freshpet, Inc., 3.000%, 4/01/2028 | &nbsp;&nbsp; 405385 |
|  |  | &nbsp;&nbsp; 2226985 |
|  | **Technology — 0.5%** |  |
| 399000 | Cloudflare, Inc., Zero Coupon, 6/15/2030(a) | &nbsp;&nbsp; 452368 |
| 1000000 | &nbsp;&nbsp; CyberArk Software Ltd., Zero Coupon, <br> 6/15/2030(a)<br>| &nbsp;&nbsp; 1026800 |
| 795000 | Guidewire Software, Inc., 1.250%, 11/01/2029 | &nbsp;&nbsp; 791522 |
| 325000 | InterDigital, Inc., 3.500%, 6/01/2027 | &nbsp;&nbsp; 1268312 |
| 442000 | Lumentum Holdings, Inc., 0.375%, 3/15/2032(a) | &nbsp;&nbsp; 1701491 |
| 625000 | &nbsp;&nbsp; Microchip Technology, Inc., Zero Coupon, <br> 2/15/2030(a)<br>| &nbsp;&nbsp; 609687 |
| 481000 | MKS, Inc., 1.250%, 6/01/2030 | &nbsp;&nbsp; 794612 |
| 1101000 | Nova Ltd., Zero Coupon, 9/15/2030(a) | &nbsp;&nbsp; 1694365 |
| 967000 | Nutanix, Inc., 0.500%, 12/15/2029 | &nbsp;&nbsp; 871755 |
| 1454000 | Rubrik, Inc., Zero Coupon, 6/15/2030(a) | &nbsp;&nbsp; 1251167 |
| 369000 | Seagate HDD Cayman, 3.500%, 6/01/2028 | &nbsp;&nbsp; 1751717 |
| 1133000 | Snowflake, Inc., Zero Coupon, 10/01/2029 | &nbsp;&nbsp; 1386339 |
| 208000 | Wolfspeed, Inc., 2.500%, 6/15/2031 | &nbsp;&nbsp; 296660 |
|  |  | &nbsp;&nbsp; 13896795 |
|  | &nbsp;&nbsp; Total Convertible Bonds <br>(Identified Cost $65,858,490)<br>| &nbsp;&nbsp; 54826719 |
| **Municipals — 0.8%** | **Municipals — 0.8%** | **Municipals — 0.8%** |
|  | **Virginia — 0.8%** | **Virginia — 0.8%** |
| 28335000 | &nbsp;&nbsp; Tobacco Settlement Financing Corp., <br> 6.706%, 6/01/2046 <br>(Identified Cost $28,332,744)<br>| &nbsp;&nbsp; 21545707 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $2,226,719,705)<br>| &nbsp;&nbsp; 2051313471 |
| **Equity-Linked Notes — 5.2%** | **Equity-Linked Notes — 5.2%** | **Equity-Linked Notes — 5.2%** |
| 3915700 | &nbsp;&nbsp; Barclays Bank PLC, (Yum! Brands, Inc.), <br> 9.570%, 8/21/2026(a)<br>| &nbsp;&nbsp; 3971077 |
| 2679419 | &nbsp;&nbsp; Barclays Bank PLC, (Hilton Worldwide <br> Holdings, Inc.), 10.690%, 10/20/2026(a)<br>| &nbsp;&nbsp; 2725577 |
| 4047366 | &nbsp;&nbsp; Barclays Bank PLC, (Honeywell International, <br> Inc.), 11.390%, 4/29/2026(a)<br>| &nbsp;&nbsp; 4176256 |
| 2751394 | &nbsp;&nbsp; Barclays Bank PLC, (Cheniere Energy, Inc.), <br> 12.000%, 1/28/2027(a)<br>| &nbsp;&nbsp; 2846768 |
| 3951258 | &nbsp;&nbsp; Barclays Bank PLC, (Trane Technologies PLC), <br> 12.120%, 5/13/2026(a)<br>| &nbsp;&nbsp; 3813310 |
| 2713342 | &nbsp;&nbsp; Barclays Bank PLC, (AutoZone, Inc.), <br> 12.310%, 12/18/2026(a)<br>| &nbsp;&nbsp; 2473351 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $2673784 | &nbsp;&nbsp; Barclays Bank PLC, (Meta Platforms, Inc.), <br> 14.920%, 4/07/2026(a)<br>| &nbsp;&nbsp; $2567541 |
| 4043284 | &nbsp;&nbsp; Barclays Bank PLC, (Amazon.com, Inc.), <br> 15.250%, 3/25/2027(a)<br>| &nbsp;&nbsp; 4005069 |
| 4096283 | &nbsp;&nbsp; Barclays Bank PLC, (Palo Alto Networks, Inc.), <br> 15.350%, 2/11/2027(a)<br>| &nbsp;&nbsp; 3732023 |
| 4148277 | &nbsp;&nbsp; Barclays Bank PLC, (Dollar General Corp.), <br> 16.150%, 3/11/2027(a)<br>| &nbsp;&nbsp; 3569261 |
| 3983244 | &nbsp;&nbsp; Barclays Bank PLC, (Adobe, Inc.), <br> 17.110%, 6/09/2026(a)<br>| &nbsp;&nbsp; 2917888 |
| 2717385 | &nbsp;&nbsp; Barclays Bank PLC, (Microsoft Corp.), <br> 18.340%, 5/28/2026(a)<br>| &nbsp;&nbsp; 2174225 |
| 3042842 | &nbsp;&nbsp; Barclays Bank PLC, (Freeport-McMoRan, <br> Inc.), 20.380%, 4/29/2026(a)<br>| &nbsp;&nbsp; 3168918 |
| 4137952 | &nbsp;&nbsp; Barclays Bank PLC, (Arista Networks, Inc.), <br> 21.330%, 3/04/2027(a)<br>| &nbsp;&nbsp; 3960702 |
| 4112755 | &nbsp;&nbsp; Barclays Bank PLC, (Estee Lauder Companies, <br> Inc.), 22.940%, 9/10/2026(a)<br>| &nbsp;&nbsp; 3123024 |
| 3239207 | &nbsp;&nbsp; Barclays Bank PLC, (Reddit, Inc.), <br> 36.380%, 7/23/2026(a)<br>| &nbsp;&nbsp; 2193445 |
| 2664777 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Kroger Co.), <br> 11.370%, 10/06/2026(a)<br>| &nbsp;&nbsp; 2682870 |
| 4001938 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Visa, Inc.), <br> 12.010%, 4/01/2026(a)<br>| &nbsp;&nbsp; 3521943 |
| 2655494 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Kinder Morgan, <br> Inc.), 12.270%, 6/25/2026(a)<br>| &nbsp;&nbsp; 2750826 |
| 2700539 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Walt Disney Co.), <br> 12.410%, 1/21/2027(a)<br>| &nbsp;&nbsp; 2445260 |
| 4038223 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Eaton Corp. PLC), <br> 13.580%, 1/14/2027(a)<br>| &nbsp;&nbsp; 4033510 |
| 2701825 | &nbsp;&nbsp; BNP Paribas Issuance BV, (McKesson Corp.), <br> 15.650%, 6/17/2026(a)<br>| &nbsp;&nbsp; 2730937 |
| 4030349 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Crowdstrike <br> Holdings, Inc.), 17.830%, 5/26/2026(a)<br>| &nbsp;&nbsp; 3614527 |
| 4440048 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (Home <br> Depot, Inc.), 13.340%, 8/06/2026(a)<br>| &nbsp;&nbsp; 4033582 |
| 2732546 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (EOG <br> Resources, Inc.), 14.010%, 2/18/2027(a)<br>| &nbsp;&nbsp; 2864891 |
| 4120654 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., <br> (United Rentals, Inc.), 15.650%, 2/25/2027(a)<br>| &nbsp;&nbsp; 3637519 |
| 4092974 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (Ebay, <br> Inc.), 17.290%, 9/17/2026(a)<br>| &nbsp;&nbsp; 3930980 |
| 2730680 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., <br> (Parker-Hannifin Corp.), 17.870%, 10/15/2026(a)<br>| &nbsp;&nbsp; 2673123 |
| 2595107 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., <br> (Carnival Corp.), 18.240%, 8/04/2026(a)<br>| &nbsp;&nbsp; 2319646 |
| 2709610 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (Palo <br> Alto Networks, Inc.), 18.370%, 7/01/2026(a)<br>| &nbsp;&nbsp; 2345257 |
| 2751324 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (Vistra <br> Corp.), 21.690%, 11/17/2026(a)<br>| &nbsp;&nbsp; 2457826 |
| 2192449 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., <br> (AngloGold Ashanti PLC), 24.180%, 2/04/2027(a)<br>| &nbsp;&nbsp; 2172711 |
| 2198821 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., <br> (Coinbase Global, Inc.), 25.010%, 1/07/2027(a)<br>| &nbsp;&nbsp; 1653704 |
| 4120423 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., <br> (Dollar Tree, Inc.), 25.610%, 9/24/2026(a)<br>| &nbsp;&nbsp; 3956932 |
| 4121659 | &nbsp;&nbsp; GS Finance Corp., MTN, (GE Vernova, Inc.), <br> 18.830%, 11/04/2026(a)<br>| &nbsp;&nbsp; 4282711 |
| 4014789 | &nbsp;&nbsp; GS Finance Corp., MTN, (Chipotle Mexican <br> Grill, Inc.), 19.980%, 4/15/2026(a)<br>| &nbsp;&nbsp; 3289276 |
| 4090127 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (Dominion Energy, <br> Inc.), 12.280%, 4/06/2026(a)<br>| &nbsp;&nbsp; 4176229 |
| 2688951 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (Visa Inc.), <br> 13.440%, 10/01/2026(a)<br>| &nbsp;&nbsp; 2688951 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $4040890 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (Netflix, Inc.), <br> 15.650%, 7/14/2026(a)<br>| &nbsp;&nbsp; $3416166 |
| 3877046 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (Bank of America <br> Corp.), 16.220%, 4/23/2026(a)<br>| &nbsp;&nbsp; 4016007 |
| 2686658 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (NVIDIA Corp.), <br> 17.210%, 12/02/2026(a)<br>| &nbsp;&nbsp; 2577528 |
| 3976892 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (EQT Midstream <br> Partners LP), 17.970%, 4/28/2026(a)<br>| &nbsp;&nbsp; 4122863 |
| 2190172 | &nbsp;&nbsp; Nomura America Finance LLC, (ServiceNow, <br> Inc.), 20.200%, 3/18/2027(a)<br>| &nbsp;&nbsp; 2011931 |
| 4068885 | &nbsp;&nbsp; UBS AG, (ResMed, Inc.), <br> 12.250%, 11/18/2026(a)<br>| &nbsp;&nbsp; 3546317 |
|  | &nbsp;&nbsp; Total Equity-Linked Notes <br>(Identified Cost $149,487,342)<br>| &nbsp;&nbsp; 139372458 |

---

&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— 5.1%** | **Common Stocks— 5.1%** | **Common Stocks— 5.1%** |
|  | **Aerospace & Defense — 0.2%** | **Aerospace & Defense — 0.2%** |
| 8795 | General Electric Co. | &nbsp;&nbsp; 2495757 |
| 6604 | Howmet Aerospace, Inc. | &nbsp;&nbsp; 1521958 |
|  |  | &nbsp;&nbsp; 4017715 |
|  | **Air Freight & Logistics — 0.1%** | **Air Freight & Logistics — 0.1%** |
| 12871 | United Parcel Service, Inc., Class B | &nbsp;&nbsp; 1266249 |
|  | **Banks — 0.3%** | **Banks — 0.3%** |
| 21389 | Citigroup, Inc. | &nbsp;&nbsp; 2425727 |
| 14087 | PNC Financial Services Group, Inc. | &nbsp;&nbsp; 2931364 |
| 54133 | U.S. Bancorp | &nbsp;&nbsp; 2815457 |
|  |  | &nbsp;&nbsp; 8172548 |
|  | **Biotechnology — 0.4%** | **Biotechnology — 0.4%** |
| 11804 | AbbVie, Inc. | &nbsp;&nbsp; 2567252 |
| 110189 | BioMarin Pharmaceutical, Inc.(g) | &nbsp;&nbsp; 6224576 |
| 21056 | Gilead Sciences, Inc. | &nbsp;&nbsp; 2934575 |
|  |  | &nbsp;&nbsp; 11726403 |
|  | **Capital Markets — 0.3%** | **Capital Markets — 0.3%** |
| 6386 | CME Group, Inc. | &nbsp;&nbsp; 1886105 |
| 6497 | Moody's Corp. | &nbsp;&nbsp; 2834316 |
| 26008 | Morgan Stanley | &nbsp;&nbsp; 4280137 |
|  |  | &nbsp;&nbsp; 9000558 |
|  | **Chemicals — 0.1%** | **Chemicals — 0.1%** |
| 43923 | Corteva, Inc. | &nbsp;&nbsp; 3676794 |
|  | **Consumer Staples Distribution & Retail — 0.1%** | **Consumer Staples Distribution & Retail — 0.1%** |
| 3158 | Costco Wholesale Corp. | &nbsp;&nbsp; 3146726 |
|  | **Containers & Packaging — 0.0%** | **Containers & Packaging — 0.0%** |
| 5896 | Packaging Corp. of America | &nbsp;&nbsp; 1251249 |
|  | **Diversified Telecommunication Services — 0.1%** | **Diversified Telecommunication Services — 0.1%** |
| 114156 | Comcast Corp., Class A | &nbsp;&nbsp; 3277419 |
|  | **Electric Utilities — 0.2%** | **Electric Utilities — 0.2%** |
| 26829 | Duke Energy Corp. | &nbsp;&nbsp; 3512989 |
| 12985 | NRG Energy, Inc. | &nbsp;&nbsp; 1897628 |
|  |  | &nbsp;&nbsp; 5410617 |
|  | **Electrical Equipment — 0.1%** | **Electrical Equipment — 0.1%** |
| 18295 | Emerson Electric Co. | &nbsp;&nbsp; 2397011 |

---

------

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Electronic Equipment, Instruments &** <br> **Components — 0.1%** | **Electronic Equipment, Instruments &** <br> **Components — 0.1%** |
| 19695 | Amphenol Corp., Class A | &nbsp;&nbsp; $2488463 |
|  | **Financial Services — 0.1%** | **Financial Services — 0.1%** |
| 7500 | Mastercard, Inc., Class A | &nbsp;&nbsp; 3747450 |
|  | **Health Care Providers & Services — 0.1%** | **Health Care Providers & Services — 0.1%** |
| 3814 | Cencora, Inc. | &nbsp;&nbsp; 1198130 |
| 2069 | Elevance Health, Inc. | &nbsp;&nbsp; 605700 |
| 3474 | UnitedHealth Group, Inc. | &nbsp;&nbsp; 940029 |
|  |  | &nbsp;&nbsp; 2743859 |
|  | **Hotels, Restaurants & Leisure — 0.3%** | **Hotels, Restaurants & Leisure — 0.3%** |
| 683 | Booking Holdings, Inc. | &nbsp;&nbsp; 2875648 |
| 14216 | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp; 3911959 |
|  |  | &nbsp;&nbsp; 6787607 |
|  | **Household Durables — 0.1%** | **Household Durables — 0.1%** |
| 11986 | Garmin Ltd. | &nbsp;&nbsp; 2780872 |
|  | **Household Products — 0.3%** | **Household Products — 0.3%** |
| 25284 | Colgate-Palmolive Co. | &nbsp;&nbsp; 2154955 |
| 25471 | Kimberly-Clark Corp. | &nbsp;&nbsp; 2457188 |
| 17575 | Procter & Gamble Co. | &nbsp;&nbsp; 2538533 |
|  |  | &nbsp;&nbsp; 7150676 |
|  | **Interactive Media & Services — 0.2%** | **Interactive Media & Services — 0.2%** |
| 16652 | Alphabet, Inc., Class A | &nbsp;&nbsp; 4788449 |
|  | **Media — 0.1%** | **Media — 0.1%** |
| 1317588 | Optimum Communications, Inc., Class A(g) | &nbsp;&nbsp; 1712864 |
|  | **Metals & Mining — 0.1%** | **Metals & Mining — 0.1%** |
| 82534 | Kinross Gold Corp. | &nbsp;&nbsp; 2518938 |
|  | **Oil, Gas & Consumable Fuels — 0.2%** | **Oil, Gas & Consumable Fuels — 0.2%** |
| 26406 | Exxon Mobil Corp. | &nbsp;&nbsp; 4480042 |
| 27932 | Williams Cos., Inc. | &nbsp;&nbsp; 2032891 |
|  |  | &nbsp;&nbsp; 6512933 |
|  | **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** |
| 73341 | Bristol-Myers Squibb Co. | &nbsp;&nbsp; 4448132 |
| 32815 | Merck & Co., Inc. | &nbsp;&nbsp; 3947316 |
|  |  | &nbsp;&nbsp; 8395448 |
|  | **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** |
| 288943 | China Aoyuan Group Ltd.(g) | &nbsp;&nbsp; 2206 |
| 1256662 | Kaisa Group Holdings Ltd.(g) | &nbsp;&nbsp; 14264 |
| 723818 | Sunac China Holdings Ltd.(g) | &nbsp;&nbsp; 98327 |
| 1035825 | Times China Holdings Ltd.(g) | &nbsp;&nbsp; 9794 |
| 3205816 | Yuzhou Group Holdings Co. Ltd.(g) | &nbsp;&nbsp; 65006 |
|  |  | &nbsp;&nbsp; 189597 |
|  | **Retail REITs — 0.1%** | **Retail REITs — 0.1%** |
| 17413 | Simon Property Group, Inc. | &nbsp;&nbsp; 3248047 |
|  | **Semiconductors & Semiconductor Equipment — 0.5%** | **Semiconductors & Semiconductor Equipment — 0.5%** |
| 1894 | ASML Holding NV | &nbsp;&nbsp; 2501652 |
| 13508 | Broadcom, Inc. | &nbsp;&nbsp; 4180861 |
| 11661 | Lam Research Corp. | &nbsp;&nbsp; 2491489 |
| 7653 | &nbsp;&nbsp; Taiwan Semiconductor Manufacturing Co. <br> Ltd., ADR<br>| &nbsp;&nbsp; 2586332 |
| 28457 | Wolfspeed, Inc.(g) | &nbsp;&nbsp; 464418 |
|  |  | &nbsp;&nbsp; 12224752 |
|  | **Software — 0.3%** | **Software — 0.3%** |
| 11195 | Microsoft Corp. | &nbsp;&nbsp; 4144053 |

---

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Software — continued** | **Software — continued** |
| 13457 | Salesforce, Inc. | &nbsp;&nbsp; $2512019 |
| 15158 | SAP SE, ADR | &nbsp;&nbsp; 2595201 |
|  |  | &nbsp;&nbsp; 9251273 |
|  | **Specialty Retail — 0.2%** | **Specialty Retail — 0.2%** |
| 27381 | TJX Cos., Inc. | &nbsp;&nbsp; 4372746 |
|  | **Technology Hardware, Storage & Peripherals — 0.2%** | **Technology Hardware, Storage & Peripherals — 0.2%** |
| 16417 | Apple, Inc. | &nbsp;&nbsp; 4166470 |
|  | &nbsp;&nbsp; Total Common Stocks <br>(Identified Cost $169,403,576)<br>| &nbsp;&nbsp; 136423733 |

---

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>|  |  |
| **Senior Loans — 4.7%** | **Senior Loans — 4.7%** | **Senior Loans — 4.7%** |
|  | **Aerospace & Defense — 0.1%** | **Aerospace & Defense — 0.1%** |
| $2090000 | &nbsp;&nbsp; TransDigm, Inc., 2026 Term Loan N, 1 mo. USD <br> SOFR + 2.500%, 6.168%, 2/13/2033(b)(k)<br>| &nbsp;&nbsp; 2090397 |
|  | **Automotive — 0.0%** | **Automotive — 0.0%** |
| 930734 | &nbsp;&nbsp; First Brands Group LLC, 2021 Term Loan, <br> 10.759% PIK, 3/30/2027(d)(f)(k)<br>| &nbsp;&nbsp; 1210 |
| 1304134 | &nbsp;&nbsp; First Brands Group LLC, 2022 Incremental Term <br> Loan, 3 mo. USD SOFR + 5.000%, <br> 10.782%, 3/30/2027(f)(k)<br>| &nbsp;&nbsp; 1695 |
| 896815 | &nbsp;&nbsp; First Brands Group LLC, 2025 DIP Term Loan, <br> 13.671% PIK, 6/29/2026(b)(d)(k)<br>| &nbsp;&nbsp; 206268 |
| 2562886 | &nbsp;&nbsp; First Brands Group LLC, 2025 PIK DIP Roll-Up <br> Term Loan B, 10.671% PIK, 6/29/2026(b)(d)(k)<br>| &nbsp;&nbsp; 1717 |
|  |  | &nbsp;&nbsp; 210890 |
|  | **Brokerage — 0.4%** | **Brokerage — 0.4%** |
| 9323321 | &nbsp;&nbsp; Edelman Financial Center LLC, 2024 Term Loan, <br> 1 mo. USD SOFR + 3.000%, <br> 6.668%, 4/07/2028(b)(k)<br>| &nbsp;&nbsp; 9308124 |
|  | **Diversified Manufacturing — 0.0%** | **Diversified Manufacturing — 0.0%** |
| 1272240 | &nbsp;&nbsp; Resideo Funding, Inc., 2024 M&A 1st lien Term <br> Loan B, 6 mo. USD SOFR + 2.000%, <br> 5.641%, 6/13/2031(b)(k)<br>| &nbsp;&nbsp; 1265090 |
|  | **Electric — 0.5%** | **Electric — 0.5%** |
| 12735661 | &nbsp;&nbsp; NRG Energy, Inc., 2024 Term Loan, 3 mo. USD <br> SOFR + 1.750%, 5.521%, 4/16/2031(b)(k)<br>| &nbsp;&nbsp; 12750562 |
|  | **Gaming — 0.3%** | **Gaming — 0.3%** |
| 3082695 | &nbsp;&nbsp; Flutter Financing BV, 2024 Term Loan B, 3 mo. <br> USD SOFR + 1.750%, 5.450%, 11/30/2030(b)(k)<br>| &nbsp;&nbsp; 3044161 |
| 5066713 | &nbsp;&nbsp; Flutter Financing BV, 2025 Term Loan B, 3 mo. <br> USD SOFR + 2.000%, 5.700%, 6/04/2032(b)(k)<br>| &nbsp;&nbsp; 5003379 |
|  |  | &nbsp;&nbsp; 8047540 |
|  | **Healthcare — 0.7%** | **Healthcare — 0.7%** |
| 15137664 | &nbsp;&nbsp; Bausch & Lomb Corp., 2025 Repriced Term <br> Loan, 1 mo. USD SOFR + 3.750%, <br> 7.418%, 1/15/2031(b)(k)<br>| &nbsp;&nbsp; 15156586 |
| 153753 | &nbsp;&nbsp; Hanger, Inc., 2024 Delayed Draw Term Loan, <br> 3.500%, 10/23/2031(l)<br>| &nbsp;&nbsp; 154022 |
| 255101 | &nbsp;&nbsp; Hanger, Inc., 2024 Delayed Draw Term Loan, <br> 1 mo. USD SOFR + 3.500%, <br> 5.788%, 10/23/2031(b)(k)<br>| &nbsp;&nbsp; 255547 |
| 3155350 | &nbsp;&nbsp; Hanger, Inc., 2024 Term Loan B, 1 mo. USD <br> SOFR + 3.500%, 7.168%, 10/23/2031(b)(k)<br>| &nbsp;&nbsp; 3160872 |
|  |  | &nbsp;&nbsp; 18727027 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Media Entertainment — 0.3%** | **Media Entertainment — 0.3%** |
| $7325000 | &nbsp;&nbsp; Electronic Arts, Inc., USD Term Loan B, <br> 3/24/2033(m)<br>| &nbsp;&nbsp; $7279219 |
|  | **Property & Casualty Insurance — 1.1%** | **Property & Casualty Insurance — 1.1%** |
| 13316428 | &nbsp;&nbsp; Amynta Agency Borrower, Inc., 2026 Repriced <br> Term Loan B, 1 mo. USD SOFR + 2.500%, <br> 6.168%, 12/29/2031(b)(k)<br>| &nbsp;&nbsp; 13104830 |
| 13771421 | &nbsp;&nbsp; Ardonagh Midco 3 PLC, 2024 USD Term Loan <br> B, USD SOFR + 2.750%, 6.374%, 2/15/2031(b)(k)<br>| &nbsp;&nbsp; 13435811 |
| 285293 | &nbsp;&nbsp; Baldwin Insurance Group Holdings LLC, 2025 <br> Term Loan B2, 1 mo. USD SOFR + 2.500%, <br> 6.178%, 5/26/2031(b)(k)<br>| &nbsp;&nbsp; 280064 |
| 936150 | &nbsp;&nbsp; Ryan Specialty Group LLC, 2024 USD Term <br> Loan B, 1 mo. USD SOFR + 2.000%, <br> 5.668%, 9/15/2031(b)(k)<br>| &nbsp;&nbsp; 933810 |
| 1734409 | &nbsp;&nbsp; Truist Insurance Holdings LLC, 2024 Term Loan <br> B, 3 mo. USD SOFR + 2.750%, <br> 6.450%, 5/06/2031(b)(k)<br>| &nbsp;&nbsp; 1707855 |
|  |  | &nbsp;&nbsp; 29462370 |
|  | **Retailers — 0.0%** | **Retailers — 0.0%** |
| 252167 | &nbsp;&nbsp; PetSmart, Inc., 2025 USD Term Loan B, <br> 8/18/2032(m)<br>| &nbsp;&nbsp; 250212 |
|  | **Technology — 1.3%** | **Technology — 1.3%** |
| 1084523 | &nbsp;&nbsp; Darktrace PLC, 1st Lien Term Loan, 3 mo. USD <br> SOFR + 3.250%, 6.898%, 10/09/2031(b)<br>| &nbsp;&nbsp; 1035860 |
| 13366333 | &nbsp;&nbsp; Dayforce, Inc., 2026 Term Loan, 3 mo. USD <br> SOFR + 3.000%, 6.661%, 2/04/2033(b)(k)<br>| &nbsp;&nbsp; 12627443 |
| 9005000 | &nbsp;&nbsp; Gryphon Acquire Newco LLC, Term Loan B, <br> 3 mo. USD SOFR + 3.000%, <br> 6.675%, 9/13/2032(b)(k)<br>| &nbsp;&nbsp; 9007251 |
| 5132320 | &nbsp;&nbsp; Kaseya, Inc., 2025 1st Lien Term Loan B, 1 mo. <br> USD SOFR + 3.250%, 6.918%, 3/22/2032(b)(k)<br>| &nbsp;&nbsp; 4779473 |
| 8732271 | &nbsp;&nbsp; Open Text Corp., 2023 Term Loan B, 1 mo. USD <br> SOFR + 1.750%, 5.418%, 1/31/2030(b)(k)<br>| &nbsp;&nbsp; 8532651 |
|  |  | &nbsp;&nbsp; 35982678 |
|  | &nbsp;&nbsp; Total Senior Loans <br>(Identified Cost $131,171,852)<br>| &nbsp;&nbsp; 125374109 |

---

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount/** <br>**Shares (‡)**<br>|  |  |
| **Private Credit — 0.8%** | **Private Credit — 0.8%** | **Private Credit — 0.8%** |
|  | **ABS Other — 0.1%** | **ABS Other — 0.1%** |
| $3300000 | &nbsp;&nbsp; Chol Aviation Capital Ltd., <br> 7.134%, 8/30/2034(b)(e)(n)<br>| &nbsp;&nbsp; 3184602 |
|  | **Banking — 0.5%** | **Banking — 0.5%** |
| 7000000 | &nbsp;&nbsp; AP Bosphorus Holdings Ltd., <br> 6.274%, 12/15/2037(n)<br>| &nbsp;&nbsp; 6905905 |
| 6645000 | &nbsp;&nbsp; Bosphorous Financial Services Ltd., <br> 5.823%, 2/15/2033(e)(n)<br>| &nbsp;&nbsp; 6509600 |
|  |  | &nbsp;&nbsp; 13415505 |
|  | **Building Materials — 0.2%** | **Building Materials — 0.2%** |
| 532 | QXO, Inc., 4.750%(e)(g)(n)(o)(p) | &nbsp;&nbsp; 6028783 |
|  | &nbsp;&nbsp; Total Private Credit <br>(Identified Cost $22,265,000)<br>| &nbsp;&nbsp; 22628890 |

---

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount** <br>| **Description** | **Value (†)** |
| **Collateralized Loan Obligations — 0.7%** | **Collateralized Loan Obligations — 0.7%** | **Collateralized Loan Obligations — 0.7%** |
| $6730000 | &nbsp;&nbsp; 522 Funding CLO Ltd., Series 2018-3A, <br> Class DR, 3 mo. USD SOFR + 3.362%, <br> 7.029%, 10/20/2031(a)(b)<br>| &nbsp;&nbsp; $6731514 |
| 3095000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2021-5A, Class D1R, <br> 3 mo. USD SOFR + 2.750%, <br> 6.422%, 1/15/2038(a)(b)<br>| &nbsp;&nbsp; 3070370 |
| 2885000 | &nbsp;&nbsp; Elmwood CLO VIII Ltd., Series 2021-1A, <br> Class DR, 3 mo. USD SOFR + 3.800%, <br> 7.468%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 2886425 |
| 4390000 | &nbsp;&nbsp; Fort Greene Park CLO LLC, Series 2025-2A, <br> Class DR, 3 mo. USD SOFR + 2.350%, <br> 6.019%, 4/22/2034(a)(b)<br>| &nbsp;&nbsp; 4262611 |
| 990000 | &nbsp;&nbsp; Madison Park Funding XXXI Ltd., <br> Series 2018-31A, Class D1R, 3 mo. USD SOFR + <br> 3.300%, 6.971%, 7/23/2037(a)(b)<br>| &nbsp;&nbsp; 946476 |
| 1540000 | &nbsp;&nbsp; Vibrant CLO XIV Ltd., Series 2021-14A, Class C, <br> 3 mo. USD SOFR + 4.012%, <br> 7.679%, 10/20/2034(a)(b)<br>| &nbsp;&nbsp; 1515690 |
|  | &nbsp;&nbsp; Total Collateralized Loan Obligations <br>(Identified Cost $19,630,000)<br>| &nbsp;&nbsp; 19413086 |

---

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

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares**<br>|  |  |
| **Preferred Stocks — 0.3%** | **Preferred Stocks — 0.3%** | **Preferred Stocks — 0.3%** |
| **Convertible Preferred Stocks — 0.1%** | **Convertible Preferred Stocks — 0.1%** | **Convertible Preferred Stocks — 0.1%** |
|  | **Brokerage — 0.0%** | **Brokerage — 0.0%** |
| 5450 | Apollo Global Management, Inc., 6.750% | &nbsp;&nbsp; 318607 |
|  | **Chemicals — 0.0%** | **Chemicals — 0.0%** |
| 5850 | Albemarle Corp., 7.250% | &nbsp;&nbsp; 420322 |
|  | **Electric — 0.1%** | **Electric — 0.1%** |
| 31940 | PG&E Corp., Series A, 6.000% | &nbsp;&nbsp; 1373101 |
|  | **Technology — 0.0%** | **Technology — 0.0%** |
| 8850 | Oracle Corp., Series D, 6.500% | &nbsp;&nbsp; 398339 |
|  | &nbsp;&nbsp; Total Convertible Preferred Stocks <br>(Identified Cost $2,628,727)<br>| &nbsp;&nbsp; 2510369 |
| **Non-Convertible Preferred Stocks — 0.2%** | **Non-Convertible Preferred Stocks — 0.2%** | **Non-Convertible Preferred Stocks — 0.2%** |
|  | **Home Construction — 0.2%** | **Home Construction — 0.2%** |
| 208246 | Hovnanian Enterprises, Inc., 7.625% | &nbsp;&nbsp; 4269043 |

---

------

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Office REITs — 0.0%** | **Office REITs — 0.0%** |
| 1596 | &nbsp;&nbsp; Highwoods Properties, Inc., Series A, 8.625%, <br> (n)<br>| &nbsp;&nbsp; $1419290 |
|  | &nbsp;&nbsp; Total Non-Convertible Preferred Stocks <br>(Identified Cost $2,784,734)<br>| &nbsp;&nbsp; 5688333 |
|  | &nbsp;&nbsp; Total Preferred Stocks <br>(Identified Cost $5,413,461)<br>| &nbsp;&nbsp; 8198702 |
| **Other Investments — 0.0%** | **Other Investments — 0.0%** | **Other Investments — 0.0%** |
|  | **Professional Services — 0.0%** | **Professional Services — 0.0%** |
| 17706962 | &nbsp;&nbsp; CFLD Cayman Trust Units(g)(n) <br>(Identified Cost $85,398)<br>| &nbsp;&nbsp; 89979 |
|  | &nbsp;&nbsp; Total Purchased Options — 0.0% <br>(Identified Cost $30,204) (see details below)<br>| &nbsp;&nbsp; 23830 |

---

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>|  |  |
| **Short-Term Investments — 6.0%** | **Short-Term Investments — 6.0%** | **Short-Term Investments — 6.0%** |
| $36892740 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, dated 3/31/2026 <br> at 2.150% to be repurchased at $36,894,943 on <br> 4/01/2026 collateralized by $37,488,600 <br> U.S. Treasury Note, 4.125% due 9/30/2027 <br> valued at $37,630,698 including accrued <br> interest(q)<br>| &nbsp;&nbsp; 36892740 |
| 33953000 | &nbsp;&nbsp; U.S. Treasury Bills, <br> 3.580%–3.582%, 10/01/2026(r)(s)<br>| &nbsp;&nbsp; 33333386 |
| 67940000 | U.S. Treasury Bills, 3.598%, 9/24/2026(s) | &nbsp;&nbsp; 66752759 |
| 23531000 | &nbsp;&nbsp; U.S. Treasury Bills, <br> 3.613%–3.625%, 9/17/2026(r)(s)<br>| &nbsp;&nbsp; 23134066 |
|  | &nbsp;&nbsp; Total Short-Term Investments <br>(Identified Cost $160,103,826)<br>| &nbsp;&nbsp; 160112951 |
|  | &nbsp;&nbsp; Total Investments — 99.3% <br>(Identified Cost $2,884,310,364)<br>| &nbsp;&nbsp; 2662951209 |
|  | Other assets less liabilities — 0.7% | &nbsp;&nbsp; 17539128 |
|  | Net Assets — 100.0% | &nbsp;&nbsp; $2680490337 |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Options — 0.0%** | **Purchased Options — 0.0%** | **Purchased Options — 0.0%** | **Purchased Options — 0.0%** | **Purchased Options — 0.0%** | **Purchased Options — 0.0%** | **Purchased Options — 0.0%** |
| **Description** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp;&nbsp; **Exercise** <br>**Price**<br>| **Shares** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Cost** | **Value (†)** |
| **Options on Futures — 0.0%** | **Options on Futures — 0.0%** | **Options on Futures — 0.0%** | **Options on Futures — 0.0%** | **Options on Futures — 0.0%** | **Options on Futures — 0.0%** | **Options on Futures — 0.0%** |
| CBOT 5 Year U.S. Treasury Notes, Put | 4/24/2026 | 103 | &nbsp;&nbsp;&nbsp; 3050000 | &nbsp;&nbsp;&nbsp; $329948048 | &nbsp;&nbsp;&nbsp; $30204 | &nbsp;&nbsp;&nbsp; $23830 |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Written Options — (0.1%)** | **Written Options — (0.1%)** | **Written Options — (0.1%)** | **Written Options — (0.1%)** | **Written Options — (0.1%)** | **Written Options — (0.1%)** | **Written Options — (0.1%)** |
| **Description** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp;&nbsp; **Exercise** <br>**Price**<br>| **Shares** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Premiums** <br>**(Received)**<br>| **Value (†)** |
| **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** | **Options on Futures — (0.1%)** |
| CBOT 5 Year U.S. Treasury Notes, Put | 4/24/2026 | 108.25 | &nbsp;&nbsp;&nbsp; (3050000)<br>| &nbsp;&nbsp;&nbsp; $(329948048)<br>| &nbsp;&nbsp;&nbsp; $(644831)<br>| &nbsp;&nbsp;&nbsp; $(1596486)<br>|

---

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

------

---

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

---

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

---

| | |
|:---|:---|
| (‡) | Principal Amount stated in U.S. dollars unless otherwise noted. |
| (a) | &nbsp;&nbsp;&nbsp; All or a portion of these securities are exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in <br> transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, the value of Rule 144A holdings amounted to <br> $1,045,235,723 or 39.0% of net assets.<br>|
| (b) | &nbsp;&nbsp;&nbsp; Variable rate security. Rate as of March 31, 2026 is disclosed. Issuers comprised of various lots with differing coupon rates have been aggregated for <br> the purpose of presentation in the Portfolio of Investments and show a weighted average rate. Certain variable rate securities are not based on a <br> published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. These securities may <br> not indicate a reference rate and/or spread in their description.<br>|
| (c) | Perpetual bond with no specified maturity date. |
| (d) | Payment–in–kind security for which the issuer, at each interest payment date, may make interest payments in cash and/or additional principal. |
| (e) | Securities subject to restriction on resale. At March 31, 2026, the restricted securities held by the Fund are as follows: |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Acquisition** <br>**Date**<br>| &nbsp;&nbsp; **Acquisition** <br>**Cost**<br>| **Value** | &nbsp;&nbsp; **% of** <br>**Net Assets**<br>|
| Add Hero Holdings Ltd. | 9/01/2021-4/03/2024 | $378350 | $32106 | Less than 0.1% |
| Add Hero Holdings Ltd. | 9/01/2021-4/03/2024 | 301709 | 8338 | Less than 0.1% |
| Add Hero Holdings Ltd. | 9/01/2021-4/03/2024 | 378673 | 7960 | Less than 0.1% |
| Bosphorous Financial Services Ltd. | 1/20/2026 | 6645000 | 6509600 | 0.2% |
| China Aoyuan Group Ltd. | 9/01/2021-4/12/2024 | 15610 | 2889 | Less than 0.1% |
| China Aoyuan Group Ltd. | 9/01/2021-9/19/2024 | 4622 | 1952 | Less than 0.1% |
| China Aoyuan Group Ltd. | 9/01/2021-9/30/2024 | 114116 | 1181 | Less than 0.1% |
| Chol Aviation Capital Ltd. | 2/10/2026 | 3300000 | 3184602 | 0.1% |
| CIFI Holdings Group Co. Ltd. | 8/26/2021-12/29/2025 | 4051864 | 170579 | Less than 0.1% |
| QXO, Inc. | 1/12/2026 | 5320000 | 6028783 | 0.2% |
| Yuzhou Group Holdings Co. Ltd. | 7/21/2021-12/31/2025 | 7234191 | 267002 | Less than 0.1% |
| Yuzhou Group Holdings Co. Ltd. | 7/21/2021-1/07/2026 | 7000491 | 238360 | Less than 0.1% |
| Yuzhou Group Holdings Co. Ltd. | 7/21/2021-1/07/2026 | 6166553 | 185791 | Less than 0.1% |
| Yuzhou Group Holdings Co. Ltd. | 7/21/2021-1/07/2026 | 645956 | 156781 | Less than 0.1% |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Acquisition**<br> **Date**<br>| &nbsp;&nbsp; **Acquisition**<br> **Cost**<br>| **Value** | &nbsp;&nbsp; **% of**<br> **Net Assets**<br>|
| Yuzhou Group Holdings Co. Ltd. | 7/21/2021-1/09/2026 | $2843409 | $82816 | Less than 0.1% |
| Yuzhou Group Holdings Co. Ltd. | 7/21/2021-1/07/2026 | 1252737 | 7309 | Less than 0.1% |

---

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

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

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

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

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(l) Unfunded loan commitment. An unfunded loan commitment is a contractual obligation
 for future funding at the option of the borrower. The Fund receives a stated coupon rate until the borrower draws on the loan commitment, at
 which time the rate will become the stated rate in the loan agreement.

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(n) Level 3 security. Value has been determined using significant unobservable inputs.

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

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

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

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

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

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

---

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

---

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

---

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

---

**Swap Agreements**

The Fund may enter into credit default and interest rate swaps. A credit default swap is an agreement between two parties (the "protection buyer" and "protection seller") to exchange the credit risk of an issuer ("reference obligation") for a specified time period. The reference obligation may be one or more debt securities or an index of such securities. The Fund may be either the protection buyer or the protection seller. As a protection buyer, the Fund has the ability to hedge the downside risk of an issuer or group of issuers. As a protection seller, the Fund has the ability to gain exposure to an issuer or group of issuers whose bonds are unavailable or in short supply in the cash bond market, as well as realize additional income in the form of fees paid by the protection buyer. The protection buyer is obligated to pay the protection seller a stream of payments ("fees") over the term of the contract, provided that no credit event, such as a default or a downgrade in credit rating, occurs on the reference obligation. The Fund may also pay or receive upfront premiums. If a credit event occurs, the protection seller must pay the protection buyer the difference between the agreed upon notional value and market value of the reference obligation. Market value in this case is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with a specified valuation method, are used to calculate the value. The maximum potential amount of undiscounted future payments that a Fund as the protection seller could be required to make under a credit default swap agreement would be an amount equal to the notional amount of the agreement.

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

------

into the agreement. Wider credit spreads represent a deterioration of the reference entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.

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

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

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

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

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

**Buy Protection**<br>

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Reference Obligation** | &nbsp;&nbsp;&nbsp; **(Pay)/** <br>**Receive** <br>**Fixed Rate**<br>| &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Notional** <br>**Value(‡)**<br>| &nbsp;&nbsp; **Unamortized** <br>**Up Front Premium** <br>**Paid/(Received)**<br>| &nbsp;&nbsp; **Market** <br>**Value**<br>| &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CDX.NA.HY\* .S46 | (5.00%) | 6/20/2031 | &nbsp;&nbsp;&nbsp; 81000000 | &nbsp;&nbsp;&nbsp; $(3187089)<br>| &nbsp;&nbsp;&nbsp; $(4025997)<br>| &nbsp;&nbsp;&nbsp; $(838908)<br>|

---

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

(‡) Notional value stated in U.S. dollars unless otherwise noted. <br> \* CDX.NA.HY is an index composed of North American high yield credit default swaps.

**Forward Foreign Currency Contracts**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| At March 31, 2026, the Fund had the following open forward foreign currency contracts: | At March 31, 2026, the Fund had the following open forward foreign currency contracts: | At March 31, 2026, the Fund had the following open forward foreign currency contracts: | At March 31, 2026, the Fund had the following open forward foreign currency contracts: | At March 31, 2026, the Fund had the following open forward foreign currency contracts: | At March 31, 2026, the Fund had the following open forward foreign currency contracts: | At March 31, 2026, the Fund had the following open forward foreign currency contracts: | At March 31, 2026, the Fund had the following open forward foreign currency contracts: |
| **Counterparty** | &nbsp;&nbsp; **Delivery** <br>**Date**<br>| &nbsp;&nbsp; **Currency** <br>**Bought/** <br>**Sold (B/S)** | &nbsp;&nbsp; **Currency** <br>**Bought/** <br>**Sold (B/S)** | **Units** <br>**of** <br>**Currency**<br>| **In Exchange** <br>**for**<br>| **Notional** <br>**Value**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| Bank of America N.A. | 6/17/2026 | EUR | &nbsp;&nbsp; S | &nbsp;&nbsp; 8149000 | &nbsp;&nbsp; $9484662 | &nbsp;&nbsp; $9451754 | &nbsp;&nbsp; $32908 |

---

**Futures Contracts**

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

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

------

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 5 Year U.S. Treasury Notes Futures | 6/30/2026 | 22025 | &nbsp;&nbsp;&nbsp; $2416707362 | &nbsp;&nbsp;&nbsp; $2382657628 | &nbsp;&nbsp;&nbsp; $(34049734)<br>|

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 2 Year U.S. Treasury Notes Futures | 6/30/2026 | 639 | &nbsp;&nbsp;&nbsp; $133517441 | &nbsp;&nbsp;&nbsp; $132557554 | &nbsp;&nbsp;&nbsp; $959887 |
| CBOT U.S. Long Bond Futures | 6/18/2026 | 358 | &nbsp;&nbsp;&nbsp; 42108610 | &nbsp;&nbsp;&nbsp; 40767250 | &nbsp;&nbsp;&nbsp; 1341360 |
| CBOT Ultra Long-Term U.S. Treasury Bond Futures | 6/18/2026 | 881 | &nbsp;&nbsp;&nbsp; 105380311 | &nbsp;&nbsp;&nbsp; 102691563 | &nbsp;&nbsp;&nbsp; 2688748 |
| Ultra 10 Year U.S. Treasury Notes Futures | 6/18/2026 | 4408 | &nbsp;&nbsp;&nbsp; 511594195 | &nbsp;&nbsp;&nbsp; 500376875 | &nbsp;&nbsp;&nbsp; 11217320 |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $16207315 |

---

**Fair Value Measurements**

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

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

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Bonds and Notes(a) | $— | $2051313471 | $— | $2051313471 |
| Equity-Linked Notes |  | 139372458 |  | 139372458 |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Real Estate Management & Development | 79270 | 110327 |  | 189597 |
| &nbsp;&nbsp;&nbsp; All Other Common Stocks(a) | 136234136 |  |  | 136234136 |
| Total Common Stocks | 136313406 | 110327 |  | 136423733 |
| Senior Loans(a) |  | 125374109 |  | 125374109 |
| Private Credit |  |  |  |  |
| &nbsp;&nbsp;&nbsp; ABS Other |  |  | 3184602 | 3184602 |
| &nbsp;&nbsp;&nbsp; Banking |  |  | 13415505 | 13415505 |
| &nbsp;&nbsp;&nbsp; Building Materials |  |  | 6028783 | 6028783 |
| Total Private Credit |  |  | 22628890 | 22628890 |
| Collateralized Loan Obligations |  | 19413086 |  | 19413086 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Convertible Preferred Stocks(a) | 2510369 |  |  | 2510369 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp; Non-Convertible Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Home Construction | $4269043 | $— | $— | $4269043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Office REITs |  |  | 1419290 | 1419290 |
| &nbsp;&nbsp;&nbsp; Total Non-Convertible Preferred Stocks | 4269043 |  | 1419290 | 5688333 |
| Total Preferred Stocks | 6779412 |  | 1419290 | 8198702 |
| Other Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Professional Services |  |  | 89979 | 89979 |
| Short-Term Investments |  | 160112951 |  | 160112951 |
| Purchased Options(a) | 23830 |  |  | 23830 |
| Total Investments | 143116648 | 2495696402 | 24138159 | 2662951209 |
| Forward Foreign Currency Contracts (unrealized appreciation) |  | 32908 |  | 32908 |
| Futures Contracts (unrealized appreciation) | 16207315 |  |  | 16207315 |
| Total | $159323963 | $2495729310 | $24138159 | $2679191432 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Written Options(a) | $(1596486)<br>| $— | $— | $(1596486)<br>|
| Centrally Cleared Credit Default Swap Agreements (unrealized depreciation) |  | (838908)<br>|  | (838908)<br>|
| Futures Contracts (unrealized depreciation) | (34049734)<br>|  |  | (34049734)<br>|
| Total | $(35646220)<br>| $(838908)<br>| $— | $(36485128)<br>|

---

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

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

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Investments in Securities | Balance as of <br>December 31, <br>2025<br>| Accrued <br>Discounts <br>(Premiums)<br>| Realized <br>Gain (Loss)<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation)<br>| Purchases | Sales | Transfers <br>into <br>Level 3<br>| Transfers <br>out of <br>Level 3<br>| Balance as of <br>March 31, <br>2026<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation) <br>from <br>Investments <br>Still Held at <br>March 31, <br>2026<br>|
| Private Credit |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; ABS Other | $— | $— | $— | $(115398)<br>| $3300000 | $— | $— | $— | $3184602 | $(115398)<br>|
| &nbsp;&nbsp;&nbsp; Banking |  |  |  | (229495)<br>| 13645000 |  |  |  | 13415505 | (229495)<br>|
| &nbsp;&nbsp;&nbsp; Building Materials |  |  |  | 708783 | 5320000 |  |  |  | 6028783 | 708783 |
| Preferred Stocks |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Preferred Stocks |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Office REITs | 1424328 |  |  | (5038)<br>|  |  |  |  | 1419290 | (5038)<br>|
| Other Investments |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Professional Services | 88842 |  |  | 1137 |  |  |  |  | 89979 | 1137 |
| Total | $1513170 | $— | $— | $359989 | $22265000 | $— | $— | $— | $24138159 | $359989 |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

- **b. EDGAR series identifier (if any):** S000006706

- **c. LEI of Series:** KYFRBC8QABICX3ZM7C76

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2724331155.86

**Total Liabilities:** $44673937.78

**Net Assets:** $2679657218.08

**Cash Not Reported:** $33628777.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1095.86000000 | **1-Year:** -29076.55000000 | **5-Year:** -140439.47000000 | **10-Year:** -247965.82000000 | **30-Year:** -107195.65000000

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

- **3-Month:** -4676.87000000 | **1-Year:** -62206.64000000 | **5-Year:** -162084.20000000 | **10-Year:** -86921.68000000 | **30-Year:** -15415.74000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018251 | 0.45%                | 1.39%                | -2.82%               |
| Class ID C000018253 | 0.46%                | 1.31%                | -2.92%               |
| Class ID C000018254 | 0.47%                | 1.41%                | -2.81%               |
| Class ID C000082999 | 0.43%                | 1.38%                | -2.86%               |
| Class ID C000125487 | 0.55%                | 1.42%                | -2.88%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7865515.34             | $-1051349.74                               |
| Month 2  | $-5181785.40             | $20942303.81                               |
| Month 3  | $12516296.21             | $-86277419.94                              |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                              | Title                                                                                                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                          | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                   | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    7520000 | PA      | $6903660.80   | 0.26%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                          | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                   | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    3680000 | PA      | $3661279.84   | 0.14%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AP BOSPHORUS HLDGS LTD                            | AP BOSPHORUS HLDGS LTD                                                                                                   | CUSIP: 00188MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    7000000 | PA      | $6905905.30   | 0.26%             | 2037-12-15      | Fixed         | 6.27%                 | No            |                  3 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                                                                 | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     803000 | PA      | $793365.45    | 0.03%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      11804 | NS      | $2567251.96   | 0.10%             |  |  |  | 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        |    4030000 | PA      | $3660149.81   | 0.14%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4530000 | PA      | $4007918.36   | 0.15%             | 2033-10-29      | Fixed         | 3.40%                 | 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        |   15030000 | PA      | $14607997.58  | 0.55%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                | Osaic Holdings Inc                                                                                                       | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    4698000 | PA      | $4698586.78   | 0.18%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                               | Advanced Energy Industries Inc                                                                                           | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |     774000 | PA      | $1860541.20   | 0.07%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                                                           | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    7035000 | PA      | $6990303.83   | 0.26%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                           | Aircastle Ltd / Aircastle Ireland DAC                                                                                    | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    3695000 | PA      | $3783378.01   | 0.14%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                    | Albemarle Corp                                                                                                           | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |       5850 | NS      | $420322.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                           | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3508000 | PA      | $3527118.60   | 0.13%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                           | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3110000 | PA      | $3136472.54   | 0.12%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                                                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      16652 | NS      | $4788449.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTA WIND HOLDINGS LLC                            | Alta Wind Holdings LLC                                                                                                   | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18103871 | PA      | $17173734.34  | 0.64%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Optimum Communications Inc                        | Optimum Communications Inc                                                                                               | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    1317588 | NS      | $1712864.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                                                           | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3822000 | PA      | $3787167.21   | 0.14%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                       | Cencora Inc                                                                                                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       3814 | NS      | $1198129.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                     | Amphenol Corp                                                                                                            | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      19695 | NS      | $2488463.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                            | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                                                              | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6435000 | PA      | $6102551.17   | 0.23%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                                                                      | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     495000 | PA      | $484655.17    | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                                                                      | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     585000 | PA      | $568528.09    | 0.02%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                               | Elevance Health Inc                                                                                                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       2069 | NS      | $605699.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                          | Apollo Global Management Inc                                                                                             | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       5450 | NS      | $318607.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      16417 | NS      | $4166470.43   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Applebees/IHOP Funding LLC                        | Applebee's Funding LLC / IHOP Funding LLC                                                                                | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5925000 | PA      | $5972792.83   | 0.22%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                   | APL Finance 2023-1 DAC                                                                                                   | CUSIP: 03790CAJ0<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |    6250000 | PA      | $6157704.38   | 0.23%             | 2036-03-20      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                                                            | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $3107929.08   | 0.12%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                                                            | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1545012.07   | 0.06%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                                                            | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    8850000 | PA      | $8776730.41   | 0.33%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2024-A                                                                                                | CUSIP: 03837DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1160000 | PA      | $1165494.92   | 0.04%             | 2050-04-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| ARC FALCON I INC/ARCL/HO                          | ARC Falcon I Inc / Arclin USA LLC / New Arclin US Holding Corp                                                           | CUSIP: 03881HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2933764.50   | 0.11%             | 2033-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                | Ardonagh Finco Ltd                                                                                                       | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    6780000 | PA      | $6859441.26   | 0.26%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Arixa Mortgage Trust                              | Arixa Mortgage Trust 2025-RTL1                                                                                           | CUSIP: 04046BAA1<br>LEI: 254900Q4SU6C9E56ZJ68 | Long             | ABS-MBS          | CORP              | US        |    1350000 | PA      | $1353467.48   | 0.05%             | 2030-08-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ARROWHEAD RESEARCH CORP                           | Arrowhead Pharmaceuticals Inc                                                                                            | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1029427.00   | 0.04%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                                                                  | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    1358000 | PA      | $1346997.84   | 0.05%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust                    | Ascent Education Funding Trust 2024-A                                                                                    | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     532518 | PA      | $543314.86    | 0.02%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust                    | Ascent Education Funding Trust 2024-A                                                                                    | CUSIP: 04362VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     495000 | PA      | $482600.25    | 0.02%             | 2050-10-25      | Fixed         | 8.01%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                       | Ashland Inc                                                                                                              | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |   10887000 | PA      | $9775855.47   | 0.36%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                               | Ashtead Capital Inc                                                                                                      | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2925939.26   | 0.11%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                               | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     785000 | PA      | $757531.65    | 0.03%             | 2033-01-28      | Fixed         | 4.88%                 | 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        |     715000 | PA      | $733209.55    | 0.03%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                 | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     710000 | PA      | $715537.93    | 0.03%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                 | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $911150.10    | 0.03%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                                                              | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2721000 | PA      | $2666295.74   | 0.10%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                                                              | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2522000 | PA      | $2415988.36   | 0.09%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                                                                      | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2266897.58   | 0.08%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                                                                      | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1153442.98   | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BBSG Mortgage Trust                               | BBSG 2016-MRP Mortgage Trust                                                                                             | CUSIP: 055287AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     335000 | PA      | $301493.30    | 0.01%             | 2036-06-05      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Commercial Mortgage Trust 2025-660F                                                                                 | CUSIP: 05556QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2095000 | PA      | $2089762.50   | 0.08%             | 2042-11-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-NRD                                                                                                       | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7375000 | PA      | $7240865.71   | 0.27%             | 2038-12-15      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-DELC                                                                                                       | CUSIP: 05594MAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650000 | PA      | $648375.00    | 0.02%             | 2042-12-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC              | Baldwin Insurance Group Holdings LLC 2025 Term Loan B2                                                                   | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |     285293 | PA      | $280064.06    | 0.01%             | 2031-05-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                                                                | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   20223000 | PA      | $20234608.00  | 0.76%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | BARCLAYS BANK PLC                                                                                                        | CUSIP: 06748N525<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       4479 | PA      | $2596352.45   | 0.10%             | 2026-04-07      | Fixed         | 14.92%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                        | CUSIP: 06748N582<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      92572 | PA      | $3213704.93   | 0.12%             | 2026-04-29      | Fixed         | 20.38%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                        | CUSIP: 06748N814<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      27710 | PA      | $3998140.92   | 0.15%             | 2026-08-21      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                        | CUSIP: 06748N822<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       9257 | PA      | $3847896.45   | 0.14%             | 2026-05-13      | Fixed         | 12.12%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                        | CUSIP: 06748N848<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      11493 | PA      | $2967110.01   | 0.11%             | 2026-06-09      | Fixed         | 17.11%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                        | CUSIP: 06748U107<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      19264 | PA      | $4209549.71   | 0.16%             | 2026-04-29      | Fixed         | 11.39%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                        | CUSIP: 06748U131<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      10277 | PA      | $2746263.12   | 0.10%             | 2026-10-20      | Fixed         | 10.69%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                        | CUSIP: 06748U305<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |        706 | PA      | $2497473.81   | 0.09%             | 2026-12-18      | Fixed         | 12.31%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                        | CUSIP: 06748U339<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      13873 | PA      | $2278553.65   | 0.09%             | 2026-07-23      | Fixed         | 36.38%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                        | CUSIP: 06748U396<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      13553 | PA      | $2870613.77   | 0.11%             | 2027-01-28      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                        | CUSIP: 06748U404<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      22454 | PA      | $3777435.16   | 0.14%             | 2027-02-11      | Fixed         | 15.35%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                        | CUSIP: 06748U412<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       5676 | PA      | $2210218.66   | 0.08%             | 2026-05-28      | Fixed         | 18.34%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                        | CUSIP: 06748U453<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      39143 | PA      | $3191163.29   | 0.12%             | 2026-09-10      | Fixed         | 22.94%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                        | CUSIP: 06748U487<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      31341 | PA      | $4024447.19   | 0.15%             | 2027-03-04      | Fixed         | 21.33%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                        | CUSIP: 06748U503<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      26841 | PA      | $3617646.19   | 0.14%             | 2027-03-11      | Fixed         | 16.15%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                                                                        | CUSIP: 06748U537<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      19064 | PA      | $4027334.70   | 0.15%             | 2027-03-25      | Fixed         | 15.25%                | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                | Bausch + Lomb Corp                                                                                                       | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    1675000 | PA      | $1729437.50   | 0.06%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                                                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    8690000 | PA      | $7957519.99   | 0.30%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                              | Beignet Investor LLC                                                                                                     | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18525000 | PA      | $19046592.68  | 0.71%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2024-1CON                                                                                       | CUSIP: 08862HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     701279 | PA      | $718212.71    | 0.03%             | 2035-04-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2024-1CON                                                                                       | CUSIP: 08862HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     289324 | PA      | $294161.26    | 0.01%             | 2035-04-17      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                       | BioMarin Pharmaceutical Inc                                                                                              | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     110189 | NS      | $6224576.61   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                           | Black Pearl Compute LLC                                                                                                  | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2615738.29   | 0.10%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                 | Bloom Energy Corp                                                                                                        | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     887000 | PA      | $944477.60    | 0.04%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                            | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   15485000 | PA      | $14969758.30  | 0.56%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                            | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     345000 | PA      | $331161.39    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                                            | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2287619.46   | 0.09%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                                            | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    9835000 | PA      | $10824153.75  | 0.40%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                                            | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2609027.37   | 0.10%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                              | Booking Holdings Inc                                                                                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        683 | NS      | $2875648.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | Bristol-Myers Squibb Co                                                                                                  | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      73341 | NS      | $4448131.65   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                      | Broadcom Inc                                                                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      13508 | NS      | $4180861.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                                             | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6895000 | PA      | $5857894.50   | 0.22%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                                             | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1147601.64   | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| B2GOLD CORP                                       | B2Gold Corp                                                                                                              | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |     695000 | PA      | $1121382.50   | 0.04%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                             | Burlington Stores Inc                                                                                                    | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |    1104000 | PA      | $1821600.00   | 0.07%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                      | Business Jet Securities 2024-2 LLC                                                                                       | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1477157 | PA      | $1469979.24   | 0.05%             | 2039-09-15      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                       | CAFL 2026-R1 Issuer LLC                                                                                                  | CUSIP: 124761AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4805000 | PA      | $4799531.91   | 0.18%             | 2036-03-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                                                               | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10845000 | PA      | $10657594.17  | 0.40%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2021-V Ltd                                                                                                  | CUSIP: 12565EAN1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    3095000 | PA      | $3070369.99   | 0.11%             | 2038-01-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CLSEC Holdings 22T LLC                            | Clsec Holdings 22t LLC                                                                                                   | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2179331 | PA      | $2134628.40   | 0.08%             | 2037-05-11      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLI Funding VIII LLC                                                                                                     | CUSIP: 12572DAA2<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    2320102 | PA      | $2298965.21   | 0.09%             | 2050-06-21      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                     | CME Group Inc                                                                                                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       6386 | NS      | $1886105.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                               | Commercial Mortgage Pass Through Certificates                                                                            | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66945 | PA      | $66488.55     | 0.00%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                         | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   14005000 | PA      | $10357414.56  | 0.39%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                         | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    4883000 | PA      | $2687378.92   | 0.10%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                         | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $516230.43    | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                         | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $645095.23    | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                         | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   48110000 | PA      | $16976450.61  | 0.63%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                         | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    6425000 | PA      | $3774350.83   | 0.14%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                         | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     415000 | PA      | $246057.07    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                         | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    5540000 | PA      | $1997356.03   | 0.07%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                                                                     | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    2925000 | PA      | $2487955.57   | 0.09%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                                                                     | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    1690000 | PA      | $1395298.65   | 0.05%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL6 Trust                                                                                                     | CUSIP: 12657GAE5<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    2510000 | PA      | $1942931.51   | 0.07%             | 2060-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                                             | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1715000 | PA      | $1724757.27   | 0.06%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                           | Canada Government Bonds                                                                                                  | CUSIP: 135087T95<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   24081000 | PA      | $17134883.93  | 0.64%             | 2028-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                                                                                           | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    6510000 | PA      | $6585470.56   | 0.25%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                                               | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2622306.47   | 0.10%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                                                            | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    4230000 | PA      | $4272405.75   | 0.16%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                                                            | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    6880000 | PA      | $6934572.16   | 0.26%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-N3                                                                                   | CUSIP: 14687WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3020000 | PA      | $3011743.32   | 0.11%             | 2032-04-12      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust          | Castlelake Aircraft Structured Trust 2019-1                                                                              | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |     164646 | PA      | $163005.03    | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust              | Castlelake Aircraft Securitization Trust 2018-1                                                                          | CUSIP: 14856CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2028037 | PA      | $1987523.42   | 0.07%             | 2043-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                                                          | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    4846000 | PA      | $4523601.92   | 0.17%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                                                          | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    5450000 | PA      | $5427331.82   | 0.20%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                                                          | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    1160000 | PA      | $1174500.00   | 0.04%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital                                          | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1238889.97   | 0.05%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital                                          | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12245000 | PA      | $7194664.12   | 0.27%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital                                          | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1476036.11   | 0.06%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital                                          | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2937975.48   | 0.11%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                       | Chemours Co/The                                                                                                          | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    1217000 | PA      | $1204981.52   | 0.04%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                                                                     | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   20426000 | PA      | $12568117.80  | 0.47%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                                                                     | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   28559000 | PA      | $17654602.62  | 0.66%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                            | Choice Hotels International Inc                                                                                          | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1255613.48   | 0.05%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                | Cipher Compute LLC                                                                                                       | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2039000 | PA      | $2112463.13   | 0.08%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                        | Citadel LP                                                                                                               | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1124537.92   | 0.04%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                        | Citadel LP                                                                                                               | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1477257.69   | 0.06%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      21389 | NS      | $2425726.49   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                      | CUSIP: 17333F843<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      89589 | PA      | $2353832.18   | 0.09%             | 2026-08-04      | Fixed         | 18.24%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                      | CUSIP: 17333P155<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      43229 | PA      | $3982090.00   | 0.15%             | 2026-09-17      | Fixed         | 17.29%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                      | CUSIP: 17333P288<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      11925 | PA      | $4076359.72   | 0.15%             | 2026-08-06      | Fixed         | 13.34%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                      | CUSIP: 17333P551<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      14156 | PA      | $2381205.55   | 0.09%             | 2026-07-01      | Fixed         | 18.37%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                      | CUSIP: 17333P650<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      15501 | PA      | $2500925.43   | 0.09%             | 2026-11-17      | Fixed         | 21.69%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                      | CUSIP: 17333P742<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |       7892 | PA      | $1693421.24   | 0.06%             | 2027-01-07      | Fixed         | 25.01%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                      | CUSIP: 17333Q286<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      23894 | PA      | $2892540.09   | 0.11%             | 2027-02-18      | Fixed         | 14.01%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                      | CUSIP: 17333Q518<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      34514 | PA      | $3997968.92   | 0.15%             | 2026-09-24      | Fixed         | 25.61%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                      | CUSIP: 17333Q526<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |       2952 | PA      | $2673123.41   | 0.10%             | 2026-10-15      | Fixed         | 17.87%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                      | CUSIP: 17333Q690<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |       4589 | PA      | $3684094.28   | 0.14%             | 2027-02-25      | Fixed         | 15.65%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                                                                      | CUSIP: 17333Q823<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      23397 | PA      | $2210998.09   | 0.08%             | 2027-02-04      | Fixed         | 24.18%                | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                                                             | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    3010000 | PA      | $3146328.92   | 0.12%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                                                             | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1936082.81   | 0.07%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLIF Holdings LLC                                                                                                        | CUSIP: 18683CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5809933 | PA      | $5765562.23   | 0.22%             | 2050-12-20      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO                              | Fort Greene Park CLO LLC                                                                                                 | CUSIP: 18914KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4390000 | PA      | $4262610.98   | 0.16%             | 2034-04-22      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                    | Cloudflare Inc                                                                                                           | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     399000 | PA      | $452367.79    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                              | Colgate-Palmolive Co                                                                                                     | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      25284 | NS      | $2154955.32   | 0.08%             |  |  |  | No            |                  1 | 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        |    1040000 | PA      | $1058036.51   | 0.04%             | 2054-08-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                                                  | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3028000 | PA      | $3013253.64   | 0.11%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                                                  | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    6668000 | PA      | $5794758.72   | 0.22%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                                                  | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   10294000 | PA      | $8117951.34   | 0.30%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                                                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     114156 | NS      | $3277418.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                                                                     | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    3411000 | PA      | $3375138.45   | 0.13%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                                                                     | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    4816000 | PA      | $4747831.93   | 0.18%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMPASS INCORP                                    | Compass Inc                                                                                                              | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $979290.00    | 0.04%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                                             | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    9276000 | PA      | $9453733.82   | 0.35%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                                             | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    3749000 | PA      | $3283724.96   | 0.12%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                       | Corevest American Finance 2021-1 Trust                                                                                   | CUSIP: 21873LAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5350000 | PA      | $4702913.22   | 0.18%             | 2053-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                   | CoreVest American Finance 2021-3 Trust                                                                                   | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1510000 | PA      | $1357149.19   | 0.05%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                       | Corteva Inc                                                                                                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      43923 | NS      | $3676794.33   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                             | Costco Wholesale Corp                                                                                                    | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       3653 | NS      | $3639958.79   | 0.14%             |  |  |  | No            |                  1 | 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        |    1030000 | PA      | $1049076.12   | 0.04%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                             | CyberArk Software Ltd                                                                                                    | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    1000000 | PA      | $1026800.00   | 0.04%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                   | DR Horton Inc                                                                                                            | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2095408.47   | 0.08%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                      | Dayforce Inc 2026 Term Loan                                                                                              | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   13366334 | PA      | $12627442.67  | 0.47%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                      | DC Commercial Mortgage Trust 2023-DC                                                                                     | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3755000 | PA      | $3793248.81   | 0.14%             | 2040-09-12      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                                                        | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    4790000 | PA      | $4683681.30   | 0.17%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                      | Dillard's Inc                                                                                                            | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1507605.00   | 0.06%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                      | Dillard's Inc                                                                                                            | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3446927.75   | 0.13%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                             | Directv Financing LLC                                                                                                    | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6790000 | PA      | $6758357.92   | 0.25%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                             | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                 | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8670000 | PA      | $8850589.60   | 0.33%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                                                             | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1432663.10   | 0.05%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                                                             | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    9580000 | PA      | $8906768.85   | 0.33%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                                                            | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18540000 | PA      | $18450492.59  | 0.69%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                                                            | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22190000 | PA      | $21999684.36  | 0.82%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                             | Directv Financing LLC                                                                                                    | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3143000 | PA      | $3136007.77   | 0.12%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                      | DoorDash Inc                                                                                                             | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1261735.00   | 0.05%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                  | Duke Energy Corp                                                                                                         | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      26829 | NS      | $3512989.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $32907.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                                                            | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   23075671 | PA      | $23300843.40  | 0.87%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                                                            | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    3667509 | PA      | $13100708.90  | 0.49%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                                                            | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   25930000 | PA      | $28010902.47  | 1.05%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                        | Elara HGV Timeshare Issuer 2021-A LLC                                                                                    | CUSIP: 28416LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     152758 | PA      | $146152.45    | 0.01%             | 2035-08-27      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                              | Elmwood CLO VIII Ltd                                                                                                     | CUSIP: 29003EAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2885000 | PA      | $2886425.19   | 0.11%             | 2037-04-20      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                               | Emerson Electric Co                                                                                                      | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      18295 | NS      | $2397010.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                         | Esab Corp                                                                                                                | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    3588000 | PA      | $3613151.88   | 0.13%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                        | Evergy Inc                                                                                                               | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     676000 | PA      | $911924.00    | 0.03%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group Inc                                                                                                        | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    6335000 | PA      | $6284738.93   | 0.23%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2025-ESH                                                                                     | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     445000 | PA      | $445556.25    | 0.02%             | 2042-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2025-ESH                                                                                     | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     485000 | PA      | $485606.25    | 0.02%             | 2042-10-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2025-ESH                                                                                     | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $600750.00    | 0.02%             | 2042-10-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2026-ESH2                                                                                    | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1481065 | PA      | $1484305.16   | 0.06%             | 2043-02-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2026-ESH2                                                                                    | CUSIP: 30227WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1213582 | PA      | $1213569.58   | 0.05%             | 2043-02-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                  | Exxon Mobil Corp                                                                                                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      28601 | NS      | $4852445.66   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                                                                       | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $7639731.52   | 0.29%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                                                          | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    8688000 | PA      | $8524851.52   | 0.32%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                            | First Brands Group LLC 2021 Term Loan                                                                                    | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     930734 | PA      | $1209.95      | 0.00%             | 2027-03-30      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                            | First Brands Group LLC 2022 Incremental Term Loan                                                                        | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    1304134 | PA      | $1695.37      | 0.00%             | 2027-03-30      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                           | First Brands Group LLC 2025 DIP Term Loan                                                                                | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     896816 | PA      | $206267.59    | 0.01%             | 2026-06-29      | Floating      | 13.67%                | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                            | First Brands Group LLC 2025 PIK DIP Roll-Up Term Loan B                                                                  | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    2562886 | PA      | $1717.13      | 0.00%             | 2026-06-29      | Floating      | 10.68%                | 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        |     940000 | PA      | $960727.66    | 0.04%             | 2028-10-16      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                  | FirstEnergy Corp                                                                                                         | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1262000 | PA      | $1455086.00   | 0.05%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                               | 522 Funding CLO 2018-3A Ltd                                                                                              | CUSIP: 33835NAG6<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |    6730000 | PA      | $6731514.25   | 0.25%             | 2031-10-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2022-3                                                                                        | CUSIP: 33845PAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2650000 | PA      | $2501284.12   | 0.09%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2023-3                                                                                        | CUSIP: 33846BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90000 | PA      | $90782.60     | 0.00%             | 2029-07-16      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                 | Flash Compute LLC                                                                                                        | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2846000 | PA      | $2865327.19   | 0.11%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                        | Fluor Corp                                                                                                               | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     676000 | PA      | $832494.00    | 0.03%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                          | FOCUS Brands Funding                                                                                                     | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1466250 | PA      | $1534892.93   | 0.06%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Credit Master Note Business Trust  | Fortiva Retail Credit Master Note Business Trust                                                                         | CUSIP: 34962AAW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6145000 | PA      | $6185946.59   | 0.23%             | 2029-11-15      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2023-2                                                                                          | CUSIP: 35042RAD8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |     440752 | PA      | $469045.18    | 0.02%             | 2049-06-15      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                                                            | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    3927000 | PA      | $3681849.56   | 0.14%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                                      | Freshpet Inc                                                                                                             | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |     353000 | PA      | $405385.20    | 0.02%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                        | GITSIT Mortgage Loan Trust 2025-NPL2                                                                                     | CUSIP: 361728AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3922667 | PA      | $3901543.00   | 0.15%             | 2055-12-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2012-TMSQ                                                                              | CUSIP: 36197QAG4<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |     919722 | PA      | $917952.67    | 0.03%             | 2031-04-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2013-PEMB                                                                              | CUSIP: 36197VAE8<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    7680000 | PA      | $768000.00    | 0.03%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2014-GC22                                                                                   | CUSIP: 36253BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5785000 | PA      | $751702.90    | 0.03%             | 2047-06-10      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2014-GC22                                                                                   | CUSIP: 36253BAZ6<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $734141.16    | 0.03%             | 2047-06-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                   | GS Finance Corp                                                                                                          | CUSIP: 36263Y382<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     102479 | PA      | $3347209.58   | 0.12%             | 2026-04-15      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                   | GS Finance Corp                                                                                                          | CUSIP: 36263Y440<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |       6611 | PA      | $4338762.74   | 0.16%             | 2026-11-04      | Fixed         | 18.83%                | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                             | GFL Environmental Holdings US Inc                                                                                        | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2077000 | PA      | $2037113.08   | 0.08%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                               | General Electric Co                                                                                                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       8795 | NS      | $2495757.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                                                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      21056 | NS      | $2934574.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GITSIT Mortgage Loan Trust                        | GITSIT Mortgage Loan Trust 2025-NPL1                                                                                     | CUSIP: 375926AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2635000 | PA      | $2638916.93   | 0.10%             | 2055-02-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                                     | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   17930000 | PA      | $18479879.03  | 0.69%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                                     | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    9181000 | PA      | $9934616.42   | 0.37%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                             | Global SC Finance X Ltd                                                                                                  | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2467391 | PA      | $2454849.56   | 0.09%             | 2045-09-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                             | Global SC Finance X Ltd                                                                                                  | CUSIP: 37893FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2496975 | PA      | $2484969.54   | 0.09%             | 2045-09-20      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                              | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     389000 | PA      | $380314.47    | 0.01%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                              | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     721000 | PA      | $696594.73    | 0.03%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust         | GoodLeap Home Improvement Solutions Trust 2024-1                                                                         | CUSIP: 381935AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     738745 | PA      | $746135.14    | 0.03%             | 2046-10-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                          | Granite Construction Inc                                                                                                 | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     450000 | PA      | $1180125.00   | 0.04%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire Newco, LLC                        | Gryphon Acquire Newco LLC Term Loan B                                                                                    | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    9005000 | PA      | $9007251.25   | 0.34%             | 2032-09-13      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                            | Guidewire Software Inc                                                                                                   | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     795000 | PA      | $791521.88    | 0.03%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                                                                  | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2421858.90   | 0.09%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                          | Halozyme Therapeutics Inc                                                                                                | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     770000 | PA      | $759605.00    | 0.03%             | 2032-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                        | Hanger Inc 2024 Term Loan B                                                                                              | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    3155350 | PA      | $3160871.51   | 0.12%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                        | Hanger Inc 2024 Delayed Draw Term Loan                                                                                   | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     408854 | PA      | $409569.02    | 0.02%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                             | Helmerich & Payne Inc                                                                                                    | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    6270000 | PA      | $6163795.92   | 0.23%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                                                          | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     647500 | PA      | $650488.67    | 0.02%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                          | Hess Midstream Operations LP                                                                                             | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2530000 | PA      | $2431171.37   | 0.09%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS PROPERTIES                              | Highwoods Properties Inc                                                                                                 | CUSIP: 431284207<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EP               |  | US        |       1596 | NS      | $1419290.10   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                                                         | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1816000 | PA      | $1774190.05   | 0.07%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2025-3EXT                                                                                   | CUSIP: 43283DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     958217 | PA      | $961687.09    | 0.04%             | 2044-10-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2024-1B                                                                                     | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     244820 | PA      | $251613.72    | 0.01%             | 2039-09-15      | Fixed         | 8.85%                 | 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        |    1745000 | PA      | $1574609.30   | 0.06%             | 2031-07-01      | Fixed         | 4.88%                 | 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        |    8288741 | PA      | $8140875.20   | 0.30%             | 2026-12-17      | Fixed         | 2.85%                 | 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        |    4144370 | PA      | $4071721.95   | 0.15%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                           | Honeywell Aerospace Inc                                                                                                  | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    1112000 | PA      | $1103329.74   | 0.04%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                | Horizon Aircraft Finance III Ltd                                                                                         | CUSIP: 44055FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4830000 | PA      | $869400.00    | 0.03%             | 2039-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                                                                 | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    7250000 | PA      | $7192993.40   | 0.27%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOVNANIAN ENTERPRISES                             | Hovnanian Enterprises Inc                                                                                                | CUSIP: 442487112<br>LEI: 549300805N4EF0ROBT53 | Long             | EP               | CORP              | US        |     208246 | NS      | $4269043.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                              | Howmet Aerospace Inc                                                                                                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       6604 | NS      | $1521957.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                  | InterDigital Inc                                                                                                         | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $1268312.50   | 0.05%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                               | Invitation Homes Operating Partnership LP                                                                                | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    1740000 | PA      | $1660458.63   | 0.06%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                          | IREN Ltd                                                                                                                 | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    1187000 | PA      | $1042779.50   | 0.04%             | 2033-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                                                        | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    9980000 | PA      | $9709925.23   | 0.36%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                       | Island Finance Trust 2025-1                                                                                              | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     415000 | PA      | $417778.01    | 0.02%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                         | Itron Inc                                                                                                                | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     611000 | PA      | $614055.00    | 0.02%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                         | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    3593000 | PA      | $3604246.09   | 0.13%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                          | JH North America Holdings Inc                                                                                            | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $3183328.11   | 0.12%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                          | JH North America Holdings Inc                                                                                            | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    4570000 | PA      | $4551787.64   | 0.17%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                                                            | CUSIP: 46596CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2595000 | PA      | $2588512.50   | 0.10%             | 2042-01-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                                                            | CUSIP: 46596CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1795000 | PA      | $1785900.97   | 0.07%             | 2042-01-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                                                                   | CUSIP: 4662AA570<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      74411 | PA      | $4212503.67   | 0.16%             | 2026-04-06      | Fixed         | 12.28%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                                                                   | CUSIP: 4662AA612<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |     110103 | PA      | $4061424.85   | 0.15%             | 2026-04-23      | Fixed         | 16.22%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                                                                   | CUSIP: 466303773<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      79413 | PA      | $4174476.65   | 0.16%             | 2026-04-28      | Fixed         | 17.97%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                                                                   | CUSIP: 466303807<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |       3398 | PA      | $3461839.38   | 0.13%             | 2026-07-14      | Fixed         | 15.65%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                                                                   | CUSIP: 466303831<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      14764 | PA      | $2610921.27   | 0.10%             | 2026-12-02      | Fixed         | 17.21%                | 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        |     290000 | PA      | $282367.20    | 0.01%             | 2047-12-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                                                           | CUSIP: 46639YAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3110000 | PA      | $901900.00    | 0.03%             | 2046-04-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                              | Jacobs Solutions Inc                                                                                                     | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    2671000 | PA      | $2604888.42   | 0.10%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                         | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    2555000 | PA      | $2652253.21   | 0.10%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                         | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    5520000 | PA      | $5522539.20   | 0.21%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                         | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     835000 | PA      | $918373.92    | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                                                            | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    3893000 | PA      | $3946341.61   | 0.15%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                                                            | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    6075000 | PA      | $6195357.35   | 0.23%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                      | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10180000 | PA      | $10446054.30  | 0.39%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC                  | Kapitus Asset Securitization V LLC                                                                                       | CUSIP: 48555NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2705000 | PA      | $2693007.11   | 0.10%             | 2032-04-10      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                        | Kaseya Inc 2025 1st Lien Term Loan B                                                                                     | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    5145280 | PA      | $4791542.08   | 0.18%             | 2032-03-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                                                                      | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      25471 | NS      | $2457187.37   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                           | Kingpin Intermediate Holdings LLC                                                                                        | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |    3409000 | PA      | $3012107.18   | 0.11%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                 | Kinross Gold Corp                                                                                                        | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      74443 | NS      | $2272000.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KYRGYZ REP INTL BOND                              | Kyrgyz Republic International Bond                                                                                       | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |    6925000 | PA      | $6906648.75   | 0.26%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limited                 | Labrador Aviation Finance Ltd 2016-1A                                                                                    | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     439231 | PA      | $450516.07    | 0.02%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-3                                                                                        | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $200559.76    | 0.01%             | 2032-02-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp                                                                                                        | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       6743 | NS      | $1440709.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Darktrace PLC                                     | Darktrace PLC 1st Lien Term Loan                                                                                         | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1084523 | PA      | $1035860.09   | 0.04%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                                                               | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   13790000 | PA      | $14013787.43  | 0.52%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                                                               | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    1762000 | PA      | $1703514.37   | 0.06%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I                          | Ligand Pharmaceuticals Inc                                                                                               | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |     683000 | PA      | $826088.50    | 0.03%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                             | Lumentum Holdings Inc                                                                                                    | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     442000 | PA      | $1701490.62   | 0.06%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                          | Lyft Inc                                                                                                                 | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    1074000 | PA      | $1010015.44   | 0.04%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAPS Trust                                        | MAPS 2021-1 Trust                                                                                                        | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2845498 | PA      | $2735625.17   | 0.10%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MKS INC                                           | MKS Inc                                                                                                                  | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     481000 | PA      | $794612.00    | 0.03%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                                                                 | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $3359878.14   | 0.13%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                                                                        | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     860000 | PA      | $900542.79    | 0.03%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                                                                        | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    1110000 | PA      | $1104322.58   | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXXI Ltd                                                                                            | CUSIP: 55819DBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     990000 | PA      | $946475.64    | 0.04%             | 2037-07-23      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                            | Discovery Global Holdings Inc                                                                                            | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   10453000 | PA      | $9250905.00   | 0.35%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                    | Mariner Finance Issuance Trust 2024-A                                                                                    | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     505000 | PA      | $513268.77    | 0.02%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2023-4                                                                                            | CUSIP: 57108UAB0<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2455332.00   | 0.09%             | 2033-12-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2024-1                                                                                            | CUSIP: 57108VAB8<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |     263543 | PA      | $264201.65    | 0.01%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                          | Marriott Ownership Resorts Inc                                                                                           | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2232863.11   | 0.08%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                                            | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2661932.95   | 0.10%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                                                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       7500 | NS      | $3747450.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                              | Matador Resources Co                                                                                                     | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    4042000 | PA      | $4045799.48   | 0.15%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC                        | Amynta Agency Borrower Inc 2026 Repriced Term Loan B                                                                     | CUSIP: 57810JAN8<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |   13316428 | PA      | $13104829.79  | 0.49%             | 2031-12-29      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                                                           | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      32815 | NS      | $3947316.35   | 0.15%             |  |  |  | No            |                  1 | 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        |    4285000 | PA      | $4288106.63   | 0.16%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust        | Mercury Financial Credit Card Master Trust                                                                               | CUSIP: 58940BBH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8985000 | PA      | $8843261.63   | 0.33%             | 2031-12-22      | Fixed         | 8.29%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                               | Meritage Homes Corp                                                                                                      | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    9610000 | PA      | $9599521.64   | 0.36%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                                                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      11195 | NS      | $4144053.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                          | Microchip Technology Inc                                                                                                 | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     625000 | PA      | $609687.50    | 0.02%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                                                                    | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2682089.40   | 0.10%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                                                                    | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    4280000 | PA      | $3717699.16   | 0.14%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                                                                    | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    6924000 | PA      | $6807021.10   | 0.25%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                      | Moody's Corp                                                                                                             | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       6497 | NS      | $2834316.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                                                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      26008 | NS      | $4280136.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                           | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11482000 | PA      | $11762291.12  | 0.44%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                           | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8585000 | PA      | $8287293.66   | 0.31%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                                                              | CUSIP: 61762TAH9<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    1135000 | PA      | $703665.95    | 0.03%             | 2046-08-15      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                                                             | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    4060000 | PA      | $4029195.56   | 0.15%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                                                             | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     984000 | PA      | $1021172.49   | 0.04%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc                                                                                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       7546 | NS      | $1102772.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc 2024 Term Loan                                                                                            | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2031-04-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                          | National Life Insurance Co                                                                                               | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $26000400.00  | 0.97%             | 2039-09-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NETAPP INC                                        | NetApp Inc                                                                                                               | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2772796.23   | 0.10%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                        | NetApp Inc                                                                                                               | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2210664.54   | 0.08%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC             | New Economy Assets - Phase 1 Sponsor LLC                                                                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1180000 | PA      | $990468.87    | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NLV FINANCIAL CORP                                | NLV Financial Corp                                                                                                       | CUSIP: 65486AAA1<br>LEI: UV78A3V7RXYC94JD0985 | Long             | DBT              | CORP              | US        |    8920000 | PA      | $9582042.40   | 0.36%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOMURA AMERICA FINANCE                            | Nomura America Finance LLC                                                                                               | CUSIP: 65543G812<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |      17749 | PA      | $2034051.34   | 0.08%             | 2027-03-18      | Fixed         | 20.20%                | No            |                  2 | On Loan: No      |
| NOVA LTD                                          | Nova Ltd                                                                                                                 | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |    1101000 | PA      | $1694364.81   | 0.06%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                       | Nutanix Inc                                                                                                              | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     967000 | PA      | $871755.45    | 0.03%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                               | ELECTRONIC ARTS INC USD TERM LOAN B                                                                                      | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    7325000 | PA      | $7279218.75   | 0.27%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                           | OAK-Eagle Acquireco Inc                                                                                                  | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    1912000 | PA      | $1981012.55   | 0.07%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                 | Chord Energy Corp                                                                                                        | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      53000 | PA      | $54719.44     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                 | Chord Energy Corp                                                                                                        | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    6626000 | PA      | $6713927.02   | 0.25%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                                                                     | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   13685000 | PA      | $12862876.36  | 0.48%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                                                                     | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    8105000 | PA      | $8122652.69   | 0.30%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | Onemain Financial Issuance Trust 2025-1                                                                                  | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     435000 | PA      | $437695.61    | 0.02%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                             | Open Text Corporation 2023 Term Loan B                                                                                   | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    8732271 | PA      | $8532650.91   | 0.32%             | 2030-01-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                              | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |       8850 | NS      | $398338.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                              | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     199000 | PA      | $126097.46    | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                              | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     394000 | PA      | $330322.78    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                              | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   12243000 | PA      | $11483872.30  | 0.43%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                              | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5018000 | PA      | $4221496.37   | 0.16%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                              | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1995088.22   | 0.07%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                              | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5603000 | PA      | $5200164.08   | 0.19%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                              | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4866000 | PA      | $4473420.85   | 0.17%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                                                                | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      31940 | NS      | $1373100.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The              | PNC Financial Services Group Inc/The                                                                                     | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      14087 | NS      | $2931363.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-2 LLC                                                                                                          | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     309479 | PA      | $308748.24    | 0.01%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-2 LLC                                                                                                          | CUSIP: 69382HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3825000 | PA      | $3813660.41   | 0.14%             | 2030-05-25      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                         | Packaging Corp of America                                                                                                | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       5896 | NS      | $1251249.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                       | Paychex Inc                                                                                                              | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1933316.54   | 0.07%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                      | PetSmart Inc 2025 USD Term Loan B                                                                                        | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |     252167 | PA      | $250212.48    | 0.01%             | 2032-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                          | PetSmart LLC / PetSmart Finance Corp                                                                                     | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7840000 | PA      | $7878180.80   | 0.29%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                                                                     | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    7774000 | PA      | $7056803.41   | 0.26%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                                                                     | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    3691000 | PA      | $3984667.03   | 0.15%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                             | Pinnacle West Capital Corp                                                                                               | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     918000 | PA      | $1051110.00   | 0.04%             | 2027-06-15      | Fixed         | 4.75%                 | 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        |     735938 | PA      | $700830.56    | 0.03%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                  | Planet Fitness Master Issuer LLC                                                                                         | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    1940450 | PA      | $1952867.52   | 0.07%             | 2054-06-05      | Fixed         | 5.76%                 | 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        |   13035000 | PA      | $12041365.02  | 0.45%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                                                        | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    7340000 | PA      | $6824815.60   | 0.25%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                                                        | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     801000 | PA      | $867082.50    | 0.03%             | 2027-08-15      | Fixed         | 2.50%                 | 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        |    2810000 | PA      | $2831214.10   | 0.11%             | 2028-08-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                           | Procter & Gamble Co/The                                                                                                  | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      22513 | NS      | $3251777.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QTS ISSUER ABS II LLC                             | QTS Issuer ABS II LLC                                                                                                    | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1630000 | PA      | $1576614.24   | 0.06%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                             | QTS Issuer ABS II LLC                                                                                                    | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $395883.28    | 0.01%             | 2056-01-05      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                             | QTS Issuer ABS II LLC                                                                                                    | CUSIP: 74690FBF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6385000 | PA      | $6374343.44   | 0.24%             | 2056-03-05      | Fixed         | 7.20%                 | 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        |    5270000 | PA      | $4863040.59   | 0.18%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                                                                    | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   13230000 | PA      | $13415259.69  | 0.50%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO VIII Mortgage LLC 2025-3                                                                                             | CUSIP: 74939GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     205000 | PA      | $205393.72    | 0.01%             | 2030-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach ABS Trust 2025-1                                                                                                   | CUSIP: 75525PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     695000 | PA      | $703246.87    | 0.03%             | 2032-08-16      | Fixed         | 5.99%                 | 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        |    1269245 | PA      | $1262112.02   | 0.05%             | 2031-06-13      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                                                                    | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  283105000 | PA      | $7713174.65   | 0.29%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                                                                    | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  227645000 | PA      | $5675358.71   | 0.21%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                      | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9630000 | PA      | $8632014.21   | 0.32%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                                                              | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    6635000 | PA      | $6518537.50   | 0.24%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                                                              | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    2012000 | PA      | $1942707.48   | 0.07%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                                                              | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1507000 | PA      | $1433631.84   | 0.05%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                        | Rubrik Inc                                                                                                               | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |    1454000 | PA      | $1251167.00   | 0.05%             | 2030-06-15      | None          | 0.00%                 | 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        |     936150 | PA      | $933809.63    | 0.03%             | 2031-09-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                    | Ryan Specialty LLC                                                                                                       | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    3635000 | PA      | $3592705.32   | 0.13%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2024-1 LLC                                                                                         | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     440000 | PA      | $450446.48    | 0.02%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2024-1 LLC                                                                                         | CUSIP: 783896AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     435000 | PA      | $451567.85    | 0.02%             | 2033-06-21      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                   | SEB Funding LLC                                                                                                          | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3195000 | PA      | $3251771.96   | 0.12%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                       | SBNA Auto Receivables Trust 2024-A                                                                                       | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     175000 | PA      | $177368.71    | 0.01%             | 2030-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                       | SBNA Auto Receivables Trust 2024-A                                                                                       | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     240000 | PA      | $244087.99    | 0.01%             | 2030-04-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2025-2 LLC                                                                                         | CUSIP: 78439XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1075000 | PA      | $1079341.82   | 0.04%             | 2036-06-20      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                   | Slam 2021-1 Ltd                                                                                                          | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    7770000 | PA      | $7365848.11   | 0.27%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                                                             | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2081051.35   | 0.08%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                                                             | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    3445000 | PA      | $3517668.83   | 0.13%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                    | Salesforce Inc                                                                                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      15861 | NS      | $2960772.87   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                                                                           | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    9562000 | PA      | $9532256.25   | 0.36%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                               | SANCHEZ ENERGY CORP                                                                                                      | CUSIP: 799ESCAH1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    9520000 | PA      | $952.00       | 0.00%             | 2021-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                               | SANCHEZ ENERGY CORP                                                                                                      | CUSIP: 799ESCAJ7<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   17908000 | PA      | $1790.80      | 0.00%             | 2023-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank Auto Credit-Linked Notes Series 2025-A                                                                    | CUSIP: 80290CCW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3211000 | PA      | $3194254.64   | 0.12%             | 2034-01-16      | Fixed         | 11.05%                | No            |                  2 | On Loan: No      |
| SAP SE                                            | SAP SE                                                                                                                   | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      15158 | NS      | $2595201.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE HDD CAYMAN                                | Seagate HDD Cayman                                                                                                       | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     369000 | PA      | $1751716.80   | 0.07%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                           | Sensata Technologies BV                                                                                                  | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    3212000 | PA      | $3099450.56   | 0.12%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                           | Sensata Technologies BV                                                                                                  | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     655000 | PA      | $656184.24    | 0.02%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                          | Sensata Technologies Inc                                                                                                 | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     600000 | PA      | $556512.13    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                          | Sensata Technologies Inc                                                                                                 | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3722941.60   | 0.14%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LTD                   | Shenton Aircraft Investment I Ltd                                                                                        | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |     538169 | PA      | $538168.63    | 0.02%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2025-3 Receivables Funding LLC                                                                          | CUSIP: 82650FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1133099 | PA      | $1128064.98   | 0.04%             | 2044-08-22      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                          | Simon Property Group Inc                                                                                                 | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      17413 | NS      | $3248046.89   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                                     | Snowflake Inc                                                                                                            | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |    1133000 | PA      | $1386338.80   | 0.05%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                                      | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    6260000 | PA      | $6124724.78   | 0.23%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                   | Solstice Advanced Materials Inc Term Loan B                                                                              | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2032-10-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                          | Solstice Advanced Materials Inc                                                                                          | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    2826000 | PA      | $2786555.26   | 0.10%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                                    | Sprite 2026-1 Ltd                                                                                                        | CUSIP: 85209QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3805000 | PA      | $3765095.44   | 0.14%             | 2041-03-15      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                                                                | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   10821000 | PA      | $9840027.66   | 0.37%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                       | FIXED INC CLEARING CORP.REPO                                                                                             | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   36892740 | PA      | $36892740.15  | 1.38%             |  |  |  | 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        |     227645 | PA      | $234332.80    | 0.01%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                | Sunnova Helios V Issuer LLC                                                                                              | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1168243 | PA      | $596525.96    | 0.02%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                                                                | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     194000 | PA      | $192441.42    | 0.01%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                        | Sunrun Atlas Issuer 2019-2 LLC                                                                                           | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1111537 | PA      | $1072302.28   | 0.04%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                         | Sunrun Demeter Issuer 2021-2 LLC                                                                                         | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     415755 | PA      | $377358.82    | 0.01%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                                                                             | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $3982084.57   | 0.15%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                                                           | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $6345797.33   | 0.24%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                                                                      | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    3980000 | PA      | $4043858.42   | 0.15%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                                                                      | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1768534.35   | 0.07%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                                                                      | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     463000 | PA      | $456667.56    | 0.02%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                                                                      | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     318000 | PA      | $308619.79    | 0.01%             | 2032-02-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                   | TJX Cos Inc/The                                                                                                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      27381 | NS      | $4372745.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Marine Containers Limited               | TMCL VII Holdings Ltd                                                                                                    | CUSIP: 87257FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    7237791 | PA      | $7219049.07   | 0.27%             | 2050-07-23      | Fixed         | 8.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                                                         | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   13242000 | PA      | $13042251.18  | 0.49%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                            | Takeoff Merger Sub Inc                                                                                                   | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    2923000 | PA      | $2886447.04   | 0.11%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd         | Taiwan Semiconductor Manufacturing Co Ltd                                                                                | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       7653 | NS      | $2586331.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                           | Talen Energy Supply LLC                                                                                                  | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    9224000 | PA      | $9121229.88   | 0.34%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                                                          | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    3887000 | PA      | $3890401.13   | 0.15%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC                                    | Tetra Tech Inc                                                                                                           | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |     726000 | PA      | $758960.40    | 0.03%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                             | Teva Pharmaceutical Finance Co LLC                                                                                       | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    7960000 | PA      | $8201299.44   | 0.31%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                                                           | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   25290000 | PA      | $18746999.02  | 0.70%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                                                           | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    5725000 | PA      | $5706534.59   | 0.21%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                                                           | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     685000 | PA      | $703042.90    | 0.03%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thunderbolt Aircraft Lease Limited/ US LLC        | Thunderbolt III Aircraft Lease Ltd                                                                                       | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     171607 | PA      | $170175.90    | 0.01%             | 2039-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                             | Time Warner Cable LLC                                                                                                    | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     720000 | PA      | $725901.02    | 0.03%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp/VA              | TOBACCO SETTLEMENT FING CORP VA                                                                                          | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   28335000 | PA      | $21545707.32  | 0.80%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                             | Toorak Mortgage Trust 2024-RRTL1                                                                                         | CUSIP: 89054YAA1<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-MBS          | CORP              | US        |     627731 | PA      | $628143.04    | 0.02%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                                                            | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    7705000 | PA      | $7541435.95   | 0.28%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2017-4                                                                                         | CUSIP: 89173UAD9<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    1120000 | PA      | $985654.21    | 0.04%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2019-4                                                                                         | CUSIP: 89178BAC8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     795000 | PA      | $700670.87    | 0.03%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc              | Trafigura Securitisation Finance PLC                                                                                     | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    2605000 | PA      | $2605177.14   | 0.10%             | 2027-11-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                   | Trans Union LLC 2024 Term Loan B8                                                                                        | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2031-06-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc 2026 Term Loan N                                                                                           | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    2090000 | PA      | $2090397.10   | 0.08%             | 2033-02-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                                                                      | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $12144232.76  | 0.45%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                                                                      | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3740728.48   | 0.14%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                  | TriNet Group Inc                                                                                                         | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $1944405.82   | 0.07%             | 2029-03-01      | Fixed         | 3.50%                 | 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        |    1734409 | PA      | $1707854.84   | 0.06%             | 2031-05-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                             | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4195000 | PA      | $4094463.89   | 0.15%             | 2030-08-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                             | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3180000 | PA      | $3127818.93   | 0.12%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                          | UGI Corp                                                                                                                 | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     718000 | PA      | $1006277.00   | 0.04%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                        | US Bancorp                                                                                                               | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      54133 | NS      | $2815457.33   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                            | UBS AG                                                                                                                   | CUSIP: 90304M345<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | SN               | CORP              | CH        |      14985 | PA      | $3582315.28   | 0.13%             | 2026-11-18      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                                                                    | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1034000 | PA      | $1243385.00   | 0.05%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                                                            | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   14800000 | PA      | $14773334.25  | 0.55%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                                                                     | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   13185000 | PA      | $12848782.50  | 0.48%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                         | United Parcel Service Inc                                                                                                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      12871 | NS      | $1266248.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                                                         | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    6985000 | PA      | $7072920.20   | 0.26%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                                      | CUSIP: 912797UG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   23531000 | PA      | $23134066.15  | 0.86%             | 2026-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                                      | CUSIP: 912797UH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   67940000 | PA      | $66752759.37  | 2.49%             | 2026-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  188340000 | PA      | $189016846.88 | 7.05%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41806000 | PA      | $41036834.82  | 1.53%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                      | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13715000 | PA      | $13606780.15  | 0.51%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                                                                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       3474 | NS      | $940029.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                        | Uniti Fiber Abs Issuer LLC                                                                                               | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     610000 | PA      | $619342.88    | 0.02%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                                                                | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    7475000 | PA      | $7783867.00   | 0.29%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                                                                | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    2210000 | PA      | $2310477.58   | 0.09%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                                                                | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   10895000 | PA      | $11316963.35  | 0.42%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                                                           | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     236000 | PA      | $268418.72    | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                                       | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    4692000 | PA      | $5157465.17   | 0.19%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                                       | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4595189.80   | 0.17%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                                       | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    6098000 | PA      | $6356825.22   | 0.24%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                                       | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    4775000 | PA      | $5057450.80   | 0.19%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                                       | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    3960000 | PA      | $4072566.96   | 0.15%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                                       | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2019000 | PA      | $2101682.09   | 0.08%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                                                                   | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   14300000 | PA      | $14243460.23  | 0.53%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                                                         | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1741000 | PA      | $1817474.07   | 0.07%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                                                         | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3720000 | PA      | $3445885.29   | 0.13%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                                                         | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1952000 | PA      | $1673398.77   | 0.06%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                   | Vibrant CLO XIV Ltd                                                                                                      | CUSIP: 92557EAL7<br>LEI: 5493000EYXFKXA2VRV24 | Long             | ABS-CBDO         | CORP              | KY        |    1540000 | PA      | $1515690.33   | 0.06%             | 2034-10-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                          | Viper Energy Partners LLC                                                                                                | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    7303000 | PA      | $7360036.43   | 0.27%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                                 | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1039099.90   | 0.04%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                                 | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2082000 | PA      | $2036598.87   | 0.08%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                        | Vivint Solar Financing V LLC                                                                                             | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1647790 | PA      | $1601443.83   | 0.06%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company       | Volofin Finance Designated Activity Co                                                                                   | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     690423 | PA      | $695443.54    | 0.03%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company       | Volofin Finance Designated Activity Co                                                                                   | CUSIP: 92873RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     965252 | PA      | $983764.64    | 0.04%             | 2037-06-15      | Fixed         | 6.21%                 | 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        |     602138 | PA      | $520836.90    | 0.02%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2012-C10                                                                                 | CUSIP: 92890NAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     651992 | PA      | $629166.03    | 0.02%             | 2045-12-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                    | VStrong Auto Receivables Trust 2024-A                                                                                    | CUSIP: 92891PAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $205718.00    | 0.01%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2013-C15                                                                                 | CUSIP: 92938CAH0<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    4781267 | PA      | $4647391.68   | 0.17%             | 2046-08-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2013-C15                                                                                 | CUSIP: 92938CAJ6<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    2612000 | PA      | $2389980.00   | 0.09%             | 2046-08-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                                                                  | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      24142 | PA      | $2469464.71   | 0.09%             | 2027-01-21      | Fixed         | 12.41%                | No            |                  2 | On Loan: No      |
| Wave USA                                          | WAVE 2019-1 LLC                                                                                                          | CUSIP: 94354KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7680201 | PA      | $6465946.19   | 0.24%             | 2044-09-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                                         | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7345000 | PA      | $7145998.10   | 0.27%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                                         | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3443000 | PA      | $3353971.22   | 0.13%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                                                           | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1251000 | PA      | $1230275.80   | 0.05%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                                                                  | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |       9151 | PA      | $3666426.39   | 0.14%             | 2026-05-26      | Fixed         | 17.83%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                                                                  | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      11759 | PA      | $3556654.94   | 0.13%             | 2026-04-01      | Fixed         | 12.01%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                                                                  | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      94856 | PA      | $2774357.87   | 0.10%             | 2026-06-25      | Fixed         | 12.27%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                                                                  | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      40125 | PA      | $2704752.18   | 0.10%             | 2026-10-06      | Fixed         | 11.37%                | No            |                  2 | On Loan: No      |
| BOSPHOROUS FINANCIAL SERVICES                     | BOSPHOROUS FINANCIAL SERVICES                                                                                            | CUSIP: 000000000<br>LEI: 549300BHNRSJEEYPML92 | Long             | DBT              | CORP              | US        |    6645000 | PA      | $6509599.49   | 0.24%             | 2033-02-15      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| Chol Aviation Capital Ltd.                        | Chol Aviation Capital Ltd.                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3184602.30   | 0.12%             | 2034-08-30      | Variable      | 7.13%                 | Yes           |                  3 | On Loan: No      |
| CFLDTRUSTUNT                                      | CFLDTRUSTUNT                                                                                                             | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | EC               | CORP              | CN        |   17706962 | NS      | $89978.97     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-1                                                                             | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1540000 | PA      | $1564651.70   | 0.06%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                             | Whistler Pipeline LLC                                                                                                    | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1618871.65   | 0.06%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                              | Williams Cos Inc/The                                                                                                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      27932 | NS      | $2032890.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America Inc                                                                                                 | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     750000 | PA      | $730381.88    | 0.03%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                | Willis Engine Structured Trust VI                                                                                        | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7488284 | PA      | $7052769.26   | 0.26%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                              | Wingstop Funding LLC                                                                                                     | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     905000 | PA      | $919089.31    | 0.03%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                     | Wolfspeed Inc                                                                                                            | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     208000 | PA      | $296660.00    | 0.01%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                     | Wolfspeed Inc                                                                                                            | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      28457 | NS      | $464418.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                                                             | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $2075981.55   | 0.08%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                                                             | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2141985.30   | 0.08%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                                                             | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2012155.18   | 0.08%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                                                             | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3007076.00   | 0.11%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                        | Zoetis Inc                                                                                                               | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     595000 | PA      | $590537.50    | 0.02%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd                      | Yuzhou Group Holdings Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | KY        |    3205816 | NS      | $65005.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: B14845933 CDS USD R V 03MEVENT 4148459333_PRO CCPCDX / Short: B14845933 CDS USD P F  5.00000 4148459333_FEE CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   81000000 | OU      | $-3890997.00  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  216802000 | PA      | $12032134.64  | 0.45%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                            | China Evergrande Group                                                                                                   | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |     335000 | PA      | $3350.00      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                                                                | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     200000 | PA      | $197293.19    | 0.01%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                            | China Evergrande Group                                                                                                   | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    1405000 | PA      | $14050.00     | 0.00%             | 2022-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    4720000 | PA      | $47200.00     | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                          | Brazil Notas do Tesouro Nacional Serie F                                                                                 | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  236663000 | PA      | $41055526.56  | 1.53%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                | Leviathan Bond Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     805000 | PA      | $804549.20    | 0.03%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    1260000 | PA      | $12600.00     | 0.00%             | 2024-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    1305000 | PA      | $13050.00     | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                                                                | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    3500000 | PA      | $3181129.60   | 0.12%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                | Logan Group Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |    1320000 | PA      | $138547.20    | 0.01%             | 2026-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    3260000 | PA      | $32600.00     | 0.00%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                                                              | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    6945000 | PA      | $6667648.65   | 0.25%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                                                              | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    8120000 | PA      | $7542705.11   | 0.28%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds           | Pakistan Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    8326000 | PA      | $8315591.58   | 0.31%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                | Logan Group Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |    3345000 | PA      | $347244.45    | 0.01%             | 2025-07-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                                                                | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    7040000 | PA      | $6354774.69   | 0.24%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds              | Egypt Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    4565000 | PA      | $4505739.95   | 0.17%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  522783500 | PA      | $24136770.98  | 0.90%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                            | CFLD Cayman Investment Ltd                                                                                               | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    8274825 | PA      | $277620.38    | 0.01%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                            | CFLD Cayman Investment Ltd                                                                                               | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    4375535 | PA      | $112495.00    | 0.00%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                            | CFLD Cayman Investment Ltd                                                                                               | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     948132 | PA      | $20081.44     | 0.00%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                              | Teva Pharmaceutical Finance Netherlands II BV                                                                            | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    4695000 | PA      | $5914326.17   | 0.22%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                              | Teva Pharmaceutical Finance Netherlands II BV                                                                            | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    3990000 | PA      | $5352531.20   | 0.20%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   58797000 | PA      | $14604413.45  | 0.55%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    4415000 | PA      | $44150.00     | 0.00%             | 2025-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    1957000 | PA      | $19570.00     | 0.00%             | 2025-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                            | China Aoyuan Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     472453 | PA      | $1181.13      | 0.00%             | 2031-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                            | China Aoyuan Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     103296 | PA      | $1952.29      | 0.00%             | 2028-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                 | Add Hero Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     819021 | PA      | $32105.64     | 0.00%             | 2029-09-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                 | Add Hero Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     667027 | PA      | $8337.84      | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                 | Add Hero Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     880489 | PA      | $7959.62      | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | Yes           |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                            | China Aoyuan Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    1155773 | PA      | $2889.43      | 0.00%             | 2099-12-31      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |  113423000 | PA      | $28394433.43  | 1.06%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                           | Turkiye Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  613433000 | PA      | $13561994.94  | 0.51%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                          | Shimao Group Holdings Ltd                                                                                                | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    6281722 | PA      | $122493.58    | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                          | Shimao Group Holdings Ltd                                                                                                | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      75771 | PA      | $2462.56      | 0.00%             | 2031-07-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    2892633 | PA      | $82816.08     | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    3445181 | PA      | $267001.53    | 0.01%             | 2027-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    6756041 | PA      | $185791.13    | 0.01%             | 2030-06-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    5049317 | PA      | $156781.29    | 0.01%             | 2029-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    9500211 | PA      | $238360.29    | 0.01%             | 2031-06-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    2923783 | PA      | $7309.46      | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1704924 | PA      | $34098.48     | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1166246 | PA      | $23324.92     | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    2854175 | PA      | $49948.06     | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    3440176 | PA      | $51602.64     | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    5183012 | PA      | $90702.71     | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    4877667 | PA      | $60970.84     | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    2027583 | PA      | $1013.79      | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1267298 | PA      | $1267.30      | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1013791 | PA      | $2534.48      | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    2027583 | PA      | $405.52       | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    4781437 | PA      | $478.14       | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    2534479 | PA      | $253.45       | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    2534479 | PA      | $760.34       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                           | Turkiye Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 1105877000 | PA      | $24096133.01  | 0.90%             | 2027-10-13      | Fixed         | 36.78%                | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     410329 | PA      | $12018.54     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    1530666 | PA      | $42093.32     | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    1832335 | PA      | $10755.81     | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     359850 | PA      | $1399.82      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                                                                  | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |       3385 | PA      | $2761475.31   | 0.10%             | 2026-06-17      | Fixed         | 15.65%                | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    6260374 | PA      | $1584500.66   | 0.06%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    8471975 | PA      | $1336284.62   | 0.05%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                               | CIFI Holdings Group Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    3938555 | PA      | $170578.82    | 0.01%             | 2029-06-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                                                                  | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      12343 | PA      | $4073116.29   | 0.15%             | 2027-01-14      | Fixed         | 13.58%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) JUN26                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -358 | NC      | $1341360.13   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT JUN26                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -881 | NC      | $2688748.43   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) JUN26                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      22025 | NC      | $-34049733.43 | -1.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) JUN26                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -639 | NC      | $959886.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT JUN26                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -4408 | NC      | $11217319.72  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR FUTR OPTN MAY26P 103                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       3050 | NC      | $23829.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR FUTR OPTN MAY26P 108.2                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -3050 | NC      | $-1596485.90  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd                          | Sunac China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | KY        |     723818 | NS      | $98326.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                          | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |    1256662 | NS      | $14263.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pakistan Government International Bonds           | Pakistan Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   10106000 | PA      | $9974759.85   | 0.37%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                          | Times China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |    1035825 | NS      | $9793.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                            | China Aoyuan Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | KY        |     288943 | NS      | $2206.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                            | China Evergrande Group                                                                                                   | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    4045000 | PA      | $40450.00     | 0.00%             | 2025-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                         | Bausch & Lomb Corporation 2025 Repriced Term Loan                                                                        | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   15137664 | PA      | $15156586.30  | 0.57%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                            | China Evergrande Group                                                                                                   | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    1800000 | PA      | $22500.00     | 0.00%             | 2022-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                                        | Garmin Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      11986 | NS      | $2780871.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                                                          | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       1894 | NS      | $2501652.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Financing BV                              | Flutter Financing BV 2024 Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    3082695 | PA      | $3044161.53   | 0.11%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                              | Flutter Financing BV 2025 Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    5066712 | PA      | $5003378.59   | 0.19%             | 2032-06-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  227945000 | PA      | $5761184.39   | 0.21%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                              | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   13771421 | PA      | $13435811.26  | 0.50%             | 2031-02-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds            | Nigeria Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   11390000 | PA      | $11424138.91  | 0.43%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                       | Royal Caribbean Cruises Ltd                                                                                              | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      14216 | NS      | $3911958.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer