# EDGAR Filing Document

**Accession Number:** 0000872649
**File Stem:** 0001410368-26-056164
**Filing Date:** 2026-5
**Character Count:** 630984
**Document Hash:** 3090d01f28b9326fefe09fa0957cffc4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056164.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056164

**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:** 261041159

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

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

Loomis Sayles Investment Grade Bond Fund

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount** <br>| **Description** | **Value (†)** |
| **Bonds and Notes — 85.2% of Net Assets** | **Bonds and Notes — 85.2% of Net Assets** | **Bonds and Notes — 85.2% of Net Assets** |
| **Non-Convertible Bonds — 85.0%** | **Non-Convertible Bonds — 85.0%** | **Non-Convertible Bonds — 85.0%** |
|  | **ABS Car Loan — 4.4%** | **ABS Car Loan — 4.4%** |
| $4795000 | &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust, Series 2023-3, Class D, <br> 6.820%, 10/12/2029(a)<br>| &nbsp;&nbsp; $4887417 |
| 11365000 | &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust, Series 2023-4, Class D, <br> 7.650%, 9/12/2030(a)<br>| &nbsp;&nbsp; 11682257 |
| 5340000 | &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust, Series 2024-3, Class D, <br> 6.040%, 7/12/2030(a)<br>| &nbsp;&nbsp; 5422805 |
| 6500000 | &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust, Series 2025-1, Class D, <br> 5.540%, 8/12/2031(a)<br>| &nbsp;&nbsp; 6556792 |
| 1875000 | &nbsp;&nbsp; AutoNation Finance Trust, Series 2025-1A, <br> Class C, 5.190%, 12/10/2030(a)<br>| &nbsp;&nbsp; 1900734 |
| 3580000 | &nbsp;&nbsp; AutoNation Finance Trust, Series 2025-1A, <br> Class D, 5.630%, 9/10/2032(a)<br>| &nbsp;&nbsp; 3624055 |
| 11605000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2021-2A, Class D, 4.080%, 2/20/2028(a)<br>| &nbsp;&nbsp; 11473349 |
| 3960000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-3A, Class D, 7.320%, 2/20/2028(a)<br>| &nbsp;&nbsp; 3990888 |
| 7985000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-4A, Class C, 7.240%, 6/20/2029(a)<br>| &nbsp;&nbsp; 8250025 |
| 5280000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-5A, Class D, 7.350%, 4/20/2028(a)<br>| &nbsp;&nbsp; 5345414 |
| 8910000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-8A, Class C, 7.340%, 2/20/2030(a)<br>| &nbsp;&nbsp; 9293915 |
| 14660000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2024-1A, Class A, 5.360%, 6/20/2030(a)<br>| &nbsp;&nbsp; 14982052 |
| 8845000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2024-1A, Class C, 6.480%, 6/20/2030(a)<br>| &nbsp;&nbsp; 9070264 |
| 8638000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2024-3A, Class A, 5.230%, 12/20/2030(a)<br>| &nbsp;&nbsp; 8781020 |
| 6595000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2024-3A, Class C, 6.110%, 12/20/2030(a)<br>| &nbsp;&nbsp; 6682830 |
| 21010000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization Trust, <br> Series 2023-1, Class D, 7.840%, 8/15/2029<br>| &nbsp;&nbsp; 21889384 |
| 8930000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization Trust, <br> Series 2024-2, Class C, 6.070%, 2/15/2030<br>| &nbsp;&nbsp; 9055366 |
| 9890000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization Trust, <br> Series 2024-2, Class D, 6.300%, 2/15/2030<br>| &nbsp;&nbsp; 10124394 |
| 1100000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2022-1, <br> Class D, 2.470%, 7/17/2028<br>| &nbsp;&nbsp; 1098909 |
| 11965000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2023-1, <br> Class D, 6.270%, 11/15/2029<br>| &nbsp;&nbsp; 12152149 |
| 1540000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2023-2, <br> Class D, 6.550%, 10/15/2029<br>| &nbsp;&nbsp; 1564220 |
| 3035000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2023-4, <br> Class D, 7.160%, 4/15/2030<br>| &nbsp;&nbsp; 3135395 |
| 4250000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2024-1, <br> Class D, 6.000%, 7/15/2030<br>| &nbsp;&nbsp; 4305110 |
| 11525000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2024-2, <br> Class B, 5.690%, 11/15/2029<br>| &nbsp;&nbsp; 11753863 |
| 390000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2024-2, <br> Class D, 6.420%, 10/15/2030<br>| &nbsp;&nbsp; 397789 |
| 13025000 | &nbsp;&nbsp; CarMax Select Receivables Trust, <br> Series 2025-A, Class C, 5.460%, 7/15/2031<br>| &nbsp;&nbsp; 13280552 |
| 21175000 | &nbsp;&nbsp; CarMax Select Receivables Trust, <br> Series 2025-A, Class D, 5.860%, 7/15/2031<br>| &nbsp;&nbsp; 21560194 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $3810000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2023-N1, Class D, 6.690%, 7/10/2029(a)<br>| &nbsp;&nbsp; $3875990 |
| 1860000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2023-N4, Class D, 7.220%, 2/11/2030(a)<br>| &nbsp;&nbsp; 1926426 |
| 7375000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-N1, Class C, 5.800%, 5/10/2030(a)<br>| &nbsp;&nbsp; 7464870 |
| 2535000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-N1, Class D, 6.300%, 5/10/2030(a)<br>| &nbsp;&nbsp; 2584415 |
| 3432000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-N2, Class D, 6.440%, 9/10/2030(a)<br>| &nbsp;&nbsp; 3505765 |
| 7669000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-N3, Class D, 5.380%, 12/10/2030(a)<br>| &nbsp;&nbsp; 7667166 |
| 12997000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-P1, Class A4, 5.080%, 3/11/2030(a)<br>| &nbsp;&nbsp; 13161563 |
| 1810000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2024-P4, Class C, 5.100%, 5/12/2031<br>| &nbsp;&nbsp; 1806723 |
| 8895000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, <br> Series 2025-P1, Class C, 5.340%, 8/11/2031<br>| &nbsp;&nbsp; 8931514 |
| 880000 | &nbsp;&nbsp; Chesapeake Funding II LLC, Series 2023-1A, <br> Class D, 6.690%, 5/15/2035(a)<br>| &nbsp;&nbsp; 881750 |
| 2035000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2023-3A, Class C, 7.620%, 12/15/2033(a)<br>| &nbsp;&nbsp; 2084176 |
| 3460000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-1A, Class C, 6.710%, 7/17/2034(a)<br>| &nbsp;&nbsp; 3524081 |
| 6260000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-2A, Class C, 6.700%, 10/16/2034(a)<br>| &nbsp;&nbsp; 6458957 |
| 6255000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-3A, Class C, 5.390%, 1/16/2035(a)<br>| &nbsp;&nbsp; 6294740 |
| 7200000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2025-2A, Class C, 5.380%, 3/17/2036(a)<br>| &nbsp;&nbsp; 7241684 |
| 21060000 | &nbsp;&nbsp; Drive Auto Receivables Trust, Series 2024-1, <br> Class C, 5.430%, 11/17/2031<br>| &nbsp;&nbsp; 21257996 |
| 9695000 | &nbsp;&nbsp; DT Auto Owner Trust, Series 2023-1A, Class D, <br> 6.440%, 11/15/2028(a)<br>| &nbsp;&nbsp; 9817809 |
| 10700000 | &nbsp;&nbsp; DT Auto Owner Trust, Series 2023-2A, Class D, <br> 6.620%, 2/15/2029(a)<br>| &nbsp;&nbsp; 10885499 |
| 7695000 | &nbsp;&nbsp; DT Auto Owner Trust, Series 2023-3A, Class D, <br> 7.120%, 5/15/2029(a)<br>| &nbsp;&nbsp; 7895732 |
| 2852519 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2022-3A, Class D, 6.760%, 9/15/2028<br>| &nbsp;&nbsp; 2879000 |
| 2198594 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-1A, Class D, 6.690%, 6/15/2029<br>| &nbsp;&nbsp; 2222138 |
| 6035000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-2A, Class D, 6.320%, 8/15/2029<br>| &nbsp;&nbsp; 6131998 |
| 3100000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-3A, Class D, 6.680%, 4/16/2029<br>| &nbsp;&nbsp; 3157295 |
| 14145000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-5A, Class D, 7.130%, 2/15/2030<br>| &nbsp;&nbsp; 14503437 |
| 2690000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2024-3A, Class D, 5.980%, 9/16/2030<br>| &nbsp;&nbsp; 2750476 |
| 9087000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2024-5A, Class D, 5.060%, 2/18/2031<br>| &nbsp;&nbsp; 9049798 |
| 16265000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2025-1A, Class D, 5.490%, 5/15/2031<br>| &nbsp;&nbsp; 16401132 |
| 30330000 | &nbsp;&nbsp; FHF Issuer Trust, Series 2025-2A, Class A2, <br> 5.750%, 5/15/2030(a)<br>| &nbsp;&nbsp; 30325602 |
| 2660000 | &nbsp;&nbsp; First Investors Auto Owner Trust, <br> Series 2022-1A, Class D, 3.790%, 6/15/2028(a)<br>| &nbsp;&nbsp; 2654867 |
| 1910000 | &nbsp;&nbsp; First Investors Auto Owner Trust, <br> Series 2022-2A, Class D, 8.710%, 10/16/2028(a)<br>| &nbsp;&nbsp; 1952117 |
| 4445000 | &nbsp;&nbsp; First Investors Auto Owner Trust, <br> Series 2025-1A, Class D, 5.220%, 12/15/2033(a)<br>| &nbsp;&nbsp; 4455504 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $11331000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2023-2, <br> Class D, 6.620%, 5/15/2029(a)<br>| &nbsp;&nbsp; $11083656 |
| 1800000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2023-3, <br> Class D, 6.580%, 8/15/2029(a)<br>| &nbsp;&nbsp; 1704362 |
| 4225000 | &nbsp;&nbsp; Ford Credit Auto Lease Trust, Series 2023-B, <br> Class D, 6.970%, 6/15/2028<br>| &nbsp;&nbsp; 4227983 |
| 4580000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2023-2A, Class D, 6.310%, 3/15/2029(a)<br>| &nbsp;&nbsp; 4655964 |
| 3550000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2023-3A, Class D, 6.440%, 5/15/2029(a)<br>| &nbsp;&nbsp; 3626419 |
| 6440000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2023-4A, Class D, 7.180%, 8/15/2029(a)<br>| &nbsp;&nbsp; 6624706 |
| 4140000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2024-1A, Class D, 5.950%, 12/17/2029(a)<br>| &nbsp;&nbsp; 4213359 |
| 1441000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2024-2A, Class D, 6.190%, 2/15/2030(a)<br>| &nbsp;&nbsp; 1472086 |
| 2025000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, <br> Series 2025-2A, Class D, 5.590%, 1/15/2031(a)<br>| &nbsp;&nbsp; 2054212 |
| 3900000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2024-3A, Class C, 5.920%, 8/15/2030(a)<br>| &nbsp;&nbsp; 4002824 |
| 6345000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2024-3A, Class D, 6.340%, 8/15/2031(a)<br>| &nbsp;&nbsp; 6536484 |
| 1100000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2024-4A, Class D, 5.280%, 10/15/2031(a)<br>| &nbsp;&nbsp; 1100570 |
| 870000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2025-1A, Class B, 5.040%, 2/15/2031(a)<br>| &nbsp;&nbsp; 877383 |
| 685000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2025-1A, Class C, 5.260%, 3/15/2031(a)<br>| &nbsp;&nbsp; 688895 |
| 1350000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2025-1A, Class D, 5.740%, 4/15/2032(a)<br>| &nbsp;&nbsp; 1367658 |
| 1644000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, <br> Series 2025-3A, Class C, 4.940%, 9/15/2031(a)<br>| &nbsp;&nbsp; 1638838 |
| 1925000 | &nbsp;&nbsp; Hertz Vehicle Financing III LLC, Series 2023-1A, <br> Class 1D, 9.130%, 6/25/2027(a)<br>| &nbsp;&nbsp; 1933885 |
| 2088781 | &nbsp;&nbsp; Huntington Bank Auto Credit-Linked Notes, <br> Series 2024-1, Class B2, 30 day USD SOFR <br> Average + 1.400%, 5.073%, 5/20/2032(a)(b)<br>| &nbsp;&nbsp; 2094766 |
| 15366656 | &nbsp;&nbsp; Huntington Bank Auto Credit-Linked Notes, <br> Series 2025-2, Class B1, 4.835%, 9/20/2033(a)<br>| &nbsp;&nbsp; 15302008 |
| 11060000 | &nbsp;&nbsp; Hyundai Auto Receivables Trust, Series 2025-A, <br> Class C, 4.760%, 6/15/2032<br>| &nbsp;&nbsp; 11067399 |
| 2715000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2023-4A, <br> Class C, 6.760%, 3/15/2029(a)<br>| &nbsp;&nbsp; 2775381 |
| 1460000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2023-4A, <br> Class D, 7.370%, 4/15/2031(a)<br>| &nbsp;&nbsp; 1510994 |
| 790000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-1A, <br> Class B, 5.330%, 2/15/2029(a)<br>| &nbsp;&nbsp; 797364 |
| 1660000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-3A, <br> Class C, 4.930%, 3/15/2030(a)<br>| &nbsp;&nbsp; 1670804 |
| 4901645 | &nbsp;&nbsp; Lendbuzz Securitization Trust, Series 2026-1A, <br> Class A2, 4.680%, 7/15/2030(a)<br>| &nbsp;&nbsp; 4889935 |
| 4438877 | &nbsp;&nbsp; Merchants Fleet Funding LLC, Series 2023-1A, <br> Class A, 7.210%, 5/20/2036(a)<br>| &nbsp;&nbsp; 4449686 |
| 5260000 | &nbsp;&nbsp; Merchants Fleet Funding LLC, Series 2023-1A, <br> Class D, 8.200%, 5/20/2036(a)<br>| &nbsp;&nbsp; 5301416 |
| 1555000 | &nbsp;&nbsp; OneMain Direct Auto Receivables Trust, <br> Series 2023-1A, Class D, 7.070%, 2/14/2033(a)<br>| &nbsp;&nbsp; 1570368 |
| 4970000 | &nbsp;&nbsp; Prestige Auto Receivables Trust, <br> Series 2023-1A, Class D, 6.330%, 4/16/2029(a)<br>| &nbsp;&nbsp; 4979634 |
| 4500000 | &nbsp;&nbsp; Prestige Auto Receivables Trust, <br> Series 2023-2A, Class C, 7.120%, 8/15/2029(a)<br>| &nbsp;&nbsp; 4525985 |
| 2725000 | &nbsp;&nbsp; Prestige Auto Receivables Trust, <br> Series 2023-2A, Class D, 7.710%, 8/15/2029(a)<br>| &nbsp;&nbsp; 2759078 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $12250000 | &nbsp;&nbsp; Red Oak Funding Master Trust, Series 2025-1A, <br> Class A, 30 day USD SOFR Average + 2.000%, <br> 5.673%, 12/20/2030(a)(b)<br>| &nbsp;&nbsp; $12264173 |
| 915000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2024-2, Class D, 6.280%, 8/15/2031<br>| &nbsp;&nbsp; 940879 |
| 31760000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2024-3, Class D, 5.970%, 10/15/2031<br>| &nbsp;&nbsp; 32514745 |
| 475000 | &nbsp;&nbsp; SBNA Auto Receivables Trust, Series 2024-A, <br> Class C, 5.590%, 1/15/2030(a)<br>| &nbsp;&nbsp; 481429 |
| 716000 | &nbsp;&nbsp; SBNA Auto Receivables Trust, Series 2024-A, <br> Class D, 6.040%, 4/15/2030(a)<br>| &nbsp;&nbsp; 728196 |
| 2403467 | &nbsp;&nbsp; Securitized Term Auto Receivables Trust, <br> Series 2025-A, Class B, 5.038%, 7/25/2031(a)<br>| &nbsp;&nbsp; 2416451 |
| 2730000 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2023-1A, Class C, 5.970%, 2/20/2031(a)<br>| &nbsp;&nbsp; 2785063 |
| 2300000 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2025-1A, Class B, 5.110%, 2/20/2031(a)<br>| &nbsp;&nbsp; 2327725 |
| 6820000 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2025-1A, Class C, 5.200%, 10/20/2032(a)<br>| &nbsp;&nbsp; 6862971 |
| 8665000 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2025-2A, Class C, 5.050%, 4/20/2033(a)<br>| &nbsp;&nbsp; 8700379 |
| 1285000 | &nbsp;&nbsp; USB Auto Owner Trust, Series 2025-1A, <br> Class D, 5.400%, 12/15/2032(a)<br>| &nbsp;&nbsp; 1291320 |
| 2200000 | &nbsp;&nbsp; Veros Auto Receivables Trust, Series 2026-1, <br> Class C, 5.220%, 7/15/2031(a)<br>| &nbsp;&nbsp; 2186285 |
| 565000 | &nbsp;&nbsp; VStrong Auto Receivables Trust, Series 2024-A, <br> Class D, 7.290%, 7/15/2030(a)<br>| &nbsp;&nbsp; 581153 |
| 4155000 | &nbsp;&nbsp; Western Funding Auto Loan Trust, <br> Series 2025-1, Class C, 5.340%, 11/15/2035(a)<br>| &nbsp;&nbsp; 4149553 |
| 3055000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-1A, Class D, 6.790%, 11/15/2028(a)<br>| &nbsp;&nbsp; 3103903 |
| 7350000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-2A, Class D, 7.010%, 11/15/2028(a)<br>| &nbsp;&nbsp; 7452915 |
| 8400000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-3A, Class D, 6.470%, 3/15/2029(a)<br>| &nbsp;&nbsp; 8552330 |
| 13315000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-4A, Class D, 7.190%, 7/16/2029(a)<br>| &nbsp;&nbsp; 13676430 |
| 19730000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-1A, Class C, 5.650%, 2/15/2029(a)<br>| &nbsp;&nbsp; 19893157 |
| 14870000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-1A, Class D, 6.020%, 10/15/2029(a)<br>| &nbsp;&nbsp; 15143248 |
| 4310000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-2A, Class D, 5.910%, 4/15/2030(a)<br>| &nbsp;&nbsp; 4396018 |
| 13330000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-3A, Class D, 5.210%, 4/15/2030(a)<br>| &nbsp;&nbsp; 13401994 |
| 7220000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2025-1A, Class D, 5.540%, 11/15/2030(a)<br>| &nbsp;&nbsp; 7277158 |
|  |  | &nbsp;&nbsp; 738642939 |
|  | **ABS Credit Card — 0.5%** | **ABS Credit Card — 0.5%** |
| 14790000 | &nbsp;&nbsp; Avant Credit Card Master Trust, Series 2025-1A, <br> Class A, 4.890%, 4/15/2031(a)<br>| &nbsp;&nbsp; 14677686 |
| 16315000 | &nbsp;&nbsp; Mercury Financial Credit Card Master Trust, <br> Series 2024-2A, Class A, 6.560%, 7/20/2029(a)<br>| &nbsp;&nbsp; 16326828 |
| 6575000 | &nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2024-A, Class A1, 6.200%, 8/15/2029(a)<br>| &nbsp;&nbsp; 6591693 |
| 15130000 | &nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2024-B, Class A, 5.880%, 1/15/2030(a)<br>| &nbsp;&nbsp; 15154559 |
| 9395000 | &nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2025-A, Class A, 5.800%, 5/15/2030(a)<br>| &nbsp;&nbsp; 9447396 |
| 13925000 | &nbsp;&nbsp; World Financial Network Credit Card Master <br> Trust, Series 2024-A, Class A, 5.470%, 2/15/2031<br>| &nbsp;&nbsp; 14100218 |
|  |  | &nbsp;&nbsp; 76298380 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Home Equity — 2.9%** | **ABS Home Equity — 2.9%** |
| $6517149 | &nbsp;&nbsp; ATLX Trust, Series 2024-RPL1, Class A1, <br> 3.850%, 4/25/2064(a)(b)<br>| &nbsp;&nbsp; $6337522 |
| 9459727 | &nbsp;&nbsp; ATLX Trust, Series 2024-RPL2, Class A1, <br> 3.850%, 4/25/2063(a)(b)<br>| &nbsp;&nbsp; 9181953 |
| 30520000 | &nbsp;&nbsp; CAFL Issuer LLC, Series 2026-R1, Class A1, <br> 6.773%, 3/25/2036(a)(b)<br>| &nbsp;&nbsp; 30485268 |
| 14015000 | &nbsp;&nbsp; Cardinal Mortgage Trust, Series 2025-RTL1, <br> Class A1, 5.593%, 11/25/2030(a)(b)<br>| &nbsp;&nbsp; 14036615 |
| 1575617 | &nbsp;&nbsp; Citigroup Mortgage Loan Trust, Inc., <br> Series 2019-RP1, Class A1, <br> 3.500%, 1/25/2066(a)(b)<br>| &nbsp;&nbsp; 1543846 |
| 13522358 | &nbsp;&nbsp; COLT Mortgage Loan Trust, Series 2021-6, <br> Class A1, 1.907%, 12/25/2066(a)(b)<br>| &nbsp;&nbsp; 12407871 |
| 1870000 | &nbsp;&nbsp; CoreVest American Finance Ltd., Series 2021-3, <br> Class D, 3.469%, 10/15/2054(a)<br>| &nbsp;&nbsp; 1680708 |
| 455313 | &nbsp;&nbsp; CoreVest American Finance Trust, <br> Series 2019-1, Class D, 4.818%, 3/15/2052(a)<br>| &nbsp;&nbsp; 455418 |
| 239651 | &nbsp;&nbsp; CoreVest American Finance Trust, <br> Series 2019-3, Class A, 2.705%, 10/15/2052(a)<br>| &nbsp;&nbsp; 239206 |
| 2929000 | &nbsp;&nbsp; CoreVest American Finance Trust, <br> Series 2019-3, Class B, 3.163%, 10/15/2052(a)<br>| &nbsp;&nbsp; 2812793 |
| 1259000 | &nbsp;&nbsp; CoreVest American Finance Trust, <br> Series 2020-2, Class C, 4.536%, 5/15/2052(a)(b)<br>| &nbsp;&nbsp; 1244151 |
| 3333562 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2021-RPL4, Class A1, <br> 4.152%, 12/27/2060(a)(b)<br>| &nbsp;&nbsp; 3321843 |
| 6086850 | &nbsp;&nbsp; CSMC Trust, Series 2017-RPL1, Class M1, <br> 2.983%, 7/25/2057(a)(b)<br>| &nbsp;&nbsp; 5212988 |
| 4073013 | &nbsp;&nbsp; Deephaven Residential Mortgage Trust, <br> Series 2021-2, Class A1, 0.899%, 4/25/2066(a)(b)<br>| &nbsp;&nbsp; 3632523 |
| 2776999 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Structured <br> Agency Credit Risk Debt Notes, <br> Series 2023-DNA2, Class M1A, REMICS, 30 day <br> USD SOFR Average + 2.100%, <br> 5.762%, 4/25/2043(a)(b)<br>| &nbsp;&nbsp; 2802099 |
| 680418 | &nbsp;&nbsp; Federal National Mortgage Association <br> Connecticut Avenue Securities Trust, <br> Series 2023-R08, Class 1M1, 30 day USD SOFR <br> Average + 1.500%, 5.162%, 10/25/2043(a)(b)<br>| &nbsp;&nbsp; 680629 |
| 2605177 | &nbsp;&nbsp; Federal National Mortgage Association <br> Connecticut Avenue Securities Trust, <br> Series 2024-R02, Class 1M1, 30 day USD SOFR <br> Average + 1.100%, 4.762%, 2/25/2044(a)(b)<br>| &nbsp;&nbsp; 2603562 |
| 6000000 | &nbsp;&nbsp; FirstKey Homes Trust, Series 2021-SFR2, <br> Class B, 1.607%, 9/17/2038(a)<br>| &nbsp;&nbsp; 5919599 |
| 10000000 | &nbsp;&nbsp; FirstKey Homes Trust, Series 2021-SFR3, <br> Class B, 2.435%, 12/17/2038(a)<br>| &nbsp;&nbsp; 9833509 |
| 1538270 | &nbsp;&nbsp; GCAT Trust, Series 2019-RPL1, Class A1, <br> 2.650%, 10/25/2068(a)(b)<br>| &nbsp;&nbsp; 1502270 |
| 2230904 | &nbsp;&nbsp; Home Partners of America Trust, Series 2019-1, <br> Class D, 3.406%, 9/17/2039(a)<br>| &nbsp;&nbsp; 2174954 |
| 2409604 | &nbsp;&nbsp; Home Partners of America Trust, Series 2019-2, <br> Class D, 3.121%, 10/19/2039(a)<br>| &nbsp;&nbsp; 2339096 |
| 928086 | &nbsp;&nbsp; Home Partners of America Trust, Series 2021-1, <br> Class E, 2.577%, 9/17/2041(a)<br>| &nbsp;&nbsp; 839659 |
| 10312958 | &nbsp;&nbsp; Home Partners of America Trust, Series 2021-2, <br> Class E1, 2.852%, 12/17/2026(a)<br>| &nbsp;&nbsp; 10128983 |
| 5146886 | &nbsp;&nbsp; Home Partners of America Trust, Series 2021-2, <br> Class E2, 2.952%, 12/17/2026(a)<br>| &nbsp;&nbsp; 5056664 |
| 1420198 | &nbsp;&nbsp; Legacy Mortgage Asset Trust, Series 2021-GS4, <br> Class A1, 5.650%, 11/25/2060(a)(b)<br>| &nbsp;&nbsp; 1421080 |
| 1145326 | &nbsp;&nbsp; Mill City Mortgage Loan Trust, Series 2018-2, <br> Class M1, 3.750%, 5/25/2058(a)(b)<br>| &nbsp;&nbsp; 1128590 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Home Equity — continued** | **ABS Home Equity — continued** |
| $1102208 | &nbsp;&nbsp; Mill City Mortgage Loan Trust, Series 2019-1, <br> Class A1, 3.250%, 10/25/2069(a)(b)<br>| &nbsp;&nbsp; $1080581 |
| 2744944 | &nbsp;&nbsp; Mill City Mortgage Loan Trust, Series 2019-1, <br> Class M1, 3.500%, 10/25/2069(a)(b)<br>| &nbsp;&nbsp; 2617636 |
| 1567886 | &nbsp;&nbsp; Mill City Mortgage Loan Trust, Series 2019-GS1, <br> Class A1, 2.750%, 7/25/2059(a)(b)<br>| &nbsp;&nbsp; 1542112 |
| 540000 | &nbsp;&nbsp; Mill City Mortgage Loan Trust, <br> Series 2021-NMR1, Class M1, <br> 1.850%, 11/25/2060(a)(b)<br>| &nbsp;&nbsp; 491429 |
| 1750000 | &nbsp;&nbsp; Mill City Mortgage Loan Trust, <br> Series 2021-NMR1, Class M2, <br> 2.500%, 11/25/2060(a)(b)<br>| &nbsp;&nbsp; 1536910 |
| 23129558 | &nbsp;&nbsp; New Residential Mortgage Loan Trust, <br> Series 2024-RPL1, Class A, <br> 3.800%, 1/25/2064(a)(b)<br>| &nbsp;&nbsp; 21801995 |
| 15130000 | &nbsp;&nbsp; New Residential Mortgage Loan Trust, <br> Series 2024-RTL1, Class A1, <br> 6.664%, 3/25/2039(a)(b)<br>| &nbsp;&nbsp; 15142612 |
| 10363128 | &nbsp;&nbsp; NLT Trust, Series 2023-1, Class A1, <br> 3.200%, 10/25/2062(a)(b)<br>| &nbsp;&nbsp; 9552209 |
| 15095000 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-BPL2, Class A1, <br> 6.509%, 5/25/2039(a)(b)<br>| &nbsp;&nbsp; 15157210 |
| 7730732 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-BPL3, Class A1, <br> 5.268%, 9/25/2039(a)(b)<br>| &nbsp;&nbsp; 7729204 |
| 17041315 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-CP1, Class A1, <br> 3.750%, 2/25/2068(a)(b)<br>| &nbsp;&nbsp; 15764050 |
| 4089236 | &nbsp;&nbsp; OBX Trust, Series 2021-NQM3, Class A1, <br> 1.054%, 7/25/2061(a)(b)<br>| &nbsp;&nbsp; 3429763 |
| 31346772 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2025-RPL5, Class A1, <br> 4.150%, 1/25/2070(a)(b)<br>| &nbsp;&nbsp; 30425058 |
| 8750000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR3, <br> Class C, 2.088%, 5/17/2026(a)<br>| &nbsp;&nbsp; 8715642 |
| 2420000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR3, <br> Class E1, 2.538%, 5/17/2026(a)<br>| &nbsp;&nbsp; 2410320 |
| 2015000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR3, <br> Class E2, 2.688%, 5/17/2026(a)<br>| &nbsp;&nbsp; 2006934 |
| 1400000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR9, <br> Class E1, 2.811%, 11/17/2040(a)<br>| &nbsp;&nbsp; 1322809 |
| 960000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR9, <br> Class E2, 3.010%, 11/17/2040(a)<br>| &nbsp;&nbsp; 909429 |
| 1260000 | &nbsp;&nbsp; Progress Residential Trust, Series 2023-SFR1, <br> Class C, 4.650%, 3/17/2040(a)<br>| &nbsp;&nbsp; 1242360 |
| 1935000 | &nbsp;&nbsp; Progress Residential Trust, Series 2023-SFR1, <br> Class D, 4.650%, 3/17/2040(a)<br>| &nbsp;&nbsp; 1904413 |
| 846052 | &nbsp;&nbsp; PRPM LLC, Series 2023-RCF2, Class A1, <br> 4.000%, 11/25/2053(a)(b)<br>| &nbsp;&nbsp; 834068 |
| 6200541 | &nbsp;&nbsp; PRPM LLC, Series 2024-7, Class A1, <br> 5.870%, 11/25/2029(a)(b)<br>| &nbsp;&nbsp; 6202796 |
| 1947908 | &nbsp;&nbsp; PRPM LLC, Series 2024-RCF1, Class A1, <br> 4.000%, 1/25/2054(a)(b)<br>| &nbsp;&nbsp; 1922341 |
| 7070175 | &nbsp;&nbsp; PRPM LLC, Series 2024-RCF2, Class A1, <br> 3.750%, 3/25/2054(a)(b)<br>| &nbsp;&nbsp; 6925509 |
| 16069579 | &nbsp;&nbsp; PRPM LLC, Series 2024-RPL1, Class A1, <br> 4.200%, 12/25/2064(a)(b)<br>| &nbsp;&nbsp; 15826795 |
| 5007538 | &nbsp;&nbsp; PRPM LLC, Series 2025-2, Class A1, <br> 6.469%, 5/25/2030(a)(b)<br>| &nbsp;&nbsp; 4995718 |
| 19831604 | &nbsp;&nbsp; PRPM LLC, Series 2025-8, Class A1, <br> 5.385%, 10/25/2030(a)(b)<br>| &nbsp;&nbsp; 19742062 |
| 6969608 | &nbsp;&nbsp; PRPM LLC, Series 2025-RCF1, Class A1, <br> 4.500%, 2/25/2055(a)(b)<br>| &nbsp;&nbsp; 6878215 |
| 7702902 | &nbsp;&nbsp; PRPM LLC, Series 2025-RCF5, Class A1, <br> 4.839%, 10/25/2055(a)(b)<br>| &nbsp;&nbsp; 7618589 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Home Equity — continued** | **ABS Home Equity — continued** |
| $12741412 | &nbsp;&nbsp; PRPM LLC, Series 2026-1, Class A1, <br> 5.185%, 2/25/2031(a)(b)<br>| &nbsp;&nbsp; $12606889 |
| 13341153 | &nbsp;&nbsp; PRPM LLC, Series 2026-2, Class A1, <br> 5.089%, 2/25/2031(a)(b)<br>| &nbsp;&nbsp; 13298755 |
| 23045000 | &nbsp;&nbsp; Roc Mortgage Trust, Series 2024-RTL1, <br> Class A1, 5.589%, 10/25/2039(a)(b)<br>| &nbsp;&nbsp; 23077067 |
| 175858 | &nbsp;&nbsp; Sequoia Mortgage Trust, Series 2017-CH2, <br> Class A1, 4.000%, 12/25/2047(a)(b)<br>| &nbsp;&nbsp; 164941 |
| 4543203 | &nbsp;&nbsp; Toorak Mortgage Trust, Series 2024-RRTL1, <br> Class A1, 6.597%, 2/25/2039(a)(b)<br>| &nbsp;&nbsp; 4546185 |
| 4930000 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2017-4, <br> Class M2, 3.250%, 6/25/2057(a)(b)<br>| &nbsp;&nbsp; 4338639 |
| 1943340 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2018-5, <br> Class M1, 3.250%, 7/25/2058(a)(b)<br>| &nbsp;&nbsp; 1660490 |
| 4495000 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2019-2, <br> Class A2, 3.750%, 12/25/2058(a)(b)<br>| &nbsp;&nbsp; 4065294 |
| 17610000 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2019-2, <br> Class M1, 3.750%, 12/25/2058(a)(b)<br>| &nbsp;&nbsp; 15219238 |
| 2810282 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2019-4, <br> Class A1, 2.900%, 10/25/2059(a)(b)<br>| &nbsp;&nbsp; 2701107 |
| 1505000 | &nbsp;&nbsp; Tricon American Homes Trust, <br> Series 2020-SFR1, Class B, 2.049%, 7/17/2038(a)<br>| &nbsp;&nbsp; 1491164 |
| 3950000 | &nbsp;&nbsp; Tricon American Homes Trust, <br> Series 2020-SFR1, Class D, 2.548%, 7/17/2038(a)<br>| &nbsp;&nbsp; 3916289 |
| 23100000 | &nbsp;&nbsp; TVC Mortgage Trust, Series 2024-RRTL1, <br> Class A1, 5.545%, 7/25/2039(a)(b)<br>| &nbsp;&nbsp; 23147618 |
| 5355000 | &nbsp;&nbsp; TVC Mortgage Trust, Series 2026-RRTL1, <br> Class A1, 4.964%, 2/25/2041(a)(b)<br>| &nbsp;&nbsp; 5328261 |
| 8564931 | &nbsp;&nbsp; Verus Securitization Trust, Series 2021-3, <br> Class A1, 1.046%, 6/25/2066(a)(b)<br>| &nbsp;&nbsp; 7627113 |
| 10119395 | &nbsp;&nbsp; Verus Securitization Trust, Series 2021-7, <br> Class A1, 2.829%, 10/25/2066(a)(b)<br>| &nbsp;&nbsp; 9272303 |
|  |  | &nbsp;&nbsp; 487213521 |
|  | **ABS Other — 7.1%** | **ABS Other — 7.1%** |
| 1524811 | &nbsp;&nbsp; AASET LLC, Series 2022-1A, Class A, <br> 6.000%, 5/16/2047(a)<br>| &nbsp;&nbsp; 1548573 |
| 29540088 | &nbsp;&nbsp; AASET Ltd., Series 2024-2A, Class A, <br> 5.930%, 9/16/2049(a)<br>| &nbsp;&nbsp; 29757683 |
| 2347059 | &nbsp;&nbsp; AASET Trust, Series 2021-1A, Class A, <br> 2.950%, 11/16/2041(a)<br>| &nbsp;&nbsp; 2263584 |
| 2260000 | &nbsp;&nbsp; Affirm Asset Securitization Trust, <br> Series 2024-X2, Class D, 6.080%, 12/17/2029(a)<br>| &nbsp;&nbsp; 2265998 |
| 20489957 | &nbsp;&nbsp; ALTDE Trust, Series 2025-1A, Class A, <br> 5.900%, 8/15/2050(a)<br>| &nbsp;&nbsp; 20612108 |
| 54130000 | &nbsp;&nbsp; Applebee's Funding LLC/IHOP Funding LLC, <br> Series 2025-1A, Class A2, 6.720%, 6/07/2055(a)<br>| &nbsp;&nbsp; 54142033 |
| 11723297 | &nbsp;&nbsp; Aqua Finance Issuer Trust, Series 2025-A, <br> Class A, 5.250%, 12/19/2050(a)<br>| &nbsp;&nbsp; 11866539 |
| 15715398 | &nbsp;&nbsp; Aqua Finance Trust, Series 2024-A, Class A, <br> 4.810%, 4/18/2050(a)<br>| &nbsp;&nbsp; 15749398 |
| 319038 | &nbsp;&nbsp; Auxilior Term Funding LLC, Series 2023-1A, <br> Class A2, 6.180%, 12/15/2028(a)<br>| &nbsp;&nbsp; 319729 |
| 18265000 | &nbsp;&nbsp; BasePoint MCA Securitization II LLC, <br> Series 2025-1A, Class A, 5.926%, 8/15/2031(a)<br>| &nbsp;&nbsp; 18235771 |
| 1137314 | &nbsp;&nbsp; BHG Securitization Trust, Series 2022-A, <br> Class B, 2.700%, 2/20/2035(a)<br>| &nbsp;&nbsp; 1135858 |
| 3724000 | &nbsp;&nbsp; BHG Securitization Trust, Series 2022-A, <br> Class C, 3.080%, 2/20/2035(a)<br>| &nbsp;&nbsp; 3687610 |
| 5460668 | &nbsp;&nbsp; BHG Securitization Trust, Series 2023-B, <br> Class B, 7.450%, 12/17/2036(a)<br>| &nbsp;&nbsp; 5682870 |
| 2593049 | &nbsp;&nbsp; BHG Securitization Trust, Series 2024-1CON, <br> Class A, 5.810%, 4/17/2035(a)<br>| &nbsp;&nbsp; 2624635 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $5477477 | &nbsp;&nbsp; BHG Securitization Trust, Series 2024-1CON, <br> Class B, 6.490%, 4/17/2035(a)<br>| &nbsp;&nbsp; $5609743 |
| 8278333 | &nbsp;&nbsp; BHG Securitization Trust, Series 2025-1CON, <br> Class A, 4.820%, 4/17/2036(a)<br>| &nbsp;&nbsp; 8288032 |
| 1614513 | &nbsp;&nbsp; BHG Securitization Trust, Series 2025-1CON, <br> Class B, 5.260%, 4/17/2036(a)<br>| &nbsp;&nbsp; 1622908 |
| 16994707 | &nbsp;&nbsp; Business Jet Securities LLC, Series 2024-2A, <br> Class A, 5.364%, 9/15/2039(a)<br>| &nbsp;&nbsp; 16949622 |
| 4626563 | &nbsp;&nbsp; CAL Funding IV Ltd., Series 2020-1A, Class A, <br> 2.220%, 9/25/2045(a)<br>| &nbsp;&nbsp; 4439499 |
| 2193131 | &nbsp;&nbsp; Castlelake Aircraft Structured Trust, <br> Series 2019-1A, Class A, 3.967%, 4/15/2039(a)<br>| &nbsp;&nbsp; 2171278 |
| 3535022 | &nbsp;&nbsp; CLI Funding VI LLC, Series 2020-3A, Class A, <br> 2.070%, 10/18/2045(a)<br>| &nbsp;&nbsp; 3326785 |
| 36194581 | &nbsp;&nbsp; CLIF Holdings LLC, Series 2025-1H, Class A, <br> 6.720%, 12/20/2050(a)<br>| &nbsp;&nbsp; 35918163 |
| 19830000 | &nbsp;&nbsp; Compass Datacenters Issuer II LLC, <br> Series 2024-2A, Class A1, 5.022%, 8/25/2049(a)<br>| &nbsp;&nbsp; 19664751 |
| 15075000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-1A, Class A2, 5.656%, 2/25/2050(a)<br>| &nbsp;&nbsp; 15149275 |
| 3025000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-1A, Class A3, 5.852%, 2/25/2050(a)<br>| &nbsp;&nbsp; 3031890 |
| 18140000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-3A, Class A2, 5.286%, 7/25/2050(a)<br>| &nbsp;&nbsp; 17961758 |
| 10398788 | &nbsp;&nbsp; Crockett Partners Equipment Co. IIA LLC, <br> Series 2024-1C, Class A, 6.050%, 1/20/2031(a)<br>| &nbsp;&nbsp; 10520526 |
| 9972000 | &nbsp;&nbsp; CyrusOne Data Centers Issuer I LLC, <br> Series 2024-2A, Class A2, 4.500%, 5/20/2049(a)<br>| &nbsp;&nbsp; 9693408 |
| 7930000 | &nbsp;&nbsp; CyrusOne Data Centers Issuer I LLC, <br> Series 2024-3A, Class A2, 4.650%, 5/20/2049(a)<br>| &nbsp;&nbsp; 7531601 |
| 27915000 | &nbsp;&nbsp; DataBank Issuer II LLC, Series 2025-1A, <br> Class A2, 5.180%, 9/27/2055(a)<br>| &nbsp;&nbsp; 27077896 |
| 23695000 | &nbsp;&nbsp; EDI ABS Issuer 1 LLC, Series 2025-1A, Class A2, <br> 4.450%, 7/25/2055(a)<br>| &nbsp;&nbsp; 22683816 |
| 6514959 | &nbsp;&nbsp; EverBright Solar Trust, Series 2024-A, Class A, <br> 6.430%, 6/22/2054(a)<br>| &nbsp;&nbsp; 5498618 |
| 3646433 | &nbsp;&nbsp; Foundation Finance Trust, Series 2023-2A, <br> Class A, 6.530%, 6/15/2049(a)<br>| &nbsp;&nbsp; 3781814 |
| 1903249 | &nbsp;&nbsp; Foundation Finance Trust, Series 2023-2A, <br> Class B, 6.970%, 6/15/2049(a)<br>| &nbsp;&nbsp; 1974977 |
| 25121294 | &nbsp;&nbsp; GGAM Master Trust International Ltd., <br> Series 2025-1A, Class A, 5.923%, 9/30/2060(a)<br>| &nbsp;&nbsp; 25030794 |
| 26253043 | &nbsp;&nbsp; Global SC Finance X Ltd., Series 2025-1H, <br> Class A, 6.169%, 9/20/2045(a)<br>| &nbsp;&nbsp; 26119599 |
| 4349498 | &nbsp;&nbsp; GoodLeap Home Improvement Solutions Trust, <br> Series 2024-1A, Class A, 5.350%, 10/20/2046(a)<br>| &nbsp;&nbsp; 4383753 |
| 5880000 | &nbsp;&nbsp; GreenSky Home Improvement Issuer Trust, <br> Series 2024-1, Class A3, 5.550%, 6/25/2059(a)<br>| &nbsp;&nbsp; 5980337 |
| 3978301 | &nbsp;&nbsp; GreenSky Home Improvement Issuer Trust, <br> Series 2024-1, Class C, 6.360%, 6/25/2059(a)<br>| &nbsp;&nbsp; 4051665 |
| 1438542 | &nbsp;&nbsp; GreenSky Home Improvement Issuer Trust, <br> Series 2024-2, Class A4, 5.150%, 10/27/2059(a)<br>| &nbsp;&nbsp; 1445088 |
| 152877 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2022-1D, <br> Class C, 4.690%, 6/20/2034(a)<br>| &nbsp;&nbsp; 152598 |
| 305358 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2023-1A, <br> Class C, 6.940%, 1/25/2038(a)<br>| &nbsp;&nbsp; 313406 |
| 1675153 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2024-2A, <br> Class C, 5.990%, 3/25/2038(a)<br>| &nbsp;&nbsp; 1692896 |
| 1017869 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2025-1A, <br> Class C, 5.520%, 5/27/2042(a)<br>| &nbsp;&nbsp; 1023209 |
| 2416861 | &nbsp;&nbsp; HINNT LLC, Series 2024-A, Class A, <br> 5.490%, 3/15/2043(a)<br>| &nbsp;&nbsp; 2436539 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $1474166 | &nbsp;&nbsp; Horizon Aircraft Finance I Ltd., Series 2018-1, <br> Class A, 4.458%, 12/15/2038(a)<br>| &nbsp;&nbsp; $1465018 |
| 685675 | &nbsp;&nbsp; Horizon Aircraft Finance II Ltd., Series 2019-1, <br> Class A, 3.721%, 7/15/2039(a)<br>| &nbsp;&nbsp; 672935 |
| 1264393 | &nbsp;&nbsp; Horizon Aircraft Finance III Ltd., Series 2019-2, <br> Class A, 3.425%, 11/15/2039(a)<br>| &nbsp;&nbsp; 1235894 |
| 2395000 | &nbsp;&nbsp; HPEFS Equipment Trust, Series 2023-2A, <br> Class D, 6.970%, 7/21/2031(a)<br>| &nbsp;&nbsp; 2411533 |
| 2180000 | &nbsp;&nbsp; Island Finance Trust, Series 2025-1A, Class A, <br> 6.540%, 3/19/2035(a)<br>| &nbsp;&nbsp; 2194593 |
| 4214807 | &nbsp;&nbsp; Jack in the Box Funding LLC, Series 2019-1A, <br> Class A2II, 4.476%, 8/25/2049(a)<br>| &nbsp;&nbsp; 4188014 |
| 400200 | &nbsp;&nbsp; Jack in the Box Funding LLC, Series 2022-1A, <br> Class A2I, 3.445%, 2/26/2052(a)<br>| &nbsp;&nbsp; 388572 |
| 20825000 | &nbsp;&nbsp; Kapitus Asset Securitization IV LLC, <br> Series 2024-1A, Class 1A, 5.490%, 9/10/2031(a)<br>| &nbsp;&nbsp; 20858426 |
| 12704000 | &nbsp;&nbsp; Kapitus Asset Securitization IV LLC, <br> Series 2024-1A, Class A, 5.490%, 9/10/2031(a)<br>| &nbsp;&nbsp; 12724391 |
| 25165000 | &nbsp;&nbsp; Kapitus Asset Securitization V LLC, <br> Series 2025-1A, Class A, 5.460%, 4/10/2032(a)<br>| &nbsp;&nbsp; 25102238 |
| 9305000 | &nbsp;&nbsp; Kinetic ABS Issuer LLC, Series 2026-1A, <br> Class A2, 5.219%, 2/25/2056(a)<br>| &nbsp;&nbsp; 9278491 |
| 1456337 | &nbsp;&nbsp; Labrador Aviation Finance Ltd., Series 2016-1A, <br> Class A1, 4.300%, 1/15/2042(a)<br>| &nbsp;&nbsp; 1493753 |
| 45670000 | &nbsp;&nbsp; Lightpath Fiber Issuer LLC, Series 2026-1A, <br> Class A2, 5.597%, 3/25/2056(a)<br>| &nbsp;&nbsp; 45543403 |
| 11041906 | &nbsp;&nbsp; Lunar Structured Aircraft Portfolio Notes, <br> Series 2021-1, Class A, 2.636%, 10/15/2046(a)<br>| &nbsp;&nbsp; 10486486 |
| 1944332 | &nbsp;&nbsp; MAPS Trust, Series 2021-1A, Class A, <br> 2.521%, 6/15/2046(a)<br>| &nbsp;&nbsp; 1869256 |
| 5330000 | &nbsp;&nbsp; Mariner Finance Issuance Trust, <br> Series 2024-AA, Class B, 5.680%, 9/22/2036(a)<br>| &nbsp;&nbsp; 5386126 |
| 691000 | &nbsp;&nbsp; Marlette Funding Trust, Series 2024-1A, <br> Class D, 6.930%, 7/17/2034(a)<br>| &nbsp;&nbsp; 702909 |
| 29314464 | &nbsp;&nbsp; MAST Ltd., Series 2026-1A, Class A, <br> 5.134%, 2/15/2051(a)<br>| &nbsp;&nbsp; 28815361 |
| 2761130 | &nbsp;&nbsp; Mosaic Solar Loan Trust, Series 2024-1A, <br> Class A, 5.500%, 9/20/2049(a)<br>| &nbsp;&nbsp; 2594328 |
| 32649177 | &nbsp;&nbsp; Mosaic Solar Loan Trust, Series 2024-2A, <br> Class A, 5.600%, 4/22/2052(a)<br>| &nbsp;&nbsp; 30967379 |
| 131016 | &nbsp;&nbsp; MVW LLC, Series 2020-1A, Class C, <br> 4.210%, 10/20/2037(a)<br>| &nbsp;&nbsp; 130481 |
| 1881347 | &nbsp;&nbsp; MVW LLC, Series 2024-1A, Class C, <br> 6.200%, 2/20/2043(a)<br>| &nbsp;&nbsp; 1911843 |
| 8533343 | &nbsp;&nbsp; Navigator Aircraft ABS Ltd., Series 2021-1, <br> Class A, 2.771%, 11/15/2046(a)(b)<br>| &nbsp;&nbsp; 8093863 |
| 16270000 | &nbsp;&nbsp; NFAS3 LLC, Series 2025-1, Class A, <br> 6.351%, 5/15/2031(a)<br>| &nbsp;&nbsp; 16339375 |
| 4573450 | &nbsp;&nbsp; Octane Receivables Trust, Series 2024-1A, <br> Class A2, 5.680%, 5/20/2030(a)<br>| &nbsp;&nbsp; 4598091 |
| 7119000 | &nbsp;&nbsp; Octane Receivables Trust, Series 2024-2A, <br> Class C, 5.900%, 7/20/2032(a)<br>| &nbsp;&nbsp; 7181078 |
| 6695000 | &nbsp;&nbsp; OnDeck Asset Securitization Trust IV LLC, <br> Series 2024-2A, Class A, 4.980%, 10/17/2031(a)<br>| &nbsp;&nbsp; 6712647 |
| 3120000 | &nbsp;&nbsp; Onemain Financial Issuance Trust, <br> Series 2025-1A, Class D, 5.790%, 7/14/2038(a)<br>| &nbsp;&nbsp; 3139334 |
| 1675000 | &nbsp;&nbsp; OneMain Financial Issuance Trust, <br> Series 2019-2A, Class D, 4.050%, 10/14/2036(a)<br>| &nbsp;&nbsp; 1596764 |
| 8040000 | &nbsp;&nbsp; OneMain Financial Issuance Trust, <br> Series 2022-S1, Class D, 5.200%, 5/14/2035(a)<br>| &nbsp;&nbsp; 8050804 |
| 16042937 | &nbsp;&nbsp; OWN Equipment Fund I LLC, Series 2024-2M, <br> Class A, 5.700%, 12/20/2032(a)<br>| &nbsp;&nbsp; 16139337 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $9206862 | &nbsp;&nbsp; OWN Equipment Fund II LLC, Series 2025-1M, <br> Class A, 5.480%, 9/26/2033(a)<br>| &nbsp;&nbsp; $9193422 |
| 23728708 | &nbsp;&nbsp; OWN Equipment Fund III LLC, Series 2025-2M, <br> Class A, 5.420%, 3/27/2034(a)<br>| &nbsp;&nbsp; 23636816 |
| 3718086 | &nbsp;&nbsp; PK ALIFT Loan Funding 3 LP, Series 2024-1, <br> Class A1, 5.842%, 9/15/2039(a)<br>| &nbsp;&nbsp; 3780979 |
| 4764587 | &nbsp;&nbsp; PK Alift Loan Funding 7 LP, Series 2025-2, <br> Class A, 4.750%, 3/15/2043(a)<br>| &nbsp;&nbsp; 4741049 |
| 11405000 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2025-1A, Class A2I, 5.274%, 12/06/2055(a)<br>| &nbsp;&nbsp; 11400904 |
| 6380000 | &nbsp;&nbsp; Progress Residential Trust, Series 2022-SFR5, <br> Class C, 5.192%, 6/17/2039(a)<br>| &nbsp;&nbsp; 6349773 |
| 10190000 | &nbsp;&nbsp; QTS Issuer ABS II LLC, Series 2025-1A, Class B, <br> 5.778%, 10/05/2055(a)<br>| &nbsp;&nbsp; 9856257 |
| 2600000 | &nbsp;&nbsp; QTS Issuer ABS II LLC, Series 2026-1A, Class B, <br> 6.729%, 1/05/2056(a)<br>| &nbsp;&nbsp; 2573241 |
| 1165000 | &nbsp;&nbsp; Reach ABS Trust, Series 2025-1A, Class C, <br> 5.990%, 8/16/2032(a)<br>| &nbsp;&nbsp; 1178824 |
| 8020000 | &nbsp;&nbsp; Reach ABS Trust, Series 2025-2A, Class B, <br> 5.120%, 8/18/2032(a)<br>| &nbsp;&nbsp; 8031999 |
| 7550000 | &nbsp;&nbsp; Regional Management Issuance Trust, <br> Series 2024-2, Class A, 5.110%, 12/15/2033(a)<br>| &nbsp;&nbsp; 7577323 |
| 1825000 | &nbsp;&nbsp; Regional Management Issuance Trust, <br> Series 2024-2, Class C, 5.740%, 12/15/2033(a)<br>| &nbsp;&nbsp; 1835472 |
| 5250000 | &nbsp;&nbsp; Regional Management Issuance Trust, <br> Series 2025-1, Class D, 6.580%, 4/17/2034(a)<br>| &nbsp;&nbsp; 5295137 |
| 9940000 | &nbsp;&nbsp; Republic Finance Issuance Trust, <br> Series 2024-A, Class A, 5.910%, 8/20/2032(a)<br>| &nbsp;&nbsp; 9977173 |
| 12420000 | &nbsp;&nbsp; Republic Finance Issuance Trust, <br> Series 2024-B, Class A, 5.420%, 11/20/2037(a)<br>| &nbsp;&nbsp; 12542536 |
| 14675000 | &nbsp;&nbsp; RFS Asset Securitization II LLC, Series 2024-1, <br> Class A, 6.550%, 7/15/2031(a)<br>| &nbsp;&nbsp; 14855538 |
| 14820000 | &nbsp;&nbsp; SEB Funding LLC, Series 2024-1A, Class A2, <br> 7.386%, 4/30/2054(a)<br>| &nbsp;&nbsp; 15083337 |
| 43000000 | &nbsp;&nbsp; SF ABS Issuer LLC, Series 2025-1A, Class A2, <br> 5.377%, 11/25/2055(a)<br>| &nbsp;&nbsp; 42078682 |
| 22002000 | &nbsp;&nbsp; Shentel Issuer LLC, Series 2025-1A, Class A2, <br> 5.640%, 12/20/2055(a)<br>| &nbsp;&nbsp; 22168458 |
| 1525421 | &nbsp;&nbsp; Shenton Aircraft Investment I Ltd., <br> Series 2015-1A, Class A, 4.750%, 10/15/2042(a)<br>| &nbsp;&nbsp; 1525421 |
| 467163 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2023-1A, Class C, 7.000%, 1/20/2040(a)<br>| &nbsp;&nbsp; 476937 |
| 556724 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2023-2A, Class C, 7.300%, 4/20/2040(a)<br>| &nbsp;&nbsp; 572757 |
| 1864369 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2023-3A, Class C, 7.120%, 9/20/2040(a)<br>| &nbsp;&nbsp; 1914103 |
| 16331250 | &nbsp;&nbsp; Slam Ltd., Series 2024-1A, Class A, <br> 5.335%, 9/15/2049(a)<br>| &nbsp;&nbsp; 16268651 |
| 10545677 | Slam Super B Master Ltd., 6.472%, 12/15/2050 | &nbsp;&nbsp; 10372486 |
| 29320000 | &nbsp;&nbsp; Sprite Ltd., Series 2026-1, Class A, <br> 5.227%, 3/15/2041(a)<br>| &nbsp;&nbsp; 28851255 |
| 17210000 | &nbsp;&nbsp; Sprite Ltd., Series 2026-1, Class C, <br> 9.413%, 3/15/2041(a)<br>| &nbsp;&nbsp; 17029512 |
| 1047169 | &nbsp;&nbsp; Stream Innovations Issuer Trust, <br> Series 2024-1A, Class A, 6.270%, 7/15/2044(a)<br>| &nbsp;&nbsp; 1077931 |
| 6038997 | &nbsp;&nbsp; Stream Innovations Issuer Trust, <br> Series 2024-2A, Class A, 5.210%, 2/15/2045(a)<br>| &nbsp;&nbsp; 6077626 |
| 2379448 | &nbsp;&nbsp; Sunnova Helios II Issuer LLC, Series 2019-AA, <br> Class A, 3.750%, 6/20/2046(a)<br>| &nbsp;&nbsp; 2180085 |
| 5242817 | &nbsp;&nbsp; Sunnova Helios X Issuer LLC, Series 2022-C, <br> Class A, 5.300%, 11/22/2049(a)<br>| &nbsp;&nbsp; 4825644 |
| 22229549 | &nbsp;&nbsp; Sunnova Helios XIII Issuer LLC, Series 2024-A, <br> Class A, 5.300%, 2/20/2051(a)<br>| &nbsp;&nbsp; 19064910 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $1962786 | &nbsp;&nbsp; Sunnova Sol III Issuer LLC, Series 2021-1, <br> Class A, 2.580%, 4/28/2056(a)<br>| &nbsp;&nbsp; $1674737 |
| 17685351 | &nbsp;&nbsp; Sunrun Atlas Issuer LLC, Series 2019-2, <br> Class A, 3.610%, 2/01/2055(a)<br>| &nbsp;&nbsp; 17061095 |
| 2226428 | &nbsp;&nbsp; Sunrun Demeter Issuer LLC, Series 2021-2A, <br> Class A, 2.270%, 1/30/2057(a)<br>| &nbsp;&nbsp; 2020809 |
| 8517687 | &nbsp;&nbsp; Thrust Engine Leasing DAC, Series 2021-1A, <br> Class A, 4.163%, 7/15/2040(a)<br>| &nbsp;&nbsp; 8424255 |
| 4603583 | &nbsp;&nbsp; TIC Home Improvement Trust, Series 2024-A, <br> Class A, 6.670%, 10/15/2046(a)<br>| &nbsp;&nbsp; 4674439 |
| 4934250 | &nbsp;&nbsp; TIF Funding III LLC, Series 2024-1A, Class A, <br> 5.480%, 4/20/2049(a)<br>| &nbsp;&nbsp; 4954832 |
| 3251250 | &nbsp;&nbsp; TIF Funding III LLC, Series 2024-1A, Class C, <br> 6.310%, 4/20/2049(a)<br>| &nbsp;&nbsp; 3239293 |
| 23924019 | &nbsp;&nbsp; TMCL VII Holdings Ltd., Series 2025-1H, <br> Class A, 6.430%, 7/23/2050(a)<br>| &nbsp;&nbsp; 23890922 |
| 31890000 | &nbsp;&nbsp; Trafigura Securitisation Finance PLC, <br> Series 2024-1A, Class A1, 1 day USD SOFR + <br> 1.400%, 5.041%, 11/15/2027(a)(b)<br>| &nbsp;&nbsp; 31876702 |
| 190591 | &nbsp;&nbsp; Triumph Rail Holdings LLC, Series 2021-2, <br> Class A, 2.150%, 6/19/2051(a)<br>| &nbsp;&nbsp; 184500 |
| 3200000 | &nbsp;&nbsp; Uniti Fiber ABS Issuer LLC, Series 2025-1A, <br> Class A2, 5.877%, 4/20/2055(a)<br>| &nbsp;&nbsp; 3249012 |
| 8159956 | &nbsp;&nbsp; Volofin Finance DAC, Series 2024-1A, Class A, <br> 5.935%, 6/15/2037(a)<br>| &nbsp;&nbsp; 8219287 |
| 613121 | &nbsp;&nbsp; Wave LLC, Series 2019-1, Class A, <br> 3.597%, 9/15/2044(a)<br>| &nbsp;&nbsp; 600894 |
| 2752385 | &nbsp;&nbsp; Willis Engine Structured Trust VI, <br> Series 2021-A, Class A, 3.104%, 5/15/2046(a)<br>| &nbsp;&nbsp; 2592308 |
| 2159401 | &nbsp;&nbsp; Willis Engine Structured Trust VI, <br> Series 2021-A, Class B, 5.438%, 5/15/2046(a)<br>| &nbsp;&nbsp; 2132763 |
| 6611734 | &nbsp;&nbsp; Willis Engine Structured Trust VII, <br> Series 2023-A, Class A, 8.000%, 10/15/2048(a)<br>| &nbsp;&nbsp; 6741146 |
|  |  | &nbsp;&nbsp; 1191622588 |
|  | **ABS Residential Mortgage — 1.7%** | **ABS Residential Mortgage — 1.7%** |
| 15223574 | &nbsp;&nbsp; GITSIT Mortgage Loan Trust, Series 2025-NPL1, <br> Class A1, 6.276%, 2/25/2055(a)(b)<br>| &nbsp;&nbsp; 15233211 |
| 24591586 | &nbsp;&nbsp; GITSIT Mortgage Loan Trust, Series 2025-NPL2, <br> Class A1, 5.425%, 12/25/2055(a)(b)<br>| &nbsp;&nbsp; 24459160 |
| 12827057 | &nbsp;&nbsp; MFA Trust, Series 2024-NPL1, Class A1, <br> 6.330%, 9/25/2054(a)(b)<br>| &nbsp;&nbsp; 12842875 |
| 11189621 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2025-NPL3, Class A1, <br> 6.708%, 4/25/2055(a)(b)<br>| &nbsp;&nbsp; 11200231 |
| 10136574 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2025-NPL6, Class A1, <br> 5.744%, 6/25/2055(a)(b)<br>| &nbsp;&nbsp; 10152171 |
| 27852728 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2025-NPL8, Class A1, <br> 5.732%, 8/25/2055(a)(b)<br>| &nbsp;&nbsp; 27911517 |
| 3230613 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2026-NPL1, Class A1, <br> 5.180%, 1/25/2056(a)(b)<br>| &nbsp;&nbsp; 3204444 |
| 16538506 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2026-NPL2, Class A1, <br> 5.151%, 2/25/2056(a)(b)<br>| &nbsp;&nbsp; 16408343 |
| 25059741 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2026-NPL3, Class A1, <br> 4.968%, 2/25/2056(a)(b)<br>| &nbsp;&nbsp; 24854301 |
| 17075000 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2026-NPL4, Class A1, <br> 5.510%, 4/25/2056(a)(b)<br>| &nbsp;&nbsp; 17075854 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Residential Mortgage — continued** | **ABS Residential Mortgage — continued** |
| $30431724 | &nbsp;&nbsp; RCO IX Mortgage LLC, Series 2025-2, Class A1, <br> 6.513%, 4/25/2030(a)(b)<br>| &nbsp;&nbsp; $30472584 |
| 29738861 | &nbsp;&nbsp; RCO IX Mortgage LLC, Series 2025-4, Class A1, <br> 5.310%, 10/25/2030(a)(b)<br>| &nbsp;&nbsp; 29715608 |
| 2684731 | &nbsp;&nbsp; RCO VIII Mortgage LLC, Series 2025-3, <br> Class A1, 6.435%, 5/25/2030(a)(b)<br>| &nbsp;&nbsp; 2687491 |
| 26135000 | &nbsp;&nbsp; RCO X Mortgage LLC, Series 2026-1, Class A1, <br> 5.536%, 3/25/2031(a)(b)<br>| &nbsp;&nbsp; 26136594 |
| 19411998 | &nbsp;&nbsp; VCAT LLC, Series 2025-NPL3, Class A1, <br> 5.889%, 2/25/2055(a)(b)<br>| &nbsp;&nbsp; 19436074 |
| 11096558 | &nbsp;&nbsp; VCAT LLC, Series 2026-NPL1, Class A1, <br> 5.101%, 1/25/2056(a)(b)<br>| &nbsp;&nbsp; 11034487 |
|  |  | &nbsp;&nbsp; 282824945 |
|  | **ABS Student Loan — 0.5%** | **ABS Student Loan — 0.5%** |
| 573002 | &nbsp;&nbsp; Ascent Education Funding Trust, Series 2024-A, <br> Class A, 6.140%, 10/25/2050(a)<br>| &nbsp;&nbsp; 584620 |
| 21873881 | &nbsp;&nbsp; College Ave Student Loans LLC, Series 2024-B, <br> Class A1A, 5.690%, 8/25/2054(a)<br>| &nbsp;&nbsp; 22314038 |
| 2150000 | &nbsp;&nbsp; College Ave Student Loans LLC, Series 2024-B, <br> Class B, 6.080%, 8/25/2054(a)<br>| &nbsp;&nbsp; 2187287 |
| 309977 | &nbsp;&nbsp; College Avenue Student Loans LLC, <br> Series 2021-A, Class C, 2.920%, 7/25/2051(a)<br>| &nbsp;&nbsp; 293148 |
| 1177749 | &nbsp;&nbsp; Commonbond Student Loan Trust, <br> Series 2020-1, Class A, 1.690%, 10/25/2051(a)<br>| &nbsp;&nbsp; 1075282 |
| 1759627 | &nbsp;&nbsp; ELFI Graduate Loan Program LLC, <br> Series 2019-A, Class A, 2.540%, 3/25/2044(a)<br>| &nbsp;&nbsp; 1663633 |
| 1903422 | &nbsp;&nbsp; Laurel Road Prime Student Loan Trust, <br> Series 2020-A, Class A2FX, <br> 1.400%, 11/25/2050(a)<br>| &nbsp;&nbsp; 1777414 |
| 297297 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2020-HA, Class A, 1.310%, 1/15/2069(a)<br>| &nbsp;&nbsp; 282489 |
| 1519145 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-A, Class A, 0.840%, 5/15/2069(a)<br>| &nbsp;&nbsp; 1390779 |
| 690000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-A, Class B, 2.240%, 5/15/2069(a)<br>| &nbsp;&nbsp; 558068 |
| 2105000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-EA, Class B, 2.030%, 12/16/2069(a)<br>| &nbsp;&nbsp; 1524631 |
| 4790000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-FA, Class B, 2.120%, 2/18/2070(a)<br>| &nbsp;&nbsp; 3415399 |
| 5525000 | &nbsp;&nbsp; Navient Student Loan Trust, Series 2023-BA, <br> Class B, 7.230%, 3/15/2072(a)<br>| &nbsp;&nbsp; 5949596 |
| 6710000 | &nbsp;&nbsp; Nelnet Student Loan Trust, Series 2021-BA, <br> Class B, 2.680%, 4/20/2062(a)<br>| &nbsp;&nbsp; 6043107 |
| 156000 | &nbsp;&nbsp; SLM Private Credit Student Loan Trust, <br> Series 2003-A, Class A3, 28 day Auction Rate <br> Security, 6.330%, 6/15/2032(b)<br>| &nbsp;&nbsp; 155979 |
| 102000 | &nbsp;&nbsp; SLM Private Credit Student Loan Trust, <br> Series 2003-A, Class A4, 28 day Auction Rate <br> Security, 6.340%, 6/15/2032(b)<br>| &nbsp;&nbsp; 101986 |
| 304000 | &nbsp;&nbsp; SLM Private Credit Student Loan Trust, <br> Series 2003-B, Class A3, 28 day Auction Rate <br> Security, 6.350%, 3/15/2033(b)<br>| &nbsp;&nbsp; 303976 |
| 198000 | &nbsp;&nbsp; SLM Private Credit Student Loan Trust, <br> Series 2003-B, Class A4, 28 day Auction Rate <br> Security, 6.370%, 3/15/2033(b)<br>| &nbsp;&nbsp; 197984 |
| 140000 | &nbsp;&nbsp; SLM Private Credit Student Loan Trust, <br> Series 2003-C, Class A3, 28 day Auction Rate <br> Security, 6.470%, 9/15/2032(b)<br>| &nbsp;&nbsp; 140000 |
| 307000 | &nbsp;&nbsp; SLM Private Credit Student Loan Trust, <br> Series 2003-C, Class A4, 28 day Auction Rate <br> Security, 6.510%, 9/15/2032(b)<br>| &nbsp;&nbsp; 307000 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **ABS Student Loan — continued** | **ABS Student Loan — continued** |
| $215000 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2018-A, Class B, 3.960%, 7/15/2042(a)<br>| &nbsp;&nbsp; $211515 |
| 1605000 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2018-B, Class B, 4.000%, 7/15/2042(a)<br>| &nbsp;&nbsp; 1571876 |
| 1525000 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2018-C, Class B, 4.000%, 11/17/2042(a)<br>| &nbsp;&nbsp; 1495699 |
| 1227363 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2019-A, Class A2A, 3.440%, 7/15/2036(a)<br>| &nbsp;&nbsp; 1217958 |
| 2801294 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2019-B, Class A2A, 2.840%, 6/15/2037(a)<br>| &nbsp;&nbsp; 2751622 |
| 325939 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2020-A, Class A2A, 2.230%, 9/15/2037(a)<br>| &nbsp;&nbsp; 316517 |
| 2115004 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2021-B, Class A, 1.310%, 7/17/2051(a)<br>| &nbsp;&nbsp; 2000500 |
| 1130078 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2021-D, Class A1A, 1.340%, 3/17/2053(a)<br>| &nbsp;&nbsp; 1070061 |
| 5705000 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2023-C, Class B, 6.360%, 11/15/2052(a)<br>| &nbsp;&nbsp; 5937988 |
| 9200243 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2024-A, Class A1A, 5.240%, 3/15/2056(a)<br>| &nbsp;&nbsp; 9277132 |
| 6529038 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2024-C, Class A1A, 5.500%, 6/17/2052(a)<br>| &nbsp;&nbsp; 6654887 |
|  |  | &nbsp;&nbsp; 82772171 |
|  | **ABS Whole Business — 0.8%** | **ABS Whole Business — 0.8%** |
| 30940000 | &nbsp;&nbsp; Applebee's Funding LLC/IHOP Funding LLC, <br> Series 2023-1A, Class A2, 7.824%, 3/05/2053(a)<br>| &nbsp;&nbsp; 31189571 |
| 14028437 | &nbsp;&nbsp; EWC Master Issuer LLC, Series 2022-1A, <br> Class A2, 5.500%, 3/15/2052(a)<br>| &nbsp;&nbsp; 13920180 |
| 18825000 | &nbsp;&nbsp; FF Asset Securitization LLC, Series 2025-1A, <br> Class A, 5.807%, 12/17/2031(a)<br>| &nbsp;&nbsp; 18622104 |
| 4775088 | &nbsp;&nbsp; FOCUS Brands Funding, Series 2023-2, <br> Class A2, 8.241%, 10/30/2053(a)<br>| &nbsp;&nbsp; 4998635 |
| 6622500 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2019-1A, Class A2, 3.858%, 12/05/2049(a)<br>| &nbsp;&nbsp; 6306582 |
| 2160000 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2022-1A, Class A2II, <br> 4.008%, 12/05/2051(a)<br>| &nbsp;&nbsp; 2015396 |
| 9446150 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2024-1A, Class A2I, 5.765%, 6/05/2054(a)<br>| &nbsp;&nbsp; 9506599 |
| 3525000 | &nbsp;&nbsp; Progress Residential Trust, Series 2022-SFR5, <br> Class B, 4.896%, 6/17/2039(a)<br>| &nbsp;&nbsp; 3510904 |
| 35471000 | &nbsp;&nbsp; Subway Funding LLC, Series 2024-1A, <br> Class A2I, 6.028%, 7/30/2054(a)<br>| &nbsp;&nbsp; 35699912 |
| 10037937 | &nbsp;&nbsp; Subway Funding LLC, Series 2024-3A, <br> Class A2I, 5.246%, 7/30/2054(a)<br>| &nbsp;&nbsp; 9909051 |
| 4455000 | &nbsp;&nbsp; Wingstop Funding LLC, Series 2024-1A, <br> Class A2, 5.858%, 12/05/2054(a)<br>| &nbsp;&nbsp; 4524357 |
|  |  | &nbsp;&nbsp; 140203291 |
|  | **Aerospace & Defense — 3.3%** | **Aerospace & Defense — 3.3%** |
| 595000 | Axon Enterprise, Inc., 6.125%, 3/15/2030(a) | &nbsp;&nbsp; 604845 |
| 593000 | Axon Enterprise, Inc., 6.250%, 3/15/2033(a) | &nbsp;&nbsp; 605302 |
| 2685000 | BAE Systems PLC, 5.250%, 3/26/2031(a) | &nbsp;&nbsp; 2754649 |
| 35660000 | BAE Systems PLC, 5.300%, 3/26/2034(a) | &nbsp;&nbsp; 36521546 |
| 32338000 | Boeing Co., 3.625%, 2/01/2031 | &nbsp;&nbsp; 30754148 |
| 26030000 | Boeing Co., 5.150%, 5/01/2030 | &nbsp;&nbsp; 26465742 |
| 23082000 | Boeing Co., 5.705%, 5/01/2040 | &nbsp;&nbsp; 23118288 |
| 106429000 | Boeing Co., 5.805%, 5/01/2050 | &nbsp;&nbsp; 102887724 |
| 1525000 | Boeing Co., 5.930%, 5/01/2060 | &nbsp;&nbsp; 1463829 |
| 6685000 | Boeing Co., 6.388%, 5/01/2031 | &nbsp;&nbsp; 7128491 |
| 15415000 | Boeing Co., 6.528%, 5/01/2034 | &nbsp;&nbsp; 16792216 |
| 112921000 | Boeing Co., 6.858%, 5/01/2054 | &nbsp;&nbsp; 124278014 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Aerospace & Defense — continued** | **Aerospace & Defense — continued** |
| $10340000 | Boeing Co., 7.008%, 5/01/2064 | &nbsp;&nbsp; $11431078 |
| 9955000 | &nbsp;&nbsp; Honeywell Aerospace, Inc., <br> 4.950%, 3/16/2036(a)<br>| &nbsp;&nbsp; 9877381 |
| 29741000 | L3Harris Technologies, Inc., 5.350%, 6/01/2034 | &nbsp;&nbsp; 30229939 |
| 29248000 | L3Harris Technologies, Inc., 5.400%, 7/31/2033 | &nbsp;&nbsp; 30008258 |
| 3335000 | RTX Corp., 2.375%, 3/15/2032 | &nbsp;&nbsp; 2936076 |
| 26330000 | RTX Corp., 5.150%, 2/27/2033 | &nbsp;&nbsp; 26852684 |
| 5005000 | Textron, Inc., 2.450%, 3/15/2031 | &nbsp;&nbsp; 4506817 |
| 29075000 | Textron, Inc., 3.000%, 6/01/2030 | &nbsp;&nbsp; 27369940 |
| 2040000 | Textron, Inc., 4.950%, 3/15/2036 | &nbsp;&nbsp; 1983369 |
| 38470000 | Textron, Inc., 6.100%, 11/15/2033 | &nbsp;&nbsp; 40583826 |
| 604000 | TransDigm, Inc., 6.000%, 1/15/2033(a) | &nbsp;&nbsp; 603661 |
| 580000 | TransDigm, Inc., 6.875%, 12/15/2030(a) | &nbsp;&nbsp; 594296 |
|  |  | &nbsp;&nbsp; 560352119 |
|  | **Agency Commercial Mortgage-Backed Securities — 0.1%** | **Agency Commercial Mortgage-Backed Securities — 0.1%** |
| 8495000 | &nbsp;&nbsp; Arixa Mortgage Trust, Series 2025-RTL1, <br> Class A1, 5.735%, 8/25/2030(a)(b)<br>| &nbsp;&nbsp; 8516819 |
|  | **Airlines — 0.3%** | **Airlines — 0.3%** |
| 8878250 | &nbsp;&nbsp; American Airlines Pass-Through Trust, <br> Series 2016-3, Class A, 3.250%, 4/15/2030<br>| &nbsp;&nbsp; 8450931 |
| 3769443 | &nbsp;&nbsp; American Airlines Pass-Through Trust, <br> Series A, Class A, 3.600%, 4/15/2031<br>| &nbsp;&nbsp; 3590007 |
| 8946746 | &nbsp;&nbsp; American Airlines Pass-Through Trust, <br> Series B, Class B, 3.850%, 8/15/2029<br>| &nbsp;&nbsp; 8675928 |
| 2494238 | &nbsp;&nbsp; British Airways Pass-Through Trust, <br> Series 2019-1, Class A, 3.350%, 12/15/2030(a)<br>| &nbsp;&nbsp; 2413923 |
| 2155513 | &nbsp;&nbsp; United Airlines Pass-Through Trust, <br> Series 20-1, Class A, 5.875%, 4/15/2029<br>| &nbsp;&nbsp; 2188385 |
| 18818128 | &nbsp;&nbsp; United Airlines Pass-Through Trust, <br> Series 2023-1, Class A, 5.800%, 7/15/2037<br>| &nbsp;&nbsp; 19377591 |
| 1766467 | &nbsp;&nbsp; United Airlines Pass-Through Trust, Series A, <br> Class A, 3.700%, 9/01/2031<br>| &nbsp;&nbsp; 1697123 |
|  |  | &nbsp;&nbsp; 46393888 |
|  | **Apartment REITs — 0.1%** | **Apartment REITs — 0.1%** |
| 2185000 | American Homes 4 Rent LP, 2.375%, 7/15/2031 | &nbsp;&nbsp; 1922725 |
| 8745000 | &nbsp;&nbsp; Invitation Homes Operating Partnership LP, <br> 4.875%, 2/01/2035<br>| &nbsp;&nbsp; 8345236 |
|  |  | &nbsp;&nbsp; 10267961 |
|  | **Automotive — 0.2%** | **Automotive — 0.2%** |
| 4895000 | Aptiv Swiss Holdings Ltd., 3.250%, 3/01/2032 | &nbsp;&nbsp; 4581318 |
| 360000 | &nbsp;&nbsp; General Motors Financial Co., Inc., <br> 5.850%, 4/06/2030<br>| &nbsp;&nbsp; 372612 |
| 16020000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.750%, 4/23/2030(a)<br>| &nbsp;&nbsp; 15497465 |
| 811000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.875%, 4/14/2028(a)<br>| &nbsp;&nbsp; 819280 |
| 17195000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.875%, 4/23/2032(a)<br>| &nbsp;&nbsp; 16337021 |
|  |  | &nbsp;&nbsp; 37607696 |
|  | **Banking — 6.0%** | **Banking — 6.0%** |
| 15870000 | &nbsp;&nbsp; CaixaBank SA, (fixed rate to 7/03/2035, variable <br> rate thereafter), 5.581%, 7/03/2036(a)<br>| &nbsp;&nbsp; 15960290 |
| 23965000 | &nbsp;&nbsp; Capital One Financial Corp., (fixed rate to <br> 9/11/2035, variable rate thereafter), <br> 5.197%, 9/11/2036<br>| &nbsp;&nbsp; 23232375 |
| 36104000 | &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; 35297876 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Banking — continued** | **Banking — continued** |
| $75598000 | &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; $73039068 |
| 4980000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to <br> 2/24/2032, variable rate thereafter), <br> 3.102%, 2/24/2033<br>| &nbsp;&nbsp; 4497681 |
| 6325000 | &nbsp;&nbsp; ING Groep NV, (fixed rate to 9/11/2033, variable <br> rate thereafter), 6.114%, 9/11/2034<br>| &nbsp;&nbsp; 6671207 |
| 24795000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to 1/22/2036, <br> variable rate thereafter), 4.898%, 1/22/2037<br>| &nbsp;&nbsp; 24262147 |
| 2745000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to 1/24/2035, <br> variable rate thereafter), 5.502%, 1/24/2036<br>| &nbsp;&nbsp; 2809614 |
| 13075000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to <br> 10/22/2034, variable rate thereafter), <br> 4.946%, 10/22/2035<br>| &nbsp;&nbsp; 12931586 |
| 25570000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to 4/22/2035, <br> variable rate thereafter), 5.572%, 4/22/2036<br>| &nbsp;&nbsp; 26349473 |
| 4230000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to 7/25/2032, <br> variable rate thereafter), 4.912%, 7/25/2033<br>| &nbsp;&nbsp; 4232919 |
| 60105000 | &nbsp;&nbsp; JPMorgan Chase & Co., Series OO, (fixed rate <br> to 4/01/2030, variable rate thereafter), 6.500%(c)<br>| &nbsp;&nbsp; 61675844 |
| 8843000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 1/18/2034, <br> variable rate thereafter), 5.466%, 1/18/2035<br>| &nbsp;&nbsp; 8989129 |
| 46450000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 1/18/2036, <br> variable rate thereafter), 5.314%, 1/18/2041<br>| &nbsp;&nbsp; 44839230 |
| 45730000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 1/19/2033, <br> variable rate thereafter), 5.948%, 1/19/2038<br>| &nbsp;&nbsp; 46846331 |
| 21570000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 10/18/2032, <br> variable rate thereafter), 6.342%, 10/18/2033<br>| &nbsp;&nbsp; 23079335 |
| 40679000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 11/01/2033, <br> variable rate thereafter), 6.627%, 11/01/2034<br>| &nbsp;&nbsp; 44264042 |
| 19260000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 2/07/2034, <br> variable rate thereafter), 5.942%, 2/07/2039<br>| &nbsp;&nbsp; 19688489 |
| 76435000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 4/19/2034, <br> variable rate thereafter), 5.831%, 4/19/2035<br>| &nbsp;&nbsp; 79353898 |
| 24855000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 4/20/2032, <br> variable rate thereafter), 5.297%, 4/20/2037<br>| &nbsp;&nbsp; 24794531 |
| 41690000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 9/16/2031, <br> variable rate thereafter), 2.484%, 9/16/2036<br>| &nbsp;&nbsp; 35869566 |
| 6640000 | &nbsp;&nbsp; Morgan Stanley, MTN, (fixed rate to 7/21/2033, <br> variable rate thereafter), 5.424%, 7/21/2034<br>| &nbsp;&nbsp; 6737338 |
| 51465000 | &nbsp;&nbsp; Morgan Stanley Private Bank NA, (fixed rate to <br> 11/19/2030, variable rate thereafter), <br> 4.465%, 11/19/2031<br>| &nbsp;&nbsp; 50666316 |
| 55585000 | &nbsp;&nbsp; Societe Generale SA, (fixed rate to 10/03/2035, <br> variable rate thereafter), 5.439%, 10/03/2036(a)<br>| &nbsp;&nbsp; 54383838 |
| 572000 | Synchrony Financial, 7.250%, 2/02/2033 | &nbsp;&nbsp; 584230 |
| 3599000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 2/25/2031, <br> variable rate thereafter), 4.947%, 2/25/2032<br>| &nbsp;&nbsp; 3492838 |
| 9810000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 3/06/2030, <br> variable rate thereafter), 5.450%, 3/06/2031<br>| &nbsp;&nbsp; 9801877 |
| 23652000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 7/29/2035, <br> variable rate thereafter), 6.000%, 7/29/2036<br>| &nbsp;&nbsp; 23328512 |
| 17760000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 8/02/2029, <br> variable rate thereafter), 5.935%, 8/02/2030<br>| &nbsp;&nbsp; 18044956 |
| 12568000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 11/06/2032, <br> variable rate thereafter), 4.844%, 11/06/2033(a)<br>| &nbsp;&nbsp; 12361770 |
| 20095000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 2/08/2034, variable <br> rate thereafter), 5.699%, 2/08/2035(a)<br>| &nbsp;&nbsp; 20599730 |
| 42885000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 5/09/2035, variable <br> rate thereafter), 5.580%, 5/09/2036(a)<br>| &nbsp;&nbsp; 43495608 |
| 29050000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 9/13/2029, variable <br> rate thereafter), 5.617%, 9/13/2030(a)<br>| &nbsp;&nbsp; 29948514 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Banking — continued** | **Banking — continued** |
| $14149000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/03/2031, variable <br> rate thereafter), 3.127%, 6/03/2032(a)<br>| &nbsp;&nbsp; $13000184 |
| 7993000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/30/2030, variable <br> rate thereafter), 5.459%, 6/30/2035(a)<br>| &nbsp;&nbsp; 7978599 |
| 22767000 | &nbsp;&nbsp; Wells Fargo & Co., (fixed rate to 1/23/2036, <br> variable rate thereafter), 4.960%, 1/23/2037<br>| &nbsp;&nbsp; 22178293 |
| 39465000 | &nbsp;&nbsp; Wells Fargo & Co., (fixed rate to 4/23/2035, <br> variable rate thereafter), 5.605%, 4/23/2036<br>| &nbsp;&nbsp; 40385624 |
| 44565000 | &nbsp;&nbsp; Wells Fargo & Co., (fixed rate to 9/15/2035, <br> variable rate thereafter), 4.892%, 9/15/2036<br>| &nbsp;&nbsp; 43357577 |
|  |  | &nbsp;&nbsp; 1019030435 |
|  | **Brokerage — 0.9%** | **Brokerage — 0.9%** |
| 18635000 | BGC Group, Inc., 6.150%, 4/02/2030 | &nbsp;&nbsp; 18953542 |
| 29645000 | Blue Owl Finance LLC, 6.250%, 4/18/2034 | &nbsp;&nbsp; 28500162 |
| 10620000 | &nbsp;&nbsp; Brookfield Asset Management Ltd., <br> 5.795%, 4/24/2035<br>| &nbsp;&nbsp; 10820917 |
| 7775000 | Citadel LP, 6.000%, 1/23/2030(a) | &nbsp;&nbsp; 8003957 |
| 5880000 | Citadel LP, 6.375%, 1/23/2032(a) | &nbsp;&nbsp; 6094270 |
| 26772000 | &nbsp;&nbsp; Jane Street Group/JSG Finance, Inc., <br> 6.750%, 5/01/2033(a)<br>| &nbsp;&nbsp; 27162015 |
| 2679000 | &nbsp;&nbsp; Jane Street Group/JSG Finance, Inc., <br> 7.125%, 4/30/2031(a)<br>| &nbsp;&nbsp; 2753894 |
| 6810000 | &nbsp;&nbsp; Jefferies Financial Group, Inc., <br> 5.875%, 7/21/2028<br>| &nbsp;&nbsp; 6953483 |
| 26635000 | &nbsp;&nbsp; Jefferies Financial Group, Inc., <br> 6.200%, 4/14/2034<br>| &nbsp;&nbsp; 27162690 |
| 19498000 | &nbsp;&nbsp; Jefferies Financial Group, Inc., <br> 6.250%, 1/15/2036<br>| &nbsp;&nbsp; 19765160 |
| 393000 | Osaic Holdings, Inc., 6.750%, 8/01/2032(a) | &nbsp;&nbsp; 393049 |
|  |  | &nbsp;&nbsp; 156563139 |
|  | **Building Materials — 1.7%** | **Building Materials — 1.7%** |
| 18540000 | Amrize Finance U.S. LLC, 5.400%, 4/07/2035 | &nbsp;&nbsp; 18853123 |
| 64810000 | Cemex SAB de CV, 3.875%, 7/11/2031(a) | &nbsp;&nbsp; 60498275 |
| 12250000 | Cemex SAB de CV, 3.875%, 7/11/2031 | &nbsp;&nbsp; 11435023 |
| 11320000 | &nbsp;&nbsp; Cemex SAB de CV, (fixed rate to 6/08/2026, <br> variable rate thereafter), 5.125%(a)(c)<br>| &nbsp;&nbsp; 11272917 |
| 46030000 | CRH America Finance, Inc., 5.000%, 2/09/2036 | &nbsp;&nbsp; 45188501 |
| 51195000 | Eagle Materials, Inc., 5.000%, 3/15/2036 | &nbsp;&nbsp; 49019519 |
| 9825000 | &nbsp;&nbsp; JH North America Holdings, Inc., <br> 5.875%, 1/31/2031(a)<br>| &nbsp;&nbsp; 9743364 |
| 14005000 | &nbsp;&nbsp; JH North America Holdings, Inc., <br> 6.125%, 7/31/2032(a)<br>| &nbsp;&nbsp; 13949187 |
| 37990000 | Owens Corning, 5.700%, 6/15/2034 | &nbsp;&nbsp; 39271765 |
| 23975000 | Owens Corning, 7.000%, 12/01/2036 | &nbsp;&nbsp; 26719488 |
| 1184000 | Quikrete Holdings, Inc., 6.375%, 3/01/2032(a) | &nbsp;&nbsp; 1200580 |
|  |  | &nbsp;&nbsp; 287151742 |
|  | **Cable Satellite — 1.4%** | **Cable Satellite — 1.4%** |
| 1643000 | &nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., <br> 5.000%, 2/01/2028(a)<br>| &nbsp;&nbsp; 1629512 |
| 40415000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 3.950%, 6/30/2062<br>| &nbsp;&nbsp; 23746211 |
| 11447000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 6.384%, 10/23/2035<br>| &nbsp;&nbsp; 11624241 |
| 26483000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 6.550%, 6/01/2034<br>| &nbsp;&nbsp; 27493429 |
| 13218000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 6.650%, 2/01/2034<br>| &nbsp;&nbsp; 13788159 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Cable Satellite — continued** | **Cable Satellite — continued** |
| $4204000 | CSC Holdings LLC, 4.125%, 12/01/2030(a) | &nbsp;&nbsp; $2522772 |
| 2275000 | CSC Holdings LLC, 4.500%, 11/15/2031(a) | &nbsp;&nbsp; 1348867 |
| 38005000 | CSC Holdings LLC, 4.625%, 12/01/2030(a) | &nbsp;&nbsp; 13410726 |
| 910000 | CSC Holdings LLC, 5.000%, 11/15/2031(a) | &nbsp;&nbsp; 328086 |
| 19034000 | CSC Holdings LLC, 5.375%, 2/01/2028(a) | &nbsp;&nbsp; 14076617 |
| 1035000 | CSC Holdings LLC, 5.750%, 1/15/2030(a) | &nbsp;&nbsp; 392867 |
| 1534000 | CSC Holdings LLC, 6.500%, 2/01/2029(a) | &nbsp;&nbsp; 977795 |
| 6119000 | CSC Holdings LLC, 11.250%, 5/15/2028(a) | &nbsp;&nbsp; 5000104 |
| 5852000 | Directv Financing LLC, 8.875%, 2/01/2030(a) | &nbsp;&nbsp; 5824729 |
| 5614000 | Directv Financing LLC, 8.875%, 2/01/2030(a) | &nbsp;&nbsp; 5601510 |
| 3043000 | &nbsp;&nbsp; Directv Financing LLC/Directv Financing <br> Co-Obligor, Inc., 10.000%, 2/15/2031(a)<br>| &nbsp;&nbsp; 3106383 |
| 9616000 | DISH DBS Corp., 5.250%, 12/01/2026(a) | &nbsp;&nbsp; 9533527 |
| 6160000 | DISH DBS Corp., 5.750%, 12/01/2028(a) | &nbsp;&nbsp; 5957906 |
| 85995227 | EchoStar Corp., 10.750%, 11/30/2029 | &nbsp;&nbsp; 92896410 |
| 4610000 | Time Warner Cable LLC, 6.550%, 5/01/2037 | &nbsp;&nbsp; 4647783 |
|  |  | &nbsp;&nbsp; 243907634 |
|  | **Chemicals — 0.1%** | **Chemicals — 0.1%** |
| 9537000 | &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; 9173545 |
| 915000 | Ashland, Inc., 3.375%, 9/01/2031(a) | &nbsp;&nbsp; 821614 |
| 667000 | Chemours Co., 5.750%, 11/15/2028(a) | &nbsp;&nbsp; 660413 |
|  |  | &nbsp;&nbsp; 10655572 |
|  | **Collateralized Mortgage Obligations — 0.2%** | **Collateralized Mortgage Obligations — 0.2%** |
| 24791768 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> Series 406, Class F4, 30 day USD SOFR Average <br> + 0.900%, 4.562%, 10/25/2053(b)<br>| &nbsp;&nbsp; 24814047 |
| 5662029 | &nbsp;&nbsp; Verus Securitization Trust, Series 2021-5, <br> Class A1, 1.013%, 9/25/2066(a)(b)<br>| &nbsp;&nbsp; 4872098 |
|  |  | &nbsp;&nbsp; 29686145 |
|  | **Construction Machinery — 0.7%** | **Construction Machinery — 0.7%** |
| 10740000 | Ashtead Capital, Inc., 5.800%, 4/15/2034(a) | &nbsp;&nbsp; 10949334 |
| 5270000 | Ashtead Capital, Inc., 5.950%, 10/15/2033(a) | &nbsp;&nbsp; 5423209 |
| 6065000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 3.750%, 1/15/2032<br>| &nbsp;&nbsp; 5558471 |
| 2931000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 3.875%, 2/15/2031<br>| &nbsp;&nbsp; 2755344 |
| 60936000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 5.375%, 11/15/2033(a)<br>| &nbsp;&nbsp; 59252923 |
| 27620000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 6.125%, 3/15/2034(a)<br>| &nbsp;&nbsp; 27967653 |
|  |  | &nbsp;&nbsp; 111906934 |
|  | **Consumer Cyclical Services — 0.9%** | **Consumer Cyclical Services — 0.9%** |
| 56355000 | Expedia Group, Inc., 2.950%, 3/15/2031 | &nbsp;&nbsp; 51629792 |
| 65520000 | Expedia Group, Inc., 5.400%, 2/15/2035 | &nbsp;&nbsp; 65000173 |
| 438000 | TriNet Group, Inc., 3.500%, 3/01/2029(a) | &nbsp;&nbsp; 397040 |
| 393000 | TriNet Group, Inc., 7.125%, 8/15/2031(a) | &nbsp;&nbsp; 381368 |
| 29390000 | Uber Technologies, Inc., 4.800%, 9/15/2034 | &nbsp;&nbsp; 28773054 |
| 10540000 | Uber Technologies, Inc., 4.800%, 9/15/2035 | &nbsp;&nbsp; 10227533 |
|  |  | &nbsp;&nbsp; 156408960 |
|  | **Consumer Products — 0.0%** | **Consumer Products — 0.0%** |
| 5650000 | Hasbro, Inc., 6.600%, 7/15/2028 | &nbsp;&nbsp; 5853070 |
|  | **Diversified Manufacturing — 1.0%** | **Diversified Manufacturing — 1.0%** |
| 26895000 | Amphenol Corp., 4.625%, 2/15/2036 | &nbsp;&nbsp; 26008218 |
| 22305000 | Amphenol Corp., 5.000%, 1/15/2035 | &nbsp;&nbsp; 22276657 |
| 7110000 | Amphenol Corp., 5.250%, 4/05/2034 | &nbsp;&nbsp; 7265026 |
| 3759000 | Esab Corp., 5.625%, 4/01/2031(a) | &nbsp;&nbsp; 3785351 |
| 2729000 | Esab Corp., 6.250%, 4/15/2029(a) | &nbsp;&nbsp; 2769659 |
| 38736000 | Ingersoll Rand, Inc., 5.700%, 8/14/2033 | &nbsp;&nbsp; 40242197 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Diversified Manufacturing — continued** | **Diversified Manufacturing — continued** |
| $20385000 | Nordson Corp., 5.800%, 9/15/2033 | &nbsp;&nbsp; $21188837 |
| 38470000 | Veralto Corp., 5.450%, 9/18/2033 | &nbsp;&nbsp; 39284823 |
|  |  | &nbsp;&nbsp; 162820768 |
|  | **Electric — 1.0%** | **Electric — 1.0%** |
| 13229030 | Alta Wind Holdings LLC, 7.000%, 6/30/2035(a) | &nbsp;&nbsp; 12549352 |
| 31435000 | Duke Energy Corp., 5.450%, 6/15/2034 | &nbsp;&nbsp; 32130987 |
| 30821000 | NRG Energy, Inc., 4.450%, 6/15/2029(a) | &nbsp;&nbsp; 30440515 |
| 31395000 | Southern Co., 5.700%, 3/15/2034 | &nbsp;&nbsp; 32532498 |
| 7640000 | &nbsp;&nbsp; Southern Power Co., Series B, <br> 4.900%, 10/01/2035<br>| &nbsp;&nbsp; 7388621 |
| 13385000 | Vistra Operations Co. LLC, 4.700%, 1/31/2031(a) | &nbsp;&nbsp; 13169494 |
| 8545000 | Vistra Operations Co. LLC, 5.250%, 10/15/2035(a) | &nbsp;&nbsp; 8298232 |
| 18978000 | Vistra Operations Co. LLC, 5.350%, 1/31/2036(a) | &nbsp;&nbsp; 18564156 |
| 6270000 | Vistra Operations Co. LLC, 5.700%, 12/30/2034(a) | &nbsp;&nbsp; 6307702 |
| 3015000 | VoltaGrid LLC, 7.375%, 11/01/2030(a) | &nbsp;&nbsp; 3113919 |
|  |  | &nbsp;&nbsp; 164495476 |
|  | **Environmental — 0.3%** | **Environmental — 0.3%** |
| 20913000 | Clean Harbors, Inc., 5.750%, 10/15/2033(a) | &nbsp;&nbsp; 20861776 |
| 277000 | Clean Harbors, Inc., 6.375%, 2/01/2031(a) | &nbsp;&nbsp; 281314 |
| 6581000 | &nbsp;&nbsp; GFL Environmental Holdings U.S., Inc., <br> 5.500%, 2/01/2034(a)<br>| &nbsp;&nbsp; 6454618 |
| 8180000 | GFL Environmental, Inc., 4.375%, 8/15/2029(a) | &nbsp;&nbsp; 7958509 |
| 21623000 | GFL Environmental, Inc., 6.750%, 1/15/2031(a) | &nbsp;&nbsp; 22376072 |
|  |  | &nbsp;&nbsp; 57932289 |
|  | **Finance Companies — 3.4%** | **Finance Companies — 3.4%** |
| 26609000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.000%, 10/29/2028<br>| &nbsp;&nbsp; 25613410 |
| 63343000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.300%, 1/30/2032<br>| &nbsp;&nbsp; 57529744 |
| 15387000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.400%, 10/29/2033<br>| &nbsp;&nbsp; 13613651 |
| 860000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.650%, 7/21/2027<br>| &nbsp;&nbsp; 850810 |
| 13190000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 4.750%, 1/15/2033<br>| &nbsp;&nbsp; 12820148 |
| 32622000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 4.950%, 9/10/2034<br>| &nbsp;&nbsp; 31706061 |
| 8070000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 5.375%, 12/15/2031<br>| &nbsp;&nbsp; 8197064 |
| 6084000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 5.750%, 6/06/2028<br>| &nbsp;&nbsp; 6233431 |
| 13515000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 6.150%, 9/30/2030<br>| &nbsp;&nbsp; 14202731 |
| 4660000 | Aircastle Ltd., 5.950%, 2/15/2029(a) | &nbsp;&nbsp; 4787381 |
| 18295000 | Aircastle Ltd., 6.500%, 7/18/2028(a) | &nbsp;&nbsp; 18967480 |
| 7015000 | &nbsp;&nbsp; Aircastle Ltd./Aircastle Ireland DAC, <br> 5.250%, 3/15/2030(a)<br>| &nbsp;&nbsp; 7072717 |
| 32139000 | &nbsp;&nbsp; Aircastle Ltd./Aircastle Ireland DAC, <br> 5.750%, 10/01/2031(a)<br>| &nbsp;&nbsp; 32907709 |
| 2679000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 4.250%, 4/30/2029(a)<br>| &nbsp;&nbsp; 2639945 |
| 15805000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 4.800%, 10/24/2030(a)<br>| &nbsp;&nbsp; 15622464 |
| 3538000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 4.875%, 1/28/2033(a)<br>| &nbsp;&nbsp; 3414200 |
| 5685000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 5.125%, 4/10/2030(a)<br>| &nbsp;&nbsp; 5714617 |
| 3670000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 5.375%, 7/15/2029(a)<br>| &nbsp;&nbsp; 3727468 |
| 6475000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 6.250%, 4/15/2028(a)<br>| &nbsp;&nbsp; 6660379 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Finance Companies — continued** | **Finance Companies — continued** |
| $25115000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 6.375%, 7/15/2030(a)<br>| &nbsp;&nbsp; $26434570 |
| 18470000 | &nbsp;&nbsp; Aviation Capital Group LLC, <br> 6.750%, 10/25/2028(a)<br>| &nbsp;&nbsp; 19326126 |
| 21050000 | &nbsp;&nbsp; Avolon Holdings Funding Ltd., <br> 4.700%, 1/30/2031(a)<br>| &nbsp;&nbsp; 20626801 |
| 19480000 | &nbsp;&nbsp; Avolon Holdings Funding Ltd., <br> 4.850%, 4/01/2033(a)<br>| &nbsp;&nbsp; 18661163 |
| 11275000 | &nbsp;&nbsp; Avolon Holdings Funding Ltd., <br> 5.375%, 5/30/2030(a)<br>| &nbsp;&nbsp; 11397937 |
| 388000 | Azorra Finance Ltd., 7.250%, 1/15/2031(a) | &nbsp;&nbsp; 391760 |
| 2469000 | Azorra Finance Ltd., 7.750%, 4/15/2030(a) | &nbsp;&nbsp; 2542998 |
| 2243000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 8.375%, 4/01/2032(a)<br>| &nbsp;&nbsp; 2206426 |
| 2240000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 9.125%, 5/15/2031(a)<br>| &nbsp;&nbsp; 2276960 |
| 2805000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 9.250%, 2/01/2029(a)<br>| &nbsp;&nbsp; 2843120 |
| 2965000 | GGAM Finance Ltd., 5.875%, 3/15/2030(a) | &nbsp;&nbsp; 2954163 |
| 6245000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 5.150%, 3/17/2030(a)<br>| &nbsp;&nbsp; 6213058 |
| 15134000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 5.200%, 3/27/2028(a)<br>| &nbsp;&nbsp; 15188552 |
| 29600000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 2.875%, 10/15/2026(a)<br>| &nbsp;&nbsp; 29279802 |
| 28350000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 3.625%, 3/01/2029(a)<br>| &nbsp;&nbsp; 26847232 |
| 7445000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 3.625%, 3/01/2029<br>| &nbsp;&nbsp; 7050358 |
| 29285000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 3.875%, 3/01/2031(a)<br>| &nbsp;&nbsp; 27023557 |
| 25002000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 4.000%, 10/15/2033(a)<br>| &nbsp;&nbsp; 22410968 |
| 10599000 | &nbsp;&nbsp; SMBC Aviation Capital Finance DAC, <br> 5.100%, 4/01/2030(a)<br>| &nbsp;&nbsp; 10685356 |
| 15554000 | &nbsp;&nbsp; SMBC Aviation Capital Finance DAC, <br> 5.300%, 4/03/2029(a)<br>| &nbsp;&nbsp; 15790686 |
| 27777000 | Takeoff Merger Sub, Inc., 4.850%, 3/24/2031(a) | &nbsp;&nbsp; 27429640 |
|  |  | &nbsp;&nbsp; 569862643 |
|  | **Financial Other — 0.0%** | **Financial Other — 0.0%** |
| 2092496 | &nbsp;&nbsp; Country Garden Holdings Co. Ltd., Series AI, <br> 5.000% PIK and/or 2.500% Cash, <br> 12/31/2032(d)(e)<br>| &nbsp;&nbsp; 284663 |
| 199208 | &nbsp;&nbsp; Shimao Group Holdings Ltd., 6.000% PIK and/or <br> 5.000% Cash, 7/21/2031(a)(d)<br>| &nbsp;&nbsp; 6474 |
| 2004370 | &nbsp;&nbsp; Sino-Ocean Group Holding Ltd., <br> 3.000%, 3/27/2033(a)<br>| &nbsp;&nbsp; 124772 |
| 723044 | &nbsp;&nbsp; Times China Holdings Ltd., 3.000% PIK and/or <br> 1.000% Cash, 3/30/2029(a)(d)<br>| &nbsp;&nbsp; 21178 |
| 2697194 | &nbsp;&nbsp; Times China Holdings Ltd., 4.200% PIK, <br> 9/30/2032(a)(d)<br>| &nbsp;&nbsp; 74173 |
|  |  | &nbsp;&nbsp; 511260 |
|  | **Food & Beverage — 1.1%** | **Food & Beverage — 1.1%** |
| 4895000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings, <br> 3.000%, 2/02/2029<br>| &nbsp;&nbsp; 4695345 |
| 10465000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings, <br> 3.000%, 5/15/2032<br>| &nbsp;&nbsp; 9299594 |
| 22730000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings, <br> 3.750%, 12/01/2031<br>| &nbsp;&nbsp; 21226865 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Food & Beverage — continued** | **Food & Beverage — continued** |
| $17110000 | &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; $17117871 |
| 31213000 | &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; 31310697 |
| 6173000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings, <br> 5.750%, 4/01/2033<br>| &nbsp;&nbsp; 6372019 |
| 11855000 | &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; 12306247 |
| 18560000 | &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; 20413197 |
| 424000 | &nbsp;&nbsp; Lamb Weston Holdings, Inc., <br> 4.125%, 1/31/2030(a)<br>| &nbsp;&nbsp; 403668 |
| 429000 | &nbsp;&nbsp; Lamb Weston Holdings, Inc., <br> 4.375%, 1/31/2032(a)<br>| &nbsp;&nbsp; 398520 |
| 417000 | &nbsp;&nbsp; Performance Food Group, Inc., <br> 4.250%, 8/01/2029(a)<br>| &nbsp;&nbsp; 400555 |
| 46487000 | Pilgrim's Pride Corp., 3.500%, 3/01/2032 | &nbsp;&nbsp; 42198305 |
| 20030000 | Pilgrim's Pride Corp., 4.250%, 4/15/2031 | &nbsp;&nbsp; 19132981 |
| 4016000 | Pilgrim's Pride Corp., 6.875%, 5/15/2034 | &nbsp;&nbsp; 4335525 |
| 639000 | Post Holdings, Inc., 4.625%, 4/15/2030(a) | &nbsp;&nbsp; 613443 |
|  |  | &nbsp;&nbsp; 190224832 |
|  | **Gaming — 0.0%** | **Gaming — 0.0%** |
| 4880000 | &nbsp;&nbsp; GLP Capital LP/GLP Financing II, Inc., <br> 3.250%, 1/15/2032<br>| &nbsp;&nbsp; 4350386 |
| 3365000 | &nbsp;&nbsp; GLP Capital LP/GLP Financing II, Inc., <br> 6.750%, 12/01/2033<br>| &nbsp;&nbsp; 3544109 |
|  |  | &nbsp;&nbsp; 7894495 |
|  | **Government Owned - No Guarantee — 0.3%** | **Government Owned - No Guarantee — 0.3%** |
| 23729000 | Antares Holdings LP, 2.750%, 1/15/2027(a) | &nbsp;&nbsp; 23233096 |
| 12655000 | Antares Holdings LP, 3.750%, 7/15/2027(a) | &nbsp;&nbsp; 12298672 |
| 21876000 | Antares Holdings LP, 7.950%, 8/11/2028(a) | &nbsp;&nbsp; 22682813 |
|  |  | &nbsp;&nbsp; 58214581 |
|  | **Health Care REITs — 0.0%** | **Health Care REITs — 0.0%** |
| 5972000 | Welltower OP LLC, 6.500%, 3/15/2041, | &nbsp;&nbsp; 6535890 |
|  | **Health Insurance — 0.5%** | **Health Insurance — 0.5%** |
| 4380000 | Elevance Health, Inc., 4.100%, 5/15/2032 | &nbsp;&nbsp; 4203051 |
| 66060000 | Elevance Health, Inc., 5.200%, 2/15/2035 | &nbsp;&nbsp; 65951524 |
| 9341000 | Molina Healthcare, Inc., 3.875%, 11/15/2030(a) | &nbsp;&nbsp; 8351132 |
|  |  | &nbsp;&nbsp; 78505707 |
|  | **Healthcare — 0.8%** | **Healthcare — 0.8%** |
| 868000 | Avantor Funding, Inc., 3.875%, 11/01/2029(a) | &nbsp;&nbsp; 814352 |
| 240574 | CVS Pass-Through Trust, 5.773%, 1/10/2033(a) | &nbsp;&nbsp; 243406 |
| 151644 | CVS Pass-Through Trust, 6.036%, 12/10/2028 | &nbsp;&nbsp; 153474 |
| 8118511 | &nbsp;&nbsp; CVS Pass-Through Trust, Series 2013, <br> 4.704%, 1/10/2036(a)<br>| &nbsp;&nbsp; 7660789 |
| 857915 | &nbsp;&nbsp; CVS Pass-Through Trust, Series 2014, <br> 4.163%, 8/11/2036(a)<br>| &nbsp;&nbsp; 802404 |
| 5280000 | HCA, Inc., 2.375%, 7/15/2031 | &nbsp;&nbsp; 4666257 |
| 2671000 | HCA, Inc., 3.500%, 9/01/2030 | &nbsp;&nbsp; 2536492 |
| 6029000 | HCA, Inc., 4.900%, 11/15/2035 | &nbsp;&nbsp; 5828897 |
| 10235000 | HCA, Inc., 5.125%, 6/15/2039 | &nbsp;&nbsp; 9645691 |
| 6560000 | HCA, Inc., 5.450%, 9/15/2034 | &nbsp;&nbsp; 6621396 |
| 31710000 | HCA, Inc., 5.500%, 6/01/2033 | &nbsp;&nbsp; 32342376 |
| 55845000 | HCA, Inc., 5.600%, 4/01/2034 | &nbsp;&nbsp; 57031297 |
| 3915000 | HCA, Inc., 5.750%, 3/01/2035 | &nbsp;&nbsp; 4025220 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Healthcare — continued** | **Healthcare — continued** |
| $3750000 | Icon Investments Six DAC, 6.000%, 5/08/2034 | &nbsp;&nbsp; $3798749 |
| 2910000 | Quest Diagnostics, Inc., 6.400%, 11/30/2033 | &nbsp;&nbsp; 3167491 |
| 2617000 | Radiology Partners, Inc., 8.500%, 7/15/2032(a) | &nbsp;&nbsp; 2653298 |
|  |  | &nbsp;&nbsp; 141991589 |
|  | **Home Construction — 0.6%** | **Home Construction — 0.6%** |
| 18455000 | DR Horton, Inc., 5.000%, 10/15/2034 | &nbsp;&nbsp; 18211598 |
| 11360000 | DR Horton, Inc., 5.500%, 10/15/2035 | &nbsp;&nbsp; 11527283 |
| 12374000 | Meritage Homes Corp., 3.875%, 4/15/2029(a) | &nbsp;&nbsp; 12042245 |
| 42520000 | Meritage Homes Corp., 5.650%, 3/15/2035 | &nbsp;&nbsp; 42473638 |
| 7794000 | Sekisui House U.S., Inc., 6.000%, 1/15/2043 | &nbsp;&nbsp; 7107354 |
| 815000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.125%, 8/01/2030(a)<br>| &nbsp;&nbsp; 805678 |
| 8751000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.750%, 11/15/2032(a)<br>| &nbsp;&nbsp; 8758657 |
|  |  | &nbsp;&nbsp; 100926453 |
|  | **Independent Energy — 2.8%** | **Independent Energy — 2.8%** |
| 7360000 | Aker BP ASA, 3.100%, 7/15/2031(a) | &nbsp;&nbsp; 6719078 |
| 19261000 | Aker BP ASA, 4.000%, 1/15/2031(a) | &nbsp;&nbsp; 18476828 |
| 3180000 | Aker BP ASA, 5.125%, 10/01/2034(a) | &nbsp;&nbsp; 3112054 |
| 11000000 | Aker BP ASA, 6.000%, 6/13/2033(a) | &nbsp;&nbsp; 11458644 |
| 77325000 | &nbsp;&nbsp; Canadian Natural Resources Ltd., <br> 5.400%, 12/15/2034<br>| &nbsp;&nbsp; 78221430 |
| 614000 | Chord Energy Corp., 6.000%, 10/01/2030(a) | &nbsp;&nbsp; 622148 |
| 10600000 | Chord Energy Corp., 6.750%, 3/15/2033(a) | &nbsp;&nbsp; 10943887 |
| 82984000 | &nbsp;&nbsp; Continental Resources, Inc., <br> 2.875%, 4/01/2032(a)<br>| &nbsp;&nbsp; 72685151 |
| 140594000 | &nbsp;&nbsp; Continental Resources, Inc., <br> 5.750%, 1/15/2031(a)<br>| &nbsp;&nbsp; 143287867 |
| 2697000 | &nbsp;&nbsp; Crescent Energy Finance LLC, <br> 7.375%, 1/15/2033(a)<br>| &nbsp;&nbsp; 2696324 |
| 12935000 | Energean Israel Finance Ltd., 5.375%, 3/30/2028 | &nbsp;&nbsp; 12418436 |
| 15340000 | Energean Israel Finance Ltd., 5.875%, 3/30/2031 | &nbsp;&nbsp; 14249396 |
| 1278000 | Matador Resources Co., 6.500%, 4/15/2032(a) | &nbsp;&nbsp; 1291917 |
| 285000 | SM Energy Co., 6.750%, 8/01/2029(a) | &nbsp;&nbsp; 289317 |
| 291000 | SM Energy Co., 7.000%, 8/01/2032(a) | &nbsp;&nbsp; 297138 |
| 7675000 | SM Energy Co., 8.375%, 7/01/2028(a) | &nbsp;&nbsp; 7886239 |
| 591000 | SM Energy Co., 8.625%, 11/01/2030(a) | &nbsp;&nbsp; 623556 |
| 580000 | SM Energy Co., 8.750%, 7/01/2031(a) | &nbsp;&nbsp; 606269 |
| 2957000 | Var Energi ASA, 8.000%, 11/15/2032(a) | &nbsp;&nbsp; 3363196 |
| 89272000 | Viper Energy Partners LLC, 5.700%, 8/01/2035 | &nbsp;&nbsp; 89969214 |
|  |  | &nbsp;&nbsp; 479218089 |
|  | **Industrial Other — 0.3%** | **Industrial Other — 0.3%** |
| 3231000 | Arcosa, Inc., 6.875%, 8/15/2032(a) | &nbsp;&nbsp; 3310622 |
| 8580000 | &nbsp;&nbsp; Jacobs Engineering Group, Inc., <br> 6.350%, 8/18/2028<br>| &nbsp;&nbsp; 8903960 |
| 21721000 | Jacobs Solutions, Inc., 5.375%, 3/03/2036 | &nbsp;&nbsp; 21183370 |
| 15650000 | TopBuild Corp., 5.625%, 1/31/2034(a) | &nbsp;&nbsp; 15317777 |
|  |  | &nbsp;&nbsp; 48715729 |
|  | **Integrated Energy — 0.1%** | **Integrated Energy — 0.1%** |
| 12351000 | Cenovus Energy, Inc., 5.400%, 3/20/2036 | &nbsp;&nbsp; 12287259 |
|  | **Leisure — 2.4%** | **Leisure — 2.4%** |
| 8000000 | Carnival Corp., 4.000%, 8/01/2028(a) | &nbsp;&nbsp; 7811822 |
| 37895000 | Carnival Corp., 5.750%, 3/15/2030(a) | &nbsp;&nbsp; 38195583 |
| 40295000 | Carnival Corp., 5.750%, 8/01/2032(a) | &nbsp;&nbsp; 40281896 |
| 33196000 | Carnival Corp., 6.125%, 2/15/2033(a) | &nbsp;&nbsp; 33528790 |
| 3075000 | Carnival Corp., 7.000%, 8/15/2029(a) | &nbsp;&nbsp; 3189855 |
| 2954000 | &nbsp;&nbsp; Kingpin Intermediate Holdings LLC, <br> 7.250%, 10/15/2032(a)<br>| &nbsp;&nbsp; 2610081 |
| 44408000 | Royal Caribbean Cruises Ltd., 4.750%, 5/15/2033 | &nbsp;&nbsp; 42878605 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Leisure — continued** | **Leisure — continued** |
| $33229000 | Royal Caribbean Cruises Ltd., 5.250%, 2/27/2038 | &nbsp;&nbsp; $31611249 |
| 17096000 | Royal Caribbean Cruises Ltd., 5.375%, 1/15/2036 | &nbsp;&nbsp; 16795918 |
| 50665000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 5.625%, 9/30/2031(a)<br>| &nbsp;&nbsp; 51164434 |
| 68020000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 6.000%, 2/01/2033(a)<br>| &nbsp;&nbsp; 68699591 |
| 10265000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 6.250%, 3/15/2032(a)<br>| &nbsp;&nbsp; 10494770 |
| 55243000 | Viking Cruises Ltd., 5.875%, 10/15/2033(a) | &nbsp;&nbsp; 54542068 |
|  |  | &nbsp;&nbsp; 401804662 |
|  | **Life Insurance — 0.6%** | **Life Insurance — 0.6%** |
| 2964000 | &nbsp;&nbsp; APH Somerset Investor 2 LLC/APH2 Somerset <br> Investor 2 LLC/APH3 Somerset Investor 2 LLC, <br> 7.875%, 11/01/2029(a)<br>| &nbsp;&nbsp; 2680256 |
| 21550000 | Athene Global Funding, 2.550%, 11/19/2030(a) | &nbsp;&nbsp; 19096571 |
| 4857000 | Athene Global Funding, 2.646%, 10/04/2031(a) | &nbsp;&nbsp; 4211327 |
| 2659000 | Athene Holding Ltd., 3.500%, 1/15/2031 | &nbsp;&nbsp; 2466296 |
| 9063000 | &nbsp;&nbsp; Mutual of Omaha Insurance Co., <br> 6.800%, 6/15/2036(a)<br>| &nbsp;&nbsp; 9870960 |
| 26914000 | &nbsp;&nbsp; National Life Insurance Co., <br> 10.500%, 9/15/2039(a)<br>| &nbsp;&nbsp; 34988738 |
| 6440000 | NLV Financial Corp., 7.500%, 8/15/2033(a) | &nbsp;&nbsp; 6917977 |
| 2872000 | &nbsp;&nbsp; Penn Mutual Life Insurance Co., <br> 6.650%, 6/15/2034(a)<br>| &nbsp;&nbsp; 3086437 |
| 14489000 | &nbsp;&nbsp; Penn Mutual Life Insurance Co., <br> 7.625%, 6/15/2040(a)<br>| &nbsp;&nbsp; 16665165 |
|  |  | &nbsp;&nbsp; 99983727 |
|  | **Lodging — 0.6%** | **Lodging — 0.6%** |
| 5810000 | &nbsp;&nbsp; Choice Hotels International, Inc., <br> 5.850%, 8/01/2034<br>| &nbsp;&nbsp; 5859529 |
| 3024000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 3.625%, 2/15/2032(a)<br>| &nbsp;&nbsp; 2747818 |
| 4559000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 5.500%, 3/31/2034(a)<br>| &nbsp;&nbsp; 4454038 |
| 2714000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 6.125%, 4/01/2032(a)<br>| &nbsp;&nbsp; 2754718 |
| 804000 | &nbsp;&nbsp; Hilton Grand Vacations Borrower LLC/Hilton <br> Grand Vacations Borrower, Inc., <br> 6.625%, 1/15/2032(a)<br>| &nbsp;&nbsp; 794120 |
| 15737000 | Marriott International, Inc., 5.100%, 5/01/2038 | &nbsp;&nbsp; 14961014 |
| 11480000 | Marriott International, Inc., 5.300%, 5/15/2034 | &nbsp;&nbsp; 11586758 |
| 36045000 | Marriott International, Inc., 5.500%, 4/15/2037 | &nbsp;&nbsp; 35887234 |
| 10685000 | &nbsp;&nbsp; Marriott Ownership Resorts, Inc., <br> 4.500%, 6/15/2029(a)<br>| &nbsp;&nbsp; 10130846 |
| 844000 | &nbsp;&nbsp; Marriott Ownership Resorts, Inc., <br> 4.750%, 1/15/2028<br>| &nbsp;&nbsp; 830726 |
| 3215000 | Travel & Leisure Co., 4.500%, 12/01/2029(a) | &nbsp;&nbsp; 3074308 |
| 14787000 | Travel & Leisure Co., 4.625%, 3/01/2030(a) | &nbsp;&nbsp; 14108117 |
| 847000 | Travel & Leisure Co., 6.000%, 4/01/2027 | &nbsp;&nbsp; 851114 |
| 235000 | Travel & Leisure Co., 6.625%, 7/31/2026(a) | &nbsp;&nbsp; 235199 |
|  |  | &nbsp;&nbsp; 108275539 |
|  | **Media Entertainment — 1.9%** | **Media Entertainment — 1.9%** |
| 15590000 | AppLovin Corp., 5.125%, 12/01/2029 | &nbsp;&nbsp; 15680458 |
| 15730000 | AppLovin Corp., 5.375%, 12/01/2031 | &nbsp;&nbsp; 15884340 |
| 81580000 | AppLovin Corp., 5.500%, 12/01/2034 | &nbsp;&nbsp; 80904595 |
| 115595000 | Beignet Investor LLC, 6.581%, 5/30/2049(a) | &nbsp;&nbsp; 118849710 |
| 3722000 | &nbsp;&nbsp; Discovery Communications LLC, <br> 3.625%, 5/15/2030<br>| &nbsp;&nbsp; 3460438 |
| 13837000 | &nbsp;&nbsp; Discovery Global Holdings, Inc., <br> 4.279%, 3/15/2032<br>| &nbsp;&nbsp; 12245745 |
| 50891000 | Meta Platforms, Inc., 5.625%, 11/15/2055 | &nbsp;&nbsp; 47704733 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Media Entertainment — continued** | **Media Entertainment — continued** |
| $6489000 | &nbsp;&nbsp; OAK-Eagle Acquireco, Inc., <br> 7.250%, 7/01/2033(a)<br>| &nbsp;&nbsp; $6723217 |
| 3477000 | Paramount Global, 4.200%, 5/19/2032 | &nbsp;&nbsp; 2980741 |
| 6624000 | Paramount Global, 4.950%, 1/15/2031 | &nbsp;&nbsp; 6135899 |
| 5900000 | Paramount Global, 7.875%, 7/30/2030 | &nbsp;&nbsp; 6159160 |
|  |  | &nbsp;&nbsp; 316729036 |
|  | **Metals & Mining — 1.8%** | **Metals & Mining — 1.8%** |
| 11381000 | &nbsp;&nbsp; Anglo American Capital PLC, <br> 5.250%, 3/19/2036(a)<br>| &nbsp;&nbsp; 11128124 |
| 11405000 | ArcelorMittal SA, 6.750%, 3/01/2041 | &nbsp;&nbsp; 12126710 |
| 2993000 | &nbsp;&nbsp; Carpenter Technology Corp., <br> 5.625%, 3/01/2034(a)<br>| &nbsp;&nbsp; 2965431 |
| 4908000 | Commercial Metals Co., 5.750%, 11/15/2033(a) | &nbsp;&nbsp; 4856400 |
| 5780000 | Commercial Metals Co., 6.000%, 12/15/2035(a) | &nbsp;&nbsp; 5698187 |
| 3128000 | &nbsp;&nbsp; Fortescue Treasury Pty. Ltd., <br> 4.375%, 4/01/2031(a)<br>| &nbsp;&nbsp; 2955474 |
| 5155000 | Glencore Funding LLC, 2.500%, 9/01/2030(a) | &nbsp;&nbsp; 4684348 |
| 7820000 | Glencore Funding LLC, 2.625%, 9/23/2031(a) | &nbsp;&nbsp; 6968879 |
| 6704000 | Glencore Funding LLC, 2.850%, 4/27/2031(a) | &nbsp;&nbsp; 6101811 |
| 10575000 | Glencore Funding LLC, 5.634%, 4/04/2034(a) | &nbsp;&nbsp; 10823220 |
| 21835000 | Glencore Funding LLC, 5.673%, 4/01/2035(a) | &nbsp;&nbsp; 22306521 |
| 20925000 | Glencore Funding LLC, 5.700%, 5/08/2033(a) | &nbsp;&nbsp; 21566730 |
| 25345000 | Glencore Funding LLC, 6.125%, 10/06/2028(a) | &nbsp;&nbsp; 26229971 |
| 30235000 | Glencore Funding LLC, 6.375%, 10/06/2030(a) | &nbsp;&nbsp; 32074279 |
| 89221000 | Glencore Funding LLC, 6.500%, 10/06/2033(a) | &nbsp;&nbsp; 96544648 |
| 201000 | Mineral Resources Ltd., 8.000%, 11/01/2027(a) | &nbsp;&nbsp; 203567 |
| 583000 | Mineral Resources Ltd., 9.250%, 10/01/2028(a) | &nbsp;&nbsp; 604059 |
| 15175000 | Steel Dynamics, Inc., 5.250%, 5/15/2035 | &nbsp;&nbsp; 15181503 |
| 19952000 | Steel Dynamics, Inc., 5.375%, 8/15/2034 | &nbsp;&nbsp; 20134124 |
|  |  | &nbsp;&nbsp; 303153986 |
|  | **Midstream — 3.6%** | **Midstream — 3.6%** |
| 2995000 | &nbsp;&nbsp; Antero Midstream Partners LP/Antero <br> Midstream Finance Corp., 6.625%, 2/01/2032(a)<br>| &nbsp;&nbsp; 3061007 |
| 8432000 | Cheniere Energy Partners LP, 3.250%, 1/31/2032 | &nbsp;&nbsp; 7685008 |
| 52740000 | Cheniere Energy Partners LP, 5.950%, 6/30/2033 | &nbsp;&nbsp; 55287913 |
| 3064000 | &nbsp;&nbsp; CQP Holdco LP/BIP-V Chinook Holdco LLC, <br> 5.500%, 6/15/2031(a)<br>| &nbsp;&nbsp; 2988143 |
| 2445000 | &nbsp;&nbsp; CQP Holdco LP/BIP-V Chinook Holdco LLC, <br> 7.500%, 12/15/2033(a)<br>| &nbsp;&nbsp; 2565937 |
| 13555000 | DCP Midstream Operating LP, 3.250%, 2/15/2032 | &nbsp;&nbsp; 12321004 |
| 3045000 | DCP Midstream Operating LP, 5.125%, 5/15/2029 | &nbsp;&nbsp; 3098442 |
| 650000 | &nbsp;&nbsp; DCP Midstream Operating LP, <br> 6.450%, 11/03/2036(a)<br>| &nbsp;&nbsp; 688266 |
| 5160000 | Energy Transfer LP, 5.550%, 5/15/2034 | &nbsp;&nbsp; 5254259 |
| 125000 | Energy Transfer LP, 5.600%, 9/01/2034 | &nbsp;&nbsp; 127396 |
| 34865000 | Energy Transfer LP, 5.700%, 4/01/2035 | &nbsp;&nbsp; 35807427 |
| 47640000 | Energy Transfer LP, 5.750%, 2/15/2033 | &nbsp;&nbsp; 49545713 |
| 51565000 | Energy Transfer LP, 6.550%, 12/01/2033 | &nbsp;&nbsp; 55672757 |
| 2839000 | &nbsp;&nbsp; Energy Transfer LP, (fixed rate to 2/15/2029, <br> variable rate thereafter), 8.000%, 5/15/2054<br>| &nbsp;&nbsp; 2973552 |
| 4355000 | MPLX LP, 5.000%, 3/01/2033 | &nbsp;&nbsp; 4330544 |
| 85000 | NGPL PipeCo LLC, 7.768%, 12/15/2037(a) | &nbsp;&nbsp; 98426 |
| 12955000 | ONEOK, Inc., 6.500%, 9/01/2030(a) | &nbsp;&nbsp; 13713125 |
| 5314000 | &nbsp;&nbsp; Plains All American Pipeline LP/PAA Finance <br> Corp., 3.550%, 12/15/2029<br>| &nbsp;&nbsp; 5142313 |
| 18993000 | &nbsp;&nbsp; Plains All American Pipeline LP/PAA Finance <br> Corp., 3.800%, 9/15/2030<br>| &nbsp;&nbsp; 18301091 |
| 1385000 | &nbsp;&nbsp; Plains All American Pipeline LP/PAA Finance <br> Corp., 4.300%, 1/31/2043<br>| &nbsp;&nbsp; 1122816 |
| 1212000 | Sunoco LP, 5.375%, 7/15/2031(a) | &nbsp;&nbsp; 1202263 |
| 4604000 | Sunoco LP, 5.625%, 3/15/2031(a) | &nbsp;&nbsp; 4582883 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Midstream — continued** | **Midstream — continued** |
| $1595000 | Targa Resources Corp., 5.500%, 2/15/2035 | &nbsp;&nbsp; $1609186 |
| 43560000 | Targa Resources Corp., 6.125%, 3/15/2033 | &nbsp;&nbsp; 46068196 |
| 50110000 | Targa Resources Corp., 6.500%, 3/30/2034 | &nbsp;&nbsp; 54167284 |
| 10710000 | &nbsp;&nbsp; Targa Resources Partners LP/Targa Resources <br> Partners Finance Corp., 4.000%, 1/15/2032<br>| &nbsp;&nbsp; 10155865 |
| 1955000 | &nbsp;&nbsp; Targa Resources Partners LP/Targa Resources <br> Partners Finance Corp., 4.875%, 2/01/2031<br>| &nbsp;&nbsp; 1951911 |
| 3258000 | &nbsp;&nbsp; Venture Global LNG, Inc., (fixed rate to <br> 9/30/2029, variable rate thereafter), <br> 9.000%(a)(c)<br>| &nbsp;&nbsp; 3245118 |
| 17402000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.125%, 12/15/2030(a)<br>| &nbsp;&nbsp; 17896669 |
| 21107000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 1/15/2034(a)<br>| &nbsp;&nbsp; 22002871 |
| 8858000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 6/15/2034(a)<br>| &nbsp;&nbsp; 9220753 |
| 21904000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.500%, 5/01/2033(a)<br>| &nbsp;&nbsp; 24076964 |
| 12616000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.750%, 5/01/2035(a)<br>| &nbsp;&nbsp; 14139735 |
| 2170000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 4.050%, 2/01/2030<br>| &nbsp;&nbsp; 2107232 |
| 2870000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.250%, 2/01/2050<br>| &nbsp;&nbsp; 2420612 |
| 5070000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.300%, 3/01/2048<br>| &nbsp;&nbsp; 4285365 |
| 5140000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.450%, 4/01/2044<br>| &nbsp;&nbsp; 4572500 |
| 10650000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.500%, 12/15/2035<br>| &nbsp;&nbsp; 10473571 |
| 710000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.500%, 8/15/2048<br>| &nbsp;&nbsp; 613494 |
| 26935000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 6.150%, 4/01/2033<br>| &nbsp;&nbsp; 28111515 |
| 11620000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 6.350%, 1/15/2029<br>| &nbsp;&nbsp; 12100272 |
| 6750000 | Whistler Pipeline LLC, 5.700%, 9/30/2031(a) | &nbsp;&nbsp; 6933466 |
| 7530000 | Whistler Pipeline LLC, 5.950%, 9/30/2034(a) | &nbsp;&nbsp; 7715255 |
| 47080000 | Williams Cos., Inc., 5.150%, 3/15/2034 | &nbsp;&nbsp; 47140423 |
|  |  | &nbsp;&nbsp; 616578542 |
|  | **Mortgage Related — 0.0%** | **Mortgage Related — 0.0%** |
| 174 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 7/01/2029<br>| &nbsp;&nbsp; 178 |
|  | **Natural Gas — 0.0%** | **Natural Gas — 0.0%** |
| 5225000 | &nbsp;&nbsp; Southern Co. Gas Capital Corp., <br> 5.750%, 9/15/2033<br>| &nbsp;&nbsp; 5430077 |
|  | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 2.5%** | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 2.5%** |
| 4955000 | &nbsp;&nbsp; ALA Trust, Series 2025-OANA, Class A, 1 mo. <br> USD SOFR + 1.743%, 5.416%, 6/15/2040(a)(b)<br>| &nbsp;&nbsp; 4967388 |
| 8625000 | &nbsp;&nbsp; Bank, Series 2021-BN35, Class AS, <br> 2.457%, 6/15/2064<br>| &nbsp;&nbsp; 7470630 |
| 410000 | &nbsp;&nbsp; BBSG Mortgage Trust, Series 2016-MRP, <br> Class A, 3.275%, 6/05/2036(a)<br>| &nbsp;&nbsp; 368992 |
| 11205000 | &nbsp;&nbsp; BFLD Commercial Mortgage Trust, <br> Series 2025-660F, Class A, 1 mo. USD SOFR + <br> 1.500%, 5.173%, 11/15/2042(a)(b)<br>| &nbsp;&nbsp; 11191023 |
| 5035000 | &nbsp;&nbsp; BFLD Commercial Mortgage Trust, <br> Series 2025-660F, Class B, 1 mo. USD SOFR + <br> 1.800%, 5.473%, 11/15/2042(a)(b)<br>| &nbsp;&nbsp; 5022413 |

---

------

---

| | | |
|:---|:---|:---|
| **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** |
| $3560000 | &nbsp;&nbsp; BPR Commercial Mortgage Trust, <br> Series 2025-STAR, Class A, <br> 4.617%, 11/05/2042(a)(b)<br>| &nbsp;&nbsp; $3529695 |
| 4400000 | &nbsp;&nbsp; BPR Trust, Series 2022-SSP, Class A, 1 mo. USD <br> SOFR + 3.000%, 6.673%, 5/15/2039(a)(b)<br>| &nbsp;&nbsp; 4400000 |
| 2936990 | &nbsp;&nbsp; BX Commercial Mortgage Trust, <br> Series 2022-AHP, Class B, 1 mo. USD SOFR + <br> 1.840%, 5.513%, 1/17/2039(a)(b)<br>| &nbsp;&nbsp; 2936072 |
| 11290000 | &nbsp;&nbsp; BX Commercial Mortgage Trust, <br> Series 2024-VLT5, Class A, <br> 5.050%, 11/13/2046(a)(b)<br>| &nbsp;&nbsp; 11281714 |
| 1455000 | &nbsp;&nbsp; BX Commercial Mortgage Trust, <br> Series 2024-VLT5, Class B, <br> 5.415%, 11/13/2046(a)(b)<br>| &nbsp;&nbsp; 1470737 |
| 7770000 | &nbsp;&nbsp; BX Trust, Series 2024-VLT4, Class A, 1 mo. USD <br> SOFR + 1.491%, 5.164%, 6/15/2041(a)(b)<br>| &nbsp;&nbsp; 7721437 |
| 9470000 | &nbsp;&nbsp; BX Trust, Series 2025-DELC, Class A, 1 mo. USD <br> SOFR + 1.550%, 5.223%, 12/15/2042(a)(b)<br>| &nbsp;&nbsp; 9477966 |
| 1660000 | &nbsp;&nbsp; BX Trust, Series 2025-DELC, Class B, 1 mo. USD <br> SOFR + 1.800%, 5.473%, 12/15/2042(a)(b)<br>| &nbsp;&nbsp; 1657925 |
| 69795000 | &nbsp;&nbsp; BX Trust, Series 2025-VLT6, Class A, 1 mo. USD <br> SOFR + 1.443%, 5.116%, 3/15/2042(a)(b)<br>| &nbsp;&nbsp; 69315159 |
| 54890000 | &nbsp;&nbsp; BX Trust, Series 2025-VLT7, Class A, 1 mo. USD <br> SOFR + 1.700%, 5.373%, 7/15/2044(a)(b)<br>| &nbsp;&nbsp; 54649856 |
| 8440000 | &nbsp;&nbsp; BX Trust, Series 2025-VLT7, Class B, 1 mo. USD <br> SOFR + 2.000%, 5.673%, 7/15/2044(a)(b)<br>| &nbsp;&nbsp; 8389887 |
| 54410000 | &nbsp;&nbsp; CHI Commercial Mortgage Trust, <br> Series 2025-SFT, Class A, <br> 5.117%, 4/15/2042(a)(b)<br>| &nbsp;&nbsp; 55141368 |
| 420415 | &nbsp;&nbsp; Commercial Mortgage Pass-Through <br> Certificates, Series 2012-LTRT, Class A2, <br> 3.400%, 10/05/2030(a)<br>| &nbsp;&nbsp; 417548 |
| 2635000 | &nbsp;&nbsp; Commercial Mortgage Trust, Series 2024-CBM, <br> Class A2, 5.867%, 12/10/2041(a)(b)<br>| &nbsp;&nbsp; 2642355 |
| 2470000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class A2, 3.953%, 9/15/2037(a)<br>| &nbsp;&nbsp; 2261635 |
| 370000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class B, 4.185%, 9/15/2037(a)<br>| &nbsp;&nbsp; 314716 |
| 510000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class C, 4.336%, 9/15/2037(a)<br>| &nbsp;&nbsp; 429042 |
| 12790000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class D, 4.373%, 9/15/2037(a)<br>| &nbsp;&nbsp; 10559686 |
| 9295000 | &nbsp;&nbsp; DC Commercial Mortgage Trust, <br> Series 2023-DC, Class B, 6.804%, 9/12/2040(a)<br>| &nbsp;&nbsp; 9399155 |
| 3920000 | &nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, <br> Class A, 1 mo. USD SOFR + 1.300%, <br> 4.973%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; 3920000 |
| 3320000 | &nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, <br> Class B, 1 mo. USD SOFR + 1.600%, <br> 5.273%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; 3324150 |
| 2225000 | &nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, <br> Class C, 1 mo. USD SOFR + 1.850%, <br> 5.523%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; 2228477 |
| 6166978 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2026-ESH2, Class A, 1 mo. USD SOFR + <br> 1.200%, 4.873%, 2/15/2043(a)(b)<br>| &nbsp;&nbsp; 6166978 |
| 7544022 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2026-ESH2, Class B, 1 mo. USD SOFR + <br> 1.400%, 5.073%, 2/15/2043(a)(b)<br>| &nbsp;&nbsp; 7551094 |
| 6523622 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2026-ESH2, Class C, 1 mo. USD SOFR + <br> 1.600%, 5.273%, 2/15/2043(a)(b)<br>| &nbsp;&nbsp; 6533815 |

---

---

| | | |
|:---|:---|:---|
| **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** |
| $30590000 | &nbsp;&nbsp; GFH Mortgage Trust, Series 2025-IND, Class A, <br> 5.148%, 6/15/2033(a)<br>| &nbsp;&nbsp; $30525571 |
| 7751473 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2012-BWTR, Class A, <br> 2.954%, 11/05/2034(a)<br>| &nbsp;&nbsp; 6777129 |
| 4375000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2013-PEMB, Class A, <br> 3.550%, 3/05/2033(a)(b)<br>| &nbsp;&nbsp; 3391063 |
| 9406000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2013-PEMB, Class D, <br> 3.550%, 3/05/2033(a)(b)(f)<br>| &nbsp;&nbsp; 47030 |
| 2026350 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2012-LC9, Class C, <br> 3.500%, 12/15/2047(a)(b)<br>| &nbsp;&nbsp; 1985782 |
| 340000 | &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; 331051 |
| 11510000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class A, <br> 1 mo. USD SOFR + 1.600%, <br> 5.273%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; 11481225 |
| 7235000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class B, <br> 1 mo. USD SOFR + 2.000%, <br> 5.673%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; 7216912 |
| 1303936 | &nbsp;&nbsp; JPMBB Commercial Mortgage Securities <br> Trust, Series 2015-C32, Class A5, <br> 3.598%, 11/15/2048<br>| &nbsp;&nbsp; 1271325 |
| 6140000 | &nbsp;&nbsp; LEX Mortgage Trust, Series 2024-BBG, Class A, <br> 4.874%, 10/13/2033(a)(b)<br>| &nbsp;&nbsp; 6114038 |
| 241973 | &nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch <br> Trust, Series 2013-C12, Class C, <br> 4.601%, 10/15/2046(b)<br>| &nbsp;&nbsp; 234106 |
| 1675900 | &nbsp;&nbsp; MSBAM Commercial Mortgage Securities <br> Trust, Series 2012-CKSV, Class A2, <br> 3.277%, 10/15/2030(a)<br>| &nbsp;&nbsp; 1600484 |
| 5755000 | &nbsp;&nbsp; New Economy Assets - Phase 1 Sponsor LLC, <br> Series 2021-1, Class A1, 1.910%, 10/20/2061(a)<br>| &nbsp;&nbsp; 4830634 |
| 15285000 | &nbsp;&nbsp; SCOTT Trust, Series 2023-SFS, Class A, <br> 5.910%, 3/10/2040(a)<br>| &nbsp;&nbsp; 15559652 |
| 8230000 | &nbsp;&nbsp; TCO Commercial Mortgage Trust, <br> Series 2024-DPM, Class A, 1 mo. USD SOFR + <br> 1.243%, 4.915%, 12/15/2039(a)(b)<br>| &nbsp;&nbsp; 8217141 |
| 4030000 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, <br> Series 2016-C36, Class AS, 3.419%, 11/15/2059<br>| &nbsp;&nbsp; 3961138 |
| 535000 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2011-C3, Class D, <br> 5.464%, 3/15/2044(a)(b)(f)<br>| &nbsp;&nbsp; 192595 |
| 775945 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2012-C10, Class B, 3.744%, 12/15/2045<br>| &nbsp;&nbsp; 748779 |
| 2956239 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2014-C20, Class B, 4.378%, 5/15/2047<br>| &nbsp;&nbsp; 2557088 |
|  |  | &nbsp;&nbsp; 421783656 |
|  | **Office REITs — 0.0%** | **Office REITs — 0.0%** |
| 2085000 | COPT Defense Properties LP, 2.750%, 4/15/2031, | &nbsp;&nbsp; 1887819 |
|  | **Oil Field Services — 0.3%** | **Oil Field Services — 0.3%** |
| 39301000 | Helmerich & Payne, Inc., 5.500%, 12/01/2034 | &nbsp;&nbsp; 38635302 |
| 2338000 | &nbsp;&nbsp; Oceaneering International, Inc., <br> 6.000%, 2/01/2028<br>| &nbsp;&nbsp; 2347509 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Oil Field Services — continued** | **Oil Field Services — continued** |
| $1845000 | &nbsp;&nbsp; Oceaneering International, Inc., <br> 6.000%, 2/01/2028<br>| &nbsp;&nbsp; $1852504 |
| 2725000 | &nbsp;&nbsp; Weatherford International Ltd., <br> 6.750%, 10/15/2033(a)<br>| &nbsp;&nbsp; 2784320 |
|  |  | &nbsp;&nbsp; 45619635 |
|  | **Other REITs — 0.3%** | **Other REITs — 0.3%** |
| 6150000 | Extra Space Storage LP, 2.350%, 3/15/2032 | &nbsp;&nbsp; 5276972 |
| 12900000 | Extra Space Storage LP, 5.900%, 1/15/2031 | &nbsp;&nbsp; 13466823 |
| 38265000 | Host Hotels & Resorts LP, 5.500%, 4/15/2035 | &nbsp;&nbsp; 37964123 |
|  |  | &nbsp;&nbsp; 56707918 |
|  | **Pharmaceuticals — 1.2%** | **Pharmaceuticals — 1.2%** |
| 2190000 | Bausch Health Cos., Inc., 4.875%, 6/01/2028(a) | &nbsp;&nbsp; 2005405 |
| 44165000 | Roche Holdings, Inc., 4.985%, 3/08/2034(a) | &nbsp;&nbsp; 44799578 |
| 46039000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Co. LLC, <br> 6.150%, 2/01/2036<br>| &nbsp;&nbsp; 47434626 |
| 9089000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 3.150%, 10/01/2026<br>| &nbsp;&nbsp; 8998644 |
| 58222000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 4.100%, 10/01/2046<br>| &nbsp;&nbsp; 43158868 |
| 4139000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 4.750%, 5/09/2027<br>| &nbsp;&nbsp; 4129478 |
| 3140000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 5.125%, 5/09/2029<br>| &nbsp;&nbsp; 3129872 |
| 5947000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 6.000%, 12/01/2032<br>| &nbsp;&nbsp; 6103644 |
| 4495000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 6.750%, 3/01/2028<br>| &nbsp;&nbsp; 4606971 |
| 13080000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 7.875%, 9/15/2029<br>| &nbsp;&nbsp; 14006574 |
| 4885000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 8.125%, 9/15/2031<br>| &nbsp;&nbsp; 5461039 |
| 10760000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands IV <br> BV, 5.750%, 12/01/2030<br>| &nbsp;&nbsp; 10896555 |
|  |  | &nbsp;&nbsp; 194731254 |
|  | **Property & Casualty Insurance — 0.9%** | **Property & Casualty Insurance — 0.9%** |
| 1370000 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant <br> Holdings Co-Issuer, 7.000%, 1/15/2031(a)<br>| &nbsp;&nbsp; 1381662 |
| 2717000 | AmWINS Group, Inc., 6.375%, 2/15/2029(a) | &nbsp;&nbsp; 2732734 |
| 6731000 | Ardonagh Finco Ltd., 7.750%, 2/15/2031(a) | &nbsp;&nbsp; 6809867 |
| 3275000 | Arthur J Gallagher & Co., 5.000%, 2/15/2032 | &nbsp;&nbsp; 3282797 |
| 18082000 | Arthur J Gallagher & Co., 5.150%, 2/15/2035 | &nbsp;&nbsp; 17935504 |
| 6095000 | Arthur J Gallagher & Co., 5.450%, 7/15/2034 | &nbsp;&nbsp; 6191166 |
| 3120000 | &nbsp;&nbsp; Baldwin Insurance Group <br> Holdings LLC/Baldwin Insurance Group <br> Holdings Finance, 7.125%, 5/15/2031(a)<br>| &nbsp;&nbsp; 3135817 |
| 6505000 | Brown & Brown, Inc., 5.550%, 6/23/2035 | &nbsp;&nbsp; 6496359 |
| 4720000 | CNA Financial Corp., 5.125%, 2/15/2034 | &nbsp;&nbsp; 4646653 |
| 26635000 | &nbsp;&nbsp; Fidelity National Financial, Inc., <br> 3.400%, 6/15/2030<br>| &nbsp;&nbsp; 25044100 |
| 40985000 | &nbsp;&nbsp; Marsh & McLennan Cos., Inc., <br> 5.000%, 3/15/2035<br>| &nbsp;&nbsp; 40812547 |
| 2924000 | &nbsp;&nbsp; Panther Escrow Issuer LLC, <br> 7.125%, 6/01/2031(a)<br>| &nbsp;&nbsp; 2933822 |
| 1602000 | Ryan Specialty LLC, 5.875%, 8/01/2032(a) | &nbsp;&nbsp; 1583360 |
| 32940000 | &nbsp;&nbsp; Stewart Information Services Corp., <br> 3.600%, 11/15/2031<br>| &nbsp;&nbsp; 29121365 |
| 6750000 | Willis North America, Inc., 5.150%, 3/15/2036 | &nbsp;&nbsp; 6573437 |
|  |  | &nbsp;&nbsp; 158681190 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Restaurants — 0.3%** | **Restaurants — 0.3%** |
| $2595000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 3.500%, 2/15/2029(a)<br>| &nbsp;&nbsp; $2477382 |
| 665000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 3.875%, 1/15/2028(a)<br>| &nbsp;&nbsp; 650024 |
| 36627000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 4.000%, 10/15/2030(a)<br>| &nbsp;&nbsp; 34426640 |
| 3154000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 5.625%, 9/15/2029(a)<br>| &nbsp;&nbsp; 3160869 |
| 7503000 | Yum! Brands, Inc., 3.625%, 3/15/2031 | &nbsp;&nbsp; 6931073 |
| 2871000 | Yum! Brands, Inc., 4.625%, 1/31/2032 | &nbsp;&nbsp; 2741597 |
| 7056000 | Yum! Brands, Inc., 4.750%, 1/15/2030(a) | &nbsp;&nbsp; 6938286 |
|  |  | &nbsp;&nbsp; 57325871 |
|  | **Retailers — 0.3%** | **Retailers — 0.3%** |
| 34640000 | Amazon.com, Inc., 4.875%, 3/13/2036 | &nbsp;&nbsp; 34324299 |
| 1653000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 8.375%, 1/15/2029(a)<br>| &nbsp;&nbsp; 1517520 |
| 10037000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 11.500%, 8/15/2029(a)<br>| &nbsp;&nbsp; 9985942 |
| 9550000 | Home Depot, Inc., 4.950%, 6/25/2034 | &nbsp;&nbsp; 9619139 |
| 265000 | Murphy Oil USA, Inc., 3.750%, 2/15/2031(a) | &nbsp;&nbsp; 246249 |
|  |  | &nbsp;&nbsp; 55693149 |
|  | **Technology — 8.0%** | **Technology — 8.0%** |
| 38650000 | Alphabet, Inc., 4.800%, 2/15/2036 | &nbsp;&nbsp; 38484440 |
| 21490000 | Atlassian Corp., 5.250%, 5/15/2029 | &nbsp;&nbsp; 21619080 |
| 56495000 | Atlassian Corp., 5.500%, 5/15/2034 | &nbsp;&nbsp; 55321982 |
| 797000 | Block, Inc., 6.500%, 5/15/2032 | &nbsp;&nbsp; 804277 |
| 4210000 | Broadcom, Inc., 2.600%, 2/15/2033 | &nbsp;&nbsp; 3681084 |
| 19501000 | Broadcom, Inc., 3.137%, 11/15/2035(a) | &nbsp;&nbsp; 16567774 |
| 49825000 | Broadcom, Inc., 3.187%, 11/15/2036(a) | &nbsp;&nbsp; 41636703 |
| 15060000 | Broadcom, Inc., 3.419%, 4/15/2033 | &nbsp;&nbsp; 13771220 |
| 70750000 | Broadcom, Inc., 3.469%, 4/15/2034 | &nbsp;&nbsp; 63706002 |
| 6584000 | Broadcom, Inc., 4.300%, 11/15/2032 | &nbsp;&nbsp; 6411150 |
| 14650000 | Broadcom, Inc., 4.800%, 10/15/2034 | &nbsp;&nbsp; 14428152 |
| 8890000 | &nbsp;&nbsp; CDW LLC/CDW Finance Corp., <br> 3.250%, 2/15/2029<br>| &nbsp;&nbsp; 8466317 |
| 20942000 | &nbsp;&nbsp; CDW LLC/CDW Finance Corp., <br> 3.276%, 12/01/2028<br>| &nbsp;&nbsp; 20108090 |
| 55470000 | &nbsp;&nbsp; CDW LLC/CDW Finance Corp., <br> 3.569%, 12/01/2031<br>| &nbsp;&nbsp; 50704247 |
| 45870000 | &nbsp;&nbsp; CDW LLC/CDW Finance Corp., <br> 5.550%, 8/22/2034<br>| &nbsp;&nbsp; 45077349 |
| 29765000 | &nbsp;&nbsp; Dell International LLC/EMC Corp., <br> 5.100%, 2/15/2036<br>| &nbsp;&nbsp; 29104337 |
| 13816000 | Entegris, Inc., 3.625%, 5/01/2029(a) | &nbsp;&nbsp; 13131778 |
| 58775000 | Entegris, Inc., 4.750%, 4/15/2029(a) | &nbsp;&nbsp; 58100921 |
| 2568000 | Entegris, Inc., 5.950%, 6/15/2030(a) | &nbsp;&nbsp; 2584199 |
| 18845000 | Fair Isaac Corp., 6.000%, 5/15/2033(a) | &nbsp;&nbsp; 18491117 |
| 3922000 | Imola Merger Corp., 4.750%, 5/15/2029(a) | &nbsp;&nbsp; 3811924 |
| 613000 | Iron Mountain, Inc., 5.250%, 7/15/2030(a) | &nbsp;&nbsp; 595565 |
| 590000 | Iron Mountain, Inc., 7.000%, 2/15/2029(a) | &nbsp;&nbsp; 601335 |
| 14147000 | Leidos, Inc., 2.300%, 2/15/2031 | &nbsp;&nbsp; 12589629 |
| 2555000 | Leidos, Inc., 4.375%, 5/15/2030 | &nbsp;&nbsp; 2513699 |
| 57888000 | Leidos, Inc., 5.000%, 3/15/2036 | &nbsp;&nbsp; 55966538 |
| 24438000 | Leidos, Inc., 5.400%, 3/15/2032 | &nbsp;&nbsp; 24910880 |
| 21165000 | Leidos, Inc., 5.500%, 3/15/2035 | &nbsp;&nbsp; 21508471 |
| 58923000 | Leidos, Inc., 5.750%, 3/15/2033 | &nbsp;&nbsp; 61081671 |
| 20817000 | Motorola Solutions, Inc., 5.550%, 8/15/2035 | &nbsp;&nbsp; 21283120 |
| 32220000 | MSCI, Inc., 5.250%, 9/01/2035 | &nbsp;&nbsp; 31561304 |
| 15560000 | NetApp, Inc., 5.500%, 3/17/2032 | &nbsp;&nbsp; 15920557 |
| 13765000 | NetApp, Inc., 5.700%, 3/17/2035 | &nbsp;&nbsp; 14022948 |
| 20953000 | Open Text Corp., 3.875%, 12/01/2029(a) | &nbsp;&nbsp; 18724741 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Technology — continued** | **Technology — continued** |
| $16645000 | Open Text Corp., 6.900%, 12/01/2027(a) | &nbsp;&nbsp; $17084078 |
| 4504000 | Open Text Holdings, Inc., 4.125%, 2/15/2030(a) | &nbsp;&nbsp; 4024450 |
| 1246000 | Oracle Corp., 3.950%, 3/25/2051 | &nbsp;&nbsp; 789535 |
| 76028000 | Oracle Corp., 5.200%, 9/26/2035 | &nbsp;&nbsp; 71313881 |
| 13135000 | Oracle Corp., 5.700%, 2/04/2036 | &nbsp;&nbsp; 12629149 |
| 31416000 | Oracle Corp., 5.950%, 9/26/2055 | &nbsp;&nbsp; 26429360 |
| 2472000 | Oracle Corp., 6.000%, 8/03/2055 | &nbsp;&nbsp; 2072482 |
| 35552000 | Oracle Corp., 6.700%, 2/04/2056 | &nbsp;&nbsp; 32995937 |
| 30882000 | Oracle Corp., 6.850%, 2/04/2066 | &nbsp;&nbsp; 28390502 |
| 11575000 | Paychex, Inc., 5.600%, 4/15/2035 | &nbsp;&nbsp; 11625007 |
| 85649000 | Salesforce, Inc., 5.550%, 3/15/2036 | &nbsp;&nbsp; 85382579 |
| 2619000 | &nbsp;&nbsp; Science Applications International Corp., <br> 4.875%, 4/01/2028(a)<br>| &nbsp;&nbsp; 2577428 |
| 2566000 | &nbsp;&nbsp; Science Applications International Corp., <br> 5.875%, 11/01/2033(a)<br>| &nbsp;&nbsp; 2504091 |
| 1566000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 5.750%, 12/01/2034(a)<br>| &nbsp;&nbsp; 1564403 |
| 1517000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 5.875%, 7/15/2030(a)<br>| &nbsp;&nbsp; 1541939 |
| 1506000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 8.250%, 12/15/2029(a)<br>| &nbsp;&nbsp; 1581583 |
| 19846000 | Sensata Technologies BV, 4.000%, 4/15/2029(a) | &nbsp;&nbsp; 19150590 |
| 2460000 | Sensata Technologies BV, 5.875%, 9/01/2030(a) | &nbsp;&nbsp; 2464448 |
| 14479000 | &nbsp;&nbsp; Sensata Technologies, Inc., <br> 3.750%, 2/15/2031(a)<br>| &nbsp;&nbsp; 13429565 |
| 11294000 | &nbsp;&nbsp; Sensata Technologies, Inc., <br> 4.375%, 2/15/2030(a)<br>| &nbsp;&nbsp; 10800829 |
| 19820000 | Synopsys, Inc., 5.150%, 4/01/2035 | &nbsp;&nbsp; 19857897 |
| 23235000 | Synopsys, Inc., 5.700%, 4/01/2055 | &nbsp;&nbsp; 22214582 |
| 11132000 | TD SYNNEX Corp., 2.650%, 8/09/2031 | &nbsp;&nbsp; 9878122 |
| 67882000 | TD SYNNEX Corp., 6.100%, 4/12/2034 | &nbsp;&nbsp; 70016271 |
| 35170000 | Trimble, Inc., 6.100%, 3/15/2033 | &nbsp;&nbsp; 36798424 |
| 17175000 | Verisk Analytics, Inc., 5.250%, 3/15/2035 | &nbsp;&nbsp; 17028075 |
| 9945000 | Verisk Analytics, Inc., 5.750%, 4/01/2033 | &nbsp;&nbsp; 10292221 |
| 2925000 | WULF Compute LLC, 7.750%, 10/15/2030(a) | &nbsp;&nbsp; 3090789 |
| 779000 | Zebra Technologies Corp., 6.500%, 6/01/2032(a) | &nbsp;&nbsp; 784310 |
|  |  | &nbsp;&nbsp; 1345605128 |
|  | **Treasuries — 12.8%** | **Treasuries — 12.8%** |
| 100890000 | U.S. Treasury Bonds, 2.250%, 2/15/2052 | &nbsp;&nbsp; 60801989 |
| 148890000 | U.S. Treasury Bonds, 4.250%, 2/15/2054 | &nbsp;&nbsp; 133372870 |
| 344556000 | U.S. Treasury Bonds, 4.250%, 8/15/2054 | &nbsp;&nbsp; 308592968 |
| 154991000 | U.S. Treasury Bonds, 4.625%, 11/15/2045 | &nbsp;&nbsp; 149493663 |
| 369768000 | U.S. Treasury Bonds, 4.625%, 2/15/2046 | &nbsp;&nbsp; 356479462 |
| 342498000 | U.S. Treasury Bonds, 4.750%, 2/15/2045(g) | &nbsp;&nbsp; 336531041 |
| 87335000 | U.S. Treasury Bonds, 4.875%, 8/15/2045 | &nbsp;&nbsp; 87048432 |
| 729695000 | U.S. Treasury Bonds, 5.000%, 5/15/2045 | &nbsp;&nbsp; 739186734 |
|  |  | &nbsp;&nbsp; 2171507159 |
|  | **Wireless — 1.1%** | **Wireless — 1.1%** |
| 610000 | Sprint Capital Corp., 6.875%, 11/15/2028 | &nbsp;&nbsp; 644958 |
| 43355000 | Sprint Capital Corp., 8.750%, 3/15/2032 | &nbsp;&nbsp; 51552133 |
| 8560000 | T-Mobile USA, Inc., 2.700%, 3/15/2032 | &nbsp;&nbsp; 7614588 |
| 7565000 | T-Mobile USA, Inc., 3.500%, 4/15/2031 | &nbsp;&nbsp; 7154815 |
| 53355000 | T-Mobile USA, Inc., 5.150%, 4/15/2034 | &nbsp;&nbsp; 53745630 |
| 55305000 | T-Mobile USA, Inc., 5.750%, 1/15/2034 | &nbsp;&nbsp; 57672435 |
|  |  | &nbsp;&nbsp; 178384559 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Wirelines — 0.4%** | **Wirelines — 0.4%** |
| $15835000 | AT&T, Inc., 5.125%, 4/30/2036 | &nbsp;&nbsp; $15645009 |
| 43160000 | AT&T, Inc., 5.375%, 8/15/2035 | &nbsp;&nbsp; 43720495 |
|  |  | &nbsp;&nbsp; 59365504 |
|  | &nbsp;&nbsp; Total Non-Convertible Bonds <br>(Identified Cost $14,352,253,603)<br>| &nbsp;&nbsp; 14363265598 |
| **Convertible Bonds — 0.2%** | **Convertible Bonds — 0.2%** | **Convertible Bonds — 0.2%** |
|  | **Cable Satellite — 0.2%** |  |
| 7330223 | &nbsp;&nbsp; EchoStar Corp., 3.875% PIK and/or 3.875% <br> Cash, 11/30/2030(d)<br>| &nbsp;&nbsp; 26184290 |
|  | **Financial Other — 0.0%** |  |
| 3018438 | &nbsp;&nbsp; CIFI Holdings Group Co. Ltd., Series IAI, Zero <br> Coupon, 6/30/2029(e)<br>| &nbsp;&nbsp; 130729 |
| 4335103 | &nbsp;&nbsp; Country Garden Holdings Co. Ltd., Series AI, <br> Zero Coupon, 12/31/2031(e)<br>| &nbsp;&nbsp; 482193 |
| 16523463 | &nbsp;&nbsp; Shimao Group Holdings Ltd., Zero Coupon, <br> 7/21/2026(a)<br>| &nbsp;&nbsp; 322207 |
| 4953708 | &nbsp;&nbsp; Sino-Ocean Group Holding Ltd., Zero Coupon, <br> 3/27/2027(a)<br>| &nbsp;&nbsp; 37153 |
| 3228768 | &nbsp;&nbsp; Times China Holdings Ltd., Zero Coupon, <br> 3/30/2027(a)<br>| &nbsp;&nbsp; 18953 |
| 647306 | &nbsp;&nbsp; Times China Holdings Ltd., Zero Coupon, <br> 3/30/2027(a)<br>| &nbsp;&nbsp; 2518 |
|  |  | &nbsp;&nbsp; 993753 |
|  | &nbsp;&nbsp; Total Convertible Bonds <br>(Identified Cost $28,778,634)<br>| &nbsp;&nbsp; 27178043 |
| **Municipals — 0.0%** | **Municipals — 0.0%** | **Municipals — 0.0%** |
|  | **Virginia — 0.0%** | **Virginia — 0.0%** |
| 6730000 | &nbsp;&nbsp; Tobacco Settlement Financing Corp., <br> 6.706%, 6/01/2046 <br>(Identified Cost $6,491,086)<br>| &nbsp;&nbsp; 5117438 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $14,387,523,323)<br>| &nbsp;&nbsp; 14395561079 |
| **Collateralized Loan Obligations — 4.9%** | **Collateralized Loan Obligations — 4.9%** | **Collateralized Loan Obligations — 4.9%** |
| 13405000 | &nbsp;&nbsp; AGL CLO 42 Ltd., Series 2025-42A, Class A1, <br> 3 mo. USD SOFR + 1.300%, <br> 4.969%, 7/22/2038(a)(b)<br>| &nbsp;&nbsp; 13407681 |
| 9975000 | &nbsp;&nbsp; AIMCO CLO 21 Ltd., Series 2024-21A, Class B, <br> 3 mo. USD SOFR + 1.920%, <br> 5.588%, 4/18/2037(a)(b)<br>| &nbsp;&nbsp; 9975000 |
| 7159697 | &nbsp;&nbsp; Alinea CLO Ltd., Series 2018-1A, Class BR, <br> 3 mo. USD SOFR + 1.150%, <br> 4.818%, 7/20/2031(a)(b)<br>| &nbsp;&nbsp; 7158508 |
| 16505000 | &nbsp;&nbsp; Anchorage Capital CLO 6 Ltd., Series 2015-6A, <br> Class AR4, 3 mo. USD SOFR + 1.370%, <br> 5.039%, 7/22/2038(a)(b)<br>| &nbsp;&nbsp; 16519508 |
| 7905000 | &nbsp;&nbsp; Anchorage Capital CLO 9 Ltd., Series 2016-9A, <br> Class AR3, 3 mo. USD SOFR + 1.450%, <br> 5.122%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 7906170 |
| 1665000 | &nbsp;&nbsp; Atrium XV, Series 15A, Class D1R, 3 mo. USD <br> SOFR + 3.300%, 6.971%, 7/16/2037(a)(b)<br>| &nbsp;&nbsp; 1596202 |
| 20050000 | &nbsp;&nbsp; Bain Capital Credit CLO Ltd., Series 2022-4A, <br> Class A1R, 3 mo. USD SOFR + 1.380%, <br> 5.051%, 10/16/2037(a)(b)<br>| &nbsp;&nbsp; 20059083 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
| $3083842 | &nbsp;&nbsp; Battalion CLO VIII Ltd., Series 2015-8A, <br> Class A2R3, 3 mo. USD SOFR + 1.000%, <br> 4.668%, 7/18/2030(a)(b)<br>| &nbsp;&nbsp; $3083691 |
| 4005000 | &nbsp;&nbsp; Benefit Street Partners CLO 43 Ltd., <br> Series 2025-43A, Class A, 3 mo. USD SOFR + <br> 1.270%, 5.072%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 4005040 |
| 4395000 | &nbsp;&nbsp; Benefit Street Partners CLO Ltd., <br> Series 2015-6BR, Class A1R, 3 mo. USD SOFR + <br> 1.180%, 4.848%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 4386210 |
| 6200000 | &nbsp;&nbsp; Benefit Street Partners CLO XXVIII Ltd., <br> Series 2022-28A, Class BR, 3 mo. USD SOFR + <br> 1.700%, 5.368%, 10/20/2037(a)(b)<br>| &nbsp;&nbsp; 6215736 |
| 3579000 | &nbsp;&nbsp; Benefit Street Partners CLO XXXI Ltd., <br> Series 2023-31A, Class BR, 3 mo. USD SOFR + <br> 1.750%, 5.418%, 4/25/2038(a)(b)<br>| &nbsp;&nbsp; 3586652 |
| 2695000 | &nbsp;&nbsp; Benefit Street Partners CLO XXXVII Ltd., <br> Series 2024-37A, Class B, 3 mo. USD SOFR + <br> 1.650%, 5.318%, 1/25/2038(a)(b)<br>| &nbsp;&nbsp; 2688424 |
| 17040000 | &nbsp;&nbsp; Birch Grove CLO 13 Ltd., Series 2025-13A, <br> Class A1, 3 mo. USD SOFR + 1.310%, <br> 5.467%, 10/23/2038(a)(b)<br>| &nbsp;&nbsp; 17042346 |
| 10015000 | &nbsp;&nbsp; Birch Grove CLO 6 Ltd., Series 2023-6A, <br> Class A1R, 3 mo. USD SOFR + 1.380%, <br> 5.048%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 10026077 |
| 13735000 | &nbsp;&nbsp; Birch Grove CLO 7 Ltd., Series 2023-7A, <br> Class A1R, 3 mo. USD SOFR + 1.260%, <br> 4.928%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 13692160 |
| 20215000 | &nbsp;&nbsp; Birch Grove CLO 9 Ltd., Series 2024-9A, <br> Class A1, 3 mo. USD SOFR + 1.400%, <br> 5.069%, 10/22/2037(a)(b)<br>| &nbsp;&nbsp; 20230339 |
| 2525000 | &nbsp;&nbsp; Canyon CLO Ltd., Series 2018-1A, Class B, 3 mo. <br> USD SOFR + 1.962%, 5.634%, 7/15/2031(a)(b)<br>| &nbsp;&nbsp; 2527146 |
| 6500000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2014-5A, Class BR3, <br> 3 mo. USD SOFR + 1.750%, <br> 5.418%, 7/17/2037(a)(b)<br>| &nbsp;&nbsp; 6492193 |
| 54300000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2018-1A, Class A1R, <br> 3 mo. USD SOFR + 1.320%, <br> 4.988%, 1/18/2038(a)(b)<br>| &nbsp;&nbsp; 54332037 |
| 11410000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2019-4A, Class A1R2, <br> 3 mo. USD SOFR + 1.300%, <br> 4.972%, 7/15/2038(a)(b)<br>| &nbsp;&nbsp; 11416492 |
| 11715000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2019-7A, Class A1R, <br> 3 mo. USD SOFR + 1.280%, <br> 4.948%, 10/19/2038(a)(b)<br>| &nbsp;&nbsp; 11715012 |
| 3970000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2021-4A, Class AR, <br> 3 mo. USD SOFR + 1.360%, <br> 5.031%, 7/23/2037(a)(b)<br>| &nbsp;&nbsp; 3972557 |
| 4415000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2021-6A, Class B, <br> 3 mo. USD SOFR + 1.912%, <br> 5.584%, 10/15/2034(a)(b)<br>| &nbsp;&nbsp; 4417984 |
| 8720000 | &nbsp;&nbsp; Clover CLO LLC, Series 2018-1A, Class A1RR, <br> 3 mo. USD SOFR + 1.530%, <br> 5.198%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 8720541 |
| 19410000 | &nbsp;&nbsp; Crown City CLO I, Series 2020-1A, Class A1RR, <br> 3 mo. USD SOFR + 1.370%, <br> 5.038%, 7/20/2038(a)(b)<br>| &nbsp;&nbsp; 19415318 |
| 7115000 | &nbsp;&nbsp; Diameter Capital CLO 10 Ltd., Series 2025-10A, <br> Class A, 3 mo. USD SOFR + 1.310%, <br> 4.978%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 7125580 |
| 3335000 | &nbsp;&nbsp; Dryden 53 CLO Ltd., Series 2017-53A, Class BR, <br> 3 mo. USD SOFR + 1.300%, <br> 4.972%, 1/15/2031(a)(b)<br>| &nbsp;&nbsp; 3331965 |
| 24520000 | &nbsp;&nbsp; Garnet CLO 2 Ltd., Series 2025-2A, Class A, <br> 3 mo. USD SOFR + 1.350%, <br> 5.431%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 24499550 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
| $28260000 | &nbsp;&nbsp; Garnet CLO 3 Ltd., Series 2025-3A, Class A1, <br> 3 mo. USD SOFR + 1.270%, <br> 5.053%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; $28249041 |
| 14870000 | &nbsp;&nbsp; GCP CLO Warehouse JP Ltd., Series 2025-82A, <br> Class A1, 3 mo. USD SOFR + 1.260%, <br> 5.226%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 14855050 |
| 3620000 | &nbsp;&nbsp; Greenacre Park CLO LLC, Series 2021-2A, <br> Class AR, 3 mo. USD SOFR + 1.370%, <br> 5.038%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 3621538 |
| 3545000 | &nbsp;&nbsp; Invesco CLO Ltd., Series 2021-1A, Class D, <br> 3 mo. USD SOFR + 3.312%, <br> 6.984%, 4/15/2034(a)(b)<br>| &nbsp;&nbsp; 3377095 |
| 37555000 | &nbsp;&nbsp; Invesco U.S. CLO Ltd., Series 2024-4A, <br> Class A1, 3 mo. USD SOFR + 1.330%, <br> 5.002%, 1/15/2038(a)(b)<br>| &nbsp;&nbsp; 37573777 |
| 2420000 | &nbsp;&nbsp; Madison Park Funding XXXVII Ltd., <br> Series 2019-37A, Class AR2, 3 mo. USD SOFR + <br> 1.530%, 5.202%, 4/15/2037(a)(b)<br>| &nbsp;&nbsp; 2417941 |
| 25360000 | &nbsp;&nbsp; Magnetite XLVIII Ltd., Series 2025-48A, <br> Class A1, 3 mo. USD SOFR + 1.280%, <br> 4.952%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 25400373 |
| 3980000 | &nbsp;&nbsp; MidOcean Credit CLO XVIII LLC, <br> Series 2025-18A, Class A1, 3 mo. USD SOFR + <br> 1.170%, 4.840%, 10/18/2035(a)(b)<br>| &nbsp;&nbsp; 3973162 |
| 22900000 | &nbsp;&nbsp; MidOcean Credit CLO XXI, Series 2025-21A, <br> Class A1, 3 mo. USD SOFR + 1.260%, <br> 5.122%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 22876775 |
| 11735000 | &nbsp;&nbsp; Northwoods Capital 20 Ltd., Series 2019-20A, <br> Class AR2, 3 mo. USD SOFR + 1.340%, <br> 5.008%, 10/25/2038(a)(b)<br>| &nbsp;&nbsp; 11738479 |
| 18665000 | &nbsp;&nbsp; OCP CLO Ltd., Series 2020-18A, Class A1R2, <br> 3 mo. USD SOFR + 1.370%, <br> 5.038%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 18668621 |
| 33920000 | &nbsp;&nbsp; OCP CLO Ltd., Series 2024-38A, Class A, 3 mo. <br> USD SOFR + 1.330%, 5.000%, 1/21/2038(a)(b)<br>| &nbsp;&nbsp; 33953920 |
| 7170000 | &nbsp;&nbsp; Octagon Investment Partners 18-R Ltd., <br> Series 2018-18A, Class A2, 3 mo. USD SOFR + <br> 1.732%, 5.403%, 4/16/2031(a)(b)<br>| &nbsp;&nbsp; 7157627 |
| 1729438 | &nbsp;&nbsp; Octagon Investment Partners 26 Ltd., <br> Series 2016-1A, Class BR, 3 mo. USD SOFR + <br> 1.862%, 5.534%, 7/15/2030(a)(b)<br>| &nbsp;&nbsp; 1729800 |
| 28405000 | &nbsp;&nbsp; OHA Credit Funding 10-R Ltd., <br> Series 2021-10RA, Class A1, 3 mo. USD SOFR + <br> 1.260%, 4.928%, 7/18/2037(a)(b)<br>| &nbsp;&nbsp; 28409261 |
| 18490000 | &nbsp;&nbsp; OHA Loan Funding Ltd., Series 2015-1A, <br> Class A1R4, 3 mo. USD SOFR + 1.250%, <br> 4.918%, 10/19/2038(a)(b)<br>| &nbsp;&nbsp; 18490000 |
| 40470000 | &nbsp;&nbsp; Palmer Square BDC CLO 1 Ltd., Series 1A, <br> Class A, 3 mo. USD SOFR + 1.600%, <br> 5.272%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 40486471 |
| 14355000 | &nbsp;&nbsp; Palmer Square Loan Funding Ltd., <br> Series 2024-2A, Class A2R, 3 mo. USD SOFR + <br> 1.150%, 4.819%, 1/15/2033(a)(b)<br>| &nbsp;&nbsp; 14350421 |
| 12855000 | &nbsp;&nbsp; Post CLO Ltd., Series 2022-1A, Class BR, 3 mo. <br> USD SOFR + 1.450%, 5.112%, 4/20/2035(a)(b)<br>| &nbsp;&nbsp; 12815021 |
| 19620000 | &nbsp;&nbsp; Post CLO Ltd., Series 2023-1A, Class A1R, 3 mo. <br> USD SOFR + 1.300%, 4.968%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 19609386 |
| 28735000 | &nbsp;&nbsp; Rad CLO 26 Ltd., Series 2024-26A, Class A, <br> 3 mo. USD SOFR + 1.370%, <br> 5.038%, 10/20/2037(a)(b)<br>| &nbsp;&nbsp; 28741092 |
| 21695000 | &nbsp;&nbsp; Regatta 35 Funding Ltd., Series 2025-5A, <br> Class A1, 3 mo. USD SOFR + 1.290%, <br> 4.962%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 21697517 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
| $6680000 | &nbsp;&nbsp; Rockford Tower CLO Ltd., Series 2017-1A, <br> Class DR2A, 3 mo. USD SOFR + 3.512%, <br> 7.179%, 4/20/2034(a)(b)<br>| &nbsp;&nbsp; $6649573 |
| 25405000 | &nbsp;&nbsp; Silver Point CLO 12 Ltd., Series 2025-12A, <br> Class A1, 3 mo. USD SOFR + 1.310%, <br> 5.289%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 25385641 |
| 11710000 | &nbsp;&nbsp; Sixth Street CLO XV Ltd., Series 2020-15A, <br> Class BR, 3 mo. USD SOFR + 1.750%, <br> 5.418%, 10/24/2037(a)(b)<br>| &nbsp;&nbsp; 11737718 |
| 21870000 | &nbsp;&nbsp; Symetra CLO Ltd., Series 2025-1A, Class A1, <br> 3 mo. USD SOFR + 1.290%, <br> 4.958%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 21872209 |
| 4275000 | &nbsp;&nbsp; Symetra CLO Ltd., Series 2025-1A, Class B, <br> 3 mo. USD SOFR + 1.700%, <br> 5.368%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 4264424 |
| 12070000 | &nbsp;&nbsp; Symphony CLO 48 Ltd., Series 2025-48A, <br> Class B, 3 mo. USD SOFR + 1.750%, <br> 5.418%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 12100972 |
| 25310000 | &nbsp;&nbsp; TPG CLO Ltd., Series 2025-1A, Class A1, 3 mo. <br> USD SOFR + 1.370%, 5.333%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 25290587 |
| 1830000 | &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; 1801112 |
| 3335000 | &nbsp;&nbsp; Voya CLO Ltd., Series 2013-3A, Class A2RR, <br> 3 mo. USD SOFR + 1.961%, <br> 5.631%, 10/18/2031(a)(b)<br>| &nbsp;&nbsp; 3334552 |
|  | &nbsp;&nbsp; Total Collateralized Loan Obligations <br>(Identified Cost $832,304,436)<br>| &nbsp;&nbsp; 832174358 |
| **Senior Loans — 4.3%** | **Senior Loans — 4.3%** | **Senior Loans — 4.3%** |
|  | **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** |
| 2812932 | &nbsp;&nbsp; TransDigm, Inc., 2025 Term Loan K, 1 mo. USD <br> SOFR + 2.250%, 5.918%, 3/22/2030(b)(h)<br>| &nbsp;&nbsp; 2812173 |
| 2807945 | &nbsp;&nbsp; TransDigm, Inc., 2025 Term Loan M, 1 mo. USD <br> SOFR + 2.500%, 6.168%, 8/19/2032(b)(h)<br>| &nbsp;&nbsp; 2807271 |
| 3930000 | &nbsp;&nbsp; TransDigm, Inc., 2026 Term Loan N, 1 mo. USD <br> SOFR + 2.500%, 6.168%, 2/13/2033(b)(h)<br>| &nbsp;&nbsp; 3930746 |
|  |  | &nbsp;&nbsp; 9550190 |
|  | **Automotive — 0.1%** | **Automotive — 0.1%** |
| 24390000 | &nbsp;&nbsp; Allison Transmission, Inc., 2025 Incremental <br> Term Loan B, 1 mo. USD SOFR + 1.750%, <br> 5.422%, 1/02/2033(b)(h)<br>| &nbsp;&nbsp; 24450975 |
| 1908580 | &nbsp;&nbsp; First Brands Group LLC, 2021 Term Loan, <br> 10.759% PIK, 3/30/2027(d)(h)(i)<br>| &nbsp;&nbsp; 2481 |
| 2714943 | &nbsp;&nbsp; First Brands Group LLC, 2022 Incremental Term <br> Loan, 3 mo. USD SOFR + 5.000%, <br> 10.786%, 3/30/2027(h)(i)<br>| &nbsp;&nbsp; 3529 |
| 1855343 | &nbsp;&nbsp; First Brands Group LLC, 2025 DIP Term Loan, <br> 13.671% PIK, 6/29/2026(b)(d)(h)<br>| &nbsp;&nbsp; 426729 |
| 5302130 | &nbsp;&nbsp; First Brands Group LLC, 2025 PIK DIP Roll-Up <br> Term Loan B, 10.671% PIK, 6/29/2026(b)(d)(h)<br>| &nbsp;&nbsp; 3553 |
|  |  | &nbsp;&nbsp; 24887267 |
|  | **Brokerage — 0.0%** | **Brokerage — 0.0%** |
| 7731442 | &nbsp;&nbsp; Citadel Securities LP, 2024 First Lien Term Loan, <br> 3 mo. USD SOFR + 2.000%, <br> 5.700%, 10/31/2031(b)(h)<br>| &nbsp;&nbsp; 7735772 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Building Materials — 0.1%** | **Building Materials — 0.1%** |
| $11819576 | &nbsp;&nbsp; Advanced Drainage Systems, Inc., 2026 Term <br> Loan B, 1 mo. USD SOFR + 1.625%, <br> 5.298%, 2/28/2033(b)(h)<br>| &nbsp;&nbsp; $11856571 |
| 2807891 | &nbsp;&nbsp; Quikrete Holdings, Inc., 2025 Term Loan B1, <br> 1 mo. USD SOFR + 2.250%, <br> 5.918%, 4/14/2031(b)(h)<br>| &nbsp;&nbsp; 2801826 |
|  |  | &nbsp;&nbsp; 14658397 |
|  | **Chemicals — 0.0%** | **Chemicals — 0.0%** |
| 2389769 | &nbsp;&nbsp; Solstice Advanced Materials, Inc., Term Loan <br> B, 3 mo. USD SOFR + 1.750%, <br> 5.417%, 10/29/2032(b)(h)<br>| &nbsp;&nbsp; 2399734 |
|  | **Construction Machinery — 0.1%** | **Construction Machinery — 0.1%** |
| 5687339 | &nbsp;&nbsp; Terex Corp., 2025 Term Loan, 1 mo. USD SOFR + <br> 1.750%, 5.418%, 10/08/2031(b)(h)<br>| &nbsp;&nbsp; 5690922 |
| 6152912 | &nbsp;&nbsp; United Rentals, Inc., 2025 Repriced Term Loan <br> B, 1 mo. USD SOFR + 1.500%, <br> 5.168%, 2/14/2031(b)(h)<br>| &nbsp;&nbsp; 6169832 |
|  |  | &nbsp;&nbsp; 11860754 |
|  | **Consumer Cyclical Services — 0.2%** | **Consumer Cyclical Services — 0.2%** |
| 3640000 | &nbsp;&nbsp; Aramark Services, Inc., 2025 Repriced Term <br> Loan, 1 mo. USD SOFR + 1.750%, <br> 5.418%, 4/06/2028(b)(h)<br>| &nbsp;&nbsp; 3640000 |
| 32031612 | &nbsp;&nbsp; Aramark Services, Inc., 2025 Term Loan, 1 mo. <br> USD SOFR + 1.750%, 5.418%, 6/22/2030(b)(h)<br>| &nbsp;&nbsp; 32031612 |
| 568482 | &nbsp;&nbsp; Horizon U.S. Finco LP, Term Loan B, 6 mo. USD <br> SOFR + 4.500%, 8.448%, 10/31/2031(b)(h)<br>| &nbsp;&nbsp; 528688 |
|  |  | &nbsp;&nbsp; 36200300 |
|  | **Diversified Manufacturing — 0.1%** | **Diversified Manufacturing — 0.1%** |
| 6321155 | &nbsp;&nbsp; Resideo Funding, Inc., 2024 1st Lien Term Loan <br> B, 1 mo. USD SOFR + 2.000%, <br> 5.673%, 2/11/2028(b)(h)<br>| &nbsp;&nbsp; 6321155 |
| 5466692 | &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)(h)<br>| &nbsp;&nbsp; 5435969 |
|  |  | &nbsp;&nbsp; 11757124 |
|  | **Electric — 0.5%** | **Electric — 0.5%** |
| 77719766 | &nbsp;&nbsp; NRG Energy, Inc., 2024 Term Loan, 3 mo. USD <br> SOFR + 1.750%, 5.521%, 4/16/2031(b)(h)<br>| &nbsp;&nbsp; 77804481 |
|  | **Environmental — 0.1%** | **Environmental — 0.1%** |
| 24997350 | &nbsp;&nbsp; Clean Harbors, Inc., 2025 Term Loan, 1 mo. USD <br> SOFR + 1.500%, 5.168%, 10/08/2032(b)(h)<br>| &nbsp;&nbsp; 25147334 |
|  | **Gaming — 0.5%** | **Gaming — 0.5%** |
| 19720800 | &nbsp;&nbsp; DK Crown Holdings, Inc., 2025 Term Loan B, <br> 1 mo. USD SOFR + 1.750%, <br> 5.419%, 3/04/2032(b)(h)<br>| &nbsp;&nbsp; 19683922 |
| 50117695 | &nbsp;&nbsp; Flutter Financing BV, 2024 Term Loan B, 3 mo. <br> USD SOFR + 1.750%, 5.450%, 11/30/2030(b)(h)<br>| &nbsp;&nbsp; 49491224 |
| 10326962 | &nbsp;&nbsp; Flutter Financing BV, 2025 Term Loan B, 3 mo. <br> USD SOFR + 2.000%, 5.700%, 6/04/2032(b)(h)<br>| &nbsp;&nbsp; 10197875 |
|  |  | &nbsp;&nbsp; 79373021 |
|  | **Healthcare — 0.3%** | **Healthcare — 0.3%** |
| 3849000 | &nbsp;&nbsp; Bausch & Lomb Corp., 2025 Repriced Term <br> Loan, 1/15/2031(j)<br>| &nbsp;&nbsp; 3853811 |
| 3054000 | &nbsp;&nbsp; Bausch & Lomb Corp., 2025 Repriced Term <br> Loan, 1 mo. USD SOFR + 3.750%, <br> 7.418%, 1/15/2031(b)(h)<br>| &nbsp;&nbsp; 3057818 |
| 38211753 | &nbsp;&nbsp; DaVita, Inc., 2025 Term Loan B, 1 mo. USD SOFR <br> + 1.750%, 5.418%, 5/09/2031(b)(h)<br>| &nbsp;&nbsp; 38259517 |
|  |  | &nbsp;&nbsp; 45171146 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Lodging — 0.4%** | **Lodging — 0.4%** |
| $20599845 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., 2023 Term <br> Loan B4, 1 mo. USD SOFR + 1.750%, <br> 5.429%, 11/08/2030(b)<br>| &nbsp;&nbsp; $20625595 |
| 54956137 | &nbsp;&nbsp; Wyndham Hotels & Resorts, Inc., 2024 Term <br> Loan, 1 mo. USD SOFR + 1.750%, <br> 5.418%, 5/24/2030(b)(h)<br>| &nbsp;&nbsp; 55101221 |
|  |  | &nbsp;&nbsp; 75726816 |
|  | **Media Entertainment — 0.1%** | **Media Entertainment — 0.1%** |
| 22782000 | &nbsp;&nbsp; Electronic Arts, Inc., USD Term Loan B, <br> 3/24/2033(j)<br>| &nbsp;&nbsp; 22639613 |
|  | **Metals & Mining — 0.2%** | **Metals & Mining — 0.2%** |
| 28338750 | &nbsp;&nbsp; Novelis Corp., 2025 Term Loan B, 3 mo. USD <br> SOFR + 1.750%, 5.450%, 3/11/2032(b)(h)<br>| &nbsp;&nbsp; 28326848 |
|  | **Paper — 0.2%** | **Paper — 0.2%** |
| 29587317 | &nbsp;&nbsp; Asplundh Tree Expert LLC, 2024 Incremental <br> Term Loan B, 1 mo. USD SOFR + 1.750%, <br> 5.418%, 5/23/2031(b)<br>| &nbsp;&nbsp; 29639095 |
|  | **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** |
| 55960000 | &nbsp;&nbsp; BioMarin Pharmaceutical, Inc., Term Loan B, <br> 1/28/2033(j)<br>| &nbsp;&nbsp; 55785405 |
|  | **Property & Casualty Insurance — 0.2%** | **Property & Casualty Insurance — 0.2%** |
| 2812915 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC, 2025 Term <br> Loan B, 1 mo. USD SOFR + 2.500%, <br> 6.168%, 9/19/2031(b)(h)<br>| &nbsp;&nbsp; 2788611 |
| 8946000 | &nbsp;&nbsp; Amynta Agency Borrower, Inc., 2026 Repriced <br> Term Loan B, 12/29/2031(j)<br>| &nbsp;&nbsp; 8803848 |
| 19593768 | &nbsp;&nbsp; Ardonagh Midco 3 PLC, 2024 USD Term Loan B, <br> USD SOFR + 2.750%, 6.374%, 2/15/2031(b)(h)<br>| &nbsp;&nbsp; 19116268 |
| 3420384 | &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)(h)<br>| &nbsp;&nbsp; 3357689 |
|  |  | &nbsp;&nbsp; 34066416 |
|  | **Retailers — 0.1%** | **Retailers — 0.1%** |
| 6902200 | &nbsp;&nbsp; PetSmart, Inc., 2025 USD Term Loan B, <br> 8/18/2032(j)<br>| &nbsp;&nbsp; 6848708 |
| 3392000 | &nbsp;&nbsp; PetSmart, Inc., 2025 USD Term Loan B, 1 mo. <br> USD SOFR + 4.000%, 7.675%, 8/18/2032(b)(h)<br>| &nbsp;&nbsp; 3365712 |
|  |  | &nbsp;&nbsp; 10214420 |
|  | **Technology — 0.7%** | **Technology — 0.7%** |
| 17346000 | &nbsp;&nbsp; CACI International, Inc., 2026 Incremental Term <br> Loan B2, 3/09/2033(j)<br>| &nbsp;&nbsp; 17324318 |
| 6850303 | &nbsp;&nbsp; Ciena Corp., 2025 Repriced Term Loan B, 1 mo. <br> USD SOFR + 1.750%, 5.425%, 10/24/2030(b)(h)<br>| &nbsp;&nbsp; 6847426 |
| 9598613 | &nbsp;&nbsp; Darktrace PLC, 1st Lien Term Loan, 3 mo. USD <br> SOFR + 3.250%, 6.898%, 10/09/2031(b)<br>| &nbsp;&nbsp; 9167923 |
| 31044232 | &nbsp;&nbsp; Open Text Corp., 2023 Term Loan B, 1 mo. USD <br> SOFR + 1.750%, 5.418%, 1/31/2030(b)(h)<br>| &nbsp;&nbsp; 30334561 |
| 56140407 | &nbsp;&nbsp; Trans Union LLC, 2024 Term Loan B8, 3 mo. USD <br> SOFR + 1.750%, 5.450%, 6/24/2031(b)(h)<br>| &nbsp;&nbsp; 55799635 |
|  |  | &nbsp;&nbsp; 119473863 |
|  | **Wireless — 0.1%** | **Wireless — 0.1%** |
| 10733401 | &nbsp;&nbsp; SBA Senior Finance II LLC, 2024 Term Loan B, <br> 1 mo. USD SOFR + 1.750%, <br> 5.420%, 1/25/2031(b)(h)<br>| &nbsp;&nbsp; 10764742 |
|  | &nbsp;&nbsp; Total Senior Loans <br>(Identified Cost $743,675,149)<br>| &nbsp;&nbsp; 733182738 |

---

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount/** <br>**Shares** <br>| **Description** | **Value (†)** |
| **Private Credit — 1.8%** | **Private Credit — 1.8%** | **Private Credit — 1.8%** |
|  | **ABS Other — 0.3%** | **ABS Other — 0.3%** |
| $20800000 | &nbsp;&nbsp; Chol Aviation Capital Ltd., <br> 7.134%, 8/30/2034(b)(e)(k)<br>| &nbsp;&nbsp; $20072645 |
| 23043793 | &nbsp;&nbsp; Coventry PACE SBC4 LLC, <br> 7.250%, 1/31/2056(e)(k)<br>| &nbsp;&nbsp; 23648167 |
| 3374062 | &nbsp;&nbsp; PureWest ABS Issuer LLC, <br> 5.685%, 4/05/2040(e)(k)<br>| &nbsp;&nbsp; 3361633 |
|  |  | &nbsp;&nbsp; 47082445 |
|  | **Apartment REITs — 0.0%** | **Apartment REITs — 0.0%** |
| 6221748 | BFW Issuer 2025-1 LLC, 7.250%, 9/30/2050, (e)(k) | &nbsp;&nbsp; 6222913 |
|  | **Banking — 0.8%** | **Banking — 0.8%** |
| 43300000 | &nbsp;&nbsp; AP Bosphorus Holdings Ltd., <br> 6.274%, 12/15/2037(k)<br>| &nbsp;&nbsp; 42717957 |
| 41735000 | &nbsp;&nbsp; Bosphorous Financial Services Ltd., <br> 5.823%, 2/15/2033(e)(k)<br>| &nbsp;&nbsp; 40884595 |
| 8700000 | &nbsp;&nbsp; Industrial DPR Funding Ltd., <br> 5.730%, 7/15/2032(e)(k)<br>| &nbsp;&nbsp; 8701864 |
| 21750000 | &nbsp;&nbsp; Industrial DPR Funding Ltd., <br> 5.930%, 7/15/2035(e)(k)<br>| &nbsp;&nbsp; 21779974 |
| 20000000 | &nbsp;&nbsp; Royal Bank of Scotland International Ltd., <br> Series E, 4.660%, 12/16/2028(e)(k)<br>| &nbsp;&nbsp; 19846786 |
|  |  | &nbsp;&nbsp; 133931176 |
|  | **Building Materials — 0.2%** | **Building Materials — 0.2%** |
| 3385 | QXO, Inc., 4.750%(e)(f)(k)(l)(m) | &nbsp;&nbsp; 38359835 |
|  | **Finance Companies — 0.3%** | **Finance Companies — 0.3%** |
| 33745000 | &nbsp;&nbsp; Lakeview Loan Servicing LLC, Series C, <br> 5.650%, 12/02/2032(e)(k)<br>| &nbsp;&nbsp; 32804345 |
| 10000000 | MSD Investment Corp., 7.110%, 5/20/2030(e)(k) | &nbsp;&nbsp; 9931630 |
|  |  | &nbsp;&nbsp; 42735975 |
|  | **Technology — 0.2%** | **Technology — 0.2%** |
| 17342312 | AP Grange Holdings, 6.500%, 3/20/2045(e)(k) | &nbsp;&nbsp; 18111060 |
| 15000000 | &nbsp;&nbsp; AP Grange Holdings LLC, <br> 5.000%, 3/20/2045(e)(k)<br>| &nbsp;&nbsp; 16684275 |
|  |  | &nbsp;&nbsp; 34795335 |
|  | &nbsp;&nbsp; Total Private Credit <br>(Identified Cost $299,410,783)<br>| &nbsp;&nbsp; 303127679 |

---

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

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares**<br>|  |  |
| **Common Stocks— 0.0%** | **Common Stocks— 0.0%** | **Common Stocks— 0.0%** |
|  | **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** |
| 18660 | Country Garden Holdings Co. Ltd.(f) | &nbsp;&nbsp; 764 |
| 1825231 | Times China Holdings Ltd.(f) | &nbsp;&nbsp; 17258 |
|  | &nbsp;&nbsp; Total Common Stocks <br>(Identified Cost $4,581,416)<br>| &nbsp;&nbsp; 18022 |
|  | &nbsp;&nbsp; Total Purchased Options — 0.0% <br>(Identified Cost $190,633) (see details below)<br>| &nbsp;&nbsp; 150400 |

---

------

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount** <br>| **Description** | **Value (†)** |
| **Short-Term Investments — 4.0%** | **Short-Term Investments — 4.0%** | **Short-Term Investments — 4.0%** |
| $455620930 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, dated 3/31/2026 <br> at 2.150% to be repurchased at $455,648,141 on <br> 4/01/2026 collateralized by $124,228,200 <br> U.S. Treasury Note, 0.500% due 8/31/2027 <br> valued at $118,544,690; $348,098,300 <br> U.S. Treasury Note, 3.375% due 9/15/2027 <br> valued at $346,188,768 including accrued <br> interest (n)<br>| &nbsp;&nbsp; $455620930 |
| 43801000 | U.S. Treasury Bills, 3.537%, 9/03/2026(o) | &nbsp;&nbsp; 43123474 |
| 51990000 | U.S. Treasury Bills, 3.551%, 8/27/2026(o) | &nbsp;&nbsp; 51221617 |
| 78392000 | U.S. Treasury Bills, 3.585%, 9/17/2026(o) | &nbsp;&nbsp; 77069641 |
| 51728000 | U.S. Treasury Bills, 3.601%, 9/24/2026(o) | &nbsp;&nbsp; 50824061 |
|  | &nbsp;&nbsp; Total Short-Term Investments <br>(Identified Cost $677,875,745)<br>| &nbsp;&nbsp; 677859723 |
|  | &nbsp;&nbsp; Total Investments — 100.2% <br>(Identified Cost $16,945,561,485)<br>| &nbsp;&nbsp; 16942073999 |
|  | Other assets less liabilities — (0.2)% | &nbsp;&nbsp; (39654211)<br>|
|  | Net Assets — 100.0% | &nbsp;&nbsp; $16902419788 |

---

&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>| **Contracts** | &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; 19250000 | &nbsp;&nbsp;&nbsp; $2082458994 | &nbsp;&nbsp;&nbsp; $190633 | &nbsp;&nbsp;&nbsp; $150400 |

---

&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>| **Contracts** | &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; (19250000)<br>| &nbsp;&nbsp;&nbsp; $(2082458994)<br>| &nbsp;&nbsp;&nbsp; $(4069835)<br>| &nbsp;&nbsp;&nbsp; $(10076182)<br>|

---

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

------

---

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

---

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All or a portion of these securities are exempt from registration under Rule 144A
 of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.
 At March 31, 2026, the value of Rule 144A holdings amounted to $6,917,219,891 or 40.9% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Variable rate security. Rate as of March 31, 2026 is disclosed. Issuers comprised
 of various lots with differing coupon rates have been aggregated for the purpose of presentation in the Portfolio of Investments and show a weighted average
 rate. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent
 and are based on current market conditions. These securities may not indicate a reference rate and/or spread in their description.

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

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(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>|
| AP Grange Holdings | 6/25/2025 | $17621930 | $18111060 | 0.1% |
| AP Grange Holdings LLC | 6/26/2025 | 15269250 | 16684275 | 0.1% |
| BFW Issuer 2025-1 LLC | 6/03/2025 | 6221748 | 6222913 | Less than 0.1% |
| Bosphorous Financial Services Ltd. | 1/20/2026 | 41735000 | 40884595 | 0.2% |
| Chol Aviation Capital Ltd. | 2/10/2026 | 20800000 | 20072645 | 0.1% |
| CIFI Holdings Group Co. Ltd. | 8/06/2021-12/29/2025 | 3178778 | 130729 | Less than 0.1% |
| Country Garden Holdings Co. Ltd. | 8/02/2021-12/23/2025 | 4798818 | 482193 | Less than 0.1% |
| Country Garden Holdings Co. Ltd. | 8/02/2021-12/23/2025 | 1255073 | 284663 | Less than 0.1% |
| Coventry PACE SBC4 LLC | 5/07/2025 | 23043793 | 23648167 | 0.2% |
| Industrial DPR Funding Ltd. | 8/07/2025 | 21750000 | 21779974 | 0.1% |
| Industrial DPR Funding Ltd. | 8/07/2025 | 8700000 | 8701864 | 0.1% |
| Lakeview Loan Servicing LLC | 11/13/2025 | 33745000 | 32804345 | 0.2% |
| MSD Investment Corp. | 11/08/2024 | 10000000 | 9931630 | 0.1% |
| PureWest ABS Issuer LLC | 3/06/2025 | 3374062 | 3361633 | Less than 0.1% |
| QXO, Inc. | 1/12/2026 | 33850000 | 38359835 | 0.2% |
| Royal Bank of Scotland International Ltd. | 11/18/2025 | 20000000 | 19846786 | 0.1% |

---

------

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

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

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(m) 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;(n) 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;(o) 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 |
| DIP | Debtor In Possession |
| MTN | Medium Term Note |
| PIK | Payment-in-Kind |
| REIT | Real Estate Investment Trust |
| REMICS | Real Estate Mortgage Investment Conduits |
| SLM | Sallie Mae |
| SOFR | Secured Overnight Financing Rate |

---

**Futures Contracts**

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

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

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At 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 | 29123 | &nbsp;&nbsp;&nbsp; $3193060063 | &nbsp;&nbsp;&nbsp; $3150517054 | &nbsp;&nbsp;&nbsp; $(42543009)<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>|
| Ultra 10 Year U.S. Treasury Notes Futures | 6/18/2026 | 5816 | &nbsp;&nbsp;&nbsp; $674534982 | &nbsp;&nbsp;&nbsp; $660206875 | &nbsp;&nbsp;&nbsp; $14328107 |

---

**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;

&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) | $— | $14395561079 | $— | $14395561079 |
| Collateralized Loan Obligations |  | 832174358 |  | 832174358 |
| Senior Loans(a) |  | 733182738 |  | 733182738 |
| Private Credit |  |  |  |  |
| &nbsp;&nbsp;&nbsp; ABS Other |  |  | 47082445 | 47082445 |
| &nbsp;&nbsp;&nbsp; Apartment REITs |  |  | 6222913 | 6222913 |
| &nbsp;&nbsp;&nbsp; Banking |  |  | 133931176 | 133931176 |
| &nbsp;&nbsp;&nbsp; Building Materials |  |  | 38359835 | 38359835 |
| &nbsp;&nbsp;&nbsp; Finance Companies |  |  | 42735975 | 42735975 |
| &nbsp;&nbsp;&nbsp; Technology |  |  | 34795335 | 34795335 |
| Total Private Credit |  |  | 303127679 | 303127679 |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Real Estate Management & Development |  | 18022 |  | 18022 |
| Short-Term Investments |  | 677859723 |  | 677859723 |
| Purchased Options(a) | 150400 |  |  | 150400 |
| Total Investments | 150400 | 16638795920 | 303127679 | 16942073999 |
| Futures Contracts (unrealized appreciation) | 14328107 |  |  | 14328107 |
| Total | $14478507 | $16638795920 | $303127679 | $16956402106 |

---

&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) | $(10076182)<br>| $— | $— | $(10076182)<br>|
| Futures Contracts (unrealized depreciation) | (42543009)<br>|  |  | (42543009)<br>|
| Total | $(52619191)<br>| $— | $— | $(52619191)<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 | $27289284 | $— | $— | $(794677)<br>| $20800000 | $(212162)<br>| $— | $— | $47082445 | $(792744)<br>|
| &nbsp;&nbsp;&nbsp; Apartment REITs | 6353824 |  |  | (130911)<br>|  |  |  |  | 6222913 | (130911)<br>|
| &nbsp;&nbsp;&nbsp; Banking | 50744680 |  |  | (1848504)<br>| 85035000 |  |  |  | 133931176 | (1848504)<br>|

---

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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>|
| &nbsp;&nbsp;&nbsp; Building Materials | $— | $— | $— | $4509835 | $33850000 | $— | $— | $— | $38359835 | $4509835 |
| &nbsp;&nbsp;&nbsp; Finance Companies | 43827918 |  |  | (1091943)<br>|  |  |  |  | 42735975 | (1091943)<br>|
| &nbsp;&nbsp;&nbsp; Technology | 34654900 |  |  | 25294 | 115141 |  |  |  | 34795335 | 25294 |
| Total | $162870606 | $— | $— | $669094 | $139800141 | $(212162)<br>| $— | $— | $303127679 | $671027 |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** Loomis Sayles Investment Grade Bond Fund

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

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

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

- **a. Date of fiscal year-end:** 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:** $17112132175.37

**Total Liabilities:** $175967080.74

**Net Assets:** $16936165094.63

**Cash Not Reported:** $32723200.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -16143.38000000 | **1-Year:** -505261.81000000 | **5-Year:** -2559102.17000000 | **10-Year:** -2482484.29000000 | **30-Year:** -424382.33000000

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

- **3-Month:** -10700.91000000 | **1-Year:** -195825.22000000 | **5-Year:** -453671.73000000 | **10-Year:** -320880.99000000 | **30-Year:** -102846.11000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018234 | 0.17%                | 1.49%                | -2.05%               |
| Class ID C000018236 | 0.11%                | 1.46%                | -2.04%               |
| Class ID C000018238 | 0.29%                | 1.51%                | -2.03%               |
| Class ID C000082998 | 0.25%                | 1.48%                | -2.08%               |
| Class ID C000125485 | 0.19%                | 1.52%                | -2.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8984678.51              | $-40897751.41                              |
| Month 2  | $15473182.31             | $155132358.41                              |
| Month 3  | $20025176.00             | $-404928214.61                             |

**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        |   1653000 | PA      | $1517520.12   | 0.01%             | 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        |  10037000 | PA      | $9985941.78   | 0.06%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AASET 2021-1 Trust                               | Aaset 2021-1 Trust                                                               | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2347059 | PA      | $2263584.00   | 0.01%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust      | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29540088 | PA      | $29757682.99  | 0.18%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Altde Trust                                      | ALTDE 2025-1 Trust                                                               | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20489957 | PA      | $20612107.75  | 0.12%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AP BOSPHORUS HLDGS LTD                           | AP BOSPHORUS HLDGS LTD                                                           | CUSIP: 00188MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  43300000 | PA      | $42717957.07  | 0.25%             | 2037-12-15      | Fixed         | 6.27%                 | No            |                  3 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                           | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2964000 | PA      | $2680256.28   | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                         | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  43160000 | PA      | $43720495.18  | 0.26%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                         | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  15835000 | PA      | $15645008.50  | 0.09%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                         | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |   4895000 | PA      | $4581318.22   | 0.03%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AASET 2022-1 LLC                                 | AASET 2022-1 LLC                                                                 | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1524811 | PA      | $1548573.19   | 0.01%             | 2047-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                    | ADVANCED DRAINAGE SYSTEMS INC 2026 TERM LOAN B                                   | CUSIP: 00769QAK9<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | LON              | CORP              | US        |  11819576 | PA      | $11856570.92  | 0.07%             | 2033-02-28      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    860000 | PA      | $850810.09    | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  26609000 | PA      | $25613410.16  | 0.15%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  63343000 | PA      | $57529744.32  | 0.34%             | 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        |  15387000 | PA      | $13613651.17  | 0.08%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6084000 | PA      | $6233431.50   | 0.04%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  13515000 | PA      | $14202730.91  | 0.08%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  32622000 | PA      | $31706061.01  | 0.19%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8070000 | PA      | $8197063.76   | 0.05%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  13190000 | PA      | $12820147.92  | 0.08%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    393000 | PA      | $393049.09    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                     | AGL CLO 42 Ltd                                                                   | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |  13405000 | PA      | $13407681.00  | 0.08%             | 2038-07-22      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-X2                                        | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2260000 | PA      | $2265998.04   | 0.01%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Aimco                                            | AIMCO CLO 21 Ltd                                                                 | CUSIP: 00901WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   9975000 | PA      | $9975000.00   | 0.06%             | 2037-04-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                    | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  18295000 | PA      | $18967479.56  | 0.11%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                    | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   4660000 | PA      | $4787380.63   | 0.03%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                          | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  32139000 | PA      | $32907709.28  | 0.19%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                          | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7015000 | PA      | $7072716.96   | 0.04%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                      | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  19261000 | PA      | $18476827.48  | 0.11%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                      | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  11000000 | PA      | $11458643.79  | 0.07%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   3180000 | PA      | $3112053.83   | 0.02%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                        | ALA Trust 2025-OANA                                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4955000 | PA      | $4967387.50   | 0.03%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                   | Alinea CLO 2018-1 Ltd                                                            | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7159696 | PA      | $7158507.93   | 0.04%             | 2031-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC               | Alliant Holdings Intermediate LLC 2025 Term Loan B                               | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   2812915 | PA      | $2788610.99   | 0.02%             | 2031-09-19      | Floating      | 6.17%                 | 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        |   1370000 | PA      | $1381661.54   | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                         | Allison Transmission Inc 2025 Incremental Term Loan B                            | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |  24390000 | PA      | $24450975.00  | 0.14%             | 2033-01-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                                                     | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  38650000 | PA      | $38484440.02  | 0.23%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTA WIND HOLDINGS LLC                           | Alta Wind Holdings LLC                                                           | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13229030 | PA      | $12549351.46  | 0.07%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                   | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  34640000 | PA      | $34324299.35  | 0.20%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 A PTT                          | American Airlines 2016-3 Class A Pass Through Trust                              | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8878250 | PA      | $8450931.24   | 0.05%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 A PTT                          | American Airlines 2017-2 Class A Pass Through Trust                              | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3769443 | PA      | $3590006.94   | 0.02%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1B PTT                           | American Airlines 2019-1 Class B Pass Through Trust                              | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8946746 | PA      | $8675927.92   | 0.05%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2024-3                              | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5340000 | PA      | $5422804.71   | 0.03%             | 2030-07-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2025-1                              | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6556792.45   | 0.04%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2023-4                              | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11365000 | PA      | $11682257.38  | 0.07%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2023-3                              | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4795000 | PA      | $4887416.91   | 0.03%             | 2029-10-12      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                            | American Homes 4 Rent LP                                                         | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   2185000 | PA      | $1922724.79   | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                 | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   2717000 | PA      | $2732734.15   | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                                    | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   7110000 | PA      | $7265026.44   | 0.04%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                                    | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  22305000 | PA      | $22276656.81  | 0.13%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                                    | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  26895000 | PA      | $26008217.79  | 0.15%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                        | Anchorage Capital CLO 6 Ltd                                                      | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |  16505000 | PA      | $16519507.90  | 0.10%             | 2038-07-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                        | Anchorage Capital CLO 9 Ltd                                                      | CUSIP: 03328WBE7<br>LEI: 5493009A4SIPWYPZDB35 | Long             | ABS-CBDO         | CORP              | KY        |   7905000 | PA      | $7906169.94   | 0.05%             | 2037-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                           | Anglo American Capital PLC                                                       | CUSIP: 034863BJ8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  11381000 | PA      | $11128124.20  | 0.07%             | 2036-03-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                 | Antares Holdings LP                                                              | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |  23729000 | PA      | $23233095.93  | 0.14%             | 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        |  12655000 | PA      | $12298671.77  | 0.07%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                 | Antares Holdings LP                                                              | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |  21876000 | PA      | $22682813.13  | 0.13%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                              | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4380000 | PA      | $4203051.07   | 0.02%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  66060000 | PA      | $65951523.53  | 0.39%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2995000 | PA      | $3061006.81   | 0.02%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                       | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30940000 | PA      | $31189571.32  | 0.18%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                       | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  54130000 | PA      | $54142033.10  | 0.32%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  15590000 | PA      | $15680457.70  | 0.09%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  15730000 | PA      | $15884339.77  | 0.09%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  81580000 | PA      | $80904595.10  | 0.48%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Trust 2024-A                                                        | CUSIP: 03837DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15715398 | PA      | $15749398.32  | 0.09%             | 2050-04-18      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Issuer Trust 2025-A                                                 | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11723296 | PA      | $11866538.77  | 0.07%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                             | Aramark Services Inc 2025 Repriced Term Loan                                     | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   3640000 | PA      | $3640000.00   | 0.02%             | 2028-04-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                             | Aramark Services Inc 2025 Term Loan                                              | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |  32031612 | PA      | $32031611.67  | 0.19%             | 2030-06-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARC FALCON I INC/ARCL/HO                         | ARC Falcon I Inc / Arclin USA LLC / New Arclin US Holding Corp                   | CUSIP: 03881HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9537000 | PA      | $9173544.93   | 0.05%             | 2033-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                    | ArcelorMittal SA                                                                 | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  11405000 | PA      | $12126710.22  | 0.07%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                       | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   3231000 | PA      | $3310621.53   | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                               | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   6731000 | PA      | $6809867.13   | 0.04%             | 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        |   8495000 | PA      | $8516819.41   | 0.05%             | 2030-08-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   6095000 | PA      | $6191166.30   | 0.04%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3282796.53   | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |  18082000 | PA      | $17935504.34  | 0.11%             | 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        |    573002 | PA      | $584619.49    | 0.00%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                      | Ashland Inc                                                                      | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    915000 | PA      | $821613.65    | 0.00%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                              | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   5270000 | PA      | $5423209.60   | 0.03%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                              | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  10740000 | PA      | $10949333.66  | 0.06%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                         | Asplundh Tree Expert LLC 2024 Incremental Term Loan B                            | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  29587318 | PA      | $29639095.31  | 0.18%             | 2031-05-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                            | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  21550000 | PA      | $19096570.64  | 0.11%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                            | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4857000 | PA      | $4211327.32   | 0.02%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                               | Athene Holding Ltd                                                               | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2659000 | PA      | $2466296.05   | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                            | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |  21490000 | PA      | $21619080.33  | 0.13%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                            | Atlassian Corp                                                                   | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |  56495000 | PA      | $55321982.45  | 0.33%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                       | ATLX 2024-RPL1 Trust                                                             | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6517149 | PA      | $6337522.35   | 0.04%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                       | ATLX 2024-RPL2 Trust                                                             | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9459727 | PA      | $9181952.65   | 0.05%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                  | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1875000 | PA      | $1900733.63   | 0.01%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                  | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3580000 | PA      | $3624054.76   | 0.02%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                        | Auxilior Term Funding 2023-1 LLC                                                 | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    319038 | PA      | $319728.66    | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                   | Avant Credit Card Master Trust 2025-1                                            | CUSIP: 05351KAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14790000 | PA      | $14677686.22  | 0.09%             | 2031-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                              | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    868000 | PA      | $814351.61    | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                       | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  25115000 | PA      | $26434570.23  | 0.16%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                       | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   6475000 | PA      | $6660379.25   | 0.04%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                       | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  18470000 | PA      | $19326126.43  | 0.11%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                       | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3727468.16   | 0.02%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                       | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   5685000 | PA      | $5714616.58   | 0.03%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                       | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  15805000 | PA      | $15622463.95  | 0.09%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                       | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3538000 | PA      | $3414199.97   | 0.02%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                       | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2679000 | PA      | $2639945.14   | 0.02%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REU4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  11605000 | PA      | $11473349.40  | 0.07%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHA5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   7985000 | PA      | $8250025.34   | 0.05%             | 2029-06-20      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHP2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   8910000 | PA      | $9293914.97   | 0.05%             | 2030-02-20      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  14660000 | PA      | $14982052.35  | 0.09%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   8845000 | PA      | $9070263.58   | 0.05%             | 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: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   8638000 | PA      | $8781020.23   | 0.05%             | 2030-12-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJM7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6595000 | PA      | $6682829.57   | 0.04%             | 2030-12-20      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3960000 | PA      | $3990887.60   | 0.02%             | 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        |   5280000 | PA      | $5345413.92   | 0.03%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  11275000 | PA      | $11397936.62  | 0.07%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  21050000 | PA      | $20626800.91  | 0.12%             | 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        |  19480000 | PA      | $18661163.07  | 0.11%             | 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        |    595000 | PA      | $604844.87    | 0.00%             | 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        |    593000 | PA      | $605302.38    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                   | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   2469000 | PA      | $2542998.40   | 0.02%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                   | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    388000 | PA      | $391759.72    | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2022-A                                                  | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1137314 | PA      | $1135858.12   | 0.01%             | 2035-02-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2022-A                                                  | CUSIP: 054977AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3724000 | PA      | $3687609.82   | 0.02%             | 2035-02-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                  | BAE Systems PLC                                                                  | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   2685000 | PA      | $2754648.90   | 0.02%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                  | BAE Systems PLC                                                                  | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |  35660000 | PA      | $36521545.60  | 0.22%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BBSG Mortgage Trust                              | BBSG 2016-MRP Mortgage Trust                                                     | CUSIP: 055287AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $368991.80    | 0.00%             | 2036-06-05      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                    | BGC Group Inc                                                                    | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |  18635000 | PA      | $18953541.47  | 0.11%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                       | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11205000 | PA      | $11191022.88  | 0.07%             | 2042-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                       | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5035000 | PA      | $5022412.50   | 0.03%             | 2042-11-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-DELC                                                               | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9470000 | PA      | $9477966.16   | 0.06%             | 2042-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-DELC                                                               | CUSIP: 05594MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1660000 | PA      | $1657925.00   | 0.01%             | 2042-12-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2022-SSP                                                               | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400000 | PA      | $4400000.00   | 0.03%             | 2039-05-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2022-AHP                                            | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2936989 | PA      | $2936071.65   | 0.02%             | 2039-01-17      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7770000 | PA      | $7721437.50   | 0.05%             | 2041-06-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2024-VLT5                                           | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11290000 | PA      | $11281714.27  | 0.07%             | 2046-11-13      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2024-VLT5                                           | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1455000 | PA      | $1470736.55   | 0.01%             | 2046-11-13      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Commercial Mortgage Trust 2025-STAR                                          | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3560000 | PA      | $3529694.79   | 0.02%             | 2042-11-05      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                 | Bain Capital Credit CLO 2022-4 Ltd                                               | CUSIP: 05685BAQ9<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |  20050000 | PA      | $20059082.65  | 0.12%             | 2037-10-16      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC             | Baldwin Insurance Group Holdings LLC 2025 Term Loan B2                           | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |   3420384 | PA      | $3357688.77   | 0.02%             | 2031-05-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                            | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3135816.62   | 0.02%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2021-BNK35                                                                  | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8625000 | PA      | $7470630.00   | 0.04%             | 2064-06-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| BasePoint MCA Securitization LLC                 | Basepoint Mca Securitization II LLC                                              | CUSIP: 06983XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18265000 | PA      | $18235770.52  | 0.11%             | 2031-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion CLO VIII Ltd                                                           | CUSIP: 07132ACL5<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |   3083842 | PA      | $3083691.05   | 0.02%             | 2030-07-18      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2190000 | PA      | $2005404.92   | 0.01%             | 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        | 115595000 | PA      | $118849710.16 | 0.70%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners CLO XXVIII Ltd                                           | CUSIP: 08179KAQ6<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |   6200000 | PA      | $6215735.60   | 0.04%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners CLO 43 Ltd                                               | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |   4005000 | PA      | $4005040.05   | 0.02%             | 2038-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners CLO Ltd                                                  | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4395000 | PA      | $4386210.00   | 0.03%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners Clo XXXVII Ltd                                           | CUSIP: 08182TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2695000 | PA      | $2688424.20   | 0.02%             | 2038-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners CLO XXXI Ltd                                             | CUSIP: 08183DAS2<br>LEI: 254900SVG14IYL7QTZ56 | Long             | ABS-CBDO         | CORP              | JE        |   3579000 | PA      | $3586651.90   | 0.02%             | 2038-04-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2025-1CON                                               | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8278333 | PA      | $8288032.17   | 0.05%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2025-1CON                                               | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1614513 | PA      | $1622908.02   | 0.01%             | 2036-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| BFW ISSUER 2025 1 LLC                            | BFW ISSUER 2025 1 LLC                                                            | CUSIP: 08860BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6221748 | PA      | $6222912.57   | 0.04%             | 2050-09-01      | Fixed         | 7.25%                 | Yes           |                  3 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2023-B                                                  | CUSIP: 08862GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5460668 | PA      | $5682869.94   | 0.03%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2024-1CON                                               | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2593049 | PA      | $2624634.62   | 0.02%             | 2035-04-17      | Fixed         | 5.81%                 | 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        |   5477477 | PA      | $5609743.47   | 0.03%             | 2035-04-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                             | Birch Grove CLO 6 Ltd                                                            | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |  10015000 | PA      | $10026076.59  | 0.06%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                             | Birch Grove CLO 7 Ltd                                                            | CUSIP: 09077RAL3<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | JE        |  13735000 | PA      | $13692160.54  | 0.08%             | 2038-10-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                             | Birch Grove Clo 9 Ltd                                                            | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |  20215000 | PA      | $20230339.14  | 0.12%             | 2037-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                             | Birch Grove CLO 13 Ltd                                                           | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17040000 | PA      | $17042346.41  | 0.10%             | 2038-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                             | Blue Owl Finance LLC                                                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |  29645000 | PA      | $28500161.39  | 0.17%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  23082000 | PA      | $23118287.90  | 0.14%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        | 106429000 | PA      | $102887724.03 | 0.61%             | 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        |   1525000 | PA      | $1463829.35   | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  26030000 | PA      | $26465742.20  | 0.16%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  32338000 | PA      | $30754148.14  | 0.18%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                    | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6685000 | PA      | $7128490.79   | 0.04%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  15415000 | PA      | $16792216.18  | 0.10%             | 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        | 112921000 | PA      | $124278013.77 | 0.73%             | 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        |  10340000 | PA      | $11431077.52  | 0.07%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust    | Bridgecrest Lending Auto Securitization Trust 2023-1                             | CUSIP: 108056AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21010000 | PA      | $21889384.06  | 0.13%             | 2029-08-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust    | Bridgecrest Lending Auto Securitization Trust 2024-2                             | CUSIP: 10805MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8930000 | PA      | $9055365.59   | 0.05%             | 2030-02-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust    | Bridgecrest Lending Auto Securitization Trust 2024-2                             | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9890000 | PA      | $10124393.99  | 0.06%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 A PTT                           | British Airways 2019-1 Class A Pass Through Trust                                | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |   2494238 | PA      | $2413923.32   | 0.01%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6584000 | PA      | $6411149.72   | 0.04%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  19501000 | PA      | $16567773.86  | 0.10%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  49825000 | PA      | $41636703.20  | 0.25%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  14650000 | PA      | $14428152.41  | 0.09%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $3681084.40   | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  70750000 | PA      | $63706001.94  | 0.38%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  15060000 | PA      | $13771219.72  | 0.08%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                         | Brookfield Asset Management Ltd                                                  | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |  10620000 | PA      | $10820917.34  | 0.06%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   6505000 | PA      | $6496358.82   | 0.04%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                     | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16994707 | PA      | $16949621.98  | 0.10%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-VLT7                                                               | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  54890000 | PA      | $54649856.25  | 0.32%             | 2044-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-VLT7                                                               | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8440000 | PA      | $8389887.50   | 0.05%             | 2044-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69795000 | PA      | $69315159.38  | 0.41%             | 2042-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                      | CAFL 2026-R1 Issuer LLC                                                          | CUSIP: 124761AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30520000 | PA      | $30485268.24  | 0.18%             | 2036-03-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1629511.63   | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8890000 | PA      | $8466317.00   | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20942000 | PA      | $20108089.56  | 0.12%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  55470000 | PA      | $50704247.25  | 0.30%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45870000 | PA      | $45077348.51  | 0.27%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2021-IV Ltd                                                         | CUSIP: 12547DAL0<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   3970000 | PA      | $3972556.68   | 0.02%             | 2037-07-23      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2014-V Ltd                                                          | CUSIP: 12550ABH8<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6492193.50   | 0.04%             | 2037-07-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2021-VI Ltd                                                         | CUSIP: 12553SAG9<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   4415000 | PA      | $4417984.54   | 0.03%             | 2034-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                  | CLI Funding VI LLC                                                               | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |   3535022 | PA      | $3326784.56   | 0.02%             | 2045-10-18      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                               | CNA Financial Corp                                                               | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4646653.28   | 0.03%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                          | CNO Financial Group Inc                                                          | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   6712000 | PA      | $6723343.28   | 0.04%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | Commercial Mortgage Pass Through Certificates                                    | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420415 | PA      | $417548.10    | 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        |  19034000 | PA      | $14076617.54  | 0.08%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $977794.61    | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $392866.54    | 0.00%             | 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        |   4204000 | PA      | $2522772.43   | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  38005000 | PA      | $13410725.54  | 0.08%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1348867.07   | 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        |    910000 | PA      | $328085.56    | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   6119000 | PA      | $5000104.14   | 0.03%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                          | CRH America Finance Inc                                                          | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |  46030000 | PA      | $45188501.17  | 0.27%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2470000 | PA      | $2261635.25   | 0.01%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $314715.75    | 0.00%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAL3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $429041.89    | 0.00%             | 2037-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |  12790000 | PA      | $10559686.20  | 0.06%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                         | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3064000 | PA      | $2988143.33   | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                         | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2565937.04   | 0.02%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2021-6 Mortgage Loan Trust                                                  | CUSIP: 12658YAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |  13522358 | PA      | $12407870.94  | 0.07%             | 2066-12-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-RPL4 Trust                                                             | CUSIP: 12662GAC2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   3333562 | PA      | $3321843.08   | 0.02%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                           | CVS Pass-Through Trust                                                           | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151643 | PA      | $153473.80    | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                           | CVS Pass-Through Trust                                                           | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240574 | PA      | $243405.68    | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TR 2013                         | CVS Pass-Through Trust Series 2013                                               | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8118511 | PA      | $7660789.34   | 0.05%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TR 2014                         | CVS Pass-Through Trust Series 2014                                               | CUSIP: 12665VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    857915 | PA      | $802403.85    | 0.00%             | 2036-08-11      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAC8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   2635000 | PA      | $2642355.34   | 0.02%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                           | CACI INTERNATIONAL INC 2026 INCREMENTAL TERM LOAN B2                             | CUSIP: 12718FAQ7<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |  17346000 | PA      | $17324317.50  | 0.10%             | 2033-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                     | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  15870000 | PA      | $15960290.30  | 0.09%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd                               | CAL Funding IV Ltd                                                               | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   4626563 | PA      | $4439499.02   | 0.03%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |  77325000 | PA      | $78221430.27  | 0.46%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon CLO 2018-1 Ltd                                                            | CUSIP: 13877BAC2<br>LEI: 2549001KZI4SL4Y7BH27 | Long             | ABS-CBDO         | CORP              | KY        |   2525000 | PA      | $2527146.25   | 0.01%             | 2031-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  23965000 | PA      | $23232375.09  | 0.14%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-P4                                           | CUSIP: 14076LAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1810000 | PA      | $1806723.36   | 0.01%             | 2031-05-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cardinal Mortgage Trust                          | Cardinal Mortgage Trust 2025-RTL1                                                | CUSIP: 14151BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14015000 | PA      | $14036615.33  | 0.08%             | 2030-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | Carmax Auto Owner Trust 2023-2                                                   | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1540000 | PA      | $1564219.58   | 0.01%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2022-1                                                   | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1098908.80   | 0.01%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2023-1                                                   | CUSIP: 14318DAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11965000 | PA      | $12152149.35  | 0.07%             | 2029-11-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2024-1                                                   | CUSIP: 14318WAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4305109.75   | 0.03%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2023-4                                                   | CUSIP: 14318XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3035000 | PA      | $3135395.07   | 0.02%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2024-2                                                   | CUSIP: 14319EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11525000 | PA      | $11753863.45  | 0.07%             | 2029-11-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2024-2                                                   | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $397788.69    | 0.00%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                  | CarMax Select Receivables Trust 2025-A                                           | CUSIP: 14319UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13025000 | PA      | $13280551.80  | 0.08%             | 2031-07-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                  | CarMax Select Receivables Trust 2025-A                                           | CUSIP: 14319UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21175000 | PA      | $21560194.43  | 0.13%             | 2031-07-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   8000000 | PA      | $7811822.24   | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3075000 | PA      | $3189855.31   | 0.02%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  33196000 | PA      | $33528789.90  | 0.20%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  37895000 | PA      | $38195583.14  | 0.23%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  40295000 | PA      | $40281896.07  | 0.24%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                             | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   2993000 | PA      | $2965431.36   | 0.02%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-N1                                           | CUSIP: 14687QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7375000 | PA      | $7464869.54   | 0.04%             | 2030-05-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-N1                                           | CUSIP: 14687QAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2535000 | PA      | $2584414.50   | 0.02%             | 2030-05-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-N2                                           | CUSIP: 14687VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3432000 | PA      | $3505765.01   | 0.02%             | 2030-09-10      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-N3                                           | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7669000 | PA      | $7667166.34   | 0.05%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2023-N1                                           | CUSIP: 14688FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3810000 | PA      | $3875989.58   | 0.02%             | 2029-07-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2023-N4                                           | CUSIP: 14688LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1860000 | PA      | $1926426.37   | 0.01%             | 2030-02-11      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-P1                                           | CUSIP: 14688NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12997000 | PA      | $13161562.82  | 0.08%             | 2030-03-11      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2025-P1                                           | CUSIP: 14689MAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8895000 | PA      | $8931513.98   | 0.05%             | 2031-08-11      | Fixed         | 5.34%                 | 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        |   2193131 | PA      | $2171278.00   | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                  | Cemex SAB de CV                                                                  | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |  64810000 | PA      | $60498274.95  | 0.36%             | 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        |  11320000 | PA      | $11272916.72  | 0.07%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                               | Cenovus Energy Inc                                                               | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |  12351000 | PA      | $12287259.08  | 0.07%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11447000 | PA      | $11624240.54  | 0.07%             | 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        |  40415000 | PA      | $23746210.73  | 0.14%             | 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        |  13218000 | PA      | $13788159.22  | 0.08%             | 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        |  26483000 | PA      | $27493429.20  | 0.16%             | 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        |    667000 | PA      | $660413.04    | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   8432000 | PA      | $7685008.45   | 0.05%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  52740000 | PA      | $55287913.17  | 0.33%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                        | Chesapeake Funding II LLC                                                        | CUSIP: 165183CY8<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    880000 | PA      | $881750.32    | 0.01%             | 2035-05-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                    | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  54410000 | PA      | $55141368.34  | 0.33%             | 2042-04-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                           | Choice Hotels International Inc                                                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   5810000 | PA      | $5859529.55   | 0.03%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                | Ciena Corporation 2025 Repriced Term Loan B                                      | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |   6850303 | PA      | $6847425.61   | 0.04%             | 2030-10-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2018-I Ltd                                                          | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |  54300000 | PA      | $54332037.00  | 0.32%             | 2038-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2019-IV Ltd                                                         | CUSIP: 17182XAW1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |  11410000 | PA      | $11416492.29  | 0.07%             | 2038-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2019-VII Ltd                                                        | CUSIP: 171935AA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |  11715000 | PA      | $11715011.72  | 0.07%             | 2038-10-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                       | Citadel LP                                                                       | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   5880000 | PA      | $6094270.02   | 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        |   7775000 | PA      | $8003957.19   | 0.05%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                            | Citadel Securities LP 2024 First Lien Term Loan                                  | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   7731442 | PA      | $7735772.04   | 0.05%             | 2031-10-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                | Citigroup Mortgage Loan Trust 2019-RP1                                           | CUSIP: 17327RAA8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   1575617 | PA      | $1543846.14   | 0.01%             | 2066-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                     | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   7675000 | PA      | $7886239.03   | 0.05%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                     | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    580000 | PA      | $606269.36    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    591000 | PA      | $623555.83    | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    277000 | PA      | $281314.45    | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                | Clean Harbors Inc                                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |  20913000 | PA      | $20861775.70  | 0.12%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                | Clean Harbors Inc 2025 Term Loan                                                 | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |  24997350 | PA      | $25147334.10  | 0.15%             | 2032-10-08      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                  | CLIF Holdings LLC                                                                | CUSIP: 18683CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  36194581 | PA      | $35918162.64  | 0.21%             | 2050-12-20      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                       | Clover CLO 2018-1 LLC                                                            | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8720000 | PA      | $8720540.64   | 0.05%             | 2037-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                        | College Ave Student Loans 2024-B LLC                                             | CUSIP: 19423UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21873881 | PA      | $22314038.48  | 0.13%             | 2054-08-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                        | College Ave Student Loans 2024-B LLC                                             | CUSIP: 19423UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2187287.02   | 0.01%             | 2054-08-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                        | College Ave Student Loans 2021-A LLC                                             | CUSIP: 19424KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    309977 | PA      | $293148.45    | 0.00%             | 2051-07-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                             | Commercial Metals Co                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   4908000 | PA      | $4856399.74   | 0.03%             | 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        |   5780000 | PA      | $5698186.99   | 0.03%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                    | Commonbond Student Loan Trust 2020-1                                             | CUSIP: 20268BAA8<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |   1177749 | PA      | $1075282.27   | 0.01%             | 2051-10-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC               | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19830000 | PA      | $19664750.66  | 0.12%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC              | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15075000 | PA      | $15149274.53  | 0.09%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC              | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3025000 | PA      | $3031890.04   | 0.02%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC              | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18140000 | PA      | $17961758.17  | 0.11%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754GAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2605177 | PA      | $2603561.79   | 0.02%             | 2044-02-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755CAA6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    680418 | PA      | $680629.37    | 0.00%             | 2043-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        | 140594000 | PA      | $143287866.80 | 0.85%             | 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        |  82984000 | PA      | $72685151.18  | 0.43%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                      | Corevest American Finance 2019-1 Trust                                           | CUSIP: 21872FAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455313 | PA      | $455418.38    | 0.00%             | 2052-03-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                      | Corevest American Finance 2019-3 Trust                                           | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239651 | PA      | $239206.35    | 0.00%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                      | Corevest American Finance 2019-3 Trust                                           | CUSIP: 21872NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2929000 | PA      | $2812792.51   | 0.02%             | 2052-10-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                      | Corevest American Finance 2020-2 Trust                                           | CUSIP: 21872VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1259000 | PA      | $1244150.98   | 0.01%             | 2052-05-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                  | CoreVest American Finance 2021-3 Trust                                           | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1870000 | PA      | $1680707.94   | 0.01%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                             | COPT Defense Properties LP                                                       | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   2085000 | PA      | $1887818.61   | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2023-3                                         | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2035000 | PA      | $2084175.57   | 0.01%             | 2033-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2025-2                                         | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7200000 | PA      | $7241684.40   | 0.04%             | 2036-03-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2024-3                                         | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6255000 | PA      | $6294739.89   | 0.04%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2024-2                                         | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6260000 | PA      | $6458957.20   | 0.04%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2024-1                                         | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3460000 | PA      | $3524080.93   | 0.02%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                   | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10398788 | PA      | $10520525.52  | 0.06%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                 | Crown City CLO I                                                                 | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |  19410000 | PA      | $19415318.34  | 0.11%             | 2038-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2017-RPL1 Trust                                                             | CUSIP: 22945AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   6086850 | PA      | $5212988.34   | 0.03%             | 2057-07-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC               | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9972000 | PA      | $9693408.25   | 0.06%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC               | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7930000 | PA      | $7531600.77   | 0.04%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3098441.76   | 0.02%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                       | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |  13555000 | PA      | $12321004.17  | 0.07%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                  | DR Horton Inc                                                                    | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |  18455000 | PA      | $18211597.93  | 0.11%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                  | DR Horton Inc                                                                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |  11360000 | PA      | $11527283.38  | 0.07%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                              | DT Auto Owner Trust 2023-3                                                       | CUSIP: 23345WAD7<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |   7695000 | PA      | $7895731.77   | 0.05%             | 2029-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                              | DT Auto Owner Trust 2023-2                                                       | CUSIP: 23346CAG3<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |  10700000 | PA      | $10885499.48  | 0.06%             | 2029-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                              | DT Auto Owner Trust 2023-1                                                       | CUSIP: 23346KAG5<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |   9695000 | PA      | $9817808.50   | 0.06%             | 2028-11-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                          | DataBank Issuer II LLC                                                           | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27915000 | PA      | $27077896.15  | 0.16%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                       | DaVita Inc 2025 Term Loan B                                                      | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |  38211753 | PA      | $38259517.21  | 0.23%             | 2031-05-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                     | DC Commercial Mortgage Trust 2023-DC                                             | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9295000 | PA      | $9399155.12   | 0.06%             | 2040-09-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust             | Deephaven Residential Mortgage Trust 2021-2                                      | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4073013 | PA      | $3632523.14   | 0.02%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |  29765000 | PA      | $29104336.95  | 0.17%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                             | Diameter Capital CLO 10 Ltd                                                      | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7115000 | PA      | $7125580.01   | 0.04%             | 2038-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                            | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5852000 | PA      | $5824729.09   | 0.03%             | 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        |   3043000 | PA      | $3106383.41   | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                     | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   3722000 | PA      | $3460437.75   | 0.02%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9616000 | PA      | $9533527.03   | 0.06%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6160000 | PA      | $5957906.05   | 0.04%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                            | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5614000 | PA      | $5601510.53   | 0.03%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                     | Drive Auto Receivables Trust 2024-1                                              | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21060000 | PA      | $21257995.59  | 0.13%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 53 CLO Ltd                                                                | CUSIP: 26243EAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3335000 | PA      | $3331965.15   | 0.02%             | 2031-01-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                       | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    650000 | PA      | $688265.57    | 0.00%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  31435000 | PA      | $32130987.25  | 0.19%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EDI ABS Issuer LLC                               | EDI ABS Issuer 1 LLC                                                             | CUSIP: 268332AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23695000 | PA      | $22683815.88  | 0.13%             | 2055-07-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program                       | ELFI Graduate Loan Program 2019-A LLC                                            | CUSIP: 26857EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1759627 | PA      | $1663633.45   | 0.01%             | 2044-03-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                            | EWC Master Issuer LLC                                                            | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14028438 | PA      | $13920180.05  | 0.08%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                              | Eagle Materials Inc                                                              | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |  51195000 | PA      | $49019519.16  | 0.29%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   7330223 | PA      | $26184289.58  | 0.15%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  85995227 | PA      | $92896410.18  | 0.55%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  47640000 | PA      | $49545713.38  | 0.29%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  51565000 | PA      | $55672757.11  | 0.33%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2839000 | PA      | $2973551.57   | 0.02%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5160000 | PA      | $5254258.75   | 0.03%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127395.59    | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  34865000 | PA      | $35807427.10  | 0.21%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                     | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |  13816000 | PA      | $13131777.80  | 0.08%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                     | Entegris Inc                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |  58775000 | PA      | $58100921.28  | 0.34%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                     | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   2568000 | PA      | $2584198.94   | 0.02%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                        | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |   2729000 | PA      | $2769659.37   | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                        | Esab Corp                                                                        | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |   3759000 | PA      | $3785350.59   | 0.02%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                           | EverBright Solar Trust 2024-A                                                    | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6514959 | PA      | $5498617.65   | 0.03%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2024-3                                       | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2690000 | PA      | $2750475.77   | 0.02%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2024-5                                       | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9087000 | PA      | $9049797.82   | 0.05%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2022-3                                       | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2852519 | PA      | $2879000.38   | 0.02%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16265000 | PA      | $16401131.54  | 0.10%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2023-1                                       | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2198594 | PA      | $2222138.17   | 0.01%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2023-2                                       | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6035000 | PA      | $6131997.54   | 0.04%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2023-5                                       | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14145000 | PA      | $14503437.13  | 0.09%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2023-3                                       | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3157295.44   | 0.02%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                                | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |  56355000 | PA      | $51629792.17  | 0.30%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                                | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |  65520000 | PA      | $65000172.84  | 0.38%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | Extra Space Storage LP                                                           | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |   6150000 | PA      | $5276972.14   | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | Extra Space Storage LP                                                           | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |  12900000 | PA      | $13466822.90  | 0.08%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3920000 | PA      | $3920000.00   | 0.02%             | 2042-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3320000 | PA      | $3324150.00   | 0.02%             | 2042-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2225000 | PA      | $2228476.56   | 0.01%             | 2042-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6166978 | PA      | $6166977.68   | 0.04%             | 2043-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7544022 | PA      | $7551094.21   | 0.04%             | 2043-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6523622 | PA      | $6533815.33   | 0.04%             | 2043-02-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                         | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   3128000 | PA      | $2955473.60   | 0.02%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  50891000 | PA      | $47704733.32  | 0.28%             | 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        |  18845000 | PA      | $18491117.28  | 0.11%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                         | FHF Issuer Trust 2025-2                                                          | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30330000 | PA      | $30325602.15  | 0.18%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                 | Freddie Mac Strips                                                               | CUSIP: 3133Q3G39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24791768 | PA      | $24814047.09  | 0.15%             | 2053-10-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31374TVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       174 | PA      | $177.59       | 0.00%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FF Asset Securitization LLC                      | FF Asset Securitization LLC                                                      | CUSIP: 31568BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18825000 | PA      | $18622104.15  | 0.11%             | 2031-12-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                          | Fidelity National Financial Inc                                                  | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |  26635000 | PA      | $25044100.51  | 0.15%             | 2030-06-15      | Fixed         | 3.40%                 | 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        |   1908580 | PA      | $2481.15      | 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        |   2714943 | PA      | $3529.43      | 0.00%             | 2027-03-30      | Floating      | 10.79%                | 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        |   1855343 | PA      | $426728.95    | 0.00%             | 2026-06-29      | Floating      | 13.67%                | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                           | First Brands Group LLC 2025 PIK DIP Roll-Up Term Loan B                          | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |   5302130 | PA      | $3552.43      | 0.00%             | 2026-06-29      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                 | First Investors Auto Owner Trust 2022-1                                          | CUSIP: 32057KAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2660000 | PA      | $2654867.00   | 0.02%             | 2028-06-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                 | First Investors Auto Owner Trust 2022-2                                          | CUSIP: 32058KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1910000 | PA      | $1952116.84   | 0.01%             | 2028-10-16      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                 | First Investors Auto Owner Trust 2025-1                                          | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4445000 | PA      | $4455503.54   | 0.03%             | 2033-12-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                   | FirstKey Homes 2021-SFR2 Trust                                                   | CUSIP: 33767TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5919599.40   | 0.03%             | 2038-09-17      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR3 Trust                   | FirstKey Homes 2021-SFR3 Trust                                                   | CUSIP: 33768JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9833509.00   | 0.06%             | 2038-12-17      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2023-2                                                | CUSIP: 33843EAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11331000 | PA      | $11083655.60  | 0.07%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2023-3                                                | CUSIP: 33846BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1704361.50   | 0.01%             | 2029-08-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                         | FOCUS Brands Funding                                                             | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4775088 | PA      | $4998634.65   | 0.03%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                     | Ford Credit Auto Lease Trust 2023-B                                              | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4225000 | PA      | $4227982.85   | 0.02%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                         | Foundation Finance Trust 2023-2                                                  | CUSIP: 35042RAA4<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   3646433 | PA      | $3781813.71   | 0.02%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                         | Foundation Finance Trust 2023-2                                                  | CUSIP: 35042RAB2<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   1903249 | PA      | $1974977.18   | 0.01%             | 2049-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2023-DNA2                                          | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |   2776999 | PA      | $2802098.53   | 0.02%             | 2043-04-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2843119.95   | 0.02%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2276960.00   | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2206426.31   | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT 2019-RPL1 Trust                                                             | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1538270 | PA      | $1502270.31   | 0.01%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                            | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   8180000 | PA      | $7958509.40   | 0.05%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                            | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |  21623000 | PA      | $22376071.79  | 0.13%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   2965000 | PA      | $2954162.84   | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GFH Mortgage Trust                               | GFH 2025-IND Mortgage Trust                                                      | CUSIP: 36171JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30590000 | PA      | $30525571.34  | 0.18%             | 2033-06-15      | Fixed         | 5.15%                 | 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        |  24591586 | PA      | $24459160.07  | 0.14%             | 2055-12-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GGAM Master Trust US LLC                         | GGAM Master Trust International Ltd                                              | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25121294 | PA      | $25030794.37  | 0.15%             | 2060-09-30      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |   4880000 | PA      | $4350385.75   | 0.03%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              |  | US        |   3365000 | PA      | $3544108.86   | 0.02%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2012-BWTR                                      | CUSIP: 36192RAA0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   7751473 | PA      | $6777128.67   | 0.04%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2013-PEMB                                      | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |   4375000 | PA      | $3391062.50   | 0.02%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2013-PEMB                                      | CUSIP: 36197VAG3<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |   9406000 | PA      | $47030.00     | 0.00%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2023-3                                         | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3550000 | PA      | $3626418.72   | 0.02%             | 2029-05-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2024-1                                         | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4140000 | PA      | $4213358.73   | 0.02%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1100569.69   | 0.01%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $877383.26    | 0.01%             | 2031-02-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685000 | PA      | $688894.91    | 0.00%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1367658.00   | 0.01%             | 2032-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2025-3                                         | CUSIP: 36272GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1644000 | PA      | $1638838.33   | 0.01%             | 2031-09-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                            | GFL Environmental Holdings US Inc                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6581000 | PA      | $6454617.82   | 0.04%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2023-4                                         | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6440000 | PA      | $6624705.64   | 0.04%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                   | Garnet CLO 2 Ltd                                                                 | CUSIP: 36626CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  24520000 | PA      | $24499550.32  | 0.14%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                   | Garnet CLO 3 Ltd                                                                 | CUSIP: 36626TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  28260000 | PA      | $28249040.77  | 0.17%             | 2038-10-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    360000 | PA      | $372612.41    | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                       | GITSIT Mortgage Loan Trust 2025-NPL1                                             | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15223574 | PA      | $15233210.59  | 0.09%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                             | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5155000 | PA      | $4684348.50   | 0.03%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                             | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   6704000 | PA      | $6101810.92   | 0.04%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                             | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   7820000 | PA      | $6968879.25   | 0.04%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                             | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  20925000 | PA      | $21566729.99  | 0.13%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                             | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  25345000 | PA      | $26229971.37  | 0.15%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                             | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  30235000 | PA      | $32074278.80  | 0.19%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                             | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  89221000 | PA      | $96544647.79  | 0.57%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                             | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  10575000 | PA      | $10823220.21  | 0.06%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                             | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  21835000 | PA      | $22306520.71  | 0.13%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                            | Global SC Finance X Ltd                                                          | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26253043 | PA      | $26119599.27  | 0.15%             | 2045-09-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2024-2                                         | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1441000 | PA      | $1472086.26   | 0.01%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2025-2                                         | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2025000 | PA      | $2054212.25   | 0.01%             | 2031-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2024-3                                         | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3900000 | PA      | $4002824.28   | 0.02%             | 2030-08-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2024-3                                         | CUSIP: 37989EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6345000 | PA      | $6536484.49   | 0.04%             | 2031-08-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2023-2                                         | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4580000 | PA      | $4655963.88   | 0.03%             | 2029-03-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4980000 | PA      | $4497681.42   | 0.03%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  36104000 | PA      | $35297876.03  | 0.21%             | 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        |  75598000 | PA      | $73039068.18  | 0.43%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                  | GCP CLO Warehouse JP 2025 Ltd                                                    | CUSIP: 38181TAA5<br>LEI: 254900OT2T9188HTIC06 | Long             | ABS-CBDO         | CORP              | KY        |  14870000 | PA      | $14855049.70  | 0.09%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust        | GoodLeap Home Improvement Solutions Trust 2024-1                                 | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4349498 | PA      | $4383753.41   | 0.03%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Greenacre Park CLO LLC                           | Greenacre Park CLO LLC                                                           | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3620000 | PA      | $3621538.50   | 0.02%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust           | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5880000 | PA      | $5980336.91   | 0.04%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust           | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3978301 | PA      | $4051665.13   | 0.02%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust           | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1438542 | PA      | $1445088.00   | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10235000 | PA      | $9645691.32   | 0.06%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2671000 | PA      | $2536491.54   | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $4666257.29   | 0.03%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  31710000 | PA      | $32342376.04  | 0.19%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  55845000 | PA      | $57031296.91  | 0.34%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $4025219.46   | 0.02%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6029000 | PA      | $5828897.13   | 0.03%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6560000 | PA      | $6621396.42   | 0.04%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                              | HINNT 2024-A LLC                                                                 | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2416861 | PA      | $2436539.50   | 0.01%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                       | Hasbro Inc                                                                       | CUSIP: 418056AH0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5853070.15   | 0.03%             | 2028-07-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                 | Welltower OP LLC                                                                 | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   5972000 | PA      | $6535889.92   | 0.04%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                            | Helmerich & Payne Inc                                                            | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |  39301000 | PA      | $38635301.98  | 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        |   1925000 | PA      | $1933885.22   | 0.01%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   3024000 | PA      | $2747818.38   | 0.02%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   2714000 | PA      | $2754718.14   | 0.02%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   4559000 | PA      | $4454037.69   | 0.03%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2022-1D                                             | CUSIP: 43283BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152877 | PA      | $152598.42    | 0.00%             | 2034-06-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2025-1                                              | CUSIP: 43283CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1017869 | PA      | $1023209.33   | 0.01%             | 2042-05-27      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2024-2                                              | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675153 | PA      | $1692896.39   | 0.01%             | 2038-03-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    804000 | PA      | $794120.19    | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc            | Hilton Domestic Operating Company Inc 2023 Term Loan B4                          | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |  20599845 | PA      | $20625594.78  | 0.12%             | 2030-11-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2023-1                                              | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305358 | PA      | $313406.49    | 0.00%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                            | Amrize Finance US LLC                                                            | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |  18540000 | PA      | $18853122.99  | 0.11%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                               | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   9550000 | PA      | $9619139.14   | 0.06%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2021-1 Trust                                            | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    928086 | PA      | $839658.43    | 0.00%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2019-1 Trust                                            | CUSIP: 43731QAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2230904 | PA      | $2174953.55   | 0.01%             | 2039-09-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2019-2 Trust                                            | CUSIP: 43732TAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2409604 | PA      | $2339095.85   | 0.01%             | 2039-10-19      | Fixed         | 3.12%                 | 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        |  10312958 | PA      | $10128982.44  | 0.06%             | 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        |   5146886 | PA      | $5056663.93   | 0.03%             | 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        |   9955000 | PA      | $9877380.87   | 0.06%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited               | Horizon Aircraft Finance I Ltd                                                   | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1474166 | PA      | $1465017.53   | 0.01%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited               | Horizon Aircraft Finance II Ltd                                                  | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |    685675 | PA      | $672935.50    | 0.00%             | 2039-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited               | Horizon Aircraft Finance III Ltd                                                 | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1264393 | PA      | $1235893.77   | 0.01%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                              | Horizon US Finco LP Term Loan B                                                  | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    570000 | PA      | $530100.00    | 0.00%             | 2031-10-31      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |  38265000 | PA      | $37964123.07  | 0.22%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                            | HPEFS Equipment Trust 2023-2                                                     | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2395000 | PA      | $2411532.69   | 0.01%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                     | Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2088781 | PA      | $2094766.37   | 0.01%             | 2032-05-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                     | Huntington Bank Auto Credit-Linked Notes Series 2025-2                           | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15366656 | PA      | $15302008.31  | 0.09%             | 2033-09-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                   | Hyundai Auto Receivables Trust 2025-A                                            | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11060000 | PA      | $11067399.14  | 0.07%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                         | Icon Investments Six DAC                                                         | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   3750000 | PA      | $3798749.29   | 0.02%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3922000 | PA      | $3811923.97   | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                          | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2697000 | PA      | $2696323.86   | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL DPR FDG LTD                           | INDUSTRIAL DPR FDG LTD                                                           | CUSIP: 45605PBC1<br>LEI: 549300MBUJF25SSFY437 | Long             | DBT              | CORP              | KY        |   8700000 | PA      | $8701864.41   | 0.05%             | 2032-07-15      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| INDUSTRIAL DPR FDG LTD                           | INDUSTRIAL DPR FDG LTD                                                           | CUSIP: 45605PBD9<br>LEI: 549300MBUJF25SSFY437 | Long             | DBT              | CORP              | KY        |  21750000 | PA      | $21779973.68  | 0.13%             | 2035-07-15      | Fixed         | 5.93%                 | Yes           |                  3 | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                                     | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6325000 | PA      | $6671207.48   | 0.04%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                               | Ingersoll Rand Inc                                                               | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |  38736000 | PA      | $40242196.68  | 0.24%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2021-1, Ltd                          | Invesco CLO 2021-1 Ltd                                                           | CUSIP: 46090XAJ0<br>LEI: 25490016C8NV86EY2059 | Long             | ABS-CBDO         | CORP              | KY        |   3545000 | PA      | $3377094.62   | 0.02%             | 2034-04-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                  | Invesco US CLO 2024-4 Ltd                                                        | CUSIP: 46151BAA3<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |  37555000 | PA      | $37573777.50  | 0.22%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                              | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   8745000 | PA      | $8345236.05   | 0.05%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    613000 | PA      | $595564.53    | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    590000 | PA      | $601334.49    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                      | Island Finance Trust 2025-1                                                      | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2180000 | PA      | $2194592.92   | 0.01%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust       | JPMBB Commercial Mortgage Securities Trust 2015-C32                              | CUSIP: 46590JAW7<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   1303936 | PA      | $1271324.83   | 0.01%             | 2048-11-15      | Fixed         | 3.60%                 | 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: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  22730000 | PA      | $21226865.10  | 0.13%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4895000 | PA      | $4695345.19   | 0.03%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  10465000 | PA      | $9299593.53   | 0.05%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   6173000 | PA      | $6372019.31   | 0.04%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  31213000 | PA      | $31310696.69  | 0.18%             | 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        |   9825000 | PA      | $9743364.08   | 0.06%             | 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        |  14005000 | PA      | $13949187.27  | 0.08%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                    | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11510000 | PA      | $11481225.00  | 0.07%             | 2042-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                    | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7235000 | PA      | $7216912.50   | 0.04%             | 2042-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                     | Jack in the Box Funding LLC                                                      | CUSIP: 466365AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4214807 | PA      | $4188013.73   | 0.02%             | 2049-08-25      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                     | Jack in the Box Funding LLC                                                      | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400200 | PA      | $388571.67    | 0.00%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                    | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2026350 | PA      | $1985782.06   | 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 2012-LC9                    | CUSIP: 46639EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $331051.20    | 0.00%             | 2047-12-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4230000 | PA      | $4232918.70   | 0.02%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13075000 | PA      | $12931586.21  | 0.08%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2809613.59   | 0.02%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25570000 | PA      | $26349472.56  | 0.16%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  24795000 | PA      | $24262147.02  | 0.14%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                         | Jacobs Engineering Group Inc                                                     | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   8580000 | PA      | $8903960.12   | 0.05%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                             | Jacobs Solutions Inc                                                             | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |  21721000 | PA      | $21183370.06  | 0.13%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2679000 | PA      | $2753894.12   | 0.02%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26772000 | PA      | $27162014.50  | 0.16%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  11855000 | PA      | $12306247.30  | 0.07%             | 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        |  17110000 | PA      | $17117870.60  | 0.10%             | 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        |  18560000 | PA      | $20413197.44  | 0.12%             | 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        |  19498000 | PA      | $19765160.23  | 0.12%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                          | Jefferies Financial Group Inc                                                    | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   6810000 | PA      | $6953483.36   | 0.04%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                          | Jefferies Financial Group Inc                                                    | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  26635000 | PA      | $27162690.22  | 0.16%             | 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        |  60105000 | PA      | $61675844.18  | 0.36%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC                 | Kapitus Asset Securitization IV LLC                                              | CUSIP: 48555MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12704000 | PA      | $12724391.19  | 0.08%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC                 | Kapitus Asset Securitization IV LLC                                              | CUSIP: 48555MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20825000 | PA      | $20858426.21  | 0.12%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC                 | Kapitus Asset Securitization V LLC                                               | CUSIP: 48555NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25165000 | PA      | $25102238.49  | 0.15%             | 2032-04-10      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                           | Kinetic ABS Issuer LLC                                                           | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9305000 | PA      | $9278490.99   | 0.05%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                          | Kingpin Intermediate Holdings LLC                                                | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |   2954000 | PA      | $2610080.55   | 0.02%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-1                                                | CUSIP: 501689AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790000 | PA      | $797364.06    | 0.00%             | 2029-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                | L3Harris Technologies Inc                                                        | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  29248000 | PA      | $30008258.47  | 0.18%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                | L3Harris Technologies Inc                                                        | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  29741000 | PA      | $30229938.47  | 0.18%             | 2034-06-01      | Fixed         | 5.35%                 | 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        |   1456337 | PA      | $1493753.46   | 0.01%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-3                                                | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1670804.28   | 0.01%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2023-4                                                | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2715000 | PA      | $2775381.06   | 0.02%             | 2029-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2023-4                                                | CUSIP: 50571AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1460000 | PA      | $1510994.30   | 0.01%             | 2031-04-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    424000 | PA      | $403667.84    | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    429000 | PA      | $398520.49    | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan Trust             | Laurel Road Prime Student Loan Trust 2020-A                                      | CUSIP: 51889CAB8<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |   1903422 | PA      | $1777414.09   | 0.01%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                      | Legacy Mortgage Asset Trust 2021-GS4                                             | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1420198 | PA      | $1421080.08   | 0.01%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                    | Darktrace PLC 1st Lien Term Loan                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9598613 | PA      | $9167923.08   | 0.05%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                       | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2513698.63   | 0.01%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                       | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |  14147000 | PA      | $12589629.34  | 0.07%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                       | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |  58923000 | PA      | $61081671.21  | 0.36%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                       | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |  24438000 | PA      | $24910880.43  | 0.15%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                       | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |  21165000 | PA      | $21508470.70  | 0.13%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                       | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |  57888000 | PA      | $55966538.09  | 0.33%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                    | Lendbuzz Securitization Trust 2026-1                                             | CUSIP: 525952AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4901645 | PA      | $4889934.74   | 0.03%             | 2030-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust                 | LEX 2024-BBG Mortgage Trust                                                      | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6140000 | PA      | $6114037.62   | 0.04%             | 2033-10-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                       | Lightpath Fiber Issuer LLC                                                       | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  45670000 | PA      | $45543402.76  | 0.27%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                      | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   7360000 | PA      | $6719078.47   | 0.04%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                 | Sekisui House US Inc                                                             | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |   7794000 | PA      | $7107353.67   | 0.04%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAPS Trust                                       | MAPS 2021-1 Trust                                                                | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1944332 | PA      | $1869256.35   | 0.01%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                          | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4355000 | PA      | $4330543.63   | 0.03%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                             | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675900 | PA      | $1600484.37   | 0.01%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                         | MSCI Inc                                                                         | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  32220000 | PA      | $31561304.31  | 0.19%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                   | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131016 | PA      | $130480.64    | 0.00%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   6245000 | PA      | $6213058.14   | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |  15134000 | PA      | $15188551.87  | 0.09%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXVII Ltd                                                  | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2420000 | PA      | $2417940.58   | 0.01%             | 2037-04-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Madison Park XLIV                                | Atrium XV                                                                        | CUSIP: 55820LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1665000 | PA      | $1596202.20   | 0.01%             | 2037-07-16      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  13837000 | PA      | $12245745.00  | 0.07%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                | Magnetite XLVIII Ltd                                                             | CUSIP: 55956EAA5<br>LEI: 529900GIGHYFX3L5AN76 | Long             | ABS-CBDO         | CORP              | KY        |  25360000 | PA      | $25400373.12  | 0.15%             | 2038-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                   | Mariner Finance Issuance Trust 2024-A                                            | CUSIP: 567928AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5330000 | PA      | $5386125.97   | 0.03%             | 2036-09-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                           | Marlette Funding Trust 2024-1                                                    | CUSIP: 57108VAD4<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |    691000 | PA      | $702908.56    | 0.00%             | 2034-07-17      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                         | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    844000 | PA      | $830726.33    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                         | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |  10685000 | PA      | $10130845.98  | 0.06%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  40985000 | PA      | $40812547.42  | 0.24%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  11480000 | PA      | $11586757.92  | 0.07%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  36045000 | PA      | $35887233.56  | 0.21%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  15737000 | PA      | $14961013.88  | 0.09%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MAST USA LLC                                     | MAST 2026-1 Ltd                                                                  | CUSIP: 57631AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29314464 | PA      | $28815361.52  | 0.17%             | 2051-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                             | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1291917.46   | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC                       | Amynta Agency Borrower Inc 2026 Repriced Term Loan B                             | CUSIP: 57810JAN8<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |   8946000 | PA      | $8803848.06   | 0.05%             | 2031-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA 2024-NPL1 Trust                                                              | CUSIP: 58004YAA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |  12827057 | PA      | $12842875.48  | 0.08%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                      | Merchants Fleet Funding LLC                                                      | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   4438877 | PA      | $4449685.58   | 0.03%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                      | Merchants Fleet Funding LLC                                                      | CUSIP: 588926AD7<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   5260000 | PA      | $5301416.19   | 0.03%             | 2036-05-20      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust       | Mercury Financial Credit Card Master Trust                                       | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16315000 | PA      | $16326828.38  | 0.10%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                              | Meritage Homes Corp                                                              | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |  12374000 | PA      | $12042245.39  | 0.07%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                              | Meritage Homes Corp                                                              | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |  42520000 | PA      | $42473637.89  | 0.25%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                              | Midocean Credit Clo XXI                                                          | CUSIP: 597924AA7<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |  22900000 | PA      | $22876774.82  | 0.14%             | 2038-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                              | MidOcean Credit CLO XVIII LLC                                                    | CUSIP: 59803LAA6<br>LEI: 549300XSCUX0ONI5KZ96 | Long             | ABS-CBDO         | CORP              | KY        |   3980000 | PA      | $3973162.36   | 0.02%             | 2035-10-18      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                         | Mill City Mortgage Loan Trust 2018-2                                             | CUSIP: 59980MAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1145326 | PA      | $1128590.39   | 0.01%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                         | Mill City Mortgage Loan Trust 2019-1                                             | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1102208 | PA      | $1080580.46   | 0.01%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                         | Mill City Mortgage Loan Trust 2019-1                                             | CUSIP: 59981AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2744944 | PA      | $2617636.37   | 0.02%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                         | Mill City Mortgage Loan Trust 2019-GS1                                           | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1567886 | PA      | $1542112.33   | 0.01%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                         | Mill City Mortgage Loan Trust 2021-NMR1                                          | CUSIP: 59982HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $491428.78    | 0.00%             | 2060-11-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                         | Mill City Mortgage Loan Trust 2021-NMR1                                          | CUSIP: 59982HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1536910.03   | 0.01%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                            | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    201000 | PA      | $203566.60    | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                            | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    583000 | PA      | $604059.41    | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust            | Mission Lane Credit Card Master Trust                                            | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6575000 | PA      | $6591692.61   | 0.04%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust            | Mission Lane Credit Card Master Trust                                            | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15130000 | PA      | $15154559.02  | 0.09%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust            | Mission Lane Credit Card Master Trust                                            | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9395000 | PA      | $9447395.92   | 0.06%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   9341000 | PA      | $8351132.36   | 0.05%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  41690000 | PA      | $35869566.13  | 0.21%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  24855000 | PA      | $24794531.02  | 0.15%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  21570000 | PA      | $23079335.30  | 0.14%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  45730000 | PA      | $46846331.04  | 0.28%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6640000 | PA      | $6737337.62   | 0.04%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  40679000 | PA      | $44264041.49  | 0.26%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8843000 | PA      | $8989128.63   | 0.05%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  19260000 | PA      | $19688488.78  | 0.12%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  76435000 | PA      | $79353897.49  | 0.47%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  46450000 | PA      | $44839230.13  | 0.26%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                      | CUSIP: 61762XAZ0<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    241973 | PA      | $234106.37    | 0.00%             | 2046-10-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  51465000 | PA      | $50666316.21  | 0.30%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                           | Mosaic Solar Loan Trust 2024-1                                                   | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2761130 | PA      | $2594327.65   | 0.02%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                           | Mosaic Solar Loan Trust 2024-2                                                   | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32649177 | PA      | $30967379.09  | 0.18%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |  20817000 | PA      | $21283119.69  | 0.13%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                               | Murphy Oil USA Inc                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    265000 | PA      | $246248.73    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INS CO                           | Mutual of Omaha Insurance Co                                                     | CUSIP: 628312AA8<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |   9063000 | PA      | $9870960.20   | 0.06%             | 2036-06-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW 2024-1 LLC                                                                   | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1881347 | PA      | $1911842.84   | 0.01%             | 2043-02-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NFAS, Llc                                        | NFAS3 LLC                                                                        | CUSIP: 62909DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16270000 | PA      | $16339375.28  | 0.10%             | 2031-05-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                  | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     85000 | PA      | $98425.95     | 0.00%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                       | NLT 2023-1 Trust                                                                 | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10363128 | PA      | $9552209.37   | 0.06%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                   | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  30821000 | PA      | $30440515.37  | 0.18%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy Inc 2024 Term Loan                                                    | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |  77719766 | PA      | $77804480.50  | 0.46%             | 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        |  26914000 | PA      | $34988738.28  | 0.21%             | 2039-09-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    297297 | PA      | $282488.49    | 0.00%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1519145 | PA      | $1390778.66   | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAB0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    690000 | PA      | $558068.14    | 0.00%             | 2069-05-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-E                                 | CUSIP: 63942EAB4<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2105000 | PA      | $1524630.66   | 0.01%             | 2069-12-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-F                                 | CUSIP: 63942GAB9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   4790000 | PA      | $3415399.33   | 0.02%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Student Loan Trust                                                       | CUSIP: 63942TAC9<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |   5525000 | PA      | $5949596.25   | 0.04%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                       | Navigator Aircraft ABS Ltd                                                       | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   8533343 | PA      | $8093862.61   | 0.05%             | 2046-11-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                        | Nelnet Student Loan Trust 2021-B                                                 | CUSIP: 64034QAC2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   6710000 | PA      | $6043106.52   | 0.04%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp Inc                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |  15560000 | PA      | $15920556.94  | 0.09%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp Inc                                                                       | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |  13765000 | PA      | $14022948.12  | 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        |   5755000 | PA      | $4830634.20   | 0.03%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust 2024-RTL1                                    | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |  15130000 | PA      | $15142612.37  | 0.09%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust 2024-RPL1                                    | CUSIP: 64832AAA5<br>LEI: 213800YID3SS4UZHT817 | Long             | ABS-MBS          | CORP              | US        |  23129558 | PA      | $21801995.23  | 0.13%             | 2064-01-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NLV FINANCIAL CORP                               | NLV Financial Corp                                                               | CUSIP: 65486AAA1<br>LEI: UV78A3V7RXYC94JD0985 | Long             | DBT              | CORP              | US        |   6440000 | PA      | $6917976.80   | 0.04%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                     | Nordson Corp                                                                     | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |  20385000 | PA      | $21188837.02  | 0.13%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital 20 Ltd                        | Northwoods Capital 20 Ltd                                                        | CUSIP: 66860TBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11735000 | PA      | $11738479.43  | 0.07%             | 2038-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                              | Novelis Corporation 2025 Term Loan B                                             | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |  28338750 | PA      | $28326847.73  | 0.17%             | 2032-03-11      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2020-18 Ltd                                                              | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |  18665000 | PA      | $18668621.01  | 0.11%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC            | OnDeck Asset Securitization Trust IV LLC                                         | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6695000 | PA      | $6712647.35   | 0.04%             | 2031-10-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                             | OHA Loan Funding 2015-1 Ltd                                                      | CUSIP: 67109BDN1<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |  18490000 | PA      | $18490000.00  | 0.11%             | 2038-10-19      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2021-NQM3 Trust                                                              | CUSIP: 67114JAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   4089236 | PA      | $3429763.12   | 0.02%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                          | NYMT Loan Trust 2024-CP1                                                         | CUSIP: 67118PAA0<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |  17041315 | PA      | $15764049.63  | 0.09%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                          | NYMT Loan Trust Series 2024-BPL3                                                 | CUSIP: 67119RAA5<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-MBS          | CORP              | US        |   7730732 | PA      | $7729204.31   | 0.05%             | 2039-09-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2024-38 Ltd                                                              | CUSIP: 67120KAA7<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |  33920000 | PA      | $33953920.00  | 0.20%             | 2038-01-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                          | NYMT Loan Trust Series 2024-BPL2                                                 | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |  15095000 | PA      | $15157209.51  | 0.09%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                         | OHA Credit Funding 10-R Ltd                                                      | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  28405000 | PA      | $28409260.75  | 0.17%             | 2037-07-18      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                              | ELECTRONIC ARTS INC USD TERM LOAN B                                              | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |  22782000 | PA      | $22639612.50  | 0.13%             | 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        |   6489000 | PA      | $6723216.76   | 0.04%             | 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        |  10600000 | PA      | $10943887.11  | 0.06%             | 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        |    614000 | PA      | $622147.78    | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                             | Oceaneering International Inc                                                    | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |   2338000 | PA      | $2347508.65   | 0.01%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                             | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1852503.62   | 0.01%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2024-1                                                  | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4573450 | PA      | $4598090.72   | 0.03%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Ltd                  | Octagon Investment Partners 18-R Ltd                                             | CUSIP: 67576FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7170000 | PA      | $7157627.45   | 0.04%             | 2031-04-16      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2024-2                                                  | CUSIP: 67578YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7119000 | PA      | $7181077.68   | 0.04%             | 2032-07-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26 Ltd               | Octagon Investment Partners 26 Ltd                                               | CUSIP: 67590YAQ3<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |   1729438 | PA      | $1729799.57   | 0.01%             | 2030-07-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    665000 | PA      | $650023.54    | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | 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        |  36627000 | PA      | $34426640.30  | 0.20%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2595000 | PA      | $2477382.40   | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3154000 | PA      | $3160869.41   | 0.02%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2022-S1                                         | CUSIP: 68267HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8040000 | PA      | $8050804.15   | 0.05%             | 2035-05-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                        | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  12955000 | PA      | $13713125.43  | 0.08%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust            | OneMain Direct Auto Receivables Trust 2023-1                                     | CUSIP: 682685AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1555000 | PA      | $1570368.07   | 0.01%             | 2033-02-14      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2019-2                                          | CUSIP: 68269BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675000 | PA      | $1596764.10   | 0.01%             | 2036-10-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | Onemain Financial Issuance Trust 2025-1                                          | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3120000 | PA      | $3139334.02   | 0.02%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |  20953000 | PA      | $18724740.64  | 0.11%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |  16645000 | PA      | $17084078.46  | 0.10%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                            | Open Text Corporation 2023 Term Loan B                                           | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |  31044232 | PA      | $30334561.14  | 0.18%             | 2030-01-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                    | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4504000 | PA      | $4024450.11   | 0.02%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $789534.84    | 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        |   2472000 | PA      | $2072482.03   | 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        |  76028000 | PA      | $71313880.82  | 0.42%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  31416000 | PA      | $26429360.31  | 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        |  13135000 | PA      | $12629148.82  | 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        |  35552000 | PA      | $32995936.70  | 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        |  30882000 | PA      | $28390502.00  | 0.17%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                    | Owens Corning                                                                    | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |  23975000 | PA      | $26719487.54  | 0.16%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                    | Owens Corning                                                                    | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |  37990000 | PA      | $39271765.12  | 0.23%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                   | OWN Equipment Fund II LLC                                                        | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9206862 | PA      | $9193421.94   | 0.05%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                   | OWN Equipment Fund I LLC                                                         | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16042937 | PA      | $16139337.31  | 0.10%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                   | OWN Equipment Fund III LLC                                                       | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23728708 | PA      | $23636816.18  | 0.14%             | 2034-03-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                            | PK Alift Loan Funding 7 LP                                                       | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4764587 | PA      | $4741048.71   | 0.03%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                            | PK Alift Loan Funding 3 LP                                                       | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3718086 | PA      | $3780979.30   | 0.02%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2024-RCF1 LLC                                                               | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1947908 | PA      | $1922340.47   | 0.01%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2023-RCF2 LLC                                                               | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846052 | PA      | $834068.15    | 0.00%             | 2053-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2024-RPL1 LLC                                                               | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16069579 | PA      | $15826794.83  | 0.09%             | 2064-12-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2025-2 LLC                                                                  | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5007538 | PA      | $4995717.92   | 0.03%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2025-8 LLC                                                                  | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19831604 | PA      | $19742062.09  | 0.12%             | 2030-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2026-NPL3 LLC                                                               | CUSIP: 69383QAA2<br>LEI: 254900YVPXC5UC5GP265 | Long             | ABS-O            | CORP              | US        |  25059741 | PA      | $24854301.03  | 0.15%             | 2056-02-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2026-NPL1 LLC                                                               | CUSIP: 69383TAA6<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-O            | CORP              | US        |   3230614 | PA      | $3204443.63   | 0.02%             | 2056-01-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2025-RCF5 LLC                                                               | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7702902 | PA      | $7618588.60   | 0.04%             | 2055-10-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2025-NPL8 LLC                                                               | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |  27852728 | PA      | $27911516.84  | 0.16%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2025-RPL5 Trust                                                             | CUSIP: 69393AAA5<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |  31346772 | PA      | $30425058.13  | 0.18%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2026-NPL2 LLC                                                               | CUSIP: 69393DAA9<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |  16538506 | PA      | $16408342.97  | 0.10%             | 2056-02-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2024-RCF2 LLC                                                               | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7070175 | PA      | $6925509.03   | 0.04%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                        | Palmer Square BDC CLO 1 Ltd                                                      | CUSIP: 696928AA8<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |  40470000 | PA      | $40486471.29  | 0.24%             | 2037-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2024-2 Ltd                                            | CUSIP: 69702WAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14355000 | PA      | $14350420.76  | 0.08%             | 2033-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                            | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2924000 | PA      | $2933821.72   | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                      | Paychex Inc                                                                      | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |  11575000 | PA      | $11625007.24  | 0.07%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO                          | Penn Mutual Life Insurance Co/The                                                | CUSIP: 707567AA1<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |   2872000 | PA      | $3086436.56   | 0.02%             | 2034-06-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO                          | Penn Mutual Life Insurance Co/The                                                | CUSIP: 707567AC7<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |  14489000 | PA      | $16665164.78  | 0.10%             | 2040-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                         | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    417000 | PA      | $400555.35    | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                     | PetSmart Inc 2025 USD Term Loan B                                                | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |  10294200 | PA      | $10214419.59  | 0.06%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |  46487000 | PA      | $42198304.63  | 0.25%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |  20030000 | PA      | $19132980.49  | 0.11%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   4016000 | PA      | $4335525.01   | 0.03%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1122816.01   | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5314000 | PA      | $5142312.90   | 0.03%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18993000 | PA      | $18301091.28  | 0.11%             | 2030-09-15      | Fixed         | 3.80%                 | 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        |   6622500 | PA      | $6306582.25   | 0.04%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                 | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAE3<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   2160000 | PA      | $2015395.99   | 0.01%             | 2051-12-05      | Fixed         | 4.01%                 | 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        |   9446150 | PA      | $9506598.75   | 0.06%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                 | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |  11405000 | PA      | $11400904.46  | 0.07%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                     | Post CLO 2022-1 LTD                                                              | CUSIP: 73742YAL9<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |  12855000 | PA      | $12815020.95  | 0.08%             | 2035-04-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                     | Post CLO 2023-1 Ltd                                                              | CUSIP: 73743CAL6<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |  19620000 | PA      | $19609385.58  | 0.12%             | 2038-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    639000 | PA      | $613443.00    | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2025-NPL6 LLC                                                               | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |  10136574 | PA      | $10152170.92  | 0.06%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                  | Prestige Auto Receivables Trust 2023-1                                           | CUSIP: 74113GAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4970000 | PA      | $4979634.35   | 0.03%             | 2029-04-16      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                  | Prestige Auto Receivables Trust 2023-2                                           | CUSIP: 74113VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4525985.25   | 0.03%             | 2029-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                  | Prestige Auto Receivables Trust 2023-2                                           | CUSIP: 74113VAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2725000 | PA      | $2759078.31   | 0.02%             | 2029-08-15      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2025-NPL3 LLC                                                               | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |  11189621 | PA      | $11200230.78  | 0.07%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2026-NPL4 LLC                                                               | CUSIP: 74144EAA9<br>LEI: 254900TGLU13U3CRAM81 | Long             | ABS-O            | CORP              | US        |  17075000 | PA      | $17075853.75  | 0.10%             | 2056-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2022-SFR5 Trust                                             | CUSIP: 74332YAC3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3525000 | PA      | $3510903.88   | 0.02%             | 2039-06-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2022-SFR5 Trust                                             | CUSIP: 74332YAE9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   6380000 | PA      | $6349772.84   | 0.04%             | 2039-06-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR9 Trust                                             | CUSIP: 74333QAJ4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1322808.48   | 0.01%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR9 Trust                                             | CUSIP: 74333QAL9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    960000 | PA      | $909429.31    | 0.01%             | 2040-11-17      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAE4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   8750000 | PA      | $8715642.25   | 0.05%             | 2026-05-17      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAJ3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2420000 | PA      | $2410320.24   | 0.01%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAL8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2015000 | PA      | $2006933.75   | 0.01%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2023-SFR1 Trust                                             | CUSIP: 74334FAE8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1260000 | PA      | $1242360.13   | 0.01%             | 2040-03-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2023-SFR1 Trust                                             | CUSIP: 74334FAG3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1935000 | PA      | $1904412.87   | 0.01%             | 2040-03-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2025-RCF1 LLC                                                               | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6969608 | PA      | $6878215.11   | 0.04%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2026-2 LLC                                                                  | CUSIP: 74390XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13341154 | PA      | $13298755.31  | 0.08%             | 2031-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2024-7 LLC                                                                  | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6200541 | PA      | $6202796.34   | 0.04%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2026-1 LLC                                                                  | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12741412 | PA      | $12606889.10  | 0.07%             | 2031-02-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| PUREWEST ABS ISSUER LLC                          | PUREWEST ABS ISSUER LLC                                                          | CUSIP: 74628AAA2<br>LEI: 254900N011GHBESCKS35 | Long             | ABS-O            | CORP              | US        |   3374062 | PA      | $3361632.56   | 0.02%             | 2040-04-05      | Fixed         | 5.68%                 | Yes           |                  3 | On Loan: No      |
| QTS ISSUER ABS II LLC                            | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10190000 | PA      | $9856257.12   | 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        |   2600000 | PA      | $2573241.32   | 0.02%             | 2056-01-05      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                            | Quest Diagnostics Inc                                                            | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $3167491.41   | 0.02%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                            | Quikrete Holdings Inc 2025 Term Loan B1                                          | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2807891 | PA      | $2801826.36   | 0.02%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  28350000 | PA      | $26847231.71  | 0.16%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29285000 | PA      | $27023556.66  | 0.16%             | 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        |   1184000 | PA      | $1200579.55   | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                 | RCO VIII Mortgage LLC 2025-3                                                     | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2684731 | PA      | $2687490.67   | 0.02%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                 | RCO IX Mortgage LLC 2025-4                                                       | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29738861 | PA      | $29715607.78  | 0.18%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                 | RCO X Mortgage LLC 2026-1                                                        | CUSIP: 74940DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26135000 | PA      | $26136594.24  | 0.15%             | 2031-03-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| RFS Asset Securitization II LLC                  | RFS Asset Securitization II LLC                                                  | CUSIP: 74969DAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14675000 | PA      | $14855537.72  | 0.09%             | 2031-07-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | RAD CLO 26 Ltd                                                                   | CUSIP: 75009VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  28735000 | PA      | $28741091.82  | 0.17%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                           | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   2617000 | PA      | $2653297.79   | 0.02%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                 | RCO IX Mortgage LLC 2025-2                                                       | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30431724 | PA      | $30472584.58  | 0.18%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                         | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $2936076.07   | 0.02%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                         | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  26330000 | PA      | $26852684.20  | 0.16%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                              | Reach ABS Trust 2025-1                                                           | CUSIP: 75525PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1165000 | PA      | $1178823.89   | 0.01%             | 2032-08-16      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                              | Reach ABS Trust 2025-2                                                           | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8020000 | PA      | $8031998.72   | 0.05%             | 2032-08-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Red Oak Funding Master Trust                     | Red Oak Funding Master Trust                                                     | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12250000 | PA      | $12264173.25  | 0.07%             | 2030-12-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd.                          | Regatta 35 Funding Ltd                                                           | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  21695000 | PA      | $21697516.62  | 0.13%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust               | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7550000 | PA      | $7577323.45   | 0.04%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust               | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1825000 | PA      | $1835471.67   | 0.01%             | 2033-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust               | Regional Management Issuance Trust 2025-1                                        | CUSIP: 75908AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5295136.88   | 0.03%             | 2034-04-17      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                  | Republic Finance Issuance Trust 2024-A                                           | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9940000 | PA      | $9977172.62   | 0.06%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                  | Republic Finance Issuance Trust 2024-B                                           | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12420000 | PA      | $12542535.72  | 0.07%             | 2037-11-20      | Fixed         | 5.42%                 | 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        |   5453821 | PA      | $5423170.75   | 0.03%             | 2031-06-13      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                              | Resideo Funding Inc 2024 1st Lien Term Loan B                                    | CUSIP: 76090LAL8<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |   6321155 | PA      | $6321155.43   | 0.04%             | 2028-02-11      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ROC Securities Trust                             | Roc Mortgage Trust 2024-RTL1                                                     | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23045000 | PA      | $23077067.12  | 0.14%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                               | Roche Holdings Inc                                                               | CUSIP: 771196CL4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  44165000 | PA      | $44799577.74  | 0.26%             | 2034-03-08      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29600000 | PA      | $29279802.00  | 0.17%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25002000 | PA      | $22410967.73  | 0.13%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2017-1 Ltd                                                    | CUSIP: 77340EBC9<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |   6680000 | PA      | $6649572.60   | 0.04%             | 2034-04-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  10265000 | PA      | $10494769.40  | 0.06%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  68020000 | PA      | $68699590.54  | 0.41%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  50665000 | PA      | $51164433.78  | 0.30%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  17096000 | PA      | $16795918.19  | 0.10%             | 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        |  44408000 | PA      | $42878605.36  | 0.25%             | 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        |  33229000 | PA      | $31611249.13  | 0.19%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                   | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1583360.09   | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust        | SFS Auto Receivables Securitization Trust 2023-1                                 | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2730000 | PA      | $2785062.74   | 0.02%             | 2031-02-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust        | SFS Auto Receivables Securitization Trust 2025-2                                 | CUSIP: 78398HAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8665000 | PA      | $8700379.20   | 0.05%             | 2033-04-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                        | SBA Senior Finance II LLC 2024 Term Loan B                                       | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |  10733401 | PA      | $10764742.31  | 0.06%             | 2031-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SF ABS Issuer LLC                                | SF Abs Issuer LLC                                                                | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  43000000 | PA      | $42078682.00  | 0.25%             | 2055-11-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                  | SEB Funding LLC                                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14820000 | PA      | $15083336.58  | 0.09%             | 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        |    475000 | PA      | $481429.36    | 0.00%             | 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        |    716000 | PA      | $728195.84    | 0.00%             | 2030-04-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Private Credit Student Loan Trust 2003-A                                     | CUSIP: 78443CAJ3<br>LEI: 54930054KUX5HFXZUQ43 | Long             | ABS-O            | CORP              | US        |    156000 | PA      | $155979.10    | 0.00%             | 2032-06-15      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Private Credit Student Loan Trust 2003-A                                     | CUSIP: 78443CAK0<br>LEI: 54930054KUX5HFXZUQ43 | Long             | ABS-O            | CORP              | US        |    102000 | PA      | $101986.33    | 0.00%             | 2032-06-15      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Private Credit Student Loan Trust 2003-B                                     | CUSIP: 78443CAN4<br>LEI: 549300BLEHJGFV7XSO25 | Long             | ABS-O            | CORP              | US        |    304000 | PA      | $303975.68    | 0.00%             | 2033-03-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Private Credit Student Loan Trust 2003-B                                     | CUSIP: 78443CAP9<br>LEI: 549300BLEHJGFV7XSO25 | Long             | ABS-O            | CORP              | US        |    198000 | PA      | $197984.16    | 0.00%             | 2033-03-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Private Credit Student Loan Trust 2003-C                                     | CUSIP: 78443CBA1<br>LEI: 549300IQIXBXDNPLSE92 | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140000.00    | 0.00%             | 2032-09-15      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Private Credit Student Loan Trust 2003-C                                     | CUSIP: 78443CBB9<br>LEI: 549300IQIXBXDNPLSE92 | Long             | ABS-O            | CORP              | US        |    307000 | PA      | $307000.00    | 0.00%             | 2032-09-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                         | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |  15554000 | PA      | $15790685.68  | 0.09%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                         | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |  10599000 | PA      | $10685356.09  | 0.06%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2018-B                                          | CUSIP: 78449LAD0<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |   1605000 | PA      | $1571875.85   | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2021-D                                          | CUSIP: 78449MAA4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   1130078 | PA      | $1070061.33   | 0.01%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2018-A                                          | CUSIP: 78449PAD1<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $211515.45    | 0.00%             | 2042-07-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2018-C                                          | CUSIP: 78449QAD9<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1495698.96   | 0.01%             | 2042-11-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2019-A                                          | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |   1227363 | PA      | $1217957.63   | 0.01%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2020-A                                          | CUSIP: 78449UAB4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    325939 | PA      | $316516.54    | 0.00%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2021-B                                          | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2115004 | PA      | $2000499.67   | 0.01%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289316.90    | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    291000 | PA      | $297138.35    | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                   | Salesforce Inc                                                                   | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  85649000 | PA      | $85382578.51  | 0.50%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2024-2                                    | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915000 | PA      | $940879.13    | 0.01%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2024-3                                    | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31760000 | PA      | $32514744.64  | 0.19%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                         | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   2619000 | PA      | $2577427.83   | 0.02%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                         | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   2566000 | PA      | $2504091.14   | 0.01%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                             | SCOTT Trust 2023-SFS                                                             | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15285000 | PA      | $15559651.58  | 0.09%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1517000 | PA      | $1541939.48   | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd          | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1506000 | PA      | $1581583.13   | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1566000 | PA      | $1564402.68   | 0.01%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust          | Securitized Term Auto Receivables Trust                                          | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   2403467 | PA      | $2416450.68   | 0.01%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                          | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |  19846000 | PA      | $19150590.21  | 0.11%             | 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        |   2460000 | PA      | $2464447.68   | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                 | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |  11294000 | PA      | $10800829.42  | 0.06%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                         | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |  14479000 | PA      | $13429565.12  | 0.08%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                           | Sequoia Mortgage Trust 2017-CH2                                                  | CUSIP: 81746JAA5<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    175858 | PA      | $164940.85    | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust        | SFS Auto Receivables Securitization Trust 2025-1                                 | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2327725.35   | 0.01%             | 2031-02-20      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust        | SFS Auto Receivables Securitization Trust 2025-1                                 | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6820000 | PA      | $6862970.77   | 0.04%             | 2032-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Shentel Issuer LLC                               | Shentel Issuer LLC                                                               | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22002000 | PA      | $22168458.33  | 0.13%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LTD                  | Shenton Aircraft Investment I Ltd                                                | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |   1525421 | PA      | $1525421.28   | 0.01%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2023-2 Receivables Funding LLC                                  | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    556724 | PA      | $572757.35    | 0.00%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2023-1 Receivables Funding LLC                                  | CUSIP: 826943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    467163 | PA      | $476936.95    | 0.00%             | 2040-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2023-3 Receivables Funding LLC                                  | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1864369 | PA      | $1914102.53   | 0.01%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                            | Silver Point CLO 12 Ltd                                                          | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25405000 | PA      | $25385641.39  | 0.15%             | 2038-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                       | Sixth Street CLO XV Ltd                                                          | CUSIP: 83012BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11710000 | PA      | $11737717.57  | 0.07%             | 2037-10-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SLAM SUPER B MASTER LTD                          | SLAM SUPER B MASTER LTD                                                          | CUSIP: 831003AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  10545677 | PA      | $10372485.52  | 0.06%             | 2050-12-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                         | Slam Ltd                                                                         | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16331250 | PA      | $16268650.61  | 0.10%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAB3<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   2801294 | PA      | $2751622.10   | 0.02%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2024-A                                          | CUSIP: 831943AA3<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   9200243 | PA      | $9277131.77   | 0.05%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2024-C                                          | CUSIP: 83206EAA5<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   6529038 | PA      | $6654887.20   | 0.04%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2023-C                                          | CUSIP: 83207DAC2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   5705000 | PA      | $5937988.21   | 0.04%             | 2052-11-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                             | Smithfield Foods Inc                                                             | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    398000 | PA      | $363821.52    | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                              | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  55585000 | PA      | $54383838.17  | 0.32%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                    | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |  11041906 | PA      | $10486486.42  | 0.06%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                  | Solstice Advanced Materials Inc Term Loan B                                      | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |   2389769 | PA      | $2399733.87   | 0.01%             | 2032-10-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co/The                                                                  | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  31395000 | PA      | $32532497.99  | 0.19%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                          | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $5430076.65   | 0.03%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                | Southern Power Co                                                                | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   7640000 | PA      | $7388621.31   | 0.04%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                              | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    610000 | PA      | $644958.37    | 0.00%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                              | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |  43355000 | PA      | $51552133.32  | 0.30%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                                   | Sprite 2026-1 Ltd                                                                | CUSIP: 85209QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29320000 | PA      | $28851255.30  | 0.17%             | 2041-03-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                                   | Sprite 2026-1 Ltd                                                                | CUSIP: 85209QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17210000 | PA      | $17029511.85  | 0.10%             | 2041-03-15      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    797000 | PA      | $804277.41    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                      | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        | 455620930 | PA      | $455620929.86 | 2.69%             |  |  |  | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                               | Steel Dynamics Inc                                                               | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |  19952000 | PA      | $20134123.65  | 0.12%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                               | Steel Dynamics Inc                                                               | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |  15175000 | PA      | $15181502.79  | 0.09%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                         | Stewart Information Services Corp                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |  32940000 | PA      | $29121364.62  | 0.17%             | 2031-11-15      | Fixed         | 3.60%                 | 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        |   1047169 | PA      | $1077930.86   | 0.01%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                  | Stream Innovations 2024-2 Issuer Trust                                           | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6038997 | PA      | $6077626.27   | 0.04%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                               | Subway Funding LLC                                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35471000 | PA      | $35699912.10  | 0.21%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                               | Subway Funding LLC                                                               | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10037938 | PA      | $9909051.39   | 0.06%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                               | Sunnova Helios X Issuer LLC                                                      | CUSIP: 86744WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5242817 | PA      | $4825644.17   | 0.03%             | 2049-11-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                               | Sunnova Helios XIII Issuer LLC                                                   | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22229549 | PA      | $19064910.24  | 0.11%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                               | SUNNOVA HELIOS II ISSUER LLC 2019-A                                              | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2379448 | PA      | $2180085.22   | 0.01%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol III Issuer LLC                       | Sunnova Sol III Issuer LLC                                                       | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1962786 | PA      | $1674736.91   | 0.01%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   4604000 | PA      | $4582882.83   | 0.03%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                        | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1202262.91   | 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        |  17685351 | PA      | $17061094.86  | 0.10%             | 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        |   2226428 | PA      | $2020809.23   | 0.01%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                                  | Symetra CLO 2025-1 Ltd                                                           | CUSIP: 87153AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  21870000 | PA      | $21872208.87  | 0.13%             | 2038-04-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                                  | Symetra CLO 2025-1 Ltd                                                           | CUSIP: 87153AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4275000 | PA      | $4264423.65   | 0.03%             | 2038-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  19820000 | PA      | $19857897.43  | 0.12%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  23235000 | PA      | $22214582.23  | 0.13%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                   | TD SYNNEX Corp                                                                   | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |  11132000 | PA      | $9878122.24   | 0.06%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                   | TD SYNNEX Corp                                                                   | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |  67882000 | PA      | $70016270.49  | 0.41%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    572000 | PA      | $584230.14    | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  17760000 | PA      | $18044956.18  | 0.11%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   9810000 | PA      | $9801876.83   | 0.06%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                              | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  23652000 | PA      | $23328512.31  | 0.14%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                              | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3599000 | PA      | $3492838.43   | 0.02%             | 2032-02-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO 48 Ltd                                                              | CUSIP: 87170GAE5<br>LEI: 25490005310EULQ9PO62 | Long             | ABS-CBDO         | CORP              | KY        |  12070000 | PA      | $12100971.62  | 0.07%             | 2038-04-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust        | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8230000 | PA      | $8217140.63   | 0.05%             | 2039-12-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| TIC Home Improvement Trust                       | TIC Home Improvement Trust 2024-A                                                | CUSIP: 87252DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4603583 | PA      | $4674439.43   | 0.03%             | 2046-10-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited              | TMCL VII Holdings Ltd                                                            | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |  23924019 | PA      | $23890922.30  | 0.14%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7565000 | PA      | $7154815.26   | 0.04%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8560000 | PA      | $7614587.46   | 0.04%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  55305000 | PA      | $57672434.50  | 0.34%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  53355000 | PA      | $53745630.10  | 0.32%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TPG CLO Ltd                                      | TPG CLO 2025-1 Ltd                                                               | CUSIP: 87268JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25310000 | PA      | $25290587.23  | 0.15%             | 2037-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                               | TVC Mortgage Trust 2024-RRTL1                                                    | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23100000 | PA      | $23147618.34  | 0.14%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                               | TVC Mortgage Trust 2026-RRTL1                                                    | CUSIP: 87306XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5355000 | PA      | $5328260.88   | 0.03%             | 2041-02-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                           | Takeoff Merger Sub Inc                                                           | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |  27777000 | PA      | $27429640.56  | 0.16%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1951910.83   | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10710000 | PA      | $10155864.60  | 0.06%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                             | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  43560000 | PA      | $46068195.69  | 0.27%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                             | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  50110000 | PA      | $54167284.43  | 0.32%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1609185.56   | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    815000 | PA      | $805677.46    | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   8751000 | PA      | $8758657.13   | 0.05%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                | Terex Corporation 2025 Term Loan                                                 | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |   5687339 | PA      | $5690922.30   | 0.03%             | 2031-10-08      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                            | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |  46039000 | PA      | $47434626.25  | 0.28%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   9089000 | PA      | $8998644.43   | 0.05%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  58222000 | PA      | $43158868.20  | 0.25%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   4495000 | PA      | $4606970.45   | 0.03%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                         | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   4139000 | PA      | $4129477.82   | 0.02%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3140000 | PA      | $3129872.24   | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   4885000 | PA      | $5461039.20   | 0.03%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  13080000 | PA      | $14006574.12  | 0.08%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   5947000 | PA      | $6103643.98   | 0.04%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |  10760000 | PA      | $10896555.16  | 0.06%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                      | Textron Inc                                                                      | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |  29075000 | PA      | $27369940.24  | 0.16%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                      | Textron Inc                                                                      | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   5005000 | PA      | $4506816.61   | 0.03%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                      | Textron Inc                                                                      | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |  38470000 | PA      | $40583826.09  | 0.24%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                      | Textron Inc                                                                      | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1983369.21   | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                             | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  47080000 | PA      | $47140422.94  | 0.28%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                            | Thrust Engine Leasing 2021 DAC                                                   | CUSIP: 88603UAA7<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |   8517687 | PA      | $8424255.12   | 0.05%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| TIF Funding III LLC                              | TIF Funding III LLC                                                              | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4934250 | PA      | $4954832.24   | 0.03%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| TIF Funding III LLC                              | TIF Funding III LLC                                                              | CUSIP: 88655AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3251250 | PA      | $3239292.55   | 0.02%             | 2049-04-20      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                            | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   4610000 | PA      | $4647782.91   | 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        |   6730000 | PA      | $5117438.16   | 0.03%             | 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        |   4543203 | PA      | $4546185.15   | 0.03%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                    | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |  15650000 | PA      | $15317777.11  | 0.09%             | 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        |   4930000 | PA      | $4338638.61   | 0.03%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2018-5                                                 | CUSIP: 89176VAC6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1943340 | PA      | $1660489.97   | 0.01%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2019-2                                                 | CUSIP: 89177JAB4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   4495000 | PA      | $4065294.18   | 0.02%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2019-2                                                 | CUSIP: 89177JAC2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |  17610000 | PA      | $15219238.22  | 0.09%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2019-4                                                 | CUSIP: 89178BAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   2810282 | PA      | $2701107.26   | 0.02%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc             | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |  31890000 | PA      | $31876701.87  | 0.19%             | 2027-11-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                  | Trans Union LLC 2024 Term Loan B8                                                | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |  56140408 | PA      | $55799635.30  | 0.33%             | 2031-06-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    580000 | PA      | $594295.84    | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    604000 | PA      | $603660.91    | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                    | TransDigm Inc 2025 Term Loan M                                                   | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2807945 | PA      | $2807270.95   | 0.02%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                    | TransDigm Inc 2025 Term Loan K                                                   | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2812932 | PA      | $2812172.84   | 0.02%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc 2026 Term Loan N                                                   | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   3930000 | PA      | $3930746.70   | 0.02%             | 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        |   3215000 | PA      | $3074307.74   | 0.02%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                            | Tricon American Homes 2020-SFR1                                                  | CUSIP: 89613GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1505000 | PA      | $1491163.48   | 0.01%             | 2038-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                            | Tricon American Homes 2020-SFR1                                                  | CUSIP: 89613GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3950000 | PA      | $3916289.12   | 0.02%             | 2038-07-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                      | Trimble Inc                                                                      | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |  35170000 | PA      | $36798423.76  | 0.22%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                 | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    438000 | PA      | $397039.51    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                 | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    393000 | PA      | $381368.38    | 0.00%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Triumph Rail LLC                                 | Triumph Rail Holdings LLC                                                        | CUSIP: 89683LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190590 | PA      | $184499.99    | 0.00%             | 2051-06-19      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                     | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  20095000 | PA      | $20599730.33  | 0.12%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                     | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  29050000 | PA      | $29948514.47  | 0.18%             | 2030-09-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                     | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  42885000 | PA      | $43495607.78  | 0.26%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                     | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  12568000 | PA      | $12361769.93  | 0.07%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  29390000 | PA      | $28773053.94  | 0.17%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                            | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  10540000 | PA      | $10227533.27  | 0.06%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                             | USB Auto Owner Trust 2025-1                                                      | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1285000 | PA      | $1291320.27   | 0.01%             | 2032-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                    | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   7993000 | PA      | $7978598.69   | 0.05%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                    | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  14149000 | PA      | $13000183.55  | 0.08%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                          | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2155513 | PA      | $2188384.96   | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 A PTT                          | United Airlines 2018-1 Class A Pass Through Trust                                | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1766467 | PA      | $1697122.59   | 0.01%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                          | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18818128 | PA      | $19377590.98  | 0.11%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2931000 | PA      | $2755343.70   | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   6065000 | PA      | $5558470.61   | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  27620000 | PA      | $27967652.94  | 0.17%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  60936000 | PA      | $59252923.31  | 0.35%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                               | United Rentals Inc 2025 Repriced Term Loan B                                     | CUSIP: 91136EAN5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |   6152911 | PA      | $6169831.91   | 0.04%             | 2031-02-14      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                              | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  43801000 | PA      | $43123473.87  | 0.25%             | 2026-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                              | CUSIP: 912797TY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51990000 | PA      | $51221616.91  | 0.30%             | 2026-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                              | CUSIP: 912797UG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  78392000 | PA      | $77069640.63  | 0.46%             | 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        |  51728000 | PA      | $50824061.48  | 0.30%             | 2026-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100890000 | PA      | $60801989.06  | 0.36%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 148890000 | PA      | $133372870.31 | 0.79%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 344556000 | PA      | $308592967.50 | 1.82%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 342498000 | PA      | $336531040.94 | 1.99%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 729695000 | PA      | $739186733.92 | 4.36%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87335000 | PA      | $87048432.03  | 0.51%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                              | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 154991000 | PA      | $149493662.97 | 0.88%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                              | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 369768000 | PA      | $356479462.50 | 2.10%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                       | Uniti Fiber Abs Issuer LLC                                                       | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3249011.84   | 0.02%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                   | VCAT 2026-NPL1 LLC                                                               | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11096558 | PA      | $11034487.31  | 0.07%             | 2056-01-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                   | Var Energi ASA                                                                   | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   2957000 | PA      | $3363195.52   | 0.02%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                   | VCAT 2025-NPL3 LLC                                                               | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19411998 | PA      | $19436074.48  | 0.11%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |  21904000 | PA      | $24076964.42  | 0.14%             | 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        |  12616000 | PA      | $14139735.25  | 0.08%             | 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        |  21107000 | PA      | $22002871.42  | 0.13%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |  17402000 | PA      | $17896669.25  | 0.11%             | 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        |   8858000 | PA      | $9220752.82   | 0.05%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   3258000 | PA      | $3245118.42   | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                     | Veralto Corp                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |  38470000 | PA      | $39284823.45  | 0.23%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   9945000 | PA      | $10292221.02  | 0.06%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |  17175000 | PA      | $17028074.75  | 0.10%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                     | Veros Auto Receivables Trust 2026-1                                              | CUSIP: 92511CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2186285.20   | 0.01%             | 2031-07-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-5                                                | CUSIP: 92538KAA1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   5662029 | PA      | $4872097.63   | 0.03%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-7                                                | CUSIP: 92538QAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |  10119395 | PA      | $9272302.42   | 0.05%             | 2066-10-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-3                                                | CUSIP: 92539LAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   8564931 | PA      | $7627112.44   | 0.05%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $6159159.68   | 0.04%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   6624000 | PA      | $6135898.97   | 0.04%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                 | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3477000 | PA      | $2980741.56   | 0.02%             | 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        |   1830000 | PA      | $1801112.54   | 0.01%             | 2034-10-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |  55243000 | PA      | $54542067.98  | 0.32%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                         | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |  89272000 | PA      | $89969214.32  | 0.53%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6270000 | PA      | $6307701.51   | 0.04%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   8545000 | PA      | $8298232.36   | 0.05%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  13385000 | PA      | $13169493.47  | 0.08%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  18978000 | PA      | $18564156.24  | 0.11%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company      | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8159956 | PA      | $8219287.34   | 0.05%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                    | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $3113919.14   | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                 | WFRBS Commercial Mortgage Trust 2014-C20                                         | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |   2956239 | PA      | $2557087.55   | 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        |    775945 | PA      | $748779.34    | 0.00%             | 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        |    565000 | PA      | $581153.35    | 0.00%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2013-3 Ltd                                                              | CUSIP: 92916XAL1<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |   3335000 | PA      | $3334551.78   | 0.02%             | 2031-10-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                 | WFRBS Commercial Mortgage Trust 2011-C3                                          | CUSIP: 92935VAS7<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |    535000 | PA      | $192594.76    | 0.00%             | 2044-03-15      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| LAKEVIEW LOAN SR NOTES                           | LAKEVIEW LOAN SR NOTES                                                           | CUSIP: 000000000<br>LEI: 549300NOCASXPA34X033 | Long             | DBT              | CORP              | US        |  33745000 | PA      | $32804344.63  | 0.19%             | 2032-12-02      | Fixed         | 5.65%                 | Yes           |                  3 | On Loan: No      |
| ROYAL BK SCOTLAND INTL LTD                       | ROYAL BK SCOTLAND INTL LTD                                                       | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | Long             | DBT              | CORP              | JE        |  20000000 | PA      | $19846786.00  | 0.12%             | 2028-12-16      | Fixed         | 4.66%                 | Yes           |                  3 | On Loan: No      |
| COVENTRY SBC4                                    | COVENTRY SBC4                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23043793 | PA      | $23648167.29  | 0.14%             | 2056-01-31      | Fixed         | 7.25%                 | Yes           |                  3 | On Loan: No      |
| Wave USA                                         | WAVE 2019-1 LLC                                                                  | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    613121 | PA      | $600893.62    | 0.00%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                         | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   2725000 | PA      | $2784320.53   | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2016-C36                                   | CUSIP: 95000MBR1<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |   4030000 | PA      | $3961137.78   | 0.02%             | 2059-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  39465000 | PA      | $40385623.73  | 0.24%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  44565000 | PA      | $43357577.28  | 0.26%             | 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        |  22767000 | PA      | $22178292.96  | 0.13%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| PPGT25IV8 AP GRANGE HLDNGS                       | PPGT25IV8 AP GRANGE HLDNGS                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17342312 | PA      | $18111060.12  | 0.11%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| Western Funding Auto Loan Trust                  | Western Funding Auto Loan Trust 2025-1                                           | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4155000 | PA      | $4149552.80   | 0.02%             | 2035-11-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   5140000 | PA      | $4572499.59   | 0.03%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   5070000 | PA      | $4285364.97   | 0.03%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    710000 | PA      | $613494.08    | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2420611.64   | 0.01%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2107231.90   | 0.01%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  26935000 | PA      | $28111515.14  | 0.17%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  11620000 | PA      | $12100272.03  | 0.07%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  10650000 | PA      | $10473570.93  | 0.06%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSD INV CORP                                     | MSD INV CORP                                                                     | CUSIP: 000000000<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9931630.00   | 0.06%             | 2030-05-20      | Fixed         | 7.11%                 | Yes           |                  3 | On Loan: No      |
| BOSPHOROUS FINANCIAL SERVICES                    | BOSPHOROUS FINANCIAL SERVICES                                                    | CUSIP: 000000000<br>LEI: 549300BHNRSJEEYPML92 | Long             | DBT              | CORP              | US        |  41735000 | PA      | $40884595.12  | 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        |  20800000 | PA      | $20072644.80  | 0.12%             | 2034-08-30      | Variable      | 7.13%                 | Yes           |                  3 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2023-2                                     | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7350000 | PA      | $7452914.70   | 0.04%             | 2028-11-15      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2023-4                                     | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13315000 | PA      | $13676430.35  | 0.08%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2023-3                                     | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8400000 | PA      | $8552329.80   | 0.05%             | 2029-03-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2023-1                                     | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3055000 | PA      | $3103903.22   | 0.02%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2024-2                                     | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4310000 | PA      | $4396017.69   | 0.03%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2024-3                                     | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13330000 | PA      | $13401994.00  | 0.08%             | 2030-04-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19730000 | PA      | $19893157.24  | 0.12%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14870000 | PA      | $15143248.15  | 0.09%             | 2029-10-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2025-1                                     | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7220000 | PA      | $7277157.85   | 0.04%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                            | Whistler Pipeline LLC                                                            | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6933465.68   | 0.04%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                            | Whistler Pipeline LLC                                                            | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   7530000 | PA      | $7715255.39   | 0.05%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                         | Willis North America Inc                                                         | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6573436.88   | 0.04%             | 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        |   2752385 | PA      | $2592308.01   | 0.02%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust               | Willis Engine Structured Trust VI                                                | CUSIP: 97064GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2159401 | PA      | $2132763.45   | 0.01%             | 2046-05-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust               | Willis Engine Structured Trust VII                                               | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6611734 | PA      | $6741145.54   | 0.04%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                             | Wingstop Funding LLC                                                             | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4455000 | PA      | $4524356.78   | 0.03%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust | World Financial Network Credit Card Master Trust                                 | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13925000 | PA      | $14100218.28  | 0.08%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                 | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2925000 | PA      | $3090789.00   | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                     | Wyndham Hotels & Resorts Inc 2024 Term Loan                                      | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |  54956138 | PA      | $55101221.70  | 0.33%             | 2030-05-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                              | Travel + Leisure Co                                                              | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    847000 | PA      | $851113.88    | 0.01%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                              | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |  14787000 | PA      | $14108117.00  | 0.08%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                              | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235199.28    | 0.00%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                  | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   7056000 | PA      | $6938286.16   | 0.04%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                  | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   7503000 | PA      | $6931072.80   | 0.04%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                  | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   2871000 | PA      | $2741596.88   | 0.02%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    811000 | PA      | $819280.31    | 0.00%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |  16020000 | PA      | $15497464.45  | 0.09%             | 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        |  17195000 | PA      | $16337021.09  | 0.10%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                          | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    779000 | PA      | $784309.66    | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AP Grange Holdings LLC                           | AP Grange Holdings LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $16684275.00  | 0.10%             | 2045-03-20      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                          | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |  12935000 | PA      | $12418435.60  | 0.07%             | 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        |  15340000 | PA      | $14249396.10  | 0.08%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SINO-OCEAN GP HLDS LTD                           | Sino-Ocean Group Holding Ltd                                                     | CUSIP: 000000000<br>LEI: 529900OLNN3N4AB8ME83 | Long             | DBT              | CORP              | HK        |   4953708 | PA      | $37152.81     | 0.00%             | 2027-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SINO-OCEAN GP HLDS LTD                           | Sino-Ocean Group Holding Ltd                                                     | CUSIP: 000000000<br>LEI: 529900OLNN3N4AB8ME83 | Long             | DBT              | CORP              | HK        |   2004370 | PA      | $124772.03    | 0.00%             | 2033-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                         | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |  16523463 | PA      | $322207.53    | 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        |    199208 | PA      | $6474.26      | 0.00%             | 2031-07-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                             | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    723044 | PA      | $21177.96     | 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        |   2697194 | PA      | $74172.84     | 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        |   3228768 | PA      | $18952.87     | 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        |    647306 | PA      | $2518.02      | 0.00%             | 2027-03-30      | 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        |   3018438 | PA      | $130728.55    | 0.00%             | 2029-06-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                             | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |   4335103 | PA      | $482193.51    | 0.00%             | 2031-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                             | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |   2092496 | PA      | $284663.16    | 0.00%             | 2032-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     29123 | NC      | $-42543009.55 | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -5816 | NC      | $14328107.36  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR FUTR OPTN MAY26P 103                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     19250 | NC      | $150400.25    | 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        |    -19250 | NC      | $-10076181.50 | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Country Garden Holdings Co Ltd                   | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | KY        |     18660 | NS      | $763.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DK Crown Holdings Inc                            | DK Crown Holdings Inc 2025 Term Loan B                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  19720800 | PA      | $19683922.10  | 0.12%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                      | BIOMARIN PHARMACEUTICAL INC TERM LOAN B                                          | CUSIP: 000000000<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |  55960000 | PA      | $55785404.80  | 0.33%             | 2033-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                         | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |   1825231 | NS      | $17257.90     | 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        |   6903000 | PA      | $6911628.75   | 0.04%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                             | Flutter Financing BV 2024 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |  50117695 | PA      | $49491223.55  | 0.29%             | 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        |  10326962 | PA      | $10197875.47  | 0.06%             | 2032-06-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                  | Cemex SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |  12250000 | PA      | $11435023.43  | 0.07%             | 2031-07-11      | Fixed         | 3.88%                 | 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        |  19593768 | PA      | $19116267.69  | 0.11%             | 2031-02-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7445000 | PA      | $7050357.67   | 0.04%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | 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