# EDGAR Filing Document

**Accession Number:** 0000770540
**File Stem:** 0001410368-26-019913
**Filing Date:** 2026-2
**Character Count:** 438910
**Document Hash:** cb57dc424a3aa422fdfaf94884259a2b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-019913.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-019913

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Natixis Funds Trust I
- **CENTRAL INDEX KEY:** 0000770540

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04323
- **FILM NUMBER:** 26689360

**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:** IXIS Advisor Funds Trust I
- **DATE OF NAME CHANGE:** 20050502

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CDC NVEST FUNDS TRUST I
- **DATE OF NAME CHANGE:** 20010503

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NVEST FUNDS TRUST I
- **DATE OF NAME CHANGE:** 20000202

## Series and Classes Contracts Data

### Loomis Sayles Core Plus Bond Fund (Series ID: S000006660)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018168 | Class A      | NEFRX           |
| C000018170 | Class C      | NECRX           |
| C000018171 | Class Y      | NERYX           |
| C000125481 | Class N      | NERNX           |

## Nport-Ex

**Portfolio of Investments – as of December 31, 2025 (Unaudited)**

Loomis Sayles Core Plus Bond Fund

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>| **Description** | **Value (†)** |
| **Bonds and Notes — 88.8% of Net Assets** | **Bonds and Notes — 88.8% of Net Assets** | **Bonds and Notes — 88.8% of Net Assets** |
| **Non-Convertible Bonds — 88.7%** | **Non-Convertible Bonds — 88.7%** | **Non-Convertible Bonds — 88.7%** |
|  | **ABS Car Loan — 0.7%** | **ABS Car Loan — 0.7%** |
| $7210000 | &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust, Series 2025-1, Class B, <br> 4.900%, 3/12/2029(a)<br>| &nbsp;&nbsp; $7222848 |
| 4420000 | &nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, <br> Series 2023-1, Class C, 5.800%, 12/18/2028<br>| &nbsp;&nbsp; 4489357 |
| 2354667 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2020-2A, Class A, 2.020%, 2/20/2027(a)<br>| &nbsp;&nbsp; 2349884 |
| 8160000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2022-1A, Class A, 3.830%, 8/21/2028(a)<br>| &nbsp;&nbsp; 8127202 |
| 1840000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-2A, Class A, 5.200%, 10/20/2027(a)<br>| &nbsp;&nbsp; 1851923 |
| 3245000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-8A, Class A, 6.020%, 2/20/2030(a)<br>| &nbsp;&nbsp; 3406062 |
| 785985 | &nbsp;&nbsp; DT Auto Owner Trust, Series 2023-1A, Class C, <br> 5.550%, 10/16/2028(a)<br>| &nbsp;&nbsp; 787696 |
| 122189 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-1A, Class C, 5.820%, 2/15/2028<br>| &nbsp;&nbsp; 122250 |
| 4805000 | &nbsp;&nbsp; Ford Credit Auto Lease Trust, Series 2023-B, <br> Class C, 6.430%, 4/15/2027<br>| &nbsp;&nbsp; 4834858 |
| 12845000 | &nbsp;&nbsp; Hertz Vehicle Financing III LLC, <br> Series 2023-2A, Class A, 5.570%, 9/25/2029(a)<br>| &nbsp;&nbsp; 13226805 |
| 3870005 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-2A, Class C, 6.290%, 3/15/2028(a)<br>| &nbsp;&nbsp; 3881318 |
| 4849730 | &nbsp;&nbsp; Wheels Fleet Lease Funding 1 LLC, <br> Series 2023-1A, Class A, 5.800%, 4/18/2038(a)<br>| &nbsp;&nbsp; 4881060 |
|  |  | &nbsp;&nbsp; 55181263 |
|  | **ABS Home Equity — 0.2%** | **ABS Home Equity — 0.2%** |
| 331159 | &nbsp;&nbsp; CoreVest American Finance Trust, <br> Series 2019-3, Class A, 2.705%, 10/15/2052(a)<br>| &nbsp;&nbsp; 330502 |
| 429033 | &nbsp;&nbsp; OBX Trust, Series 2018-EXP1, Class 1A3, <br> 4.000%, 4/25/2048(a)(b)<br>| &nbsp;&nbsp; 409331 |
| 2911994 | &nbsp;&nbsp; Progress Residential Trust, Series 2023-SFR1, <br> Class A, 4.300%, 3/17/2040(a)<br>| &nbsp;&nbsp; 2906545 |
| 31749 | &nbsp;&nbsp; Sequoia Mortgage Trust, Series 2017-CH1, <br> Class A1, 4.000%, 8/25/2047(a)(b)<br>| &nbsp;&nbsp; 30167 |
| 248629 | &nbsp;&nbsp; Sequoia Mortgage Trust, Series 2018-CH1, <br> Class A1, 4.000%, 3/25/2048(a)(b)<br>| &nbsp;&nbsp; 233126 |
| 54260 | &nbsp;&nbsp; Sequoia Mortgage Trust, Series 2018-CH3, <br> Class A2, 4.000%, 8/25/2048(a)(b)<br>| &nbsp;&nbsp; 53911 |
| 3660000 | &nbsp;&nbsp; Toorak Mortgage Trust, Series 2024-RRTL1, <br> Class A1, 6.597%, 2/25/2039(a)(b)<br>| &nbsp;&nbsp; 3673997 |
| 245166 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2015-1, <br> Class A5, 4.568%, 10/25/2053(a)(b)<br>| &nbsp;&nbsp; 244413 |
| 5101352 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2016-2, <br> Class M2, 3.000%, 8/25/2055(a)(b)<br>| &nbsp;&nbsp; 4945211 |
| 2340113 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2018-3, <br> Class A1, 3.750%, 5/25/2058(a)(b)<br>| &nbsp;&nbsp; 2305695 |
|  |  | &nbsp;&nbsp; 15132898 |
|  | **ABS Other — 2.1%** | **ABS Other — 2.1%** |
| 9518304 | &nbsp;&nbsp; ALTDE Trust, Series 2025-1A, Class A, <br> 5.900%, 8/15/2050(a)<br>| &nbsp;&nbsp; 9714686 |
| 7691498 | &nbsp;&nbsp; APL Finance DAC, Series 2025-1A, Class A, <br> 4.810%, 3/20/2036(a)<br>| &nbsp;&nbsp; 7679484 |
| 12560000 | &nbsp;&nbsp; Bluepeak ABS Issuer LLC, Series 2025-1A, <br> Class A2, 5.858%, 12/20/2055(a)<br>| &nbsp;&nbsp; 12615339 |
| 4212508 | &nbsp;&nbsp; CLI Funding VIII LLC, Series 2021-1A, Class A, <br> 1.640%, 2/18/2046(a)<br>| &nbsp;&nbsp; 3921309 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $7550000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-1A, Class A2, 5.656%, 2/25/2050(a)<br>| &nbsp;&nbsp; $7646678 |
| 6564788 | &nbsp;&nbsp; Crockett Partners Equipment Co. IIA LLC, <br> Series 2024-1C, Class A, 6.050%, 1/20/2031(a)<br>| &nbsp;&nbsp; 6680266 |
| 1485737 | &nbsp;&nbsp; Foundation Finance Trust, Series 2025-1A, <br> Class A, 4.950%, 4/15/2050(a)<br>| &nbsp;&nbsp; 1504361 |
| 15660000 | &nbsp;&nbsp; Frontier Issuer LLC, Series 2024-1, Class A2, <br> 6.190%, 6/20/2054(a)<br>| &nbsp;&nbsp; 16140355 |
| 1516848 | &nbsp;&nbsp; GreenSky Home Improvement Issuer Trust, <br> Series 2025-1A, Class A4, 5.220%, 3/25/2060(a)<br>| &nbsp;&nbsp; 1539639 |
| 1931116 | &nbsp;&nbsp; GreenSky Home Improvement Trust, <br> Series 2024-1, Class A4, 5.670%, 6/25/2059(a)<br>| &nbsp;&nbsp; 1978028 |
| 26235937 | &nbsp;&nbsp; Horizon Aircraft Finance IV Ltd., Series 2024-1, <br> Class A, 5.375%, 9/15/2049(a)<br>| &nbsp;&nbsp; 26308559 |
| 4342875 | &nbsp;&nbsp; Jack in the Box Funding LLC, Series 2022-1A, <br> Class A2I, 3.445%, 2/26/2052(a)<br>| &nbsp;&nbsp; 4203886 |
| 4836300 | &nbsp;&nbsp; Lunar Structured Aircraft Portfolio Notes, <br> Series 2021-1, Class A, 2.636%, 10/15/2046(a)<br>| &nbsp;&nbsp; 4613869 |
| 8010000 | &nbsp;&nbsp; MetroNet Infrastructure Issuer LLC, <br> Series 2025-2A, Class A2, 5.400%, 8/20/2055(a)<br>| &nbsp;&nbsp; 8110381 |
| 4391131 | &nbsp;&nbsp; MVW LLC, Series 2024-2A, Class A, <br> 4.430%, 3/20/2042(a)<br>| &nbsp;&nbsp; 4390876 |
| 6781527 | &nbsp;&nbsp; Navigator Aircraft ABS Ltd., Series 2021-1, <br> Class A, 2.771%, 11/15/2046(a)(b)<br>| &nbsp;&nbsp; 6477193 |
| 5151394 | &nbsp;&nbsp; OWN Equipment Fund I LLC, Series 2024-2M, <br> Class A, 5.700%, 12/20/2032(a)<br>| &nbsp;&nbsp; 5230457 |
| 2105000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2024-1A, <br> Class A3, 5.520%, 1/20/2032(a)<br>| &nbsp;&nbsp; 2142743 |
| 2049030 | &nbsp;&nbsp; Textainer Marine Containers VII Ltd., <br> Series 2020-2A, Class A, 2.100%, 9/20/2045(a)<br>| &nbsp;&nbsp; 1945308 |
| 5697351 | &nbsp;&nbsp; Volofin Finance DAC, Series 2024-1A, Class A, <br> 5.935%, 6/15/2037(a)<br>| &nbsp;&nbsp; 5778168 |
| 8968554 | &nbsp;&nbsp; Willis Engine Structured Trust VII, <br> Series 2023-A, Class A, 8.000%, 10/15/2048(a)<br>| &nbsp;&nbsp; 9184679 |
| 16950000 | &nbsp;&nbsp; Zayo Issuer LLC, Series 2025-2A, Class A2, <br> 5.953%, 6/20/2055(a)<br>| &nbsp;&nbsp; 17393175 |
|  |  | &nbsp;&nbsp; 165199439 |
|  | **ABS Residential Mortgage — 0.0%** | **ABS Residential Mortgage — 0.0%** |
| 6668 | &nbsp;&nbsp; Countrywide Asset-Backed Certificates, <br> Series 2004-S1, Class A3, <br> 5.115%, 2/25/2035(b)(c)<br>| &nbsp;&nbsp; 6324 |
| 3277161 | &nbsp;&nbsp; VCAT LLC, Series 2025-NPL1, Class A1, <br> 5.877%, 1/25/2055(a)(b)<br>| &nbsp;&nbsp; 3288738 |
|  |  | &nbsp;&nbsp; 3295062 |
|  | **ABS Student Loan — 0.3%** | **ABS Student Loan — 0.3%** |
| 1465088 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2020-HA, Class A, 1.310%, 1/15/2069(a)<br>| &nbsp;&nbsp; 1386688 |
| 5196482 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-CA, Class A, 1.060%, 10/15/2069(a)<br>| &nbsp;&nbsp; 4765263 |
| 5767742 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2023-A, Class A, 5.510%, 10/15/2071(a)<br>| &nbsp;&nbsp; 5933917 |
| 1978697 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2021-A, Class APT2, <br> 1.070%, 1/15/2053(a)<br>| &nbsp;&nbsp; 1812133 |
| 4770065 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2021-C, Class A2, 1 mo. USD SOFR + <br> 0.914%, 4.665%, 1/15/2053(a)(b)<br>| &nbsp;&nbsp; 4734365 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Student Loan — continued** | **ABS Student Loan — continued** |
| $5588426 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2023-A, Class A1A, 5.380%, 1/15/2053(a)<br>| &nbsp;&nbsp; $5687124 |
| 1089428 | &nbsp;&nbsp; SoFi Professional Loan Program LLC, <br> Series 2020-A, Class A2FX, <br> 2.540%, 5/15/2046(a)<br>| &nbsp;&nbsp; 1053987 |
|  |  | &nbsp;&nbsp; 25373477 |
|  | **ABS Whole Business — 0.1%** | **ABS Whole Business — 0.1%** |
| 11655875 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2022-1A, Class A2II, <br> 4.008%, 12/05/2051(a)<br>| &nbsp;&nbsp; 11048395 |
|  | **Aerospace & Defense — 0.4%** | **Aerospace & Defense — 0.4%** |
| 14314000 | Boeing Co., 5.705%, 5/01/2040 | &nbsp;&nbsp; 14611418 |
| 5305000 | Boeing Co., 6.298%, 5/01/2029 | &nbsp;&nbsp; 5630983 |
| 3928000 | Boeing Co., 6.858%, 5/01/2054 | &nbsp;&nbsp; 4411688 |
| 7955000 | &nbsp;&nbsp; Embraer Netherlands Finance BV, <br> 5.980%, 2/11/2035<br>| &nbsp;&nbsp; 8453381 |
|  |  | &nbsp;&nbsp; 33107470 |
|  | **Agency Commercial Mortgage-Backed** <br> **Securities — 0.1%** | **Agency Commercial Mortgage-Backed** <br> **Securities — 0.1%** |
| 4010000 | &nbsp;&nbsp; Arixa Mortgage Trust, Series 2025-RTL1, <br> Class A1, 5.735%, 8/25/2030(a)<br>| &nbsp;&nbsp; 4033527 |
|  | **Airlines — 0.7%** | **Airlines — 0.7%** |
| 8630467 | &nbsp;&nbsp; American Airlines, Inc./AAdvantage Loyalty IP <br> Ltd., 5.750%, 4/20/2029(a)<br>| &nbsp;&nbsp; 8788741 |
| 14751433 | &nbsp;&nbsp; Delta Air Lines, Inc./SkyMiles IP Ltd., <br> 4.750%, 10/20/2028(a)<br>| &nbsp;&nbsp; 14841018 |
| 6570000 | Latam Airlines Group SA, 7.875%, 4/15/2030(a) | &nbsp;&nbsp; 6910129 |
| 1126379 | &nbsp;&nbsp; United Airlines Pass-Through Trust, <br> Series 2020-1, Class B, 4.875%, 7/15/2027<br>| &nbsp;&nbsp; 1125894 |
| 13472101 | &nbsp;&nbsp; United Airlines Pass-Through Trust, <br> Series 2023-1, Class A, 5.800%, 7/15/2037<br>| &nbsp;&nbsp; 14064335 |
| 2266000 | United Airlines, Inc., 4.375%, 4/15/2026(a) | &nbsp;&nbsp; 2263169 |
| 5243000 | United Airlines, Inc., 4.625%, 4/15/2029(a) | &nbsp;&nbsp; 5220259 |
|  |  | &nbsp;&nbsp; 53213545 |
|  | **Apartment REITs — 0.0%** | **Apartment REITs — 0.0%** |
| 1715000 | American Homes 4 Rent LP, 3.375%, 7/15/2051, | &nbsp;&nbsp; 1159831 |
|  | **Automotive — 1.5%** | **Automotive — 1.5%** |
| 3200000 | Ford Motor Credit Co. LLC, 4.271%, 1/09/2027 | &nbsp;&nbsp; 3183363 |
| 9980000 | Ford Motor Credit Co. LLC, 6.800%, 5/12/2028 | &nbsp;&nbsp; 10413887 |
| 5315000 | Ford Motor Credit Co. LLC, 6.950%, 3/06/2026 | &nbsp;&nbsp; 5326984 |
| 5450000 | Ford Motor Credit Co. LLC, 7.122%, 11/07/2033 | &nbsp;&nbsp; 5853646 |
| 2800000 | &nbsp;&nbsp; General Motors Financial Co., Inc., <br> 2.350%, 1/08/2031<br>| &nbsp;&nbsp; 2515770 |
| 6206000 | &nbsp;&nbsp; Hyundai Capital America, <br> 2.375%, 10/15/2027(a)<br>| &nbsp;&nbsp; 6021075 |
| 7453000 | Hyundai Capital America, 3.000%, 2/10/2027(a) | &nbsp;&nbsp; 7368810 |
| 6740000 | Hyundai Capital America, 5.400%, 6/24/2031(a) | &nbsp;&nbsp; 6974639 |
| 14005000 | Hyundai Capital America, 6.100%, 9/21/2028(a) | &nbsp;&nbsp; 14651256 |
| 1725000 | Lear Corp., 3.550%, 1/15/2052 | &nbsp;&nbsp; 1169557 |
| 10531000 | Lear Corp., 5.250%, 5/15/2049 | &nbsp;&nbsp; 9504348 |
| 6000000 | &nbsp;&nbsp; Nissan Motor Acceptance Co. LLC, <br> 7.050%, 9/15/2028(a)<br>| &nbsp;&nbsp; 6205406 |
| 4525000 | Phinia, Inc., 6.750%, 4/15/2029(a) | &nbsp;&nbsp; 4683294 |
| 31285000 | &nbsp;&nbsp; Volkswagen Group of America Finance LLC, <br> 6.450%, 11/16/2030(a)<br>| &nbsp;&nbsp; 33566861 |
|  |  | &nbsp;&nbsp; 117438896 |
|  | **Banking — 5.5%** | **Banking — 5.5%** |
| 5525000 | &nbsp;&nbsp; AIB Group PLC, (fixed rate to 3/28/2034, <br> variable rate thereafter), 5.871%, 3/28/2035(a)<br>| &nbsp;&nbsp; 5830823 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Banking — continued** | **Banking — continued** |
| $5400000 | &nbsp;&nbsp; Banco Santander Mexico SA Institucion de <br> Banca Multiple Grupo Financiero Santand, <br> 5.621%, 12/10/2029(a)<br>| &nbsp;&nbsp; $5610600 |
| 18675000 | &nbsp;&nbsp; Bank of America Corp., (fixed rate to <br> 10/25/2034, variable rate thereafter), <br> 5.518%, 10/25/2035<br>| &nbsp;&nbsp; 19127340 |
| 6910000 | &nbsp;&nbsp; Bank of America Corp., (fixed rate to <br> 11/10/2027, variable rate thereafter), <br> 6.204%, 11/10/2028<br>| &nbsp;&nbsp; 7180262 |
| 5475000 | &nbsp;&nbsp; Bank of America Corp., (fixed rate to 4/24/2027, <br> variable rate thereafter), 3.705%, 4/24/2028<br>| &nbsp;&nbsp; 5450156 |
| 17545000 | &nbsp;&nbsp; Bank of America Corp., (fixed rate to 4/25/2033, <br> variable rate thereafter), 5.288%, 4/25/2034<br>| &nbsp;&nbsp; 18063392 |
| 24210000 | &nbsp;&nbsp; Bank of America Corp., MTN, (fixed rate to <br> 4/23/2026, variable rate thereafter), <br> 3.559%, 4/23/2027<br>| &nbsp;&nbsp; 24165731 |
| 16764000 | &nbsp;&nbsp; Barclays PLC, (fixed rate to 3/10/2041, variable <br> rate thereafter), 3.811%, 3/10/2042<br>| &nbsp;&nbsp; 13455137 |
| 1900000 | &nbsp;&nbsp; Barclays PLC, (fixed rate to 5/09/2033, variable <br> rate thereafter), 6.224%, 5/09/2034<br>| &nbsp;&nbsp; 2043078 |
| 7355000 | &nbsp;&nbsp; BBVA Mexico SA Institucion De Banca <br> Multiple Grupo Financiero BBVA Mexico, <br> 5.250%, 9/10/2029(a)<br>| &nbsp;&nbsp; 7539096 |
| 15013000 | &nbsp;&nbsp; BNP Paribas SA, (fixed rate to 1/13/2026, <br> variable rate thereafter), 1.323%, 1/13/2027(a)<br>| &nbsp;&nbsp; 14998784 |
| 23295000 | &nbsp;&nbsp; Capital One Financial Corp., (fixed rate to <br> 6/08/2033, variable rate thereafter), <br> 6.377%, 6/08/2034<br>| &nbsp;&nbsp; 25180281 |
| 10435000 | &nbsp;&nbsp; Credit Agricole SA, (fixed rate to 1/10/2034, <br> variable rate thereafter), 6.251%, 1/10/2035(a)<br>| &nbsp;&nbsp; 11078969 |
| 6930000 | &nbsp;&nbsp; Danske Bank AS, (fixed rate to 10/02/2029, <br> variable rate thereafter), 4.613%, 10/02/2030(a)<br>| &nbsp;&nbsp; 6987679 |
| 9038000 | Deutsche Bank AG, 1.686%, 3/19/2026 | &nbsp;&nbsp; 8994279 |
| 8585000 | &nbsp;&nbsp; Deutsche Bank AG, (fixed rate to 10/07/2031, <br> variable rate thereafter), 3.742%, 1/07/2033<br>| &nbsp;&nbsp; 7974213 |
| 6737000 | &nbsp;&nbsp; Deutsche Bank AG, (fixed rate to 10/14/2030, <br> variable rate thereafter), 3.729%, 1/14/2032<br>| &nbsp;&nbsp; 6367424 |
| 800000 | &nbsp;&nbsp; Deutsche Bank AG, (fixed rate to 11/10/2032, <br> variable rate thereafter), 7.079%, 2/10/2034<br>| &nbsp;&nbsp; 878935 |
| 11236000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | &nbsp;&nbsp; 12543608 |
| 7270000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to <br> 6/05/2027, variable rate thereafter), <br> 3.691%, 6/05/2028<br>| &nbsp;&nbsp; 7231321 |
| 1826000 | HSBC Holdings PLC, 4.950%, 3/31/2030 | &nbsp;&nbsp; 1871885 |
| 9610000 | Intesa Sanpaolo SpA, 7.200%, 11/28/2033(a) | &nbsp;&nbsp; 10987017 |
| 3790000 | &nbsp;&nbsp; Intesa Sanpaolo SpA, (fixed rate to 6/01/2031, <br> variable rate thereafter), 4.198%, 6/01/2032(a)<br>| &nbsp;&nbsp; 3616645 |
| 23640000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to <br> 10/15/2029, variable rate thereafter), <br> 2.739%, 10/15/2030<br>| &nbsp;&nbsp; 22425995 |
| 8575000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to <br> 4/22/2035, variable rate thereafter), <br> 5.572%, 4/22/2036<br>| &nbsp;&nbsp; 8996538 |
| 14426000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to <br> 5/13/2030, variable rate thereafter), <br> 2.956%, 5/13/2031<br>| &nbsp;&nbsp; 13608970 |
| 9140000 | &nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc., (fixed <br> rate to 7/20/2031, variable rate thereafter), <br> 2.309%, 7/20/2032<br>| &nbsp;&nbsp; 8151014 |
| 13321000 | Morgan Stanley, 3.591%, 7/22/2028(b) | &nbsp;&nbsp; 13229856 |
| 1500000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 2/01/2028, <br> variable rate thereafter), 5.123%, 2/01/2029<br>| &nbsp;&nbsp; 1531250 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Banking — continued** | **Banking — continued** |
| $11935000 | &nbsp;&nbsp; Morgan Stanley, MTN, (fixed rate to 4/20/2028, <br> variable rate thereafter), 5.164%, 4/20/2029<br>| &nbsp;&nbsp; $12203651 |
| 3575000 | Norinchukin Bank, 5.094%, 10/16/2029(a) | &nbsp;&nbsp; 3644420 |
| 6255000 | Norinchukin Bank, 5.359%, 9/09/2035(a) | &nbsp;&nbsp; 6341085 |
| 6960000 | &nbsp;&nbsp; PNC Financial Services Group, Inc., (fixed rate <br> to 1/24/2033, variable rate thereafter), <br> 5.068%, 1/24/2034<br>| &nbsp;&nbsp; 7120956 |
| 12940000 | &nbsp;&nbsp; Santander Holdings USA, Inc., (fixed rate to <br> 1/06/2027, variable rate thereafter), <br> 2.490%, 1/06/2028<br>| &nbsp;&nbsp; 12718572 |
| 16635000 | &nbsp;&nbsp; Santander U.K. Group Holdings PLC, (fixed rate <br> to 4/15/2030, variable rate thereafter), <br> 5.694%, 4/15/2031<br>| &nbsp;&nbsp; 17343106 |
| 13520000 | &nbsp;&nbsp; Societe Generale SA, (fixed rate to 1/19/2054, <br> variable rate thereafter), 7.132%, 1/19/2055(a)<br>| &nbsp;&nbsp; 14138121 |
| 10315000 | &nbsp;&nbsp; Societe Generale SA, (fixed rate to 10/03/2035, <br> variable rate thereafter), 5.439%, 10/03/2036(a)<br>| &nbsp;&nbsp; 10337427 |
| 18840000 | &nbsp;&nbsp; Standard Chartered PLC, (fixed rate to <br> 1/12/2032, variable rate thereafter), <br> 3.603%, 1/12/2033(a)<br>| &nbsp;&nbsp; 17399117 |
| 660000 | &nbsp;&nbsp; Standard Chartered PLC, (fixed rate to <br> 3/15/2028, variable rate thereafter), <br> 4.866%, 3/15/2033(a)<br>| &nbsp;&nbsp; 662821 |
| 1415000 | &nbsp;&nbsp; Standard Chartered PLC, (fixed rate to <br> 7/06/2033, variable rate thereafter), <br> 6.296%, 7/06/2034(a)<br>| &nbsp;&nbsp; 1529692 |
| 11838000 | &nbsp;&nbsp; Sumitomo Mitsui Financial Group, Inc., <br> 3.040%, 7/16/2029<br>| &nbsp;&nbsp; 11372651 |
| 5615000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 3/06/2030, <br> variable rate thereafter), 5.450%, 3/06/2031<br>| &nbsp;&nbsp; 5757061 |
| 16095000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/03/2026, variable <br> rate thereafter), 1.982%, 6/03/2027(a)<br>| &nbsp;&nbsp; 15946617 |
|  |  | &nbsp;&nbsp; 431635575 |
|  | **Brokerage — 0.1%** | **Brokerage — 0.1%** |
| 4055000 | BGC Group, Inc., 6.150%, 4/02/2030 | &nbsp;&nbsp; 4198725 |
| 1970000 | Citadel LP, 6.000%, 1/23/2030(a) | &nbsp;&nbsp; 2057903 |
| 2300000 | Citadel LP, 6.375%, 1/23/2032(a) | &nbsp;&nbsp; 2441118 |
|  |  | &nbsp;&nbsp; 8697746 |
|  | **Building Materials — 0.0%** | **Building Materials — 0.0%** |
| 929000 | Mohawk Industries, Inc., 3.625%, 5/15/2030 | &nbsp;&nbsp; 901000 |
| 950000 | Mohawk Industries, Inc., 5.850%, 9/18/2028 | &nbsp;&nbsp; 988065 |
|  |  | &nbsp;&nbsp; 1889065 |
|  | **Cable Satellite — 0.2%** | **Cable Satellite — 0.2%** |
| 3092000 | &nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., <br> 4.250%, 1/15/2034(a)<br>| &nbsp;&nbsp; 2629048 |
| 6340000 | Time Warner Cable LLC, 4.500%, 9/15/2042 | &nbsp;&nbsp; 4875605 |
| 783000 | Time Warner Cable LLC, 5.500%, 9/01/2041 | &nbsp;&nbsp; 687203 |
| 2245000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | &nbsp;&nbsp; 2077418 |
| 7162000 | Time Warner Cable LLC, 6.550%, 5/01/2037 | &nbsp;&nbsp; 7308526 |
| 1707000 | Time Warner Cable LLC, 6.750%, 6/15/2039 | &nbsp;&nbsp; 1726562 |
|  |  | &nbsp;&nbsp; 19304362 |
|  | **Chemicals — 1.1%** | **Chemicals — 1.1%** |
| 1610000 | Alpek SAB de CV, 3.250%, 2/25/2031(a) | &nbsp;&nbsp; 1369557 |
| 21013000 | &nbsp;&nbsp; Braskem America Finance Co., <br> 7.125%, 7/22/2041(a)<br>| &nbsp;&nbsp; 7459615 |
| 8885000 | Eastman Chemical Co., 5.000%, 8/01/2029 | &nbsp;&nbsp; 9064736 |
| 12690000 | &nbsp;&nbsp; Methanex U.S. Operations, Inc., <br> 6.250%, 3/15/2032(a)<br>| &nbsp;&nbsp; 13066520 |
| 8771000 | &nbsp;&nbsp; Orbia Advance Corp. SAB de CV, <br> 5.875%, 9/17/2044(a)<br>| &nbsp;&nbsp; 6802576 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Chemicals — continued** | **Chemicals — continued** |
| $9466000 | &nbsp;&nbsp; Orbia Advance Corp. SAB de CV, <br> 6.750%, 9/19/2042(a)<br>| &nbsp;&nbsp; $8185341 |
| 7660000 | &nbsp;&nbsp; Orbia Advance Corp. SAB de CV, <br> 6.800%, 5/13/2030(a)<br>| &nbsp;&nbsp; 7564867 |
| 5125000 | Qnity Electronics, Inc., 5.750%, 8/15/2032(a) | &nbsp;&nbsp; 5240036 |
| 3830000 | &nbsp;&nbsp; Sociedad Quimica y Minera de Chile SA, <br> 3.500%, 9/10/2051(a)<br>| &nbsp;&nbsp; 2725313 |
| 7654000 | &nbsp;&nbsp; Sociedad Quimica y Minera de Chile SA, <br> 4.250%, 1/22/2050(a)<br>| &nbsp;&nbsp; 6241148 |
| 13835000 | &nbsp;&nbsp; Sociedad Quimica y Minera de Chile SA, <br> 6.500%, 11/07/2033(a)<br>| &nbsp;&nbsp; 14985242 |
|  |  | &nbsp;&nbsp; 82704951 |
|  | **Collateralized Mortgage Obligations — 0.7%** | **Collateralized Mortgage Obligations — 0.7%** |
| 20727682 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> Series 406, Class F15, 30 day USD SOFR <br> Average + 1.450%, 5.324%, 10/25/2053(b)<br>| &nbsp;&nbsp; 20910533 |
| 25026572 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> Series 5365, Class LY, REMICS, <br> 6.500%, 12/25/2053<br>| &nbsp;&nbsp; 26099737 |
| 7850000 | &nbsp;&nbsp; Federal National Mortgage Association, <br> Series 2023-51, Class L, REMICS, <br> 6.500%, 11/25/2053<br>| &nbsp;&nbsp; 8267149 |
| 36115 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2010-H24, Class FA, 1 mo. USD SOFR + <br> 0.464%, 4.464%, 10/20/2060(b)(c)<br>| &nbsp;&nbsp; 35652 |
| 30591 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2012-H18, Class NA, 1 mo. USD SOFR + <br> 0.634%, 4.634%, 8/20/2062(b)(c)<br>| &nbsp;&nbsp; 30287 |
| 25 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2013-H01, Class FA, 1.650%, 1/20/2063(c)<br>| &nbsp;&nbsp; 22 |
| 8361 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2013-H03, Class HA, <br> 1.750%, 12/20/2062(c)<br>| &nbsp;&nbsp; 7391 |
| 7311 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2013-H04, Class BA, <br> 1.650%, 2/20/2063(c)<br>| &nbsp;&nbsp; 6798 |
| 90697 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2013-H10, Class PA, <br> 2.500%, 4/20/2063(c)<br>| &nbsp;&nbsp; 85153 |
| 498557 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2015-H10, Class JA, 2.250%, 4/20/2065<br>| &nbsp;&nbsp; 479608 |
| 4248 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2015-H13, Class FL, 1 mo. USD SOFR + <br> 0.394%, 4.394%, 5/20/2063(b)(c)<br>| &nbsp;&nbsp; 4066 |
|  |  | &nbsp;&nbsp; 55926396 |
|  | **Construction Machinery — 0.2%** | **Construction Machinery — 0.2%** |
| 5405000 | Herc Holdings, Inc., 7.000%, 6/15/2030(a) | &nbsp;&nbsp; 5684871 |
| 10439000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 5.375%, 11/15/2033(a)<br>| &nbsp;&nbsp; 10431610 |
|  |  | &nbsp;&nbsp; 16116481 |
|  | **Consumer Products — 0.1%** | **Consumer Products — 0.1%** |
| 2157000 | &nbsp;&nbsp; Kimberly-Clark de Mexico SAB de CV, <br> 2.431%, 7/01/2031(a)<br>| &nbsp;&nbsp; 1959365 |
| 2738000 | &nbsp;&nbsp; Natura &Co. Luxembourg Holdings SARL, <br> 4.125%, 5/03/2028(a)<br>| &nbsp;&nbsp; 2579926 |
| 1925000 | &nbsp;&nbsp; Natura &Co. Luxembourg Holdings SARL, <br> 6.000%, 4/19/2029(a)<br>| &nbsp;&nbsp; 1882092 |
|  |  | &nbsp;&nbsp; 6421383 |
|  | **Electric — 0.9%** | **Electric — 0.9%** |
| 1609000 | AES Corp., 3.950%, 7/15/2030(a) | &nbsp;&nbsp; 1570438 |
| 7160000 | Calpine Corp., 4.500%, 2/15/2028(a) | &nbsp;&nbsp; 7164740 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Electric — continued** | **Electric — continued** |
| $14279000 | &nbsp;&nbsp; Clearway Energy Operating LLC, <br> 3.750%, 2/15/2031(a)<br>| &nbsp;&nbsp; $13334978 |
| 14159775 | Cometa Energia SA de CV, 6.375%, 4/24/2035(a) | &nbsp;&nbsp; 14846043 |
| 2415000 | DPL LLC, 4.350%, 4/15/2029 | &nbsp;&nbsp; 2381473 |
| 2811000 | Enel Americas SA, 4.000%, 10/25/2026 | &nbsp;&nbsp; 2803165 |
| 4816000 | Entergy Corp., 2.800%, 6/15/2030 | &nbsp;&nbsp; 4509579 |
| 750000 | IPALCO Enterprises, Inc., 4.250%, 5/01/2030 | &nbsp;&nbsp; 733078 |
| 11532000 | NRG Energy, Inc., 5.750%, 1/15/2034(a) | &nbsp;&nbsp; 11649280 |
| 3945000 | &nbsp;&nbsp; Southern California Edison Co., <br> 6.200%, 9/15/2055<br>| &nbsp;&nbsp; 3963563 |
| 6037000 | &nbsp;&nbsp; WEC Energy Group, Inc., (fixed rate to <br> 2/15/2031, variable rate thereafter), <br> 5.625%, 5/15/2056<br>| &nbsp;&nbsp; 6075022 |
|  |  | &nbsp;&nbsp; 69031359 |
|  | **Finance Companies — 3.5%** | **Finance Companies — 3.5%** |
| 6365000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.000%, 10/29/2028<br>| &nbsp;&nbsp; 6170795 |
| 8095000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 5.100%, 1/19/2029<br>| &nbsp;&nbsp; 8275463 |
| 19660000 | Air Lease Corp., GMTN, 3.750%, 6/01/2026 | &nbsp;&nbsp; 19622560 |
| 20287000 | Aircastle Ltd., 2.850%, 1/26/2028(a) | &nbsp;&nbsp; 19711232 |
| 24047000 | ARES Capital Corp., 2.150%, 7/15/2026 | &nbsp;&nbsp; 23738272 |
| 15722000 | ARES Capital Corp., 5.800%, 3/08/2032 | &nbsp;&nbsp; 15876458 |
| 15925000 | &nbsp;&nbsp; Avolon Holdings Funding Ltd., <br> 2.750%, 2/21/2028(a)<br>| &nbsp;&nbsp; 15422248 |
| 3220000 | &nbsp;&nbsp; Avolon Holdings Funding Ltd., <br> 5.375%, 5/30/2030(a)<br>| &nbsp;&nbsp; 3305673 |
| 4262000 | Blue Owl Capital Corp., 2.625%, 1/15/2027 | &nbsp;&nbsp; 4165149 |
| 13397000 | Blue Owl Capital Corp., 3.400%, 7/15/2026 | &nbsp;&nbsp; 13304484 |
| 9070000 | Blue Owl Capital Corp., 5.950%, 3/15/2029 | &nbsp;&nbsp; 9153256 |
| 10958000 | &nbsp;&nbsp; Blue Owl Technology Finance Corp., <br> 3.750%, 6/17/2026(a)<br>| &nbsp;&nbsp; 10892533 |
| 12803000 | &nbsp;&nbsp; Blue Owl Technology Finance Corp., <br> 6.100%, 3/15/2028(a)<br>| &nbsp;&nbsp; 12879085 |
| 19629000 | FS KKR Capital Corp., 3.400%, 1/15/2026 | &nbsp;&nbsp; 19621431 |
| 4160000 | GATX Corp., 6.050%, 3/15/2034 | &nbsp;&nbsp; 4423476 |
| 3670000 | GATX Corp., 6.050%, 6/05/2054 | &nbsp;&nbsp; 3715671 |
| 3505000 | &nbsp;&nbsp; Golub Capital Private Credit Fund, <br> 5.450%, 8/15/2028(a)<br>| &nbsp;&nbsp; 3526805 |
| 11600000 | Hercules Capital, Inc., 6.000%, 6/16/2030 | &nbsp;&nbsp; 11747115 |
| 2600000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 6.400%, 3/26/2029(a)<br>| &nbsp;&nbsp; 2724531 |
| 4480000 | Main Street Capital Corp., 6.950%, 3/01/2029 | &nbsp;&nbsp; 4676956 |
| 5663000 | MSD Investment Corp., 6.125%, 2/05/2031(a) | &nbsp;&nbsp; 5621324 |
| 7545000 | MSD Investment Corp., 6.250%, 5/31/2030(a) | &nbsp;&nbsp; 7592560 |
| 3100000 | Navient Corp., 4.875%, 3/15/2028 | &nbsp;&nbsp; 3065300 |
| 8950000 | Navient Corp., 5.000%, 3/15/2027 | &nbsp;&nbsp; 8969413 |
| 16425000 | OneMain Finance Corp., 6.625%, 5/15/2029 | &nbsp;&nbsp; 17012095 |
| 3583000 | Rocket Cos., Inc., 6.125%, 8/01/2030(a) | &nbsp;&nbsp; 3703672 |
| 6793000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 3.875%, 3/01/2031(a)<br>| &nbsp;&nbsp; 6450597 |
| 5410000 | &nbsp;&nbsp; Sixth Street Lending Partners, <br> 6.125%, 7/15/2030<br>| &nbsp;&nbsp; 5552556 |
| 2930000 | &nbsp;&nbsp; Sixth Street Specialty Lending, Inc., <br> 5.625%, 8/15/2030<br>| &nbsp;&nbsp; 2962845 |
|  |  | &nbsp;&nbsp; 273883555 |
|  | **Food & Beverage — 0.6%** | **Food & Beverage — 0.6%** |
| 13933000 | BRF SA, 5.750%, 9/21/2050(a) | &nbsp;&nbsp; 11649242 |
| 22485000 | &nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food <br> Co./JBS Lux Co. SARL, 7.250%, 11/15/2053<br>| &nbsp;&nbsp; 25170226 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Food & Beverage — continued** | **Food & Beverage — continued** |
| $11030000 | Minerva Luxembourg SA, 4.375%, 3/18/2031(a) | &nbsp;&nbsp; $10252860 |
| 1599000 | Smithfield Foods, Inc., 3.000%, 10/15/2030(a) | &nbsp;&nbsp; 1471212 |
|  |  | &nbsp;&nbsp; 48543540 |
|  | **Gaming — 0.2%** | **Gaming — 0.2%** |
| 11765000 | MGM Resorts International, 6.500%, 4/15/2032 | &nbsp;&nbsp; 12121540 |
|  | **Government Owned - No Guarantee — 1.1%** | **Government Owned - No Guarantee — 1.1%** |
| 7292000 | Antares Holdings LP, 3.950%, 7/15/2026(a) | &nbsp;&nbsp; 7259040 |
| 16900000 | Antares Holdings LP, 6.350%, 10/23/2029(a) | &nbsp;&nbsp; 17235175 |
| 2585000 | Ascot Group Ltd., 4.250%, 12/15/2030(a) | &nbsp;&nbsp; 2402190 |
| 10220000 | Ecopetrol SA, 7.750%, 2/01/2032 | &nbsp;&nbsp; 10517300 |
| 9135000 | Ecopetrol SA, 8.375%, 1/19/2036 | &nbsp;&nbsp; 9397912 |
| 2903000 | &nbsp;&nbsp; Empresa de los Ferrocarriles del Estado, <br> 3.068%, 8/18/2050(a)<br>| &nbsp;&nbsp; 1855075 |
| 8730000 | Freeport Indonesia PT, 5.315%, 4/14/2032(a) | &nbsp;&nbsp; 8868370 |
| 7685000 | OCP SA, 3.750%, 6/23/2031(a) | &nbsp;&nbsp; 7188380 |
| 11020000 | OCP SA, 6.750%, 5/02/2034(a) | &nbsp;&nbsp; 11874601 |
| 11038000 | Saudi Arabian Oil Co., 3.500%, 11/24/2070(a) | &nbsp;&nbsp; 6957285 |
| 5410000 | Tennessee Valley Authority, 4.625%, 9/15/2060 | &nbsp;&nbsp; 4811318 |
|  |  | &nbsp;&nbsp; 88366646 |
|  | **Health Insurance — 0.1%** | **Health Insurance — 0.1%** |
| 8739000 | Centene Corp., 3.375%, 2/15/2030 | &nbsp;&nbsp; 8041928 |
|  | **Healthcare — 0.3%** | **Healthcare — 0.3%** |
| 12055000 | HCA, Inc., 4.625%, 3/15/2052 | &nbsp;&nbsp; 9844847 |
| 4230000 | HCA, Inc., 5.600%, 4/01/2034 | &nbsp;&nbsp; 4411550 |
| 10445000 | HCA, Inc., 5.750%, 3/01/2035 | &nbsp;&nbsp; 10963166 |
|  |  | &nbsp;&nbsp; 25219563 |
|  | **Home Construction — 0.0%** | **Home Construction — 0.0%** |
| 1398000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.750%, 11/15/2032(a)<br>| &nbsp;&nbsp; 1438391 |
|  | **Independent Energy — 1.2%** | **Independent Energy — 1.2%** |
| 19455000 | Aker BP ASA, 5.250%, 10/30/2035(a) | &nbsp;&nbsp; 19006374 |
| 4650000 | Civitas Resources, Inc., 8.625%, 11/01/2030(a) | &nbsp;&nbsp; 4873479 |
| 16297000 | &nbsp;&nbsp; Crescent Energy Finance LLC, <br> 7.625%, 4/01/2032(a)<br>| &nbsp;&nbsp; 15800301 |
| 7952000 | Devon Energy Corp., 4.500%, 1/15/2030 | &nbsp;&nbsp; 7974692 |
| 1765000 | EQT Corp., 3.125%, 5/15/2026(a) | &nbsp;&nbsp; 1754918 |
| 3504000 | EQT Corp., 3.900%, 10/01/2027 | &nbsp;&nbsp; 3488039 |
| 1901000 | EQT Corp., 5.000%, 1/15/2029 | &nbsp;&nbsp; 1925784 |
| 8995000 | EQT Corp., 6.375%, 4/01/2029 | &nbsp;&nbsp; 9307854 |
| 10855000 | Harbour Energy PLC, 6.327%, 4/01/2035(a) | &nbsp;&nbsp; 10991862 |
| 2592000 | &nbsp;&nbsp; Pan American Energy LLC, <br> 9.125%, 4/30/2027(a)<br>| &nbsp;&nbsp; 2645706 |
| 6080000 | SM Energy Co., 6.750%, 8/01/2029(a) | &nbsp;&nbsp; 6124641 |
| 6185000 | SM Energy Co., 7.000%, 8/01/2032(a) | &nbsp;&nbsp; 6080279 |
| 2275000 | Viper Energy Partners LLC, 5.700%, 8/01/2035 | &nbsp;&nbsp; 2321706 |
|  |  | &nbsp;&nbsp; 92295635 |
|  | **Industrial Other — 0.0%** | **Industrial Other — 0.0%** |
| 3408000 | &nbsp;&nbsp; Georgetown University, Series A, <br> 5.215%, 10/01/2118<br>| &nbsp;&nbsp; 2993383 |
|  | **Life Insurance — 0.4%** | **Life Insurance — 0.4%** |
| 13471000 | Brighthouse Financial, Inc., 5.625%, 5/15/2030 | &nbsp;&nbsp; 13626116 |
| 4515000 | &nbsp;&nbsp; Fortitude Group Holdings LLC, <br> 6.250%, 4/01/2030(a)<br>| &nbsp;&nbsp; 4702760 |
| 2327000 | &nbsp;&nbsp; OneAmerica Financial Partners, Inc., <br> 4.250%, 10/15/2050(a)<br>| &nbsp;&nbsp; 1782529 |
| 10540000 | RLGH Finance Bermuda Ltd., 6.750%, 7/02/2035 | &nbsp;&nbsp; 11186959 |
|  |  | &nbsp;&nbsp; 31298364 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Media Entertainment — 0.7%** | **Media Entertainment — 0.7%** |
| $11280000 | Beignet Investor LLC, 6.581%, 5/30/2049(a) | &nbsp;&nbsp; $11917265 |
| 54020000 | &nbsp;&nbsp; Grupo Televisa SAB, EMTN, 7.250%, 5/14/2043, <br> (MXN)<br>| &nbsp;&nbsp; 1785757 |
| 2955000 | Meta Platforms, Inc., 4.875%, 11/15/2035 | &nbsp;&nbsp; 2951040 |
| 3985000 | Meta Platforms, Inc., 5.625%, 11/15/2055 | &nbsp;&nbsp; 3824687 |
| 11690000 | Meta Platforms, Inc., 5.750%, 11/15/2065 | &nbsp;&nbsp; 11146459 |
| 12803000 | Prosus NV, 3.680%, 1/21/2030(a) | &nbsp;&nbsp; 12291175 |
| 12750000 | Prosus NV, 3.832%, 2/08/2051(a) | &nbsp;&nbsp; 8488948 |
|  |  | &nbsp;&nbsp; 52405331 |
|  | **Metals & Mining — 1.1%** | **Metals & Mining — 1.1%** |
| 11925000 | Alumina Pty. Ltd., 6.125%, 3/15/2030(a) | &nbsp;&nbsp; 12317416 |
| 3620000 | &nbsp;&nbsp; Anglo American Capital PLC, <br> 3.875%, 3/16/2029(a)<br>| &nbsp;&nbsp; 3572101 |
| 3322000 | &nbsp;&nbsp; Anglo American Capital PLC, <br> 3.950%, 9/10/2050(a)<br>| &nbsp;&nbsp; 2492163 |
| 8646000 | &nbsp;&nbsp; Anglo American Capital PLC, <br> 5.625%, 4/01/2030(a)<br>| &nbsp;&nbsp; 9028500 |
| 5864000 | &nbsp;&nbsp; Fortescue Treasury Pty. Ltd., <br> 4.375%, 4/01/2031(a)<br>| &nbsp;&nbsp; 5671215 |
| 14428000 | Fresnillo PLC, 4.250%, 10/02/2050(a) | &nbsp;&nbsp; 11482379 |
| 7995000 | Gerdau Trade, Inc., 5.750%, 6/09/2035 | &nbsp;&nbsp; 8270028 |
| 21682000 | Glencore Funding LLC, 2.500%, 9/01/2030(a) | &nbsp;&nbsp; 19856376 |
| 6635000 | Glencore Funding LLC, 5.673%, 4/01/2035(a) | &nbsp;&nbsp; 6927376 |
| 700000 | Glencore Funding LLC, 6.375%, 10/06/2030(a) | &nbsp;&nbsp; 753332 |
| 5290000 | POSCO, 5.625%, 1/17/2026(a) | &nbsp;&nbsp; 5292777 |
| 4505000 | SunCoke Energy, Inc., 4.875%, 6/30/2029(a) | &nbsp;&nbsp; 4182984 |
|  |  | &nbsp;&nbsp; 89846647 |
|  | **Midstream — 0.7%** | **Midstream — 0.7%** |
| 568000 | Energy Transfer LP, 5.150%, 2/01/2043 | &nbsp;&nbsp; 511208 |
| 2480000 | Energy Transfer LP, 5.300%, 4/15/2047 | &nbsp;&nbsp; 2200689 |
| 125000 | Energy Transfer LP, 5.400%, 10/01/2047 | &nbsp;&nbsp; 112330 |
| 4900000 | Energy Transfer LP, 5.950%, 10/01/2043 | &nbsp;&nbsp; 4797974 |
| 8548000 | Energy Transfer LP, 6.500%, 2/01/2042 | &nbsp;&nbsp; 9001792 |
| 1338000 | Energy Transfer LP, 6.625%, 10/15/2036 | &nbsp;&nbsp; 1452067 |
| 982000 | Gray Oak Pipeline LLC, 3.450%, 10/15/2027(a) | &nbsp;&nbsp; 970530 |
| 2442000 | &nbsp;&nbsp; Plains All American Pipeline LP/PAA Finance <br> Corp., 4.700%, 1/15/2031<br>| &nbsp;&nbsp; 2455769 |
| 4070000 | &nbsp;&nbsp; Plains All American Pipeline LP/PAA Finance <br> Corp., 5.600%, 1/15/2036<br>| &nbsp;&nbsp; 4117073 |
| 12415000 | &nbsp;&nbsp; Sempra Infrastructure Partners LP, <br> 3.250%, 1/15/2032(a)<br>| &nbsp;&nbsp; 10978087 |
| 3510000 | Targa Resources Corp., 5.500%, 2/15/2035 | &nbsp;&nbsp; 3595474 |
| 4955000 | &nbsp;&nbsp; Transcontinental Gas Pipe Line Co. LLC, <br> 5.100%, 3/15/2036(a)<br>| &nbsp;&nbsp; 4988702 |
| 4021000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.500%, 5/01/2033(a)<br>| &nbsp;&nbsp; 4344695 |
| 4030000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.750%, 5/01/2035(a)<br>| &nbsp;&nbsp; 4412662 |
|  |  | &nbsp;&nbsp; 53939052 |
|  | **Mortgage Related — 18.5%** | **Mortgage Related — 18.5%** |
| 8732026 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 1.500%, 12/01/2050<br>| &nbsp;&nbsp; 6563953 |
| 6198893 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.000%, 11/01/2050<br>| &nbsp;&nbsp; 5017130 |
| 6298911 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.000%, 12/01/2050<br>| &nbsp;&nbsp; 5098063 |
| 20832634 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.000%, 1/01/2051<br>| &nbsp;&nbsp; 16848462 |
| 30885299 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.000%, 3/01/2052<br>| &nbsp;&nbsp; 25044239 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $4345651 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.000%, 3/01/2052<br>| &nbsp;&nbsp; $3514560 |
| 726350 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 12/01/2044<br>| &nbsp;&nbsp; 708505 |
| 343016 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 7/01/2045<br>| &nbsp;&nbsp; 332181 |
| 2242 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 9/01/2045<br>| &nbsp;&nbsp; 2172 |
| 225902 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 6/01/2047<br>| &nbsp;&nbsp; 218526 |
| 9534597 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 7/01/2052<br>| &nbsp;&nbsp; 9099673 |
| 948649 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 9/01/2052<br>| &nbsp;&nbsp; 904541 |
| 8681626 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 10/01/2052<br>| &nbsp;&nbsp; 8277524 |
| 4821914 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 10/01/2052<br>| &nbsp;&nbsp; 4607190 |
| 3884906 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 10/01/2052<br>| &nbsp;&nbsp; 3702580 |
| 4253962 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 10/01/2053<br>| &nbsp;&nbsp; 4045188 |
| 434256 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 7/01/2041<br>| &nbsp;&nbsp; 437676 |
| 68919 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 1/01/2044<br>| &nbsp;&nbsp; 68490 |
| 170618 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 4/01/2044<br>| &nbsp;&nbsp; 169702 |
| 16926 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 3/01/2046<br>| &nbsp;&nbsp; 16856 |
| 626046 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 7/01/2046<br>| &nbsp;&nbsp; 626147 |
| 356519 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 3/01/2048<br>| &nbsp;&nbsp; 352364 |
| 3452448 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 8/01/2052<br>| &nbsp;&nbsp; 3395352 |
| 2226931 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 8/01/2052<br>| &nbsp;&nbsp; 2182050 |
| 1110739 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 7/01/2048<br>| &nbsp;&nbsp; 1127425 |
| 943531 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 8/01/2048<br>| &nbsp;&nbsp; 959790 |
| 646995 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 9/01/2048<br>| &nbsp;&nbsp; 656848 |
| 1976304 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 10/01/2048<br>| &nbsp;&nbsp; 2002330 |
| 5132366 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 12/01/2048<br>| &nbsp;&nbsp; 5215862 |
| 8702616 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 12/01/2053<br>| &nbsp;&nbsp; 8742004 |
| 23674956 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 1/01/2055<br>| &nbsp;&nbsp; 23854353 |
| 9098890 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 1/01/2055<br>| &nbsp;&nbsp; 9155162 |
| 8184031 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 2/01/2055<br>| &nbsp;&nbsp; 8246045 |
| 7037283 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 3/01/2055<br>| &nbsp;&nbsp; 7055209 |
| 1084443 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 5/01/2053<br>| &nbsp;&nbsp; 1107217 |
| 1044566 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 5/01/2053<br>| &nbsp;&nbsp; 1070144 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $878419 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 5/01/2053<br>| &nbsp;&nbsp; $904985 |
| 2404161 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 6/01/2053<br>| &nbsp;&nbsp; 2467481 |
| 1190479 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 6/01/2053<br>| &nbsp;&nbsp; 1217326 |
| 14535983 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 7/01/2053<br>| &nbsp;&nbsp; 14781506 |
| 895057 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 7/01/2053<br>| &nbsp;&nbsp; 918143 |
| 532454 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 7/01/2053<br>| &nbsp;&nbsp; 545882 |
| 458909 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 7/01/2053<br>| &nbsp;&nbsp; 473647 |
| 13358727 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 2/01/2055<br>| &nbsp;&nbsp; 13761902 |
| 2472 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 6/01/2035<br>| &nbsp;&nbsp; 2574 |
| 2701645 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 2812399 |
| 2405654 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 2501364 |
| 2092398 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 2181358 |
| 1180503 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 1219463 |
| 1107778 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 1151207 |
| 804166 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 833393 |
| 671171 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 697995 |
| 638653 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 657015 |
| 4788631 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 4925226 |
| 678745 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 702070 |
| 446929 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 463640 |
| 3446976 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 8/01/2053<br>| &nbsp;&nbsp; 3583805 |
| 987184 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 3/01/2054<br>| &nbsp;&nbsp; 1033477 |
| 4765837 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 4/01/2054<br>| &nbsp;&nbsp; 5002534 |
| 1191572 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 4/01/2054<br>| &nbsp;&nbsp; 1225163 |
| 4567976 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.500%, 9/01/2053<br>| &nbsp;&nbsp; 4858019 |
| 5399231 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.500%, 1/01/2054<br>| &nbsp;&nbsp; 5695396 |
| 7126001 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.500%, 2/01/2054<br>| &nbsp;&nbsp; 7516855 |
| 13340724 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.500%, 5/01/2054<br>| &nbsp;&nbsp; 14229744 |
| 5463824 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.500%, 5/01/2054<br>| &nbsp;&nbsp; 5827922 |
| 4328875 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.500%, 5/01/2054<br>| &nbsp;&nbsp; 4617342 |
| 7139400 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.500%, 6/01/2054<br>| &nbsp;&nbsp; 7615166 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $332219 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 9/01/2053<br>| &nbsp;&nbsp; $351121 |
| 5828434 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 12/01/2053<br>| &nbsp;&nbsp; 6205283 |
| 4945178 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 12/01/2053<br>| &nbsp;&nbsp; 5324662 |
| 5290229 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 1/01/2054<br>| &nbsp;&nbsp; 5703240 |
| 1302898 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 2/01/2054<br>| &nbsp;&nbsp; 1404484 |
| 197342 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 2/01/2054<br>| &nbsp;&nbsp; 208490 |
| 196701 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 2/01/2054<br>| &nbsp;&nbsp; 207941 |
| 2492741 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 4/01/2054<br>| &nbsp;&nbsp; 2653977 |
| 1719393 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 6/01/2054<br>| &nbsp;&nbsp; 1830609 |
| 4743166 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 10/01/2054<br>| &nbsp;&nbsp; 5112997 |
| 4482653 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.500%, 1/01/2054<br>| &nbsp;&nbsp; 4861606 |
| 108431 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 8.000%, 2/01/2054<br>| &nbsp;&nbsp; 115903 |
| 7985265 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 1.500%, 12/01/2050<br>| &nbsp;&nbsp; 6167868 |
| 32690094 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 1.500%, 3/01/2051<br>| &nbsp;&nbsp; 25235614 |
| 2734088 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 1.500%, 3/01/2051<br>| &nbsp;&nbsp; 2116353 |
| 4223275 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 1.500%, 9/01/2051<br>| &nbsp;&nbsp; 3262531 |
| 6563378 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 1.500%, 10/01/2051<br>| &nbsp;&nbsp; 5066575 |
| 43421148 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 5/01/2037<br>| &nbsp;&nbsp; 40192569 |
| 11177956 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 12/01/2050<br>| &nbsp;&nbsp; 9047159 |
| 7039492 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 12/01/2050<br>| &nbsp;&nbsp; 5697528 |
| 5276201 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 12/01/2050<br>| &nbsp;&nbsp; 4277802 |
| 27577091 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 1/01/2051<br>| &nbsp;&nbsp; 22319850 |
| 1733458 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 2/01/2051<br>| &nbsp;&nbsp; 1401940 |
| 1355507 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 11/01/2051<br>| &nbsp;&nbsp; 1100435 |
| 18685847 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 12/01/2051<br>| &nbsp;&nbsp; 15163785 |
| 1415698 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 1/01/2052<br>| &nbsp;&nbsp; 1148411 |
| 23585791 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 2/01/2052<br>| &nbsp;&nbsp; 19080063 |
| 23489150 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 2/01/2052<br>| &nbsp;&nbsp; 19046654 |
| 6611229 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 2/01/2052<br>| &nbsp;&nbsp; 5356468 |
| 14847624 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 3/01/2052<br>| &nbsp;&nbsp; 12008066 |
| 13837362 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 3/01/2052<br>| &nbsp;&nbsp; 11218274 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $70976257 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 6/01/2052<br>| &nbsp;&nbsp; $57402286 |
| 16698347 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 1/01/2052<br>| &nbsp;&nbsp; 14124695 |
| 6586687 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 9/01/2061<br>| &nbsp;&nbsp; 5423509 |
| 33463036 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 12/01/2061<br>| &nbsp;&nbsp; 27553573 |
| 129531657 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 3/01/2062<br>| &nbsp;&nbsp; 106657078 |
| 72517467 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 3/01/2062<br>| &nbsp;&nbsp; 59583251 |
| 44971560 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 3/01/2062<br>| &nbsp;&nbsp; 37029697 |
| 28053827 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 3/01/2062<br>| &nbsp;&nbsp; 23065520 |
| 26589124 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 3/01/2062<br>| &nbsp;&nbsp; 21893418 |
| 58921788 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 4/01/2062<br>| &nbsp;&nbsp; 48444787 |
| 27363834 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 5/01/2062<br>| &nbsp;&nbsp; 22498216 |
| 74457081 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 6/01/2062<br>| &nbsp;&nbsp; 61307386 |
| 38190183 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 12/01/2062<br>| &nbsp;&nbsp; 31445307 |
| 26378476 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 9/01/2063<br>| &nbsp;&nbsp; 21719348 |
| 9982498 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 9/01/2063<br>| &nbsp;&nbsp; 8219321 |
| 43414516 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 9/01/2062<br>| &nbsp;&nbsp; 37498973 |
| 5824994 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 3/01/2063<br>| &nbsp;&nbsp; 5043018 |
| 23972993 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 6/01/2063<br>| &nbsp;&nbsp; 20706440 |
| 19343896 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 6/01/2063<br>| &nbsp;&nbsp; 16747167 |
| 7135954 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 6/01/2064<br>| &nbsp;&nbsp; 6177941 |
| 4747335 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 5/01/2052<br>| &nbsp;&nbsp; 4316871 |
| 22865696 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 6/01/2062<br>| &nbsp;&nbsp; 20862428 |
| 10186151 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 9/01/2062<br>| &nbsp;&nbsp; 9255555 |
| 33374927 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 12/01/2062<br>| &nbsp;&nbsp; 30325578 |
| 27200186 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 12/01/2062<br>| &nbsp;&nbsp; 24714991 |
| 17462151 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 6/01/2063<br>| &nbsp;&nbsp; 15915916 |
| 4552308 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 12/01/2063<br>| &nbsp;&nbsp; 4149090 |
| 24110063 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 6/01/2064<br>| &nbsp;&nbsp; 21974345 |
| 2401414 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 9/01/2041<br>| &nbsp;&nbsp; 2348834 |
| 1139868 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 8/01/2042<br>| &nbsp;&nbsp; 1114789 |
| 254667 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 11/01/2044<br>| &nbsp;&nbsp; 247447 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $605552 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 2/01/2045<br>| &nbsp;&nbsp; $585978 |
| 375317 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 4/01/2047<br>| &nbsp;&nbsp; 362872 |
| 273122 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 4/01/2047<br>| &nbsp;&nbsp; 263630 |
| 821992 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 11/01/2047<br>| &nbsp;&nbsp; 789080 |
| 274267 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 12/01/2047<br>| &nbsp;&nbsp; 263457 |
| 403485 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 3/01/2048<br>| &nbsp;&nbsp; 385109 |
| 770816 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 6/01/2048<br>| &nbsp;&nbsp; 735710 |
| 94462 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 2/01/2050<br>| &nbsp;&nbsp; 90411 |
| 6996491 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 6/01/2052<br>| &nbsp;&nbsp; 6677133 |
| 4223194 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 7/01/2052<br>| &nbsp;&nbsp; 4025493 |
| 4082039 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 8/01/2052<br>| &nbsp;&nbsp; 3892227 |
| 1355699 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 11/01/2052<br>| &nbsp;&nbsp; 1289385 |
| 28434 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 8/01/2043<br>| &nbsp;&nbsp; 28214 |
| 85279 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 3/01/2044<br>| &nbsp;&nbsp; 85067 |
| 75319 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 5/01/2044<br>| &nbsp;&nbsp; 74507 |
| 1139168 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 1/01/2045<br>| &nbsp;&nbsp; 1137541 |
| 118052 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 1/01/2045<br>| &nbsp;&nbsp; 117116 |
| 421881 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 7/01/2045<br>| &nbsp;&nbsp; 416404 |
| 223900 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 8/01/2045<br>| &nbsp;&nbsp; 222195 |
| 122981 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 8/01/2045<br>| &nbsp;&nbsp; 122755 |
| 270891 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 10/01/2045<br>| &nbsp;&nbsp; 269079 |
| 503672 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 11/01/2045<br>| &nbsp;&nbsp; 502746 |
| 358479 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 3/01/2046<br>| &nbsp;&nbsp; 358461 |
| 12921 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 7/01/2046<br>| &nbsp;&nbsp; 12897 |
| 319341 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 9/01/2046<br>| &nbsp;&nbsp; 318076 |
| 224789 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 2/01/2047<br>| &nbsp;&nbsp; 222787 |
| 532372 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 5/01/2047<br>| &nbsp;&nbsp; 525204 |
| 303656 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 7/01/2048<br>| &nbsp;&nbsp; 301595 |
| 1189534 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 8/01/2048<br>| &nbsp;&nbsp; 1181462 |
| 265471 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 10/01/2049<br>| &nbsp;&nbsp; 262040 |
| 8257503 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 3/01/2053<br>| &nbsp;&nbsp; 8061709 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $9643693 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 4/01/2053<br>| &nbsp;&nbsp; $9429465 |
| 1153383 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.000%, 7/01/2048<br>| &nbsp;&nbsp; 1172372 |
| 527279 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.000%, 8/01/2048<br>| &nbsp;&nbsp; 535743 |
| 296363 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.000%, 9/01/2048<br>| &nbsp;&nbsp; 300206 |
| 2024053 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.000%, 1/01/2049<br>| &nbsp;&nbsp; 2052869 |
| 757208 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.000%, 3/01/2049<br>| &nbsp;&nbsp; 767954 |
| 3287701 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.000%, 5/01/2053<br>| &nbsp;&nbsp; 3325968 |
| 1962797 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.500%, 4/01/2050<br>| &nbsp;&nbsp; 2023058 |
| 861503 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.500%, 7/01/2053<br>| &nbsp;&nbsp; 876203 |
| 662704 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.500%, 7/01/2053<br>| &nbsp;&nbsp; 675924 |
| 11358 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 8/01/2034<br>| &nbsp;&nbsp; 11843 |
| 46531 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 1/01/2037<br>| &nbsp;&nbsp; 48812 |
| 1175489 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 5/01/2049<br>| &nbsp;&nbsp; 1233944 |
| 2063870 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 2145106 |
| 1378504 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 1438176 |
| 1016932 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 1056813 |
| 901130 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 940893 |
| 882654 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 6/01/2053<br>| &nbsp;&nbsp; 922769 |
| 874615 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 6/01/2053<br>| &nbsp;&nbsp; 904906 |
| 9834516 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 10119023 |
| 2638133 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 2747968 |
| 1041284 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 1082329 |
| 630192 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 656374 |
| 427189 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 441985 |
| 1351023 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 8/01/2053<br>| &nbsp;&nbsp; 1402866 |
| 1309991 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 8/01/2053<br>| &nbsp;&nbsp; 1355008 |
| 917155 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 8/01/2053<br>| &nbsp;&nbsp; 958393 |
| 805 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.500%, 1/01/2029<br>| &nbsp;&nbsp; 835 |
| 484 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.500%, 5/01/2031<br>| &nbsp;&nbsp; 502 |
| 3568059 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.500%, 8/01/2053<br>| &nbsp;&nbsp; 3748943 |
| 2394773 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.500%, 8/01/2053<br>| &nbsp;&nbsp; 2547532 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $18829372 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.500%, 7/01/2054<br>| &nbsp;&nbsp; $19967220 |
| 4575 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.000%, 10/01/2030<br>| &nbsp;&nbsp; 4804 |
| 3050 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.000%, 10/01/2030<br>| &nbsp;&nbsp; 3203 |
| 725262 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.000%, 10/01/2053<br>| &nbsp;&nbsp; 768482 |
| 302784 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.000%, 10/01/2053<br>| &nbsp;&nbsp; 319835 |
| 1195278 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.000%, 11/01/2053<br>| &nbsp;&nbsp; 1261960 |
| 1631886 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.000%, 3/01/2054<br>| &nbsp;&nbsp; 1718938 |
| 7462285 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.000%, 6/01/2055<br>| &nbsp;&nbsp; 7870233 |
| 4540636 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.000%, 6/01/2055<br>| &nbsp;&nbsp; 4895221 |
| 2877 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.500%, 7/01/2030<br>| &nbsp;&nbsp; 2961 |
| 1648 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.500%, 2/01/2032<br>| &nbsp;&nbsp; 1671 |
| 211655 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 8.000%, 1/01/2054<br>| &nbsp;&nbsp; 226933 |
| 59066 | &nbsp;&nbsp; Government National Mortgage Association, <br> 5.500%, 4/15/2038<br>| &nbsp;&nbsp; 62082 |
| 3405 | &nbsp;&nbsp; Government National Mortgage Association, <br> 6.000%, 1/15/2029<br>| &nbsp;&nbsp; 3466 |
| 3283 | &nbsp;&nbsp; Government National Mortgage Association, <br> 6.000%, 4/15/2038<br>| &nbsp;&nbsp; 3455 |
| 1254 | &nbsp;&nbsp; Government National Mortgage Association, <br> 6.500%, 1/15/2029<br>| &nbsp;&nbsp; 1270 |
| 1726 | &nbsp;&nbsp; Government National Mortgage Association, <br> 6.500%, 2/15/2031<br>| &nbsp;&nbsp; 1769 |
| 1361 | &nbsp;&nbsp; Government National Mortgage Association, <br> 6.500%, 9/15/2032<br>| &nbsp;&nbsp; 1391 |
| 1149 | &nbsp;&nbsp; Government National Mortgage Association, <br> 6.500%, 9/15/2032<br>| &nbsp;&nbsp; 1189 |
| 169 | &nbsp;&nbsp; Government National Mortgage Association, <br> 7.500%, 7/15/2030<br>| &nbsp;&nbsp; 172 |
| 20931000 | &nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA, <br> 3.000%, 1/01/2056(d)<br>| &nbsp;&nbsp; 18510036 |
| 13314000 | &nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA, <br> 3.500%, 2/01/2056(d)<br>| &nbsp;&nbsp; 12266043 |
|  |  | &nbsp;&nbsp; 1451902001 |
|  | **Natural Gas — 0.0%** | **Natural Gas — 0.0%** |
| 2701000 | Boston Gas Co., 3.001%, 8/01/2029(a) | &nbsp;&nbsp; 2581053 |
|  | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 1.3%** | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 1.3%** |
| 1531640 | &nbsp;&nbsp; Bank, Series 2019-BN16, Class A4, <br> 4.005%, 2/15/2052<br>| &nbsp;&nbsp; 1518495 |
| 3409380 | &nbsp;&nbsp; Bank, Series 2019-BN20, Class A3, <br> 3.011%, 9/15/2062<br>| &nbsp;&nbsp; 3225517 |
| 12696152 | &nbsp;&nbsp; Bank, Series 2019-BN22, Class A4, <br> 2.978%, 11/15/2062<br>| &nbsp;&nbsp; 12041266 |
| 6138240 | &nbsp;&nbsp; Bank, Series 2019-BN24, Class A3, <br> 2.960%, 11/15/2062<br>| &nbsp;&nbsp; 5815577 |
| 7135000 | &nbsp;&nbsp; BPR Trust, Series 2021-NRD, Class A, 1 mo. <br> USD SOFR + 1.525%, 5.276%, 12/15/2038(a)(b)<br>| &nbsp;&nbsp; 7086132 |
| 14179842 | &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, <br> Series 2019-C7, Class A4, 3.102%, 12/15/2072<br>| &nbsp;&nbsp; 13492145 |

---

------

---

| | | |
|:---|:---|:---|
| **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** |
| $7070071 | &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, <br> Series 2019-GC43, Class A4, 3.038%, 11/10/2052<br>| &nbsp;&nbsp; $6669992 |
| 8877514 | &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, <br> Series 2020-GC46, Class A5, 2.717%, 2/15/2053<br>| &nbsp;&nbsp; 8257611 |
| 552613 | &nbsp;&nbsp; Commercial Mortgage Trust, Series 2010-C1, <br> Class D, 5.792%, 7/10/2046(a)(b)<br>| &nbsp;&nbsp; 548284 |
| 2112208 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class A1, <br> 3.304%, 9/15/2037(a)<br>| &nbsp;&nbsp; 1940299 |
| 11367000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class A2, <br> 3.953%, 9/15/2037(a)<br>| &nbsp;&nbsp; 10441651 |
| 8025000 | &nbsp;&nbsp; DC Commercial Mortgage Trust, <br> Series 2023-DC, Class A, 6.314%, 9/12/2040(a)<br>| &nbsp;&nbsp; 8262276 |
| 1985000 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2025-ESH, Class A, 1 mo. USD SOFR + <br> 1.300%, 5.050%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; 1988099 |
| 5627003 | &nbsp;&nbsp; GS Mortgage Securities Trust, <br> Series 2011-GC5, Class C, <br> 5.166%, 8/10/2044(a)(b)<br>| &nbsp;&nbsp; 5066775 |
| 6596065 | &nbsp;&nbsp; GS Mortgage Securities Trust, <br> Series 2020-GC45, Class A5, 2.911%, 2/13/2053<br>| &nbsp;&nbsp; 6212729 |
| 7180000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class A, <br> 1 mo. USD SOFR + 1.600%, <br> 5.350%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; 7177748 |
| 3055092 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2011-C4, Class D, <br> 4.984%, 6/15/2044(a)(b)<br>| &nbsp;&nbsp; 3004072 |
|  |  | &nbsp;&nbsp; 102748668 |
|  | **Other REITs — 0.4%** | **Other REITs — 0.4%** |
| 4740000 | EPR Properties, 3.600%, 11/15/2031 | &nbsp;&nbsp; 4392785 |
| 6226000 | &nbsp;&nbsp; Starwood Property Trust, Inc., <br> 5.250%, 10/15/2028(a)<br>| &nbsp;&nbsp; 6271275 |
| 11436000 | &nbsp;&nbsp; Starwood Property Trust, Inc., <br> 5.750%, 1/15/2031(a)<br>| &nbsp;&nbsp; 11558924 |
| 6970000 | &nbsp;&nbsp; Starwood Property Trust, Inc., <br> 6.500%, 7/01/2030(a)<br>| &nbsp;&nbsp; 7270463 |
|  |  | &nbsp;&nbsp; 29493447 |
|  | **Paper — 0.2%** | **Paper — 0.2%** |
| 6585000 | &nbsp;&nbsp; Celulosa Arauco y Constitucion SA, <br> 6.180%, 5/05/2032(a)<br>| &nbsp;&nbsp; 6796049 |
| 10225000 | Klabin Austria GmbH, 7.000%, 4/03/2049(a) | &nbsp;&nbsp; 10693999 |
|  |  | &nbsp;&nbsp; 17490048 |
|  | **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** |
| 11526000 | Amgen, Inc., 5.750%, 3/02/2063 | &nbsp;&nbsp; 11245711 |
| 4783000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 3.150%, 10/01/2026<br>| &nbsp;&nbsp; 4727785 |
| 2215000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 6.000%, 12/01/2032<br>| &nbsp;&nbsp; 2324661 |
| 1903000 | Viatris, Inc., 4.000%, 6/22/2050 | &nbsp;&nbsp; 1267328 |
|  |  | &nbsp;&nbsp; 19565485 |
|  | **Property & Casualty Insurance — 0.3%** | **Property & Casualty Insurance — 0.3%** |
| 18045000 | Ardonagh Finco Ltd., 7.750%, 2/15/2031(a) | &nbsp;&nbsp; 18917562 |
| 6815000 | &nbsp;&nbsp; Liberty Mutual Group, Inc., <br> 3.950%, 5/15/2060(a)<br>| &nbsp;&nbsp; 4722055 |
|  |  | &nbsp;&nbsp; 23639617 |
|  | **Refining — 0.2%** | **Refining — 0.2%** |
| 7720000 | Raizen Fuels Finance SA, 6.450%, 3/05/2034(a) | &nbsp;&nbsp; 6336962 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Refining — continued** | **Refining — continued** |
| $3475000 | Raizen Fuels Finance SA, 6.950%, 3/05/2054(a) | &nbsp;&nbsp; $2633007 |
| 1275000 | &nbsp;&nbsp; Thaioil Treasury Center Co. Ltd., <br> 3.750%, 6/18/2050(a)<br>| &nbsp;&nbsp; 932258 |
| 6137000 | &nbsp;&nbsp; Thaioil Treasury Center Co. Ltd., <br> 4.875%, 1/23/2043(a)<br>| &nbsp;&nbsp; 5453461 |
|  |  | &nbsp;&nbsp; 15355688 |
|  | **Retailers — 0.7%** | **Retailers — 0.7%** |
| 13655000 | Dick's Sporting Goods, Inc., 4.100%, 1/15/2052 | &nbsp;&nbsp; 9977137 |
| 5110000 | &nbsp;&nbsp; El Puerto de Liverpool SAB de CV, <br> 6.255%, 1/22/2032(a)<br>| &nbsp;&nbsp; 5458873 |
| 9715000 | &nbsp;&nbsp; El Puerto de Liverpool SAB de CV, <br> 6.658%, 1/22/2037(a)<br>| &nbsp;&nbsp; 10394078 |
| 9285000 | Falabella SA, 3.375%, 1/15/2032(a) | &nbsp;&nbsp; 8283148 |
| 8382000 | Lithia Motors, Inc., 4.375%, 1/15/2031(a) | &nbsp;&nbsp; 8055794 |
| 13950000 | MercadoLibre, Inc., 4.900%, 1/15/2033 | &nbsp;&nbsp; 13811738 |
|  |  | &nbsp;&nbsp; 55980768 |
|  | **Sovereigns — 0.9%** | **Sovereigns — 0.9%** |
| 21360000 | &nbsp;&nbsp; Chile Government International Bonds, <br> 5.650%, 1/13/2037<br>| &nbsp;&nbsp; 22558296 |
| 2931000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 8.000%, 11/14/2035<br>| &nbsp;&nbsp; 3122981 |
| 12845000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 5.375%, 3/22/2033<br>| &nbsp;&nbsp; 12729395 |
| 7280000 | &nbsp;&nbsp; Republic of South Africa Government <br> International Bonds, 7.100%, 11/19/2036(a)<br>| &nbsp;&nbsp; 7817555 |
| 14320000 | &nbsp;&nbsp; Republic of South Africa Government <br> International Bonds, 7.300%, 4/20/2052<br>| &nbsp;&nbsp; 14429978 |
| 8520000 | &nbsp;&nbsp; Saudi Government International Bonds, <br> 5.625%, 1/13/2035(a)<br>| &nbsp;&nbsp; 9031410 |
|  |  | &nbsp;&nbsp; 69689615 |
|  | **Supermarkets — 0.1%** | **Supermarkets — 0.1%** |
| 7245000 | Kroger Co., 5.500%, 9/15/2054 | &nbsp;&nbsp; 6899422 |
|  | **Technology — 1.8%** | **Technology — 1.8%** |
| 7535000 | Broadcom, Inc., 3.137%, 11/15/2035(a) | &nbsp;&nbsp; 6489036 |
| 12854000 | Corning, Inc., 5.450%, 11/15/2079 | &nbsp;&nbsp; 11741589 |
| 3374000 | Equifax, Inc., 7.000%, 7/01/2037 | &nbsp;&nbsp; 3799556 |
| 2315000 | Flex Ltd., 5.250%, 1/15/2032 | &nbsp;&nbsp; 2359727 |
| 15011000 | &nbsp;&nbsp; Hewlett Packard Enterprise Co., <br> 6.200%, 10/15/2035<br>| &nbsp;&nbsp; 16221568 |
| 9801000 | Iron Mountain, Inc., 4.500%, 2/15/2031(a) | &nbsp;&nbsp; 9342876 |
| 5460000 | Jabil, Inc., 3.000%, 1/15/2031 | &nbsp;&nbsp; 5087257 |
| 3200000 | Jabil, Inc., 5.450%, 2/01/2029 | &nbsp;&nbsp; 3303364 |
| 3170000 | Micron Technology, Inc., 5.650%, 11/01/2032 | &nbsp;&nbsp; 3332125 |
| 12565000 | Micron Technology, Inc., 5.800%, 1/15/2035 | &nbsp;&nbsp; 13241431 |
| 2265000 | Micron Technology, Inc., 6.050%, 11/01/2035 | &nbsp;&nbsp; 2416531 |
| 15026000 | Oracle Corp., 4.100%, 3/25/2061 | &nbsp;&nbsp; 9678891 |
| 19100000 | Oracle Corp., 4.800%, 9/26/2032 | &nbsp;&nbsp; 18439561 |
| 39000 | &nbsp;&nbsp; Science Applications International Corp., <br> 4.875%, 4/01/2028(a)<br>| &nbsp;&nbsp; 38897 |
| 7579000 | &nbsp;&nbsp; Sensata Technologies, Inc., <br> 3.750%, 2/15/2031(a)<br>| &nbsp;&nbsp; 7112710 |
| 13135000 | TD SYNNEX Corp., 5.300%, 10/10/2035 | &nbsp;&nbsp; 13006569 |
| 3750000 | TD SYNNEX Corp., 6.100%, 4/12/2034 | &nbsp;&nbsp; 3962478 |
| 12817000 | Ziff Davis, Inc., 4.625%, 10/15/2030(a) | &nbsp;&nbsp; 12173010 |
|  |  | &nbsp;&nbsp; 141747176 |
|  | **Treasuries — 38.5%** | **Treasuries — 38.5%** |
| 482,247(e)<br>| &nbsp;&nbsp; Brazil Notas do Tesouro Nacional, <br> 10.000%, 1/01/2033, (BRL)<br>| &nbsp;&nbsp; 74385966 |
| 7,209,365(f)<br>| Mexico Bonos, 8.500%, 5/31/2029, (MXN) | &nbsp;&nbsp; 40403271 |
| 154795000 | U.S. Treasury Bonds, 1.750%, 8/15/2041 | &nbsp;&nbsp; 104444298 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Treasuries — continued** | **Treasuries — continued** |
| $233410000 | U.S. Treasury Bonds, 2.000%, 11/15/2041 | &nbsp;&nbsp; $162903769 |
| 71990000 | U.S. Treasury Bonds, 2.375%, 2/15/2042 | &nbsp;&nbsp; 52991389 |
| 66935000 | U.S. Treasury Bonds, 3.000%, 11/15/2044 | &nbsp;&nbsp; 51764810 |
| 46925000 | U.S. Treasury Bonds, 3.250%, 5/15/2042 | &nbsp;&nbsp; 39134717 |
| 14770000 | U.S. Treasury Bonds, 3.375%, 8/15/2042 | &nbsp;&nbsp; 12480650 |
| 33895000 | U.S. Treasury Bonds, 3.625%, 2/15/2053 | &nbsp;&nbsp; 27441710 |
| 15860000 | U.S. Treasury Bonds, 3.875%, 2/15/2043 | &nbsp;&nbsp; 14267805 |
| 72190000 | U.S. Treasury Bonds, 3.875%, 5/15/2043 | &nbsp;&nbsp; 64759506 |
| 5900000 | U.S. Treasury Bonds, 4.125%, 8/15/2044 | &nbsp;&nbsp; 5414863 |
| 98135000 | U.S. Treasury Bonds, 4.125%, 8/15/2053 | &nbsp;&nbsp; 86872476 |
| 24415000 | U.S. Treasury Bonds, 4.250%, 2/15/2054 | &nbsp;&nbsp; 22072686 |
| 30790000 | U.S. Treasury Bonds, 4.500%, 2/15/2044 | &nbsp;&nbsp; 29786920 |
| 123020000 | U.S. Treasury Bonds, 4.500%, 11/15/2054 | &nbsp;&nbsp; 116032848 |
| 2640000 | U.S. Treasury Bonds, 4.625%, 5/15/2044 | &nbsp;&nbsp; 2591944 |
| 6140000 | U.S. Treasury Bonds, 4.625%, 11/15/2044 | &nbsp;&nbsp; 6016720 |
| 4615000 | U.S. Treasury Bonds, 4.625%, 5/15/2054 | &nbsp;&nbsp; 4444642 |
| 38444000 | U.S. Treasury Bonds, 4.625%, 11/15/2055 | &nbsp;&nbsp; 37038391 |
| 12405000 | U.S. Treasury Bonds, 4.750%, 11/15/2043 | &nbsp;&nbsp; 12406454 |
| 6305800 | U.S. Treasury Bonds, 4.750%, 5/15/2055 | &nbsp;&nbsp; 6196434 |
| 4920000 | U.S. Treasury Bonds, 4.750%, 8/15/2055 | &nbsp;&nbsp; 4836975 |
| 26550000 | U.S. Treasury Notes, 2.750%, 8/15/2032 | &nbsp;&nbsp; 24748541 |
| 1135000 | U.S. Treasury Notes, 2.875%, 5/15/2032 | &nbsp;&nbsp; 1070181 |
| 18801400 | U.S. Treasury Notes, 3.125%, 8/31/2029 | &nbsp;&nbsp; 18484126 |
| 147004900 | U.S. Treasury Notes, 3.375%, 5/15/2033 | &nbsp;&nbsp; 141325688 |
| 23554000 | U.S. Treasury Notes, 3.500%, 11/30/2030 | &nbsp;&nbsp; 23316620 |
| 127735000 | U.S. Treasury Notes, 3.500%, 2/15/2033 | &nbsp;&nbsp; 124137464 |
| 400595000 | U.S. Treasury Notes, 3.625%, 8/31/2027 | &nbsp;&nbsp; 401486949 |
| 31760000 | U.S. Treasury Notes, 3.625%, 3/31/2028 | &nbsp;&nbsp; 31844362 |
| 158967300 | U.S. Treasury Notes, 3.625%, 9/30/2030 | &nbsp;&nbsp; 158352543 |
| 12800000 | U.S. Treasury Notes, 3.625%, 10/31/2030 | &nbsp;&nbsp; 12746000 |
| 102918000 | U.S. Treasury Notes, 3.625%, 12/31/2030 | &nbsp;&nbsp; 102427532 |
| 5970000 | U.S. Treasury Notes, 3.750%, 8/31/2031 | &nbsp;&nbsp; 5950178 |
| 104940000 | U.S. Treasury Notes, 3.750%, 10/31/2032 | &nbsp;&nbsp; 103775822 |
| 22455000 | U.S. Treasury Notes, 3.875%, 12/31/2027 | &nbsp;&nbsp; 22622535 |
| 80785000 | U.S. Treasury Notes, 3.875%, 3/15/2028 | &nbsp;&nbsp; 81435067 |
| 39128100 | U.S. Treasury Notes, 3.875%, 8/31/2032 | &nbsp;&nbsp; 39025694 |
| 12737000 | U.S. Treasury Notes, 3.875%, 9/30/2032 | &nbsp;&nbsp; 12697694 |
| 68182000 | U.S. Treasury Notes, 3.875%, 12/31/2032 | &nbsp;&nbsp; 67883704 |
| 22321000 | U.S. Treasury Notes, 3.875%, 8/15/2033 | &nbsp;&nbsp; 22135282 |
| 135680000 | U.S. Treasury Notes, 4.000%, 4/30/2032 | &nbsp;&nbsp; 136559801 |
| 168940000 | U.S. Treasury Notes, 4.000%, 6/30/2032 | &nbsp;&nbsp; 169910086 |
| 21592000 | U.S. Treasury Notes, 4.000%, 7/31/2032 | &nbsp;&nbsp; 21705021 |
| 22801000 | U.S. Treasury Notes, 4.000%, 11/15/2035 | &nbsp;&nbsp; 22473236 |
| 13580000 | U.S. Treasury Notes, 4.125%, 3/31/2032 | &nbsp;&nbsp; 13766194 |
| 6835000 | U.S. Treasury Notes, 4.125%, 5/31/2032 | &nbsp;&nbsp; 6924709 |
| 92710000 | U.S. Treasury Notes, 4.125%, 11/15/2032 | &nbsp;&nbsp; 93771095 |
| 5795000 | U.S. Treasury Notes, 4.250%, 6/30/2029 | &nbsp;&nbsp; 5917465 |
| 102955000 | U.S. Treasury Notes, 4.250%, 8/15/2035 | &nbsp;&nbsp; 103694989 |
| 1615551591 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 8.250%, 5/21/2031, (UYU)<br>| &nbsp;&nbsp; 42653375 |
| 176060000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 8.500%, 3/15/2028, (UYU)(a)<br>| &nbsp;&nbsp; 4594555 |
| 93095000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 8.500%, 3/15/2028, (UYU)<br>| &nbsp;&nbsp; 2429456 |
| 1006075000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 9.750%, 7/20/2033, (UYU)<br>| &nbsp;&nbsp; 28919472 |
|  |  | &nbsp;&nbsp; 3027474680 |
|  | **Wireless — 0.4%** | **Wireless — 0.4%** |
| 983000 | Crown Castle, Inc., 4.150%, 7/01/2050 | &nbsp;&nbsp; 762936 |
| 3360000 | &nbsp;&nbsp; Empresa Nacional de Telecomunicaciones SA, <br> 3.050%, 9/14/2032(a)<br>| &nbsp;&nbsp; 3002309 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Wireless — continued** | **Wireless — continued** |
| $5452000 | &nbsp;&nbsp; Millicom International Cellular SA, <br> 4.500%, 4/27/2031(a)<br>| &nbsp;&nbsp; $5078292 |
| 15325000 | &nbsp;&nbsp; Sitios Latinoamerica SAB de CV, <br> 5.375%, 4/04/2032(a)<br>| &nbsp;&nbsp; 15376185 |
| 4605000 | &nbsp;&nbsp; Sitios Latinoamerica SAB de CV, <br> 6.000%, 11/25/2029(a)<br>| &nbsp;&nbsp; 4773083 |
|  |  | &nbsp;&nbsp; 28992805 |
|  | **Wirelines — 0.3%** | **Wirelines — 0.3%** |
| 7956000 | AT&T, Inc., 3.500%, 9/15/2053 | &nbsp;&nbsp; 5324348 |
| 2205000 | AT&T, Inc., 3.550%, 9/15/2055 | &nbsp;&nbsp; 1467741 |
| 12326000 | AT&T, Inc., 3.650%, 9/15/2059 | &nbsp;&nbsp; 8128497 |
| 7539000 | AT&T, Inc., 3.800%, 12/01/2057 | &nbsp;&nbsp; 5185639 |
|  |  | &nbsp;&nbsp; 20106225 |
|  | &nbsp;&nbsp; Total Non-Convertible Bonds <br>(Identified Cost $7,235,905,930)<br>| &nbsp;&nbsp; 6969971394 |
| **Municipals — 0.1%** | **Municipals — 0.1%** | **Municipals — 0.1%** |
|  | **Virginia — 0.1%** | **Virginia — 0.1%** |
| 12785000 | &nbsp;&nbsp; University of Virginia, 3.227%, 9/01/2119 <br>(Identified Cost $12,785,000)<br>| &nbsp;&nbsp; 7302917 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $7,248,690,930)<br>| &nbsp;&nbsp; 6977274311 |
| **Collateralized Loan Obligations — 5.4%** | **Collateralized Loan Obligations — 5.4%** | **Collateralized Loan Obligations — 5.4%** |
| 3395000 | &nbsp;&nbsp; 37 Capital CLO 1 Ltd., Series 2021-1A, Class D, <br> 3 mo. USD SOFR + 3.782%, <br> 7.686%, 10/15/2034(a)(b)<br>| &nbsp;&nbsp; 3347867 |
| 3470000 | &nbsp;&nbsp; 37 Capital CLO 3 Ltd., Series 2023-1A, <br> Class A1R, 3 mo. USD SOFR + 1.500%, <br> 5.405%, 7/15/2038(a)(b)<br>| &nbsp;&nbsp; 3485532 |
| 4230000 | &nbsp;&nbsp; 37 Capital CLO 4 Ltd., Series 2023-2A, <br> Class D1R, 3 mo. USD SOFR + 2.750%, <br> 6.655%, 4/15/2035(a)(b)<br>| &nbsp;&nbsp; 4154160 |
| 2365000 | &nbsp;&nbsp; 37 Capital CLO II Ltd., Series 2022-1A, <br> Class CR, 3 mo. USD SOFR + 2.200%, <br> 6.105%, 7/15/2034(a)(b)<br>| &nbsp;&nbsp; 2365944 |
| 2905000 | &nbsp;&nbsp; 37 Capital CLO II Ltd., Series 2022-1A, <br> Class DR, 3 mo. USD SOFR + 3.400%, <br> 7.305%, 7/15/2034(a)(b)<br>| &nbsp;&nbsp; 2905035 |
| 1815000 | &nbsp;&nbsp; 720 East CLO IV Ltd., Series 2024-1A, Class C, <br> 3 mo. USD SOFR + 2.400%, <br> 6.305%, 4/15/2037(a)(b)<br>| &nbsp;&nbsp; 1820264 |
| 3500000 | &nbsp;&nbsp; 720 East CLO Ltd., Series 2022-1A, Class CR, <br> 3 mo. USD SOFR + 1.900%, <br> 5.784%, 1/20/2038(a)(b)<br>| &nbsp;&nbsp; 3511962 |
| 2740000 | &nbsp;&nbsp; 720 East CLO VII Ltd., Series 2025-7A, Class D1, <br> 3 mo. USD SOFR + 2.550%, <br> 6.434%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 2732098 |
| 6520000 | &nbsp;&nbsp; AGL CLO 30 Ltd., Series 2024-30RA, Class B, <br> 3 mo. USD SOFR + 2.050%, <br> 5.920%, 4/21/2037(a)(b)<br>| &nbsp;&nbsp; 6536391 |
| 2500000 | &nbsp;&nbsp; AGL CLO 42 Ltd., Series 2025-42A, Class A1, <br> 3 mo. USD SOFR + 1.300%, <br> 5.569%, 7/22/2038(a)(b)<br>| &nbsp;&nbsp; 2508095 |
| 5685000 | &nbsp;&nbsp; AGL CLO 44 Ltd., Series 2025-44A, Class D1, <br> 3 mo. USD SOFR + 2.500%, <br> 6.453%, 10/22/2037(a)(b)<br>| &nbsp;&nbsp; 5676069 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $1550000 | &nbsp;&nbsp; AGL CLO 7 Ltd., Series 2020-7A, Class D1R2, <br> 3 mo. USD SOFR + 2.800%, <br> 6.705%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; $1552846 |
| 1150000 | &nbsp;&nbsp; AIMCO CLO, Series 2018-BA, Class ARR, 3 mo. <br> USD SOFR + 1.500%, 5.394%, 4/16/2037(a)(b)<br>| &nbsp;&nbsp; 1153000 |
| 900000 | &nbsp;&nbsp; Allegro CLO XIV Ltd., Series 2021-2A, <br> Class D1R, 3 mo. USD SOFR + 2.950%, <br> 6.855%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 900283 |
| 3140000 | &nbsp;&nbsp; Anchorage Capital CLO 15 Ltd., <br> Series 2020-15A, Class A1R2, 3 mo. USD SOFR <br> + 1.410%, 5.621%, 7/20/2038(a)(b)<br>| &nbsp;&nbsp; 3153345 |
| 940000 | &nbsp;&nbsp; Anchorage Capital CLO 28 Ltd., <br> Series 2024-28A, Class B, 3 mo. USD SOFR + <br> 2.250%, 6.134%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 941073 |
| 4125000 | &nbsp;&nbsp; Anchorage Capital CLO 29 Ltd., <br> Series 2024-29A, Class B1, 3 mo. USD SOFR + <br> 2.150%, 6.034%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 4134974 |
| 2935000 | &nbsp;&nbsp; Anchorage Capital CLO 30 Ltd., <br> Series 2024-30A, Class B, 3 mo. USD SOFR + <br> 1.750%, 5.634%, 1/20/2037(a)(b)<br>| &nbsp;&nbsp; 2938399 |
| 1735000 | &nbsp;&nbsp; Anchorage Capital CLO Ltd., Series 2020-15A, <br> Class DR2, 3 mo. USD SOFR + 3.420%, <br> 7.631%, 7/20/2038(a)(b)<br>| &nbsp;&nbsp; 1742667 |
| 1650000 | &nbsp;&nbsp; Atrium XV, Series 15A, Class B1R, 3 mo. USD <br> SOFR + 1.800%, 5.694%, 7/16/2037(a)(b)<br>| &nbsp;&nbsp; 1653825 |
| 2000000 | &nbsp;&nbsp; Atrium XV, Series 15A, Class D1R, 3 mo. USD <br> SOFR + 3.300%, 7.194%, 7/16/2037(a)(b)<br>| &nbsp;&nbsp; 1999904 |
| 5775000 | &nbsp;&nbsp; Bain Capital CLO Ltd., Series 2024-1A, Class B, <br> 3 mo. USD SOFR + 2.000%, <br> 5.894%, 4/16/2037(a)(b)<br>| &nbsp;&nbsp; 5785360 |
| 6715000 | &nbsp;&nbsp; Balboa Bay Loan Funding Ltd., Series 2024-2A, <br> Class A1, 3 mo. USD SOFR + 1.330%, <br> 5.214%, 1/20/2038(a)(b)<br>| &nbsp;&nbsp; 6725919 |
| 1400000 | &nbsp;&nbsp; Ballyrock CLO Ltd., Series 2019-1A, Class A2R, <br> 3 mo. USD SOFR + 1.812%, <br> 5.716%, 7/15/2032(a)(b)<br>| &nbsp;&nbsp; 1400895 |
| 3810000 | &nbsp;&nbsp; Barings CLO Ltd., Series 2018-2A, Class B2R, <br> 3 mo. USD SOFR + 1.750%, <br> 5.655%, 7/15/2036(a)(b)<br>| &nbsp;&nbsp; 3817917 |
| 1065000 | &nbsp;&nbsp; Battalion CLO VIII Ltd., Series 2015-8A, <br> Class BR3, 3 mo. USD SOFR + 1.250%, <br> 5.134%, 7/18/2030(a)(b)<br>| &nbsp;&nbsp; 1064275 |
| 400000 | &nbsp;&nbsp; Battalion CLO XIX Ltd., Series 2021-19A, <br> Class D, 3 mo. USD SOFR + 3.512%, <br> 7.416%, 4/15/2034(a)(b)<br>| &nbsp;&nbsp; 393108 |
| 5930000 | &nbsp;&nbsp; Battalion CLO XVI Ltd., Series 2019-16A, <br> Class CR2, 3 mo. USD SOFR + 2.000%, <br> 5.884%, 1/20/2038(a)(b)<br>| &nbsp;&nbsp; 5938035 |
| 4245000 | &nbsp;&nbsp; BCC Middle Market CLO LLC, Series 2019-1A, <br> Class A1RR, 3 mo. USD SOFR + 1.450%, <br> 5.355%, 7/15/2036(a)(b)<br>| &nbsp;&nbsp; 4246473 |
| 4215000 | &nbsp;&nbsp; BCC Middle Market CLO LLC, Series 2025-1A, <br> Class A1, 3 mo. USD SOFR + 1.620%, <br> 5.725%, 7/17/2037(a)(b)<br>| &nbsp;&nbsp; 4231148 |
| 2560000 | &nbsp;&nbsp; Benefit Street Partners CLO XXXVII Ltd., <br> Series 2024-37A, Class C, 3 mo. USD SOFR + <br> 1.850%, 5.708%, 1/25/2038(a)(b)<br>| &nbsp;&nbsp; 2563195 |
| 6890000 | &nbsp;&nbsp; Benefit Street Partners CLO XXXVIII Ltd., <br> Series 2024-38A, Class B, 3 mo. USD SOFR + <br> 1.650%, 5.508%, 1/25/2038(a)(b)<br>| &nbsp;&nbsp; 6915631 |
| 12085000 | &nbsp;&nbsp; Birch Grove CLO 11 Ltd., Series 2024-11A, <br> Class A1, 3 mo. USD SOFR + 1.360%, <br> 5.217%, 1/22/2038(a)(b)<br>| &nbsp;&nbsp; 12114850 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $2770000 | &nbsp;&nbsp; Birch Grove CLO 13 Ltd., Series 2025-13A, <br> Class D1, 3 mo. USD SOFR + 2.800%, <br> 6.957%, 10/23/2038(a)(b)<br>| &nbsp;&nbsp; $2776911 |
| 8450000 | &nbsp;&nbsp; Birch Grove CLO 6 Ltd., Series 2023-6A, <br> Class A1R, 3 mo. USD SOFR + 1.380%, <br> 5.751%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 8474488 |
| 4000000 | &nbsp;&nbsp; Birch Grove CLO 9 Ltd., Series 2024-9A, <br> Class C, 3 mo. USD SOFR + 2.000%, <br> 5.857%, 10/22/2037(a)(b)<br>| &nbsp;&nbsp; 4010652 |
| 1865000 | &nbsp;&nbsp; BlueMountain CLO XXIX Ltd., Series 2020-29A, <br> Class BR, 3 mo. USD SOFR + 2.012%, <br> 5.870%, 7/25/2034(a)(b)<br>| &nbsp;&nbsp; 1863165 |
| 3185000 | &nbsp;&nbsp; Bridge Street CLO III Ltd., Series 2022-1A, <br> Class CR, 3 mo. USD SOFR + 2.300%, <br> 6.184%, 10/20/2037(a)(b)<br>| &nbsp;&nbsp; 3201995 |
| 2430000 | &nbsp;&nbsp; Bridge Street CLO V Ltd., Series 2025-1A, <br> Class C1, 3 mo. USD SOFR + 1.950%, <br> 5.834%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 2432095 |
| 6805000 | &nbsp;&nbsp; Bryant Park Funding Ltd., Series 2024-22A, <br> Class A1, 3 mo. USD SOFR + 1.620%, <br> 5.525%, 4/15/2037(a)(b)<br>| &nbsp;&nbsp; 6812819 |
| 500000 | &nbsp;&nbsp; Canyon CLO Ltd., Series 2018-1A, Class B, <br> 3 mo. USD SOFR + 1.962%, <br> 5.866%, 7/15/2031(a)(b)<br>| &nbsp;&nbsp; 500506 |
| 545000 | &nbsp;&nbsp; Carlyle Global Market Strategies CLO Ltd., <br> Series 2015-5A, Class A2R4, 3 mo. USD SOFR + <br> 1.200%, 5.084%, 1/20/2032(a)(b)<br>| &nbsp;&nbsp; 545065 |
| 3799500 | &nbsp;&nbsp; CarVal CLO II Ltd., Series 2019-1A, Class DR2, <br> 3 mo. USD SOFR + 2.700%, <br> 6.584%, 4/20/2032(a)(b)<br>| &nbsp;&nbsp; 3790070 |
| 6485000 | &nbsp;&nbsp; CarVal CLO X-C Ltd., Series 2024-2A, Class A, <br> 3 mo. USD SOFR + 1.460%, <br> 5.344%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 6498619 |
| 1440000 | &nbsp;&nbsp; Cedar Funding VIII CLO Ltd., Series 2017-8A, <br> Class ARR, 3 mo. USD SOFR + 1.220%, <br> 5.102%, 1/17/2038(a)(b)<br>| &nbsp;&nbsp; 1438272 |
| 8815000 | &nbsp;&nbsp; Cerberus Loan Funding XLVII LLC, <br> Series 2024-3A, Class A, 3 mo. USD SOFR + <br> 1.750%, 5.655%, 7/15/2036(a)(b)<br>| &nbsp;&nbsp; 8836235 |
| 1695000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2014-4RA, Class CRR, <br> 3 mo. USD SOFR + 2.600%, <br> 6.482%, 1/17/2035(a)(b)<br>| &nbsp;&nbsp; 1695134 |
| 3235000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2019-7A, Class D1R, <br> 3 mo. USD SOFR + 2.700%, <br> 6.791%, 10/19/2038(a)(b)<br>| &nbsp;&nbsp; 3247969 |
| 2935000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2020-1A, Class BR, <br> 3 mo. USD SOFR + 1.912%, <br> 5.816%, 7/15/2036(a)(b)<br>| &nbsp;&nbsp; 2936338 |
| 7190000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2021-7A, Class DR, <br> 3 mo. USD SOFR + 2.700%, <br> 6.560%, 1/23/2035(a)(b)<br>| &nbsp;&nbsp; 7190841 |
| 7105000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2024-3A, Class B, <br> 3 mo. USD SOFR + 1.850%, <br> 5.720%, 7/21/2037(a)(b)<br>| &nbsp;&nbsp; 7122862 |
| 4210000 | &nbsp;&nbsp; Clover CLO LLC, Series 2018-1A, Class A1RR, <br> 3 mo. USD SOFR + 1.530%, <br> 5.414%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 4220260 |
| 7655000 | &nbsp;&nbsp; Crown City CLO III, Series 2021-1A, Class A1A, <br> 3 mo. USD SOFR + 1.432%, <br> 5.316%, 7/20/2034(a)(b)<br>| &nbsp;&nbsp; 7655490 |
| 2000000 | &nbsp;&nbsp; Diameter Capital CLO 11 Ltd., Series 2025-11A, <br> Class A, 3 mo. USD SOFR + 1.320%, <br> 5.596%, 7/20/2038(a)(b)<br>| &nbsp;&nbsp; 2004306 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $7555000 | &nbsp;&nbsp; Diameter Capital CLO 3 Ltd., Series 2022-3A, <br> Class A2R, 3 mo. USD SOFR + 1.700%, <br> 5.605%, 1/15/2038(a)(b)<br>| &nbsp;&nbsp; $7564285 |
| 1710000 | &nbsp;&nbsp; Dryden 53 CLO Ltd., Series 2017-53A, Class BR, <br> 3 mo. USD SOFR + 1.300%, <br> 5.205%, 1/15/2031(a)(b)<br>| &nbsp;&nbsp; 1710354 |
| 3575000 | &nbsp;&nbsp; Franklin Park Place CLO VI LLC, <br> Series 2025-1A, Class D1, 3 mo. USD SOFR + <br> 3.100%, 7.212%, 7/15/2038(a)(b)<br>| &nbsp;&nbsp; 3584359 |
| 1855000 | &nbsp;&nbsp; Garnet CLO 2 Ltd., Series 2025-2A, Class D1, <br> 3 mo. USD SOFR + 3.100%, <br> 7.181%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 1861267 |
| 6285000 | &nbsp;&nbsp; Garnet CLO 3 Ltd., Series 2025-3A, Class A1, <br> 3 mo. USD SOFR + 1.270%, <br> 5.190%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 6280286 |
| 3155000 | &nbsp;&nbsp; Garnet CLO Ltd., Series 2025-1A, Class A, 3 mo. <br> USD SOFR + 1.500%, 5.770%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 3165326 |
| 5525000 | &nbsp;&nbsp; Garnet CLO Ltd., Series 2025-1A, Class D, 3 mo. <br> USD SOFR + 3.400%, 7.670%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 5588863 |
| 8720000 | &nbsp;&nbsp; GCRED BSL CLO 1, Series 2025-BSL1A, <br> Class B, 3 mo. USD SOFR + 1.450%, <br> 0.000%, 1/20/2034(a)(b)(g)<br>| &nbsp;&nbsp; 8720000 |
| 6105000 | &nbsp;&nbsp; Golub Capital BDC 4 CLO 1 LLC, <br> Series 2025-1A, Class A1, 3 mo. USD SOFR + <br> 1.630%, 5.924%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 6127405 |
| 5155000 | &nbsp;&nbsp; Golub Capital Partners CLO 64B-R Ltd., <br> Series 2022-64A, Class BR, 3 mo. USD SOFR + <br> 1.750%, 5.608%, 10/25/2037(a)(b)<br>| &nbsp;&nbsp; 5167738 |
| 6030000 | &nbsp;&nbsp; Golub Capital Partners CLO 72 B Ltd., <br> Series 2024-72A, Class B, 3 mo. USD SOFR + <br> 2.100%, 5.958%, 4/25/2037(a)(b)<br>| &nbsp;&nbsp; 6041258 |
| 3895000 | &nbsp;&nbsp; Golub Capital Partners CLO 79B Ltd., <br> Series 2025-79A, Class C, 3 mo. USD SOFR + <br> 1.720%, 5.604%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 3899910 |
| 1518000 | &nbsp;&nbsp; Greywolf CLO VI Ltd., Series 2018-1A, Class A2, <br> 3 mo. USD SOFR + 1.892%, <br> 5.750%, 4/26/2031(a)(b)<br>| &nbsp;&nbsp; 1518184 |
| 6505000 | &nbsp;&nbsp; Invesco U.S. CLO Ltd., Series 2024-4A, Class B, <br> 3 mo. USD SOFR + 1.700%, <br> 5.605%, 1/15/2038(a)(b)<br>| &nbsp;&nbsp; 6524456 |
| 2945000 | &nbsp;&nbsp; Kennedy Lewis CLO 13 Ltd., Series 2023-13A, <br> Class A1, 3 mo. USD SOFR + 1.800%, <br> 5.670%, 1/20/2037(a)(b)<br>| &nbsp;&nbsp; 2946178 |
| 7000000 | &nbsp;&nbsp; Kennedy Lewis CLO 7 Ltd., Series 7A, <br> Class A1R, 3 mo. USD SOFR + 1.620%, <br> 5.477%, 4/22/2037(a)(b)<br>| &nbsp;&nbsp; 7013321 |
| 1610000 | &nbsp;&nbsp; KKR CLO 22 Ltd., Series 22A, Class B, 3 mo. <br> USD SOFR + 1.862%, 5.746%, 7/20/2031(a)(b)<br>| &nbsp;&nbsp; 1611797 |
| 1630000 | &nbsp;&nbsp; Madison Park Funding XXVII Ltd., <br> Series 2018-27A, Class CR, 3 mo. USD SOFR + <br> 1.900%, 5.784%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 1636077 |
| 475000 | &nbsp;&nbsp; Madison Park Funding XXXV Ltd., <br> Series 2019-35A, Class CR, 3 mo. USD SOFR + <br> 2.162%, 6.046%, 4/20/2032(a)(b)<br>| &nbsp;&nbsp; 476190 |
| 3160000 | &nbsp;&nbsp; Madison Park Funding XXXVII Ltd., <br> Series 2019-37A, Class AR2, 3 mo. USD SOFR + <br> 1.530%, 5.435%, 4/15/2037(a)(b)<br>| &nbsp;&nbsp; 3165833 |
| 4950000 | &nbsp;&nbsp; Magnetite XVII Ltd., Series 2016-17A, <br> Class AR2, 3 mo. USD SOFR + 1.500%, <br> 5.384%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 4963103 |
| 720000 | &nbsp;&nbsp; MidOcean Credit CLO XVIII LLC, <br> Series 2025-18A, Class A2, 3 mo. USD SOFR + <br> 1.470%, 5.788%, 10/18/2035(a)(b)<br>| &nbsp;&nbsp; 718852 |
| 3595000 | &nbsp;&nbsp; Milos CLO Ltd., Series 2017-1A, Class BR, 3 mo. <br> USD SOFR + 1.812%, 5.696%, 10/20/2030(a)(b)<br>| &nbsp;&nbsp; 3595590 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $5000000 | &nbsp;&nbsp; Neuberger Berman Loan Advisers CLO 27 Ltd., <br> Series 2018-27A, Class D1R, 3 mo. USD SOFR + <br> 3.100%, 7.005%, 7/15/2038(a)(b)<br>| &nbsp;&nbsp; $5019030 |
| 3205000 | &nbsp;&nbsp; Octagon 62 Ltd., Series 2022-1A, Class BR, <br> 3 mo. USD SOFR + 1.700%, <br> 5.560%, 1/23/2038(a)(b)<br>| &nbsp;&nbsp; 3211022 |
| 7000000 | &nbsp;&nbsp; Octagon Investment Partners 49 Ltd., <br> Series 2020-5A, Class CR, 3 mo. USD SOFR + <br> 2.400%, 6.305%, 4/15/2037(a)(b)<br>| &nbsp;&nbsp; 7014994 |
| 4355000 | &nbsp;&nbsp; OHA Credit Funding 17 Ltd., Series 2024-17A, <br> Class B1, 3 mo. USD SOFR + 1.900%, <br> 5.784%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 4362434 |
| 3335000 | &nbsp;&nbsp; OHA Credit Partners XVII Ltd., <br> Series 2024-17A, Class B1, 3 mo. USD SOFR + <br> 1.650%, 5.534%, 1/18/2038(a)(b)<br>| &nbsp;&nbsp; 3350695 |
| 2925000 | &nbsp;&nbsp; OZLM XVIII Ltd., Series 2018-18A, Class C, <br> 3 mo. USD SOFR + 2.112%, <br> 6.016%, 4/15/2031(a)(b)<br>| &nbsp;&nbsp; 2931186 |
| 2600000 | &nbsp;&nbsp; Palmer Square BDC CLO 1 Ltd., Series 1A, <br> Class A, 3 mo. USD SOFR + 1.600%, <br> 5.505%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 2606224 |
| 2485000 | &nbsp;&nbsp; Palmer Square BDC CLO 1 Ltd., Series 1A, <br> Class B1, 3 mo. USD SOFR + 2.150%, <br> 6.055%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 2495574 |
| 4695000 | &nbsp;&nbsp; Palmer Square CLO Ltd., Series 2022-1A, <br> Class D1R, 3 mo. USD SOFR + 2.750%, <br> 6.713%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 4713127 |
| 2365000 | &nbsp;&nbsp; Palmer Square CLO Ltd., Series 2024-2A, <br> Class D1, 3 mo. USD SOFR + 2.950%, <br> 6.834%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 2372381 |
| 2470000 | &nbsp;&nbsp; Palmer Square CLO Ltd., Series 2024-4A, <br> Class B, 3 mo. USD SOFR + 1.650%, <br> 5.555%, 1/15/2038(a)(b)<br>| &nbsp;&nbsp; 2480821 |
| 2520000 | &nbsp;&nbsp; Palmer Square CLO Ltd., Series 2025-1A, <br> Class D2, 3 mo. USD SOFR + 3.550%, <br> 7.434%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 2509524 |
| 2320000 | &nbsp;&nbsp; Point Au Roche Park CLO Ltd., Series 2021-1A, <br> Class B1, 3 mo. USD SOFR + 1.862%, <br> 5.746%, 7/20/2034(a)(b)<br>| &nbsp;&nbsp; 2323222 |
| 3450000 | &nbsp;&nbsp; Polen Capital CLO Ltd., Series 2025-1A, <br> Class B, 3 mo. USD SOFR + 1.700%, <br> 5.584%, 3/06/2038(a)(b)<br>| &nbsp;&nbsp; 3468958 |
| 3845000 | &nbsp;&nbsp; Polen Capital CLO Ltd., Series 2025-1A, <br> Class D1, 3 mo. USD SOFR + 3.150%, <br> 7.034%, 3/06/2038(a)(b)<br>| &nbsp;&nbsp; 3857938 |
| 7150000 | &nbsp;&nbsp; Polen Capital CLO Ltd., Series 2025-2A, <br> Class A1, 3 mo. USD SOFR + 1.330%, <br> 5.040%, 1/20/2039(a)(b)<br>| &nbsp;&nbsp; 7152367 |
| 1535000 | &nbsp;&nbsp; Post CLO Ltd., Series 2022-1A, Class B, 3 mo. <br> USD SOFR + 1.900%, 5.784%, 4/20/2035(a)(b)<br>| &nbsp;&nbsp; 1537751 |
| 5385000 | &nbsp;&nbsp; Post CLO Ltd., Series 2024-1A, Class B, 3 mo. <br> USD SOFR + 2.100%, 5.984%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 5396766 |
| 2320000 | &nbsp;&nbsp; Post CLO VI Ltd., Series 2024-2A, Class A1, <br> 3 mo. USD SOFR + 1.420%, <br> 5.304%, 1/20/2038(a)(b)<br>| &nbsp;&nbsp; 2326192 |
| 8550000 | &nbsp;&nbsp; Rad CLO 27 Ltd., Series 2024-27A, Class A1, <br> 3 mo. USD SOFR + 1.320%, <br> 5.225%, 1/15/2038(a)(b)<br>| &nbsp;&nbsp; 8566784 |
| 1190000 | &nbsp;&nbsp; Regatta 34 Funding Ltd., Series 2025-3A, <br> Class A1, 3 mo. USD SOFR + 1.400%, <br> 5.518%, 7/20/2038(a)(b)<br>| &nbsp;&nbsp; 1194729 |
| 1495000 | &nbsp;&nbsp; Rockford Tower CLO Ltd., Series 2017-1A, <br> Class BR2A, 3 mo. USD SOFR + 1.912%, <br> 5.796%, 4/20/2034(a)(b)<br>| &nbsp;&nbsp; 1497963 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $7045000 | &nbsp;&nbsp; RR 28 Ltd., Series 2024-28RA, Class A2R, 3 mo. <br> USD SOFR + 2.050%, 5.955%, 4/15/2037(a)(b)<br>| &nbsp;&nbsp; $7058872 |
| 7000000 | &nbsp;&nbsp; Silver Point CLO 4 Ltd., Series 2024-4A, <br> Class A1, 3 mo. USD SOFR + 1.630%, <br> 5.535%, 4/15/2037(a)(b)<br>| &nbsp;&nbsp; 7017675 |
| 5025000 | &nbsp;&nbsp; Sixth Street CLO 27 Ltd., Series 2024-27A, <br> Class C, 3 mo. USD SOFR + 1.850%, <br> 5.732%, 1/17/2038(a)(b)<br>| &nbsp;&nbsp; 5028914 |
| 5410000 | &nbsp;&nbsp; Sixth Street CLO XXIV Ltd., Series 2024-24A, <br> Class A, 3 mo. USD SOFR + 1.520%, <br> 5.380%, 4/23/2037(a)(b)<br>| &nbsp;&nbsp; 5420041 |
| 2060000 | &nbsp;&nbsp; Sycamore Tree CLO Ltd., Series 2023-2A, <br> Class CR, 3 mo. USD SOFR + 2.750%, <br> 6.634%, 1/20/2037(a)(b)<br>| &nbsp;&nbsp; 2064064 |
| 2165000 | &nbsp;&nbsp; Symetra CLO Ltd., Series 2025-1A, Class B, <br> 3 mo. USD SOFR + 1.700%, <br> 5.584%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 2168507 |
| 2525000 | &nbsp;&nbsp; Symetra CLO Ltd., Series 2025-1A, Class C, <br> 3 mo. USD SOFR + 2.000%, <br> 5.884%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 2533254 |
| 1660000 | &nbsp;&nbsp; Symetra CLO Ltd., Series 2025-1A, Class D, <br> 3 mo. USD SOFR + 3.250%, <br> 7.134%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 1667060 |
| 6885000 | &nbsp;&nbsp; Symphony CLO 40 Ltd., Series 2023-40A, <br> Class AR, 3 mo. USD SOFR + 1.310%, <br> 5.222%, 1/05/2038(a)(b)<br>| &nbsp;&nbsp; 6901972 |
| 4105000 | &nbsp;&nbsp; Wellfleet CLO Ltd., Series 2024-1A, Class B, <br> 3 mo. USD SOFR + 2.050%, <br> 5.934%, 7/18/2037(a)(b)<br>| &nbsp;&nbsp; 4129371 |
| 7170000 | &nbsp;&nbsp; Wellfleet CLO Ltd., Series 2024-2A, Class A, <br> 3 mo. USD SOFR + 1.330%, <br> 5.209%, 2/25/2038(a)(b)<br>| &nbsp;&nbsp; 7182418 |
|  | &nbsp;&nbsp; Total Collateralized Loan Obligations <br>(Identified Cost $425,901,402)<br>| &nbsp;&nbsp; 427107093 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| **Short-Term Investments — 5.3%** | **Short-Term Investments — 5.3%** | **Short-Term Investments — 5.3%** |
| $151982672 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, dated 12/31/2025 <br> at 2.150% to be repurchased at $152,000,825 on <br> 1/02/2026 collateralized by $154,377,100 <br> U.S. Treasury Note, 3.750% due 6/30/2027 <br> valued at $155,022,372 including accrued <br> interest(h)<br>| &nbsp;&nbsp; $151982672 |
| 12345000 | &nbsp;&nbsp; Federal Home Loan Bank Discount Notes, <br> 3.470%, 1/08/2026(i)<br>| &nbsp;&nbsp; 12334198 |
| 90447000 | &nbsp;&nbsp; Federal Home Loan Bank Discount Notes, <br> 3.490%, 1/12/2026(i)<br>| &nbsp;&nbsp; 90332685 |
| 57774000 | &nbsp;&nbsp; Federal Home Loan Bank Discount Notes, <br> 3.490%, 1/13/2026(i)<br>| &nbsp;&nbsp; 57700772 |
| 71932000 | &nbsp;&nbsp; Federal Home Loan Bank Discount Notes, <br> 3.490%, 1/15/2026(i)<br>| &nbsp;&nbsp; 71826799 |
| 14122000 | U.S. Treasury Bills, 3.533%, 4/21/2026(i) | &nbsp;&nbsp; 13971019 |
| 14635000 | U.S. Treasury Bills, 3.683%, 2/26/2026(i)(j) | &nbsp;&nbsp; 14554759 |
|  | &nbsp;&nbsp; Total Short-Term Investments <br>(Identified Cost $412,753,741)<br>| &nbsp;&nbsp; 412702904 |
|  | &nbsp;&nbsp; Total Investments — 99.5% <br>(Identified Cost $8,087,346,073)<br>| &nbsp;&nbsp; 7817084308 |
|  | Other assets less liabilities — 0.5% | &nbsp;&nbsp; 41054409 |
|  | Net Assets — 100.0% | &nbsp;&nbsp; $7858138717 |
| **Bonds and Notes Sold Short — (1.0)%** | **Bonds and Notes Sold Short — (1.0)%** | **Bonds and Notes Sold Short — (1.0)%** |
|  | **Mortgage Related — (1.0)%** | **Mortgage Related — (1.0)%** |
| $(99499000)<br>| &nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA, <br> 2.000%, 1/01/2055(d) <br>(Proceeds $80,711,566)<br>| &nbsp;&nbsp; $(80500514)<br>|

---

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

------

---

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

---

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

---

| | |
|:---|:---|
| (‡) | Principal Amount stated in U.S. dollars unless otherwise noted. |
| (a) | &nbsp;&nbsp;&nbsp; All or a portion of these securities are exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in <br> transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2025, the value of Rule 144A holdings amounted to <br> $1,743,651,390 or 22.2% of net assets.<br>|
| (b) | &nbsp;&nbsp;&nbsp; Variable rate security. Rate as of December 31, 2025 is disclosed. Issuers comprised of various lots with differing coupon rates have been aggregated <br> 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 <br> published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. These securities may <br> not indicate a reference rate and/or spread in their description.<br>|
| (c) | Level 3 security. Value has been determined using significant unobservable inputs. |
| (d) | &nbsp;&nbsp;&nbsp; When-issued/delayed delivery. The Fund may enter into when-issued or delayed delivery transactions. When-issued refers to transactions made <br> conditionally because a security, although authorized, has not been issued. Delayed delivery refers to transactions for which delivery or payment will <br> occur at a later date, beyond the normal settlement period. The price of when-issued and delayed delivery securities and the date when the securities <br> will be delivered and paid for are fixed at the time the transaction is negotiated. The security and the obligation to pay for it are recorded by the Fund <br> at the time the commitment is entered into. The value of the security may vary with market fluctuations during the time before the Fund take delivery of <br> the security. No interest accrues to the Fund until the transaction settles. Delayed delivery transactions include those designated as To Be <br> Announced ("TBAs") in the Portfolios of Investments. For TBAs, the actual security that will be delivered to fulfill the transaction is not designated at <br> the time of the trade. The security is "to be announced" 48 hours prior to the established trade settlement date. Certain transactions require the Fund <br> or counterparty to post cash and/or securities as collateral for the net mark-to-market exposure to the other party. The Fund covers its net obligations <br> under outstanding delayed delivery commitments by segregating or earmarking cash or securities. Purchases of when-issued or delayed delivery <br> securities may have a similar effect on the Fund's NAV as if the Fund's had created a degree of leverage in the portfolio. Risks may arise upon <br> entering into such transactions from the potential inability of counterparties to meet their obligations under the transactions. Additionally, losses may <br> arise due to changes in the value of the underlying securities.<br>|
| (e) | Amount shown represents units. One unit represents a principal amount of 1,000. |
| (f) | Amount shown represents units. One unit represents a principal amount of 100. |
| (g) | New issue unsettled as of December 31, 2025. Coupon rate does not take effect until settlement date. |

---

------

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(h) 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 December 31, 2025, the
 Fund had an investment in a repurchase agreement for which the value of the related collateral exceeded the value of the repurchase agreement.

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

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

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

---

| | |
|:---|:---|
| ABS | Asset-Backed Securities |
| EMTN | Euro Medium Term Note |
| GMTN | Global Medium Term Note |
| MTN | Medium Term Note |
| REIT | Real Estate Investment Trust |
| REMICS | Real Estate Mortgage Investment Conduits |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced |

---

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

BRL Brazilian Real <br> MXN Mexican Peso <br> UYU Uruguayan Peso

**Futures Contracts**

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

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

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 10 Year U.S. Treasury Notes Futures | 3/20/2026 | 437 | &nbsp;&nbsp;&nbsp; $49524808 | &nbsp;&nbsp;&nbsp; $49135188 | &nbsp;&nbsp;&nbsp; $(389620)<br>|
| CBOT 2 Year U.S. Treasury Notes Futures | 3/31/2026 | 3954 | &nbsp;&nbsp;&nbsp; 825863937 | &nbsp;&nbsp;&nbsp; 825551951 | &nbsp;&nbsp;&nbsp; (311986)<br>|
| CBOT 5 Year U.S. Treasury Notes Futures | 3/31/2026 | 1457 | &nbsp;&nbsp;&nbsp; 159918602 | &nbsp;&nbsp;&nbsp; 159256930 | &nbsp;&nbsp;&nbsp; (661672)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $(1363278)<br>|

---

**Fair Value Measurements**

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

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

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

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

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

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

------

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

The following is a summary of the inputs used to value the Fund's investments as of December 31, 2025, at value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Bonds and Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABS Residential Mortgage | $— | $3288738 | $6324 | $3295062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage Obligations |  | 55757027 | 169369 | 55926396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; All Other Non-Convertible Bonds(a) |  | 6910749936 |  | 6910749936 |
| &nbsp;&nbsp;&nbsp; Total Non-Convertible Bonds |  | 6969795701 | 175693 | 6969971394 |
| &nbsp;&nbsp;&nbsp; Municipals(a) |  | 7302917 |  | 7302917 |
| Total Bonds and Notes |  | 6977098618 | 175693 | 6977274311 |
| Collateralized Loan Obligations |  | 427107093 |  | 427107093 |
| Short-Term Investments |  | 412702904 |  | 412702904 |
| Total Investments | $— | $7816908615 | $175693 | $7817084308 |

---

&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** |
| Bonds and Notes Sold Short (a) | $— | $(80500514)<br>| $— | $(80500514)<br>|
| Futures Contracts (unrealized depreciation) | (1363278)<br>|  |  | (1363278)<br>|
| Total | $(1363278)<br>| $(80500514)<br>| $— | $(81863792)<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 September 30, 2025 and/or December 31, 2025:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Investments in Securities | Balance as of <br>September 30, <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>December 31, <br>2025<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation) <br>from <br>Investments <br>Still Held at <br>December 31, <br>2025<br>|
| Bonds and Notes |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABS Residential Mortgage | $6864 | $— | $— | $49 | $— | $(589)<br>| $— | $— | $6324 | $17 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage <br> Obligations<br>| 178664 |  | 21 | 631 | 615 | (10562)<br>|  |  | 169369 | 487 |
| Total | $185528 | $— | $21 | $680 | $615 | $(11151)<br>| $— | $— | $175693 | $504 |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Natixis Funds Trust I

- **b. Investment Company Act file number:** 811-04323

- **c. CIK number of Registrant:** 0000770540

- **d. LEI of Registrant:** 01YA4M3ZQ45K0V190G80

- **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 Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000006660

- **c. LEI of Series:** ZG5PZ780OFPQSQX3BT09

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7996620421.08

**Total Liabilities:** $148630243.73

**Net Assets:** $7847990177.35

**Delayed Delivery Securities:** $55401025.19

**Cash Not Reported:** $814800.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7713.81000000 | **1-Year:** -126643.01000000 | **5-Year:** -465921.73000000 | **10-Year:** -402092.72000000 | **30-Year:** -209009.33000000

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

- **3-Month:** -1400.31000000 | **1-Year:** -36624.49000000 | **5-Year:** -151707.28000000 | **10-Year:** -55921.00000000 | **30-Year:** -20426.10000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018168 | 0.58%                | 0.65%                | -0.32%               |
| Class ID C000018170 | 0.42%                | 0.67%                | -0.39%               |
| Class ID C000018171 | 0.59%                | 0.66%                | -0.29%               |
| Class ID C000125481 | 0.51%                | 0.75%                | -0.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-19404946.84            | $35496069.44                               |
| Month 2  | $564117.26               | $24243559.87                               |
| Month 3  | $482520.71               | $-50839465.03                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGL CLO 1 Ltd.                                          | AGL CLO 30 Ltd                                                                   | CUSIP: 00120VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    6520000 | PA      | $6536391.28   | 0.08%             | 2037-04-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                          | AGL CLO 44 Ltd                                                                   | CUSIP: 00121RAG9<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |    5685000 | PA      | $5676068.87   | 0.07%             | 2037-10-22      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                            | AES Corp/The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1609000 | PA      | $1570438.06   | 0.02%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    5525000 | PA      | $5830823.50   | 0.07%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Altde Trust                                             | ALTDE 2025-1 Trust                                                               | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9518304 | PA      | $9714685.92   | 0.12%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7956000 | PA      | $5324347.81   | 0.07%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $1467741.07   | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   12326000 | PA      | $8128496.44   | 0.10%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7539000 | PA      | $5185639.41   | 0.07%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    8630467 | PA      | $8788741.13   | 0.11%             | 2029-04-20      | Fixed         | 5.75%                 | 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        |    6365000 | PA      | $6170795.26   | 0.08%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    8095000 | PA      | $8275462.56   | 0.11%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                          | AGL CLO 42 Ltd                                                                   | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2508095.00   | 0.03%             | 2038-07-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| AGL CLO 7 LTD                                           | AGL CLO 7 Ltd                                                                    | CUSIP: 008511BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1550000 | PA      | $1552845.80   | 0.02%             | 2038-10-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO Series 2018-B                                                          | CUSIP: 00900PAQ8<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |    1150000 | PA      | $1153000.35   | 0.01%             | 2037-04-16      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   19660000 | PA      | $19622560.28  | 0.25%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                           | Aircastle Ltd                                                                    | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   20287000 | PA      | $19711232.42  | 0.25%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                             | Aker BP ASA                                                                      | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   19455000 | PA      | $19006373.73  | 0.24%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                         | Allegro CLO XIV Ltd                                                              | CUSIP: 01751AAY2<br>LEI: 25490093RGALWPW3N486 | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $900282.60    | 0.01%             | 2038-10-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020612<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -99499000 | PA      | $-80500513.68 | -1.03%            | 2055-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20931000 | PA      | $18510035.56  | 0.24%             | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13314000 | PA      | $12266042.54  | 0.16%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                          | Alpek SAB de CV                                                                  | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    1610000 | PA      | $1369557.13   | 0.02%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                         | Alumina Pty Ltd                                                                  | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |   11925000 | PA      | $12317415.98  | 0.16%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2025-1                              | CUSIP: 02528DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7210000 | PA      | $7222848.22   | 0.09%             | 2029-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                   | American Homes 4 Rent LP                                                         | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    1715000 | PA      | $1159831.04   | 0.01%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                | Americredit Automobile Receivables Trust 2023-1                                  | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4420000 | PA      | $4489356.87   | 0.06%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   11526000 | PA      | $11245711.19  | 0.14%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                    | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   15325000 | PA      | $15376185.50  | 0.20%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 15 Ltd                                                     | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |    3140000 | PA      | $3153345.00   | 0.04%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 15 Ltd                                                     | CUSIP: 03329FBE3<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |    1735000 | PA      | $1742666.97   | 0.02%             | 2038-07-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital Clo 28 Ltd                                                     | CUSIP: 03330RAC9<br>LEI: 635400KKB8Y6IYOHUU90 | Long             | ABS-CBDO         | CORP              | KY        |     940000 | PA      | $941072.54    | 0.01%             | 2037-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital Clo 29 Ltd                                                     | CUSIP: 03332QAE5<br>LEI: 213800XVU2BADRNDSO76 | Long             | ABS-CBDO         | CORP              | KY        |    4125000 | PA      | $4134974.25   | 0.05%             | 2037-07-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 30 Ltd                                                     | CUSIP: 03333CAE5<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | KY        |    2935000 | PA      | $2938398.73   | 0.04%             | 2037-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                       | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    8646000 | PA      | $9028500.25   | 0.12%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                       | CUSIP: 034863AY6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    3322000 | PA      | $2492163.37   | 0.03%             | 2050-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                       | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    3620000 | PA      | $3572101.17   | 0.05%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                              | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    7292000 | PA      | $7259040.16   | 0.09%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                              | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   16900000 | PA      | $17235175.50  | 0.22%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                         | APL Finance 2023-1 DAC                                                           | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |    7691499 | PA      | $7679484.45   | 0.10%             | 2036-03-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   18045000 | PA      | $18917562.19  | 0.24%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                       | Ares Capital Corp                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   24047000 | PA      | $23738271.63  | 0.30%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                       | Ares Capital Corp                                                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   15722000 | PA      | $15876457.80  | 0.20%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Arixa Mortgage Trust                                    | Arixa Mortgage Trust 2025-RTL1                                                   | CUSIP: 04046BAA1<br>LEI: 254900Q4SU6C9E56ZJ68 | Long             | ABS-MBS          | CORP              | US        |    4010000 | PA      | $4033527.07   | 0.05%             | 2030-08-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                         | Ascot Group Ltd                                                                  | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    2585000 | PA      | $2402190.33   | 0.03%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    2354667 | PA      | $2349884.15   | 0.03%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    8160000 | PA      | $8127201.70   | 0.10%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RGJ7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1840000 | PA      | $1851922.65   | 0.02%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    3245000 | PA      | $3406062.33   | 0.04%             | 2030-02-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   15925000 | PA      | $15422247.91  | 0.20%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    3220000 | PA      | $3305672.67   | 0.04%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BCC Middle Market CLO                                   | BCC Middle Market CLO 2019-1 LLC                                                 | CUSIP: 05550GAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4245000 | PA      | $4246473.02   | 0.05%             | 2036-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                           | BGC Group Inc                                                                    | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    4055000 | PA      | $4198724.69   | 0.05%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BCC Middle Market CLO                                   | BCC Middle Market CLO 2025-1 LLC                                                 | CUSIP: 05555YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4215000 | PA      | $4231147.67   | 0.05%             | 2037-07-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                               | BPR Trust 2021-NRD                                                               | CUSIP: 05592CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7135000 | PA      | $7086131.67   | 0.09%             | 2038-12-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital CLO 2024-1 Ltd                                                      | CUSIP: 056920AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    5775000 | PA      | $5785360.35   | 0.07%             | 2037-04-16      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2024-2 Ltd                                               | CUSIP: 05765AAA9<br>LEI: 254900FG1DS8PNX30R63 | Long             | ABS-CBDO         | CORP              | KY        |    6715000 | PA      | $6725918.59   | 0.09%             | 2038-01-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 2019-1 Ltd                                                         | CUSIP: 05875JAL3<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-CBDO         | CORP              | KY        |    1400000 | PA      | $1400894.60   | 0.02%             | 2032-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                  | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    5400000 | PA      | $5610600.00   | 0.07%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5475000 | PA      | $5450156.04   | 0.07%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   24210000 | PA      | $24165731.29  | 0.31%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6910000 | PA      | $7180261.64   | 0.09%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17545000 | PA      | $18063392.29  | 0.23%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   18675000 | PA      | $19127340.43  | 0.24%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK16                                                                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1531640 | PA      | $1518495.01   | 0.02%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK20                                                                  | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3409380 | PA      | $3225516.91   | 0.04%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK24                                                                  | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6138240 | PA      | $5815577.28   | 0.07%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK22                                                                  | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12696152 | PA      | $12041265.44  | 0.15%             | 2062-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   16764000 | PA      | $13455136.60  | 0.17%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $2043078.08   | 0.03%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings CLO Ltd 2018-II                                                          | CUSIP: 06760JBE4<br>LEI: 549300I8OP7Y4MO3JF74 | Long             | ABS-CBDO         | CORP              | KY        |    3810000 | PA      | $3817917.18   | 0.05%             | 2036-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO VIII Ltd                                                           | CUSIP: 07132ACN1<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |    1065000 | PA      | $1064274.74   | 0.01%             | 2030-07-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion Clo XVI Ltd                                                            | CUSIP: 07133MAW6<br>LEI: 549300QOOT46OWR6Z544 | Long             | ABS-CBDO         | CORP              | KY        |    5930000 | PA      | $5938035.15   | 0.08%             | 2038-01-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion Clo XIX Ltd                                                            | CUSIP: 07133VAG1<br>LEI: 549300RYHI0ZPOOD3O84 | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $393108.40    | 0.01%             | 2034-04-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                 | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    7355000 | PA      | $7539095.65   | 0.10%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                    | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11280000 | PA      | $11917264.95  | 0.15%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners Clo XXXVII Ltd                                           | CUSIP: 08182TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2560000 | PA      | $2563194.88   | 0.03%             | 2038-01-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XXXVIII Ltd                                          | CUSIP: 08183FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6890000 | PA      | $6915630.80   | 0.09%             | 2038-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 6 Ltd                                                            | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |    8450000 | PA      | $8474488.10   | 0.11%             | 2037-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove Clo 9 Ltd                                                            | CUSIP: 09077WAG3<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4010652.00   | 0.05%             | 2037-10-22      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove Clo 11 Ltd                                                           | CUSIP: 09077YAA2<br>LEI: 2549009HQHT8KMO8YJ79 | Long             | ABS-CBDO         | CORP              | KY        |   12085000 | PA      | $12114849.95  | 0.15%             | 2038-01-22      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 13 Ltd                                                           | CUSIP: 09090QAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2770000 | PA      | $2776911.15   | 0.04%             | 2038-10-23      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                | Blue Owl Technology Finance Corp                                                 | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   12803000 | PA      | $12879085.28  | 0.16%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO XXIX Ltd                                                        | CUSIP: 09630KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1865000 | PA      | $1863164.65   | 0.02%             | 2034-07-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bluepeak ABS Issuer                                     | Bluepeak ABS Issuer LLC                                                          | CUSIP: 09631QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12560000 | PA      | $12615339.36  | 0.16%             | 2055-12-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   15013000 | PA      | $14998783.89  | 0.19%             | 2027-01-13      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   14314000 | PA      | $14611417.72  | 0.19%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5305000 | PA      | $5630983.34   | 0.07%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3928000 | PA      | $4411688.46   | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                      | Boston Gas Co                                                                    | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    2701000 | PA      | $2581052.51   | 0.03%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                  | BRF SA                                                                           | CUSIP: 10552TAH0<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |   13933000 | PA      | $11649241.97  | 0.15%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM AMERICA FINANCE                                 | Braskem America Finance Co                                                       | CUSIP: 10554CAA0<br>LEI: 254900QMQAJ26H49CL75 | Long             | DBT              | CORP              | US        |   21013000 | PA      | $7459615.00   | 0.10%             | 2041-07-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO I Ltd                                 | Bridge Street CLO V Ltd                                                          | CUSIP: 107921AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2430000 | PA      | $2432094.66   | 0.03%             | 2038-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO I Ltd                                 | Bridge Street CLO III Ltd                                                        | CUSIP: 10806YAY6<br>LEI: 254900PNW8DFFG2S8664 | Long             | ABS-CBDO         | CORP              | KY        |    3185000 | PA      | $3201995.16   | 0.04%             | 2037-10-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                | Brighthouse Financial Inc                                                        | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   13471000 | PA      | $13626116.01  | 0.17%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7535000 | PA      | $6489035.91   | 0.08%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2024-22 Ltd                                                  | CUSIP: 11766CAA2<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |    6805000 | PA      | $6812818.95   | 0.09%             | 2037-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3092000 | PA      | $2629048.23   | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | Cifc Funding 2014-IV-R Ltd                                                       | CUSIP: 12552FBL6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |    1695000 | PA      | $1695133.91   | 0.02%             | 2035-01-17      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2020-I Ltd                                                          | CUSIP: 12555QAS5<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    2935000 | PA      | $2936338.36   | 0.04%             | 2036-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                         | CLI Funding VIII LLC                                                             | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    4212508 | PA      | $3921309.46   | 0.05%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2021-VII Ltd                                                        | CUSIP: 12567HAW2<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |    7190000 | PA      | $7190841.23   | 0.09%             | 2035-01-23      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2024-III Ltd                                                        | CUSIP: 12575WAE9<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    7105000 | PA      | $7122861.97   | 0.09%             | 2037-07-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2010-C1 Mortgage Trust                                                      | CUSIP: 12622DAK0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     552613 | PA      | $548284.10    | 0.01%             | 2046-07-10      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    2112208 | PA      | $1940299.14   | 0.02%             | 2037-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   11367000 | PA      | $10441651.18  | 0.13%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                   | Countrywide Asset-Backed Certificates                                            | CUSIP: 126673TD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6668 | PA      | $6323.55      | 0.00%             | 2035-02-25      | Variable      | 5.12%                 | No            |                  3 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    7160000 | PA      | $7164739.92   | 0.09%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon CLO 2018-1 Ltd                                                            | CUSIP: 13877BAC2<br>LEI: 2549001KZI4SL4Y7BH27 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500506.00    | 0.01%             | 2031-07-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   23295000 | PA      | $25180281.36  | 0.32%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2015-5 Ltd                                  | CUSIP: 14312JBQ4<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |     545000 | PA      | $545064.86    | 0.01%             | 2032-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO II Ltd                                                                | CUSIP: 14686ABE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3799500 | PA      | $3790069.64   | 0.05%             | 2032-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | Carval Clo X-C Ltd                                                               | CUSIP: 146918AA5<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | KY        |    6485000 | PA      | $6498618.50   | 0.08%             | 2037-07-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding VIII Clo Ltd                                                       | CUSIP: 15032EAY5<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |    1440000 | PA      | $1438272.00   | 0.02%             | 2038-01-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    6585000 | PA      | $6796049.32   | 0.09%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    8739000 | PA      | $8041928.42   | 0.10%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cerberus                                                | Cerberus Loan Funding XLVII LLC                                                  | CUSIP: 156945AA5<br>LEI: 635400CIDEC6DQX2EU90 | Long             | ABS-CBDO         | CORP              | US        |    8815000 | PA      | $8836235.34   | 0.11%             | 2036-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   21360000 | PA      | $22558296.00  | 0.29%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-VII Ltd                                                        | CUSIP: 171935AJ8<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    3235000 | PA      | $3247969.12   | 0.04%             | 2038-10-19      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                              | Citadel LP                                                                       | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2441117.74   | 0.03%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                              | Citadel LP                                                                       | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2057903.31   | 0.03%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14179842 | PA      | $13492145.19  | 0.17%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2019-GC43                                    | CUSIP: 17328HBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7070071 | PA      | $6669991.94   | 0.08%             | 2052-11-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2020-GC46                                    | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8877514 | PA      | $8257610.51   | 0.11%             | 2053-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4873479.00   | 0.06%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   14279000 | PA      | $13334978.18  | 0.17%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                              | Clover CLO 2018-1 LLC                                                            | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4210000 | PA      | $4220259.77   | 0.05%             | 2037-04-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2931000 | PA      | $3122980.50   | 0.04%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                       | Cometa Energia SA de CV                                                          | CUSIP: 20039FAA7<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |   14159775 | PA      | $14846042.66  | 0.19%             | 2035-04-24      | Fixed         | 6.38%                 | 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        |    7550000 | PA      | $7646677.75   | 0.10%             | 2050-02-25      | Fixed         | 5.66%                 | 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        |     331159 | PA      | $330502.44    | 0.00%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                             | Corning Inc                                                                      | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   12854000 | PA      | $11741589.52  | 0.15%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                               | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   10435000 | PA      | $11078969.42  | 0.14%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6564788 | PA      | $6680266.22   | 0.09%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     983000 | PA      | $762935.79    | 0.01%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                          | Crown City CLO III                                                               | CUSIP: 22824DAC3<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |    7655000 | PA      | $7655489.92   | 0.10%             | 2034-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| DPL INC/OHIO                                            | DPL LLC/Ohio                                                                     | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2381472.56   | 0.03%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                     | DT Auto Owner Trust 2023-1                                                       | CUSIP: 23346KAE0<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |     785985 | PA      | $787696.34    | 0.01%             | 2028-10-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    6930000 | PA      | $6987678.74   | 0.09%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                            | DC Commercial Mortgage Trust 2023-DC                                             | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8025000 | PA      | $8262275.98   | 0.11%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    6737000 | PA      | $6367424.48   | 0.08%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     800000 | PA      | $878934.88    | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    9038000 | PA      | $8994278.77   | 0.11%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    8585000 | PA      | $7974212.71   | 0.10%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    7952000 | PA      | $7974692.30   | 0.10%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital Clo 3 Ltd                                                       | CUSIP: 25255JAN7<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |    7555000 | PA      | $7564285.10   | 0.10%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital CLO 11 Ltd                                                      | CUSIP: 25256AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2004306.00   | 0.03%             | 2038-07-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   13655000 | PA      | $9977136.77   | 0.13%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 53 CLO Ltd                                                                | CUSIP: 26243EAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1710000 | PA      | $1710353.97   | 0.02%             | 2031-01-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3504000 | PA      | $3488038.68   | 0.04%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1901000 | PA      | $1925783.68   | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1754917.65   | 0.02%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    8995000 | PA      | $9307854.47   | 0.12%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                          | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    4740000 | PA      | $4392784.90   | 0.06%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                     | Eastman Chemical Co                                                              | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    8885000 | PA      | $9064735.55   | 0.12%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    9135000 | PA      | $9397911.79   | 0.12%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   10220000 | PA      | $10517299.80  | 0.13%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                  | El Puerto de Liverpool SAB de CV                                                 | CUSIP: 283837AC6<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    5110000 | PA      | $5458872.58   | 0.07%             | 2032-01-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                  | El Puerto de Liverpool SAB de CV                                                 | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    9715000 | PA      | $10394078.50  | 0.13%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    7955000 | PA      | $8453380.75   | 0.11%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ENTEL CHILE SA                                          | Empresa Nacional de Telecomunicaciones SA                                        | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |    3360000 | PA      | $3002308.51   | 0.04%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARR                                | Empresa de los Ferrocarriles del Estado                                          | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |    2903000 | PA      | $1855075.06   | 0.02%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1338000 | PA      | $1452066.52   | 0.02%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8548000 | PA      | $9001791.61   | 0.11%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     568000 | PA      | $511207.66    | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4797974.45   | 0.06%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2200689.40   | 0.03%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENEL AMERICAS SA                                        | Enel Americas SA                                                                 | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    2811000 | PA      | $2803165.18   | 0.04%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                            | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    4816000 | PA      | $4509579.25   | 0.06%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                             | Equifax Inc                                                                      | CUSIP: 294429AG0<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    3374000 | PA      | $3799556.21   | 0.05%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-1                                       | CUSIP: 30168BAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     122189 | PA      | $122249.92    | 0.00%             | 2028-02-15      | Fixed         | 5.82%                 | 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        |    1985000 | PA      | $1988099.18   | 0.03%             | 2042-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    5864000 | PA      | $5671214.67   | 0.07%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                     | FS KKR Capital Corp                                                              | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   19629000 | PA      | $19621430.86  | 0.25%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   11690000 | PA      | $11146458.49  | 0.14%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2955000 | PA      | $2951040.33   | 0.04%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $3824687.28   | 0.05%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FALABELLA SA                                            | Falabella SA                                                                     | CUSIP: 30607FAA8<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |    9285000 | PA      | $8283148.50   | 0.11%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXBL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2472 | PA      | $2574.38      | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2242 | PA      | $2172.36      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3131Y0QS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     356519 | PA      | $352364.11    | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3131Y3GN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     646995 | PA      | $656848.11    | 0.01%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3131Y8KD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5132366 | PA      | $5215862.04   | 0.07%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31329PE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1110739 | PA      | $1127424.74   | 0.01%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132ACYK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1976304 | PA      | $2002329.66   | 0.03%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQPJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1190479 | PA      | $1217326.05   | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DSRG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8702616 | PA      | $8742003.59   | 0.11%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVFP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23674956 | PA      | $23854352.98  | 0.30%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30885299 | PA      | $25044238.87  | 0.32%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWJY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4253962 | PA      | $4045188.40   | 0.05%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWK51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     108431 | PA      | $115902.79    | 0.00%             | 2054-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132GFK63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     434256 | PA      | $437675.74    | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132M4EG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      68919 | PA      | $68490.31     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132M6G87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     170618 | PA      | $169702.33    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132QRCU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     343016 | PA      | $332180.76    | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132QWUH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16926 | PA      | $16856.10     | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132WGYG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     626047 | PA      | $626147.21    | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJYS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     726350 | PA      | $708505.02    | 0.01%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132WNT85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     225902 | PA      | $218526.22    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31335BZX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     943531 | PA      | $959790.38    | 0.01%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133ACBY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6198893 | PA      | $5017129.83   | 0.06%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133ACXP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6298911 | PA      | $5098063.05   | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133AEWT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20832634 | PA      | $16848462.44  | 0.21%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133B53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4345651 | PA      | $3514560.07   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BG4T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2226932 | PA      | $2182050.48   | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BGDW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9534597 | PA      | $9099673.39   | 0.12%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BJN81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3452448 | PA      | $3395351.85   | 0.04%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BKH69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     948649 | PA      | $904540.97    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BN5H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3884906 | PA      | $3702579.59   | 0.05%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BNUS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8681626 | PA      | $8277523.78   | 0.11%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BPPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4821914 | PA      | $4607189.63   | 0.06%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C2M62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1084443 | PA      | $1107216.94   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C2NL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2092398 | PA      | $2181358.44   | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C2NM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2701645 | PA      | $2812399.39   | 0.04%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C3X27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2405654 | PA      | $2501364.32   | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C3X35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1180503 | PA      | $1219463.23   | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4V35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1107779 | PA      | $1151207.16   | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4V43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     804166 | PA      | $833393.18    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4V76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     638653 | PA      | $657015.11    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4V84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     878419 | PA      | $904984.94    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4VA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1044566 | PA      | $1070144.18   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4WH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     671171 | PA      | $697994.60    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C66B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     458909 | PA      | $473647.07    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C6BQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2404161 | PA      | $2467480.75   | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C7RQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4788631 | PA      | $4925225.79   | 0.06%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C8D36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     678745 | PA      | $702069.86    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C8D69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     532454 | PA      | $545882.40    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C8DT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     895057 | PA      | $918143.02    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C8EJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     446929 | PA      | $463640.15    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C9AB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14535983 | PA      | $14781506.00  | 0.19%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CAQ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3446976 | PA      | $3583804.65   | 0.05%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CAV31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4567976 | PA      | $4858019.21   | 0.06%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CDVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     332219 | PA      | $351121.37    | 0.00%             | 2053-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CJR78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5828434 | PA      | $6205283.04   | 0.08%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CKWC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4945178 | PA      | $5324662.28   | 0.07%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CLKS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4482653 | PA      | $4861605.49   | 0.06%             | 2054-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CLNM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5290229 | PA      | $5703240.19   | 0.07%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CM4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5399232 | PA      | $5695396.30   | 0.07%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CMZW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7126001 | PA      | $7516854.65   | 0.10%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133JLRW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8732026 | PA      | $6563952.86   | 0.08%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                        | Freddie Mac Strips                                                               | CUSIP: 3133Q3GS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20727682 | PA      | $20910533.48  | 0.27%             | 2053-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133W6E37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     196701 | PA      | $207941.29    | 0.00%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133W6E52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     197342 | PA      | $208490.00    | 0.00%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133W7N92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1302898 | PA      | $1404483.68   | 0.02%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133W7PA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     987184 | PA      | $1033476.78   | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133W8R88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4765837 | PA      | $5002533.56   | 0.06%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WAGL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2492741 | PA      | $2653977.10   | 0.03%             | 2054-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WBM78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1191572 | PA      | $1225163.17   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WCDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13340724 | PA      | $14229744.17  | 0.18%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WCLQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4328875 | PA      | $4617342.11   | 0.06%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WCWH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5463824 | PA      | $5827922.45   | 0.07%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WDCF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7139400 | PA      | $7615165.72   | 0.10%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WF3G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1719393 | PA      | $1830608.67   | 0.02%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BQQA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7850000 | PA      | $8267149.00   | 0.11%             | 2053-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31371JMC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2877 | PA      | $2960.51      | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31374TPE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        805 | PA      | $835.13       | 0.00%             | 2029-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HB4W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25026572 | PA      | $26099736.82  | 0.33%             | 2053-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31385H5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1648 | PA      | $1670.90      | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31385RAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4575 | PA      | $4803.95      | 0.00%             | 2030-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31385V7E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3050 | PA      | $3202.85      | 0.00%             | 2030-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31386V2K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        484 | PA      | $501.91       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138AR3Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2401414 | PA      | $2348833.92   | 0.03%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138E4CS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1139868 | PA      | $1114788.78   | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WKN68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     375317 | PA      | $362872.42    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138X53P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28434 | PA      | $28213.90     | 0.00%             | 2043-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138XMGX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85279 | PA      | $85066.97     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138XURG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75319 | PA      | $74507.04     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138Y9PB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     605552 | PA      | $585977.52    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138YAN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     254667 | PA      | $247447.35    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138YNM79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122981 | PA      | $122755.12    | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138YR3U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     421881 | PA      | $416403.66    | 0.01%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138YXGE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     223900 | PA      | $222195.01    | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31402DF70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11358 | PA      | $11842.93     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140A33G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     725262 | PA      | $768482.09    | 0.01%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140A33H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     302784 | PA      | $319835.37    | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140E0SN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     270891 | PA      | $269079.29    | 0.00%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140F0PC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     358479 | PA      | $358460.60    | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140F9PB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12921 | PA      | $12897.01     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FHNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     118052 | PA      | $117116.01    | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FKH37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     319341 | PA      | $318076.31    | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FMYD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     224789 | PA      | $222786.81    | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FPU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1139168 | PA      | $1137540.89   | 0.01%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FUFW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     273122 | PA      | $263630.18    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX2E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9982498 | PA      | $8219320.73   | 0.10%             | 2063-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX2F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26378476 | PA      | $21719347.55  | 0.28%             | 2063-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX3A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4552308 | PA      | $4149089.54   | 0.05%             | 2063-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX4Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7135954 | PA      | $6177941.44   | 0.08%             | 2064-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX4S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24110063 | PA      | $21974344.78  | 0.28%             | 2064-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6586687 | PA      | $5423508.64   | 0.07%             | 2061-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33463036 | PA      | $27553572.67  | 0.35%             | 2061-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28053827 | PA      | $23065520.23  | 0.29%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   72517467 | PA      | $59583251.45  | 0.76%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXVL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44971560 | PA      | $37029696.82  | 0.47%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXVM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26589124 | PA      | $21893418.48  | 0.28%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22865696 | PA      | $20862427.95  | 0.27%             | 2062-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXWP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  129531657 | PA      | $106657077.91 | 1.36%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXX72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27200186 | PA      | $24714991.46  | 0.31%             | 2062-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33374927 | PA      | $30325577.84  | 0.39%             | 2062-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27363834 | PA      | $22498216.24  | 0.29%             | 2062-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   58921788 | PA      | $48444786.97  | 0.62%             | 2062-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43414516 | PA      | $37498972.62  | 0.48%             | 2062-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10186151 | PA      | $9255555.14   | 0.12%             | 2062-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23972993 | PA      | $20706439.60  | 0.26%             | 2063-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38190183 | PA      | $31445306.51  | 0.40%             | 2062-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXYP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5824994 | PA      | $5043018.27   | 0.06%             | 2063-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   74457081 | PA      | $61307385.98  | 0.78%             | 2062-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXZG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19343896 | PA      | $16747166.89  | 0.21%             | 2063-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17462151 | PA      | $15915915.67  | 0.20%             | 2063-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140GSVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     403485 | PA      | $385108.65    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140GTNN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     532372 | PA      | $525203.92    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140H7H75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     274267 | PA      | $263457.45    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140H87H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1189534 | PA      | $1181462.18   | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140HE6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     770816 | PA      | $735710.27    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140HEAS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1153383 | PA      | $1172372.26   | 0.01%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140HLUZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     303656 | PA      | $301594.86    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140J7PY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     821992 | PA      | $789080.31    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140JANW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2024053 | PA      | $2052868.89   | 0.03%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140K8ZC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94462 | PA      | $90411.22     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KULJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11177956 | PA      | $9047159.43   | 0.12%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KUNP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5276201 | PA      | $4277802.41   | 0.05%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KVLP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7039492 | PA      | $5697528.35   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KX2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27577091 | PA      | $22319850.08  | 0.28%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140L1UH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1733458 | PA      | $1401940.29   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MGM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23585791 | PA      | $19080063.31  | 0.24%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MHT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14847625 | PA      | $12008066.21  | 0.15%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MME46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4223194 | PA      | $4025492.62   | 0.05%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MQBV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6996491 | PA      | $6677132.50   | 0.09%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MWXE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1355699 | PA      | $1289385.07   | 0.02%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MX6R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4082039 | PA      | $3892227.23   | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NENV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8257503 | PA      | $8061709.43   | 0.10%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NGFY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3287701 | PA      | $3325967.58   | 0.04%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NH3W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1378504 | PA      | $1438175.64   | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NH3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2063870 | PA      | $2145106.03   | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NH6V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     901130 | PA      | $940893.02    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NH6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1016932 | PA      | $1056812.75   | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLRJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     874615 | PA      | $904906.01    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     882654 | PA      | $922768.81    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLS26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     662704 | PA      | $675923.71    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLSZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     861503 | PA      | $876202.73    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLTE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2638133 | PA      | $2747968.07   | 0.04%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLTF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1041284 | PA      | $1082329.30   | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NNEX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9834516 | PA      | $10119023.40  | 0.13%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3568059 | PA      | $3748942.80   | 0.05%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRL79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     427189 | PA      | $441984.67    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRMF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     630192 | PA      | $656373.75    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRN36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1309991 | PA      | $1355008.03   | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRPD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     917155 | PA      | $958392.67    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1351023 | PA      | $1402866.13   | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NSNJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2394773 | PA      | $2547531.78   | 0.03%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QM5E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16698348 | PA      | $14124694.69  | 0.18%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23489150 | PA      | $19046653.73  | 0.24%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6611229 | PA      | $5356468.12   | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W4AZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   70976257 | PA      | $57402286.05  | 0.73%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X5KC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1175489 | PA      | $1233944.36   | 0.02%             | 2049-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X7DY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     757208 | PA      | $767953.98    | 0.01%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9JZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1962797 | PA      | $2023058.38   | 0.03%             | 2050-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9X34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32690094 | PA      | $25235614.09  | 0.32%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9XD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     265471 | PA      | $262040.47    | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XHY35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4223275 | PA      | $3262531.02   | 0.04%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XM4V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1195278 | PA      | $1261959.83   | 0.02%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XQG76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18829372 | PA      | $19967220.10  | 0.25%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140Y6VK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7462285 | PA      | $7870233.44   | 0.10%             | 2055-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140Y6VM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4540636 | PA      | $4895220.95   | 0.06%             | 2055-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140YXZ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1631886 | PA      | $1718938.12   | 0.02%             | 2054-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31411FLP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46531 | PA      | $48811.76     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418BXU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     503672 | PA      | $502745.88    | 0.01%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     296363 | PA      | $300206.22    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     527279 | PA      | $535742.51    | 0.01%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6563378 | PA      | $5066575.34   | 0.06%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1355507 | PA      | $1100434.49   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18685847 | PA      | $15163784.59  | 0.19%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7985265 | PA      | $6167868.28   | 0.08%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2734088 | PA      | $2116352.73   | 0.03%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418E2V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     211655 | PA      | $226932.57    | 0.00%             | 2054-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1415698 | PA      | $1148410.75   | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13837362 | PA      | $11218273.53  | 0.14%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43421148 | PA      | $40192568.63  | 0.51%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EFU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4747335 | PA      | $4316870.86   | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9643693 | PA      | $9429465.22   | 0.12%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31426AA32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8184031 | PA      | $8246045.31   | 0.11%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31426AQN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13358728 | PA      | $13761902.06  | 0.18%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31426AR91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9098890 | PA      | $9155162.22   | 0.12%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31426DCK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7037283 | PA      | $7055208.87   | 0.09%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GS7B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4743166 | PA      | $5112996.71   | 0.07%             | 2054-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                | Flex Ltd                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    2315000 | PA      | $2359726.59   | 0.03%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                            | Ford Credit Auto Lease Trust 2023-B                                              | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4805000 | PA      | $4834858.27   | 0.06%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3183362.78   | 0.04%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5315000 | PA      | $5326983.94   | 0.07%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    9980000 | PA      | $10413887.09  | 0.13%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5853645.64   | 0.07%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                | Fortitude Group Holdings LLC                                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    4515000 | PA      | $4702760.02   | 0.06%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1485737 | PA      | $1504360.82   | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Franklin Park Place CLO                                 | Franklin Park Place CLO VI LLC                                                   | CUSIP: 35455HAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3575000 | PA      | $3584359.35   | 0.05%             | 2038-07-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                           | Fresnillo PLC                                                                    | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |   14428000 | PA      | $11482379.52  | 0.15%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                     | Frontier Issuer LLC                                                              | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15660000 | PA      | $16140354.84  | 0.21%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                               | GATX Corp                                                                        | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    4160000 | PA      | $4423476.43   | 0.06%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                               | GATX Corp                                                                        | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $3715670.73   | 0.05%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund CLO                   | GCRED BSL CLO 1                                                                  | CUSIP: 3615EMAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8720000 | PA      | $8720000.00   | 0.11%             | 2034-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2011-GC5                                            | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5627003 | PA      | $5066775.21   | 0.06%             | 2044-08-10      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36201MM58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1361 | PA      | $1391.29      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36210AZH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1254 | PA      | $1269.64      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36212DCE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1726 | PA      | $1769.17      | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36213TET6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1149 | PA      | $1189.13      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36225BB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3405 | PA      | $3466.32      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36225BKL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        169 | PA      | $172.21       | 0.00%             | 2030-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2020-GC45                                           | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6596065 | PA      | $6212728.75   | 0.08%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36295NG92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3283 | PA      | $3454.61      | 0.00%             | 2038-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36295NGV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      59066 | PA      | $62082.16     | 0.00%             | 2038-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 2025-1 Ltd                                                            | CUSIP: 36626AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3155000 | PA      | $3165326.32   | 0.04%             | 2037-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 2025-1 Ltd                                                            | CUSIP: 36626AAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5525000 | PA      | $5588863.48   | 0.07%             | 2037-07-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 2 Ltd                                                                 | CUSIP: 36626CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1855000 | PA      | $1861266.75   | 0.02%             | 2038-10-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 3 Ltd                                                                 | CUSIP: 36626TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6285000 | PA      | $6280286.25   | 0.08%             | 2038-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2515769.54   | 0.03%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                   | Kennedy Lewis CLO 13 Ltd                                                         | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |    2945000 | PA      | $2946178.00   | 0.04%             | 2037-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                   | Kennedy Lewis CLO 7 Ltd                                                          | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7013321.00   | 0.09%             | 2037-04-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                   | Georgetown University/The                                                        | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    3408000 | PA      | $2993382.72   | 0.04%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                        | Gerdau Trade Inc                                                                 | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    7995000 | PA      | $8270028.00   | 0.11%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   21682000 | PA      | $19856375.60  | 0.25%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     700000 | PA      | $753331.99    | 0.01%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    6635000 | PA      | $6927375.72   | 0.09%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11236000 | PA      | $12543607.93  | 0.16%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7270000 | PA      | $7231321.35   | 0.09%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                   | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    3505000 | PA      | $3526804.78   | 0.04%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 64B-R Ltd                                             | CUSIP: 38180LAC9<br>LEI: 2549003ONNJ1D27UVJ28 | Long             | ABS-CBDO         | CORP              | JE        |    5155000 | PA      | $5167738.01   | 0.07%             | 2037-10-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC 4 CLO LLC                             | Golub Capital BDC 4 CLO 1 LLC                                                    | CUSIP: 38181CAA2<br>LEI: 254900WMHKX8IBP1H968 | Long             | ABS-CBDO         | CORP              | US        |    6105000 | PA      | $6127405.35   | 0.08%             | 2037-07-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 79B Ltd                                               | CUSIP: 38181JAE9<br>LEI: 254900KYMBF5APUCPC56 | Long             | ABS-CBDO         | CORP              | KY        |    3895000 | PA      | $3899909.65   | 0.05%             | 2038-04-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 72 B Ltd                                              | CUSIP: 381941AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    6030000 | PA      | $6041258.01   | 0.08%             | 2037-04-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BE73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         25 | PA      | $22.08        | 0.00%             | 2063-01-20      | Fixed         | 1.65%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8360 | PA      | $7390.67      | 0.00%             | 2062-12-20      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BGP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      36115 | PA      | $35652.56     | 0.00%             | 2060-10-20      | Floating      | 4.46%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7311 | PA      | $6798.08      | 0.00%             | 2063-02-20      | Fixed         | 1.65%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30591 | PA      | $30286.78     | 0.00%             | 2062-08-20      | Floating      | 4.63%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BV41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      90697 | PA      | $85152.81     | 0.00%             | 2063-04-20      | Fixed         | 2.50%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38376RAC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     498557 | PA      | $479608.31    | 0.01%             | 2065-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38376RCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4247 | PA      | $4065.69      | 0.00%             | 2063-05-20      | Floating      | 4.39%                 | No            |                  3 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                   | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     982000 | PA      | $970530.31    | 0.01%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1931116 | PA      | $1978028.23   | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1516848 | PA      | $1539638.67   | 0.02%             | 2060-03-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | GREYWOLF CLO VI Ltd                                                              | CUSIP: 39809GAC9<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |    1518000 | PA      | $1518184.29   | 0.02%             | 2031-04-26      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   12055000 | PA      | $9844847.03   | 0.13%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $4411550.46   | 0.06%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10445000 | PA      | $10963165.80  | 0.14%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1826000 | PA      | $1871885.44   | 0.02%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                      | Harbour Energy PLC                                                               | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   10855000 | PA      | $10991862.12  | 0.14%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    5405000 | PA      | $5684870.90   | 0.07%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                    | Hercules Capital Inc                                                             | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11747115.03  | 0.15%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MBW8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   12845000 | PA      | $13226804.78  | 0.17%             | 2029-09-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   15011000 | PA      | $16221567.65  | 0.21%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                      | Horizon Aircraft Finance IV Ltd                                                  | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   26235938 | PA      | $26308558.58  | 0.34%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7453000 | PA      | $7368810.39   | 0.09%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6206000 | PA      | $6021074.92   | 0.08%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   14005000 | PA      | $14651255.82  | 0.19%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6740000 | PA      | $6974639.15   | 0.09%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   16297000 | PA      | $15800301.34  | 0.20%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3790000 | PA      | $3616645.40   | 0.05%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    9610000 | PA      | $10987016.90  | 0.14%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                         | Invesco US CLO 2024-4 Ltd                                                        | CUSIP: 46151BAE5<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |    6505000 | PA      | $6524456.46   | 0.08%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                  | IPALCO Enterprises Inc                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     750000 | PA      | $733078.22    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    9801000 | PA      | $9342875.68   | 0.12%             | 2031-02-15      | Fixed         | 4.50%                 | 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        |    7180000 | PA      | $7177748.35   | 0.09%             | 2042-01-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                        | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    5460000 | PA      | $5087257.48   | 0.06%             | 2031-01-15      | Fixed         | 3.00%                 | 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        |    4342875 | PA      | $4203886.06   | 0.05%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   23640000 | PA      | $22425994.51  | 0.29%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   14426000 | PA      | $13608969.93  | 0.17%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8575000 | PA      | $8996537.74   | 0.11%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                        | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3303364.26   | 0.04%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   22485000 | PA      | $25170226.16  | 0.32%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                          | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   12817000 | PA      | $12173009.84  | 0.16%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 22 Ltd                                                                   | CUSIP: 48252WAC7<br>LEI: 549300GKHET0CQ690V42 | Long             | ABS-CBDO         | CORP              | KY        |    1610000 | PA      | $1611796.76   | 0.02%             | 2031-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO                                | Kimberly-Clark de Mexico SAB de CV                                               | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |    2157000 | PA      | $1959365.31   | 0.02%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                     | Klabin Austria GmbH                                                              | CUSIP: 49836AAB0<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |   10225000 | PA      | $10693998.46  | 0.14%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    7245000 | PA      | $6899421.54   | 0.09%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    6570000 | PA      | $6910128.90   | 0.09%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                               | Lear Corp                                                                        | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   10531000 | PA      | $9504348.29   | 0.12%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                               | Lear Corp                                                                        | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1169557.47   | 0.01%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    6815000 | PA      | $4722055.10   | 0.06%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    8382000 | PA      | $8055794.35   | 0.10%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   11765000 | PA      | $12121540.44  | 0.15%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                     | MSD Investment Corp                                                              | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    7545000 | PA      | $7592559.76   | 0.10%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                     | MSD Investment Corp                                                              | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    5663000 | PA      | $5621323.94   | 0.07%             | 2031-02-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                         | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4391131 | PA      | $4390875.94   | 0.06%             | 2042-03-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    2600000 | PA      | $2724530.80   | 0.03%             | 2029-03-26      | Fixed         | 6.40%                 | 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        |    3160000 | PA      | $3165833.36   | 0.04%             | 2037-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXV Ltd                                                    | CUSIP: 55819MAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     475000 | PA      | $476189.92    | 0.01%             | 2032-04-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Madison Park XLIV                                       | Atrium XV                                                                        | CUSIP: 55820LAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1650000 | PA      | $1653824.70   | 0.02%             | 2037-07-16      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Madison Park XLIV                                       | Atrium XV                                                                        | CUSIP: 55820LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1999904.00   | 0.03%             | 2037-07-16      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXVII Ltd                                                   | CUSIP: 55820YAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1630000 | PA      | $1636076.64   | 0.02%             | 2038-04-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XVII Ltd                                                               | CUSIP: 55954EAY5<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |    4950000 | PA      | $4963102.65   | 0.06%             | 2037-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                | Main Street Capital Corp                                                         | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    4480000 | PA      | $4676956.30   | 0.06%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                        | MercadoLibre Inc                                                                 | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |   13950000 | PA      | $13811737.64  | 0.18%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                                  | Methanex US Operations Inc                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12690000 | PA      | $13066520.29  | 0.17%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                      | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    8010000 | PA      | $8110381.32   | 0.10%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                     | CUSIP: 59284BAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    9466000 | PA      | $8185341.07   | 0.10%             | 2042-09-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                     | CUSIP: 59284BAE8<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    8771000 | PA      | $6802575.60   | 0.09%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   12565000 | PA      | $13241431.37  | 0.17%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $3332125.21   | 0.04%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $2416531.31   | 0.03%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                     | MidOcean Credit CLO XVIII LLC                                                    | CUSIP: 59803LAC2<br>LEI: 549300XSCUX0ONI5KZ96 | Long             | ABS-CBDO         | CORP              | KY        |     720000 | PA      | $718851.60    | 0.01%             | 2035-10-18      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    5452000 | PA      | $5078292.17   | 0.06%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                          | Milos CLO Ltd                                                                    | CUSIP: 60162PAG7<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    3595000 | PA      | $3595589.58   | 0.05%             | 2030-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                   | Minerva Luxembourg SA                                                            | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   11030000 | PA      | $10252860.39  | 0.13%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    9140000 | PA      | $8151013.52   | 0.10%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                   | Mohawk Industries Inc                                                            | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     929000 | PA      | $900999.94    | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                   | Mohawk Industries Inc                                                            | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     950000 | PA      | $988064.90    | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   13321000 | PA      | $13229856.12  | 0.17%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1531249.85   | 0.02%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11935000 | PA      | $12203651.48  | 0.16%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   11532000 | PA      | $11649280.44  | 0.15%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                 | Natura &Co Luxembourg Holdings Sarl                                              | CUSIP: 63883KAB1<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |    2738000 | PA      | $2579925.84   | 0.03%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                 | Natura &Co Luxembourg Holdings Sarl                                              | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |    1925000 | PA      | $1882091.75   | 0.02%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2023-A                                 | CUSIP: 638961AA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    5767742 | PA      | $5933916.50   | 0.08%             | 2071-10-15      | Fixed         | 5.51%                 | 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        |    1465088 | PA      | $1386688.15   | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    8950000 | PA      | $8969412.55   | 0.11%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                     | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3065300.00   | 0.04%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-C                                 | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    5196482 | PA      | $4765262.82   | 0.06%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                              | Navigator Aircraft ABS Ltd                                                       | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6781527 | PA      | $6477193.40   | 0.08%             | 2046-11-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 27 Ltd                                        | CUSIP: 64131WAU1<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5019030.00   | 0.06%             | 2038-07-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6205405.86   | 0.08%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                        | Norinchukin Bank/The                                                             | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    3575000 | PA      | $3644419.74   | 0.05%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                        | Norinchukin Bank/The                                                             | CUSIP: 656029AQ8<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    6255000 | PA      | $6341084.63   | 0.08%             | 2035-09-09      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    7685000 | PA      | $7188379.93   | 0.09%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   11020000 | PA      | $11874601.00  | 0.15%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2018-EXP1 Trust                                                              | CUSIP: 67097VAC8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     429033 | PA      | $409330.61    | 0.01%             | 2048-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                | OHA Credit Funding 17 Ltd                                                        | CUSIP: 67109SAC1<br>LEI: 254900ZA7EPUCGQUTA43 | Long             | ABS-CBDO         | CORP              | BM        |    4355000 | PA      | $4362433.99   | 0.06%             | 2037-04-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                | OZLM XVIII Ltd                                                                   | CUSIP: 67112GAE8<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |    2925000 | PA      | $2931186.38   | 0.04%             | 2031-04-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                                 | OHA Credit Partners XVII Ltd                                                     | CUSIP: 67120MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3335000 | PA      | $3350694.51   | 0.04%             | 2038-01-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 49, Ltd.                    | Octagon Investment Partners 49 Ltd                                               | CUSIP: 67578FAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7014994.00   | 0.09%             | 2037-04-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Octagon 62 Ltd                                          | Octagon 62 Ltd                                                                   | CUSIP: 675937BC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3205000 | PA      | $3211022.20   | 0.04%             | 2038-01-23      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ONEAMERICA FINL PARTNERS                                | OneAmerica Financial Partners Inc                                                | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |    2327000 | PA      | $1782528.54   | 0.02%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   16425000 | PA      | $17012095.20  | 0.22%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   15026000 | PA      | $9678891.07   | 0.12%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   19100000 | PA      | $18439560.77  | 0.23%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                     | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    7660000 | PA      | $7564867.17   | 0.10%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                | Blue Owl Technology Finance Corp                                                 | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   10958000 | PA      | $10892532.96  | 0.14%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                   | Blue Owl Capital Corp                                                            | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   13397000 | PA      | $13304484.47  | 0.17%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                   | Blue Owl Capital Corp                                                            | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    4262000 | PA      | $4165148.91   | 0.05%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                   | Blue Owl Capital Corp                                                            | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    9070000 | PA      | $9153256.07   | 0.12%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund I LLC                                                         | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5151394 | PA      | $5230457.28   | 0.07%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    6960000 | PA      | $7120956.47   | 0.09%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    8730000 | PA      | $8868370.50   | 0.11%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2022-1 Ltd                                                     | CUSIP: 69689QAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4695000 | PA      | $4713127.40   | 0.06%             | 2038-10-20      | Floating      | 6.71%                 | 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        |    2600000 | PA      | $2606224.40   | 0.03%             | 2037-07-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                               | Palmer Square BDC CLO 1 Ltd                                                      | CUSIP: 696928AC4<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |    2485000 | PA      | $2495573.68   | 0.03%             | 2037-07-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2024-2 LTD                                                     | CUSIP: 69703LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2365000 | PA      | $2372381.17   | 0.03%             | 2037-07-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2024-4 Ltd                                                     | CUSIP: 69703WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2470000 | PA      | $2480821.07   | 0.03%             | 2038-01-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2025-1 Ltd                                                     | CUSIP: 69703YAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2520000 | PA      | $2509524.36   | 0.03%             | 2038-04-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| PAN AMERICAN ENERGY LLC                                 | Pan American Energy LLC/Argentina                                                | CUSIP: 69784DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |    2592000 | PA      | $2645706.24   | 0.03%             | 2027-04-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                              | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4683293.55   | 0.06%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2442000 | PA      | $2455769.19   | 0.03%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4070000 | PA      | $4117072.60   | 0.05%             | 2036-01-15      | Fixed         | 5.60%                 | 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        |   11655875 | PA      | $11048395.27  | 0.14%             | 2051-12-05      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                            | Point Au Roche Park CLO Ltd                                                      | CUSIP: 73052VAC9<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | KY        |    2320000 | PA      | $2323222.48   | 0.03%             | 2034-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Polen Capital CLO Ltd                                   | Polen Capital CLO 2025-2 Ltd                                                     | CUSIP: 73110AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7150000 | PA      | $7152366.65   | 0.09%             | 2039-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Polen Capital CLO Ltd                                   | Polen Capital CLO 2025-1 Ltd                                                     | CUSIP: 73110MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3450000 | PA      | $3468957.75   | 0.04%             | 2038-03-06      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Polen Capital CLO Ltd                                   | Polen Capital CLO 2025-1 Ltd                                                     | CUSIP: 73110MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3845000 | PA      | $3857938.43   | 0.05%             | 2038-03-06      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| POSCO                                                   | POSCO                                                                            | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    5290000 | PA      | $5292776.56   | 0.07%             | 2026-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO VI Ltd                                                                  | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2320000 | PA      | $2326192.08   | 0.03%             | 2038-01-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO 2022-1 LTD                                                              | CUSIP: 73742YAC9<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |    1535000 | PA      | $1537751.18   | 0.02%             | 2035-04-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO 2024-1 Ltd                                                              | CUSIP: 73743EAE8<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |    5385000 | PA      | $5396766.23   | 0.07%             | 2037-04-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2023-SFR1 Trust                                             | CUSIP: 74334FAA6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    2911994 | PA      | $2906544.99   | 0.04%             | 2040-03-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   12803000 | PA      | $12291174.47  | 0.16%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   12750000 | PA      | $8488948.34   | 0.11%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $5240035.75   | 0.07%             | 2032-08-15      | Fixed         | 5.75%                 | 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        |    6793000 | PA      | $6450597.48   | 0.08%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 28 Ltd                                                                        | CUSIP: 74989NAC3<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |    7045000 | PA      | $7058871.61   | 0.09%             | 2037-04-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | RAD CLO 27 Ltd                                                                   | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8550000 | PA      | $8566783.65   | 0.11%             | 2038-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    7720000 | PA      | $6336962.00   | 0.08%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    3475000 | PA      | $2633007.50   | 0.03%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Regatta 34 Funding Ltd.                                 | Regatta 34 Funding Ltd                                                           | CUSIP: 75904BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1190000 | PA      | $1194729.06   | 0.02%             | 2038-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 760942BC5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  176060000 | PA      | $4594555.17   | 0.06%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 1006075000 | PA      | $28919471.96  | 0.37%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3583000 | PA      | $3703672.36   | 0.05%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2017-1 Ltd                                                    | CUSIP: 77340EAY2<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |    1495000 | PA      | $1497962.49   | 0.02%             | 2034-04-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2024-1 LLC                                                 | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2105000 | PA      | $2142742.65   | 0.03%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1978697 | PA      | $1812132.68   | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-A                                          | CUSIP: 78450QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5588426 | PA      | $5687123.99   | 0.07%             | 2053-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    6080000 | PA      | $6124640.70   | 0.08%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    6185000 | PA      | $6080279.41   | 0.08%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   16635000 | PA      | $17343105.54  | 0.22%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   12940000 | PA      | $12718572.40  | 0.16%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                              | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    8520000 | PA      | $9031410.19   | 0.12%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   11038000 | PA      | $6957284.51   | 0.09%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38896.52     | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA                                | Sempra Infrastructure Partners LP                                                | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |   12415000 | PA      | $10978087.28  | 0.14%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    7579000 | PA      | $7112709.60   | 0.09%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2017-CH1                                                  | CUSIP: 81746HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31749 | PA      | $30166.78     | 0.00%             | 2047-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2018-CH3                                                  | CUSIP: 81746WAB4<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |      54260 | PA      | $53911.49     | 0.00%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DAA7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |     248629 | PA      | $233125.99    | 0.00%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                       | 720 East CLO 2022-I Ltd                                                          | CUSIP: 81785AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3511961.60   | 0.04%             | 2038-01-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                       | 720 East CLO IV Ltd                                                              | CUSIP: 81785BAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1815000 | PA      | $1820263.50   | 0.02%             | 2037-04-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                       | 720 East CLO VII Ltd                                                             | CUSIP: 81800WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2740000 | PA      | $2732097.84   | 0.03%             | 2037-04-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point Clo 4 Ltd                                                           | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |    7000000 | PA      | $7017675.00   | 0.09%             | 2037-04-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                    | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    4605000 | PA      | $4773082.50   | 0.06%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                | Sixth Street Lending Partners                                                    | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    5410000 | PA      | $5552556.21   | 0.07%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                              | Sixth Street CLO XXIV Ltd                                                        | CUSIP: 83011QAA3<br>LEI: 254900750L60VUYV0C32 | Long             | ABS-CBDO         | CORP              | JE        |    5410000 | PA      | $5420040.96   | 0.07%             | 2037-04-23      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                  | Sixth Street Specialty Lending Inc                                               | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2962844.74   | 0.04%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                              | Sixth Street CLO 27 Ltd                                                          | CUSIP: 83013GAE5<br>LEI: 2138005QZ5GFFQO8G389 | Long             | ABS-CBDO         | CORP              | KY        |    5025000 | PA      | $5028914.48   | 0.06%             | 2038-01-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   14751433 | PA      | $14841017.86  | 0.19%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                          | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4770066 | PA      | $4734365.44   | 0.06%             | 2053-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                    | Smithfield Foods Inc                                                             | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    1599000 | PA      | $1471211.52   | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AJ2<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    7654000 | PA      | $6241148.14   | 0.08%             | 2050-01-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    3830000 | PA      | $2725313.10   | 0.03%             | 2051-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |   13835000 | PA      | $14985241.90  | 0.19%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   13520000 | PA      | $14138120.88  | 0.18%             | 2055-01-19      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10315000 | PA      | $10337426.56  | 0.13%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                    | SoFi Professional Loan Program 2020-ATrust                                       | CUSIP: 83406TAB8<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    1089428 | PA      | $1053987.22   | 0.01%             | 2046-05-15      | Fixed         | 2.54%                 | 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        |    4836300 | PA      | $4613869.05   | 0.06%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   14320000 | PA      | $14429977.60  | 0.18%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    7280000 | PA      | $7817555.20   | 0.10%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3945000 | PA      | $3963562.72   | 0.05%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                           | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     660000 | PA      | $662820.58    | 0.01%             | 2033-03-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                           | CUSIP: 853254CH1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   18840000 | PA      | $17399116.80  | 0.22%             | 2033-01-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                           | CUSIP: 853254CU2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1415000 | PA      | $1529692.34   | 0.02%             | 2034-07-06      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    6970000 | PA      | $7270462.76   | 0.09%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    6226000 | PA      | $6271275.47   | 0.08%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   11436000 | PA      | $11558923.62  | 0.15%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                              | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  151982672 | PA      | $151982671.57 | 1.94%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   11838000 | PA      | $11372650.82  | 0.14%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                      | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    4505000 | PA      | $4182984.04   | 0.05%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     125000 | PA      | $112330.36    | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2023-2 Ltd                                                     | CUSIP: 87122CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2060000 | PA      | $2064064.38   | 0.03%             | 2037-01-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                                         | Symetra CLO 2025-1 Ltd                                                           | CUSIP: 87153AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2165000 | PA      | $2168507.30   | 0.03%             | 2038-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                                         | Symetra CLO 2025-1 Ltd                                                           | CUSIP: 87153AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2525000 | PA      | $2533254.23   | 0.03%             | 2038-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                                         | Symetra CLO 2025-1 Ltd                                                           | CUSIP: 87153AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1660000 | PA      | $1667059.98   | 0.02%             | 2038-04-20      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                          | TD SYNNEX Corp                                                                   | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3962478.15   | 0.05%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                          | TD SYNNEX Corp                                                                   | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   13135000 | PA      | $13006568.99  | 0.17%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    5615000 | PA      | $5757061.18   | 0.07%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO 40 Ltd                                                              | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |    6885000 | PA      | $6901971.53   | 0.09%             | 2038-01-05      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $3595474.26   | 0.05%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    1398000 | PA      | $1438391.02   | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                   | Tennessee Valley Authority                                                       | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    5410000 | PA      | $4811317.61   | 0.06%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    4783000 | PA      | $4727785.53   | 0.06%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    2215000 | PA      | $2324660.55   | 0.03%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                     | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    2049030 | PA      | $1945307.87   | 0.02%             | 2045-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                    | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88322YAB7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    6137000 | PA      | $5453460.94   | 0.07%             | 2043-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                    | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88322YAL5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    1275000 | PA      | $932257.67    | 0.01%             | 2050-06-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital Clo 4 Ltd                                                             | CUSIP: 883932AW5<br>LEI: 254900CWCIZKD1LSOX71 | Long             | ABS-CBDO         | CORP              | KY        |    4230000 | PA      | $4154160.33   | 0.05%             | 2035-04-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital CLO II                                                                | CUSIP: 88429PAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2365000 | PA      | $2365943.64   | 0.03%             | 2034-07-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital CLO II                                                                | CUSIP: 88429PBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2905000 | PA      | $2905034.86   | 0.04%             | 2034-07-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital CLO 3 Ltd                                                             | CUSIP: 88429RAN8<br>LEI: 549300FPWFXA3EQMFB71 | Long             | ABS-CBDO         | CORP              | KY        |    3470000 | PA      | $3485531.72   | 0.04%             | 2038-07-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital Clo 1 Ltd                                                             | CUSIP: 88430TAG6<br>LEI: 549300GZ8MP9ZGVMJ424 | Long             | ABS-CBDO         | CORP              | KY        |    3395000 | PA      | $3347867.22   | 0.04%             | 2034-10-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    7162000 | PA      | $7308526.07   | 0.09%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1707000 | PA      | $1726561.95   | 0.02%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2077418.27   | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     783000 | PA      | $687202.82    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    6340000 | PA      | $4875604.93   | 0.06%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                   | Toorak Mortgage Trust 2024-RRTL1                                                 | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3660000 | PA      | $3673996.57   | 0.05%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust                                                        | CUSIP: 89171DAE7<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     245166 | PA      | $244413.34    | 0.00%             | 2053-10-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2016-2                                                 | CUSIP: 89172PAD1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    5101352 | PA      | $4945211.35   | 0.06%             | 2055-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2018-3                                                 | CUSIP: 89175MAA1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    2340113 | PA      | $2305694.82   | 0.03%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                 | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4955000 | PA      | $4988701.63   | 0.06%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                    | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   16095000 | PA      | $15946617.30  | 0.20%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2266000 | PA      | $2263169.31   | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    5243000 | PA      | $5220259.01   | 0.07%             | 2029-04-15      | Fixed         | 4.62%                 | 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        |   13472101 | PA      | $14064335.04  | 0.18%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                 | United Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1126378 | PA      | $1125894.16   | 0.01%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   12845000 | PA      | $12729395.00  | 0.16%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   10439000 | PA      | $10431609.81  | 0.13%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                              | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   25181000 | PA      | $25131290.94  | 0.32%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                              | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   14635000 | PA      | $14554759.66  | 0.19%             | 2026-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                              | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   29784000 | PA      | $29602693.18  | 0.38%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                              | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   19899000 | PA      | $19686255.81  | 0.25%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66935000 | PA      | $51764810.10  | 0.66%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  154795000 | PA      | $104444297.86 | 1.33%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  233410000 | PA      | $162903768.94 | 2.08%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71990000 | PA      | $52991389.06  | 0.68%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46925000 | PA      | $39134717.03  | 0.50%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14770000 | PA      | $12480650.00  | 0.16%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33895000 | PA      | $27441709.94  | 0.35%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15860000 | PA      | $14267804.77  | 0.18%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72190000 | PA      | $64759505.68  | 0.83%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   98135000 | PA      | $86872475.88  | 1.11%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12405000 | PA      | $12406453.74  | 0.16%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24415000 | PA      | $22072685.94  | 0.28%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30790000 | PA      | $29786919.69  | 0.38%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4615000 | PA      | $4444641.61   | 0.06%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2640000 | PA      | $2591943.76   | 0.03%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5900000 | PA      | $5414863.30   | 0.07%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  123020000 | PA      | $116032847.82 | 1.48%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6140000 | PA      | $6016720.34   | 0.08%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6305800 | PA      | $6196433.78   | 0.08%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4920000 | PA      | $4836975.00   | 0.06%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51124000 | PA      | $49254778.75  | 0.63%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1135000 | PA      | $1070180.85   | 0.01%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26550000 | PA      | $24748541.08  | 0.32%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18801400 | PA      | $18484126.38  | 0.24%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   92710000 | PA      | $93771094.69  | 1.19%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22455000 | PA      | $22622535.41  | 0.29%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  127735000 | PA      | $124137463.80 | 1.58%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31760000 | PA      | $31844362.50  | 0.41%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  147004900 | PA      | $141325687.63 | 1.80%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22321000 | PA      | $22135282.36  | 0.28%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5795000 | PA      | $5917464.63   | 0.08%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5970000 | PA      | $5950177.75   | 0.08%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80785000 | PA      | $81435067.20  | 1.04%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13580000 | PA      | $13766194.57  | 0.18%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  135680000 | PA      | $136559800.68 | 1.74%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6835000 | PA      | $6924709.38   | 0.09%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  168940000 | PA      | $169910085.58 | 2.17%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21592000 | PA      | $21705020.73  | 0.28%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  102955000 | PA      | $103694989.06 | 1.32%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  400595000 | PA      | $401486948.80 | 5.12%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39128100 | PA      | $39025694.33  | 0.50%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12737000 | PA      | $12697694.38  | 0.16%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  158967300 | PA      | $158352543.25 | 2.02%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12800000 | PA      | $12746000.00  | 0.16%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  104940000 | PA      | $103775821.88 | 1.32%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   89587000 | PA      | $88299186.88  | 1.13%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51252000 | PA      | $50659398.75  | 0.65%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66694000 | PA      | $66021849.86  | 0.84%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43713000 | PA      | $43521755.63  | 0.55%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  121287000 | PA      | $120708992.25 | 1.54%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                  | UNIV OF VIRGINIA VA UNIV REVENUES                                                | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12785000 | PA      | $7302917.29   | 0.09%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 1615551591 | PA      | $42653374.89  | 0.54%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                          | VCAT 2025-NPL1 LLC                                                               | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3277161 | PA      | $3288738.44   | 0.04%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    4021000 | PA      | $4344694.52   | 0.06%             | 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        |    4030000 | PA      | $4412662.52   | 0.06%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                             | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    1903000 | PA      | $1267327.70   | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2321705.75   | 0.03%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   31285000 | PA      | $33566861.26  | 0.43%             | 2030-11-16      | Fixed         | 6.45%                 | 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        |    5697351 | PA      | $5778167.64   | 0.07%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                        | WFRBS Commercial Mortgage Trust 2011-C4                                          | CUSIP: 92936CAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3055092 | PA      | $3004072.20   | 0.04%             | 2044-06-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                    | WEC Energy Group Inc                                                             | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    6037000 | PA      | $6075022.17   | 0.08%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                       | Wellfleet CLO 2024-1 Ltd                                                         | CUSIP: 94951AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4105000 | PA      | $4129371.39   | 0.05%             | 2037-07-18      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                       | Wellfleet CLO 2024-2 Ltd                                                         | CUSIP: 94951CAA3<br>LEI: 254900MC10HQXYJW9619 | Long             | ABS-CBDO         | CORP              | KY        |    7170000 | PA      | $7182418.44   | 0.09%             | 2038-02-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2023-2                                     | CUSIP: 959926AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3870006 | PA      | $3881317.58   | 0.05%             | 2028-03-15      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                          | Wheels Fleet Lease Funding 1 LLC                                                 | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    4849731 | PA      | $4881059.86   | 0.06%             | 2038-04-18      | Fixed         | 5.80%                 | 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        |    8968555 | PA      | $9184678.74   | 0.12%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                         | Zayo Issuer LLC                                                                  | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16950000 | PA      | $17393174.70  | 0.22%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                      | Grupo Televisa SAB                                                               | CUSIP: 000000000<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   54020000 | PA      | $1785757.36   | 0.02%             | 2043-05-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  482247000 | PA      | $74385966.33  | 0.95%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                | RLGH Finance Bermuda Ltd                                                         | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |   10540000 | PA      | $11186959.22  | 0.14%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        437 | NC      | $-389620.02   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1457 | NC      | $-661671.78   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       3954 | NC      | $-311986.41   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   93095000 | PA      | $2429456.51   | 0.03%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  720936500 | PA      | $40403271.22  | 0.51%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Natixis Funds Trust I

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer