# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001410368-26-056160
**Filing Date:** 2026-5
**Character Count:** 364878
**Document Hash:** 5014ed9799364100744da69522a5338f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056160.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056160

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08282
- **FILM NUMBER:** 261041153

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

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

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

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

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

## Series and Classes Contracts Data

### Loomis Sayles Investment Grade Fixed Income Fund (Series ID: S000006646)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018133 | Institutional Class | LSIGX           |

## Nport-Ex

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

Loomis Sayles Investment Grade Fixed Income Fund

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>| **Description** | **Value (†)** |
| **Bonds and Notes — 84.4% of Net Assets** | **Bonds and Notes — 84.4% of Net Assets** | **Bonds and Notes — 84.4% of Net Assets** |
| **Non-Convertible Bonds — 83.9%** | **Non-Convertible Bonds — 83.9%** | **Non-Convertible Bonds — 83.9%** |
|  | **ABS Car Loan — 5.0%** | **ABS Car Loan — 5.0%** |
| $200000 | &nbsp;&nbsp; American Credit Acceptance Receivables Trust, <br> Series 2023-4, Class D, 7.650%, 9/12/2030(a)<br>| &nbsp;&nbsp; $205583 |
| 100000 | &nbsp;&nbsp; American Credit Acceptance Receivables Trust, <br> Series 2024-3, Class D, 6.040%, 7/12/2030(a)<br>| &nbsp;&nbsp; 101551 |
| 100000 | &nbsp;&nbsp; American Credit Acceptance Receivables Trust, <br> Series 2025-1, Class D, 5.540%, 8/12/2031(a)<br>| &nbsp;&nbsp; 100874 |
| 190000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-4A, Class C, 7.240%, 6/20/2029(a)<br>| &nbsp;&nbsp; 196306 |
| 100000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-8A, Class C, 7.340%, 2/20/2030(a)<br>| &nbsp;&nbsp; 104309 |
| 130000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2024-3A, Class A, 5.230%, 12/20/2030(a)<br>| &nbsp;&nbsp; 132152 |
| 445000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization Trust, <br> Series 2023-1, Class D, 7.840%, 8/15/2029<br>| &nbsp;&nbsp; 463626 |
| 200000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization Trust, <br> Series 2024-2, Class C, 6.070%, 2/15/2030<br>| &nbsp;&nbsp; 202808 |
| 200000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization Trust, <br> Series 2024-2, Class D, 6.300%, 2/15/2030<br>| &nbsp;&nbsp; 204740 |
| 100000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2022-1, Class D, <br> 2.470%, 7/17/2028<br>| &nbsp;&nbsp; 99901 |
| 40000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2023-2, Class D, <br> 6.550%, 10/15/2029<br>| &nbsp;&nbsp; 40629 |
| 65000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2023-4, Class D, <br> 7.160%, 4/15/2030<br>| &nbsp;&nbsp; 67150 |
| 195000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2024-2, Class B, <br> 5.690%, 11/15/2029<br>| &nbsp;&nbsp; 198872 |
| 5000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2024-2, Class D, <br> 6.420%, 10/15/2030<br>| &nbsp;&nbsp; 5100 |
| 195000 | &nbsp;&nbsp; CarMax Select Receivables Trust, Series 2025-A, <br> Class C, 5.460%, 7/15/2031<br>| &nbsp;&nbsp; 198826 |
| 335000 | &nbsp;&nbsp; CarMax Select Receivables Trust, Series 2025-A, <br> Class D, 5.860%, 7/15/2031<br>| &nbsp;&nbsp; 341094 |
| 300000 | &nbsp;&nbsp; CarMax Select Receivables Trust, Series 2025-B, <br> Class D, 5.330%, 7/15/2031<br>| &nbsp;&nbsp; 300889 |
| 100000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2024-N1, <br> Class D, 6.300%, 5/10/2030(a)<br>| &nbsp;&nbsp; 101949 |
| 100000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2024-N2, <br> Class D, 6.440%, 9/10/2030(a)<br>| &nbsp;&nbsp; 102149 |
| 100000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2024-N3, <br> Class D, 5.380%, 12/10/2030(a)<br>| &nbsp;&nbsp; 99976 |
| 100000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2025-P1, <br> Class C, 5.340%, 8/11/2031<br>| &nbsp;&nbsp; 100411 |
| 105000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-2A, Class C, 6.700%, 10/16/2034(a)<br>| &nbsp;&nbsp; 108337 |
| 100000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2024-3A, Class C, 5.390%, 1/16/2035(a)<br>| &nbsp;&nbsp; 100635 |
| 100000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2025-2A, Class C, 5.380%, 3/17/2036(a)<br>| &nbsp;&nbsp; 100579 |
| 200000 | &nbsp;&nbsp; Drive Auto Receivables Trust, Series 2025-2, <br> Class D, 4.900%, 12/15/2032<br>| &nbsp;&nbsp; 199007 |
| 265000 | &nbsp;&nbsp; DT Auto Owner Trust, Series 2023-2A, Class D, <br> 6.620%, 2/15/2029(a)<br>| &nbsp;&nbsp; 269594 |
| 70000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-3A, Class D, 6.680%, 4/16/2029<br>| &nbsp;&nbsp; 71294 |
| 285000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-5A, Class D, 7.130%, 2/15/2030<br>| &nbsp;&nbsp; 292222 |
| 100000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2024-5A, Class D, 5.060%, 2/18/2031<br>| &nbsp;&nbsp; 99591 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $245000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2025-1A, Class D, 5.490%, 5/15/2031<br>| &nbsp;&nbsp; $247051 |
| 370000 | &nbsp;&nbsp; FHF Issuer Trust, Series 2025-2A, Class A2, <br> 5.750%, 5/15/2030(a)<br>| &nbsp;&nbsp; 369946 |
| 100000 | &nbsp;&nbsp; First Investors Auto Owner Trust, Series 2025-1A, <br> Class D, 5.220%, 12/15/2033(a)<br>| &nbsp;&nbsp; 100236 |
| 24653 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2021-1, Class D, <br> 1.270%, 3/15/2027(a)<br>| &nbsp;&nbsp; 24592 |
| 90754 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2021-2, Class D, <br> 1.590%, 6/15/2027(a)<br>| &nbsp;&nbsp; 90137 |
| 191602 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2021-3, Class D, <br> 1.650%, 9/15/2027(a)<br>| &nbsp;&nbsp; 189110 |
| 275000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2023-2, Class D, <br> 6.620%, 5/15/2029(a)<br>| &nbsp;&nbsp; 268997 |
| 40000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2023-3, Class D, <br> 6.580%, 8/15/2029(a)<br>| &nbsp;&nbsp; 37875 |
| 90000 | &nbsp;&nbsp; Ford Credit Auto Lease Trust, Series 2023-B, <br> Class D, 6.970%, 6/15/2028<br>| &nbsp;&nbsp; 90064 |
| 80000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Series 2023-3A, <br> Class D, 6.440%, 5/15/2029(a)<br>| &nbsp;&nbsp; 81722 |
| 100000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Series 2023-4A, <br> Class D, 7.180%, 8/15/2029(a)<br>| &nbsp;&nbsp; 102868 |
| 100000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Series 2024-1A, <br> Class D, 5.950%, 12/17/2029(a)<br>| &nbsp;&nbsp; 101772 |
| 25000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Series 2024-2A, <br> Class D, 6.190%, 2/15/2030(a)<br>| &nbsp;&nbsp; 25539 |
| 100000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, Series 2024-3A, <br> Class C, 5.920%, 8/15/2030(a)<br>| &nbsp;&nbsp; 102637 |
| 100000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, Series 2024-3A, <br> Class D, 6.340%, 8/15/2031(a)<br>| &nbsp;&nbsp; 103018 |
| 15000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, Series 2025-1A, <br> Class B, 5.040%, 2/15/2031(a)<br>| &nbsp;&nbsp; 15127 |
| 10000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, Series 2025-1A, <br> Class C, 5.260%, 3/15/2031(a)<br>| &nbsp;&nbsp; 10057 |
| 20000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, Series 2025-1A, <br> Class D, 5.740%, 4/15/2032(a)<br>| &nbsp;&nbsp; 20262 |
| 200000 | &nbsp;&nbsp; Hyundai Auto Receivables Trust, Series 2025-A, <br> Class C, 4.760%, 6/15/2032<br>| &nbsp;&nbsp; 200134 |
| 50000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2023-4A, <br> Class C, 6.760%, 3/15/2029(a)<br>| &nbsp;&nbsp; 51112 |
| 90940 | &nbsp;&nbsp; Lendbuzz Securitization Trust, Series 2026-1A, <br> Class A2, 4.680%, 7/15/2030(a)<br>| &nbsp;&nbsp; 90722 |
| 140000 | &nbsp;&nbsp; Prestige Auto Receivables Trust, Series 2023-1A, <br> Class D, 6.330%, 4/16/2029(a)<br>| &nbsp;&nbsp; 140271 |
| 140000 | &nbsp;&nbsp; Red Oak Funding Master Trust, Series 2025-1A, <br> Class A, 30 day USD SOFR Average + 2.000%, <br> 5.673%, 12/20/2030(a)(b)<br>| &nbsp;&nbsp; 140162 |
| 350000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2024-3, Class D, 5.970%, 10/15/2031<br>| &nbsp;&nbsp; 358317 |
| 54624 | &nbsp;&nbsp; Securitized Term Auto Receivables Trust, <br> Series 2025-A, Class B, 5.038%, 7/25/2031(a)<br>| &nbsp;&nbsp; 54919 |
| 100000 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2025-1A, Class B, 5.110%, 2/20/2031(a)<br>| &nbsp;&nbsp; 101205 |
| 100000 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2025-1A, Class C, 5.200%, 10/20/2032(a)<br>| &nbsp;&nbsp; 100630 |
| 185000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-3A, Class D, 6.470%, 3/15/2029(a)<br>| &nbsp;&nbsp; 188355 |
| 270000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-4A, Class D, 7.190%, 7/16/2029(a)<br>| &nbsp;&nbsp; 277329 |
| 100000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-2A, Class D, 5.910%, 4/15/2030(a)<br>| &nbsp;&nbsp; 101996 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $240000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-3A, Class D, 5.210%, 4/15/2030(a)<br>| &nbsp;&nbsp; $241296 |
| 100000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2025-1A, Class D, 5.540%, 11/15/2030(a)<br>| &nbsp;&nbsp; 100792 |
|  |  | &nbsp;&nbsp; 8738404 |
|  | **ABS Credit Card — 0.5%** | **ABS Credit Card — 0.5%** |
| 200000 | &nbsp;&nbsp; Avant Credit Card Master Trust, Series 2025-1A, <br> Class A, 4.890%, 4/15/2031(a)<br>| &nbsp;&nbsp; 198481 |
| 270000 | &nbsp;&nbsp; Mercury Financial Credit Card Master Trust, <br> Series 2024-2A, Class A, 6.560%, 7/20/2029(a)<br>| &nbsp;&nbsp; 270196 |
| 110000 | &nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2024-A, Class A1, 6.200%, 8/15/2029(a)<br>| &nbsp;&nbsp; 110279 |
| 225000 | &nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2024-B, Class A, 5.880%, 1/15/2030(a)<br>| &nbsp;&nbsp; 225365 |
|  |  | &nbsp;&nbsp; 804321 |
|  | **ABS Home Equity — 3.5%** | **ABS Home Equity — 3.5%** |
| 86722 | &nbsp;&nbsp; ATLX Trust, Series 2024-RPL1, Class A1, <br> 3.850%, 4/25/2064(a)(b)<br>| &nbsp;&nbsp; 84332 |
| 110821 | &nbsp;&nbsp; ATLX Trust, Series 2024-RPL2, Class A1, <br> 3.850%, 4/25/2063(a)(b)<br>| &nbsp;&nbsp; 107567 |
| 300000 | &nbsp;&nbsp; BINOM Securitization Trust, Series 2022-RPL1, <br> Class M1, 3.000%, 2/25/2061(a)(b)<br>| &nbsp;&nbsp; 244822 |
| 320000 | &nbsp;&nbsp; CAFL Issuer LLC, Series 2026-R1, Class A1, <br> 6.773%, 3/25/2036(a)(b)<br>| &nbsp;&nbsp; 319636 |
| 170000 | &nbsp;&nbsp; Cardinal Mortgage Trust, Series 2025-RTL1, <br> Class A1, 5.593%, 11/25/2030(a)(b)<br>| &nbsp;&nbsp; 170262 |
| 330264 | &nbsp;&nbsp; COLT Mortgage Loan Trust, Series 2021-6, Class A1, <br> 1.907%, 12/25/2066(a)(b)<br>| &nbsp;&nbsp; 303044 |
| 100000 | &nbsp;&nbsp; CoreVest American Finance Ltd., Series 2021-3, <br> Class D, 3.469%, 10/15/2054(a)<br>| &nbsp;&nbsp; 89877 |
| 100000 | &nbsp;&nbsp; CoreVest American Finance Trust, Series 2021-1, <br> Class C, 2.800%, 4/15/2053(a)<br>| &nbsp;&nbsp; 89066 |
| 373160 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, Series 2021-RPL4, <br> Class A1, 4.152%, 12/27/2060(a)(b)<br>| &nbsp;&nbsp; 371848 |
| 100000 | &nbsp;&nbsp; CSMC Trust, Series 2017-RPL1, Class M1, <br> 2.983%, 7/25/2057(a)(b)<br>| &nbsp;&nbsp; 85643 |
| 66886 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Structured <br> Agency Credit Risk Debt Notes, Series 2023-DNA2, <br> Class M1A, REMICS, 30 day USD SOFR Average + <br> 2.100%, 5.762%, 4/25/2043(a)(b)<br>| &nbsp;&nbsp; 67490 |
| 205000 | &nbsp;&nbsp; FirstKey Homes Trust, Series 2021-SFR2, Class E1, <br> 2.258%, 9/17/2038(a)<br>| &nbsp;&nbsp; 202253 |
| 105000 | &nbsp;&nbsp; FirstKey Homes Trust, Series 2021-SFR2, Class E2, <br> 2.358%, 9/17/2038(a)<br>| &nbsp;&nbsp; 103589 |
| 59415 | &nbsp;&nbsp; GCAT Trust, Series 2019-RPL1, Class A1, <br> 2.650%, 10/25/2068(a)(b)<br>| &nbsp;&nbsp; 58024 |
| 81056 | &nbsp;&nbsp; Home Partners of America Trust, Series 2021-1, <br> Class E, 2.577%, 9/17/2041(a)<br>| &nbsp;&nbsp; 73333 |
| 32 | &nbsp;&nbsp; Home Partners of America Trust, Series 2021-2, <br> Class E2, 2.952%, 12/17/2026(a)<br>| &nbsp;&nbsp; 32 |
| 485000 | &nbsp;&nbsp; Legacy Mortgage Asset Trust, Series 2020-RPL1, <br> Class A2, 3.250%, 9/25/2059(a)(b)<br>| &nbsp;&nbsp; 437007 |
| 158301 | &nbsp;&nbsp; Legacy Mortgage Asset Trust, Series 2021-GS2, <br> Class A1, 5.750%, 4/25/2061(a)(b)<br>| &nbsp;&nbsp; 158577 |
| 201706 | &nbsp;&nbsp; NLT Trust, Series 2023-1, Class A1, <br> 3.200%, 10/25/2062(a)(b)<br>| &nbsp;&nbsp; 185923 |
| 225000 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-BPL2, Class A1, <br> 6.509%, 5/25/2039(a)(b)<br>| &nbsp;&nbsp; 225927 |
| 119378 | &nbsp;&nbsp; NYMT Loan Trust, Series 2024-BPL3, Class A1, <br> 5.268%, 9/25/2039(a)(b)<br>| &nbsp;&nbsp; 119354 |
| 97126 | &nbsp;&nbsp; OBX Trust, Series 2021-NQM3, Class A1, <br> 1.054%, 7/25/2061(a)(b)<br>| &nbsp;&nbsp; 81462 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Home Equity — continued** | **ABS Home Equity — continued** |
| $2222 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2025-RPL5, Class A1, 4.150%, 1/25/2070(a)(b)<br>| &nbsp;&nbsp; $2157 |
| 100000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR3, <br> Class E1, 2.538%, 5/17/2026(a)<br>| &nbsp;&nbsp; 99600 |
| 100000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR3, <br> Class E2, 2.688%, 5/17/2026(a)<br>| &nbsp;&nbsp; 99600 |
| 120000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR5, <br> Class E1, 2.209%, 7/17/2038(a)<br>| &nbsp;&nbsp; 119044 |
| 165000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR7, <br> Class E1, 2.591%, 8/17/2040(a)<br>| &nbsp;&nbsp; 154070 |
| 100000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR7, <br> Class E2, 2.640%, 8/17/2040(a)<br>| &nbsp;&nbsp; 93630 |
| 100000 | &nbsp;&nbsp; Progress Residential Trust, Series 2021-SFR9, <br> Class E1, 2.811%, 11/17/2040(a)<br>| &nbsp;&nbsp; 94486 |
| 94100 | &nbsp;&nbsp; PRPM LLC, Series 2024-7, Class A1, <br> 5.870%, 11/25/2029(a)(b)<br>| &nbsp;&nbsp; 94135 |
| 125041 | &nbsp;&nbsp; PRPM LLC, Series 2024-RCF2, Class A1, <br> 3.750%, 3/25/2054(a)(b)<br>| &nbsp;&nbsp; 122483 |
| 85966 | &nbsp;&nbsp; PRPM LLC, Series 2025-2, Class A1, <br> 6.469%, 5/25/2030(a)(b)<br>| &nbsp;&nbsp; 85763 |
| 274676 | &nbsp;&nbsp; PRPM LLC, Series 2025-8, Class A1, <br> 5.385%, 10/25/2030(a)(b)<br>| &nbsp;&nbsp; 273436 |
| 106406 | &nbsp;&nbsp; PRPM LLC, Series 2025-RCF1, Class A1, <br> 4.500%, 2/25/2055(a)(b)<br>| &nbsp;&nbsp; 105011 |
| 94486 | &nbsp;&nbsp; PRPM LLC, Series 2025-RCF5, Class A1, <br> 4.839%, 10/25/2055(a)(b)<br>| &nbsp;&nbsp; 93452 |
| 147073 | &nbsp;&nbsp; PRPM LLC, Series 2026-1, Class A1, <br> 5.185%, 2/25/2031(a)(b)<br>| &nbsp;&nbsp; 145520 |
| 152688 | &nbsp;&nbsp; PRPM LLC, Series 2026-2, Class A1, <br> 5.089%, 2/25/2031(a)(b)<br>| &nbsp;&nbsp; 152203 |
| 141327 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2019-4, <br> Class A1, 2.900%, 10/25/2059(a)(b)<br>| &nbsp;&nbsp; 135837 |
| 375000 | &nbsp;&nbsp; TVC Mortgage Trust, Series 2024-RRTL1, Class A1, <br> 5.545%, 7/25/2039(a)(b)<br>| &nbsp;&nbsp; 375773 |
| 100000 | &nbsp;&nbsp; TVC Mortgage Trust, Series 2026-RRTL1, Class A1, <br> 4.964%, 2/25/2041(a)(b)<br>| &nbsp;&nbsp; 99501 |
| 174802 | &nbsp;&nbsp; Verus Securitization Trust, Series 2021-3, Class A1, <br> 1.046%, 6/25/2066(a)(b)<br>| &nbsp;&nbsp; 155662 |
|  |  | &nbsp;&nbsp; 6080431 |
|  | **ABS Other — 7.6%** | **ABS Other — 7.6%** |
| 93949 | &nbsp;&nbsp; AASET Trust, Series 2021-1A, Class A, <br> 2.950%, 11/16/2041(a)<br>| &nbsp;&nbsp; 90608 |
| 100000 | &nbsp;&nbsp; Affirm Master Trust, Series 2025-3A, Class B, <br> 4.750%, 10/16/2034(a)<br>| &nbsp;&nbsp; 99380 |
| 705000 | &nbsp;&nbsp; Applebee's Funding LLC/IHOP Funding LLC, <br> Series 2025-1A, Class A2, 6.720%, 6/07/2055(a)<br>| &nbsp;&nbsp; 705157 |
| 239091 | &nbsp;&nbsp; Aqua Finance Trust, Series 2024-A, Class A, <br> 4.810%, 4/18/2050(a)<br>| &nbsp;&nbsp; 239609 |
| 8553 | &nbsp;&nbsp; Auxilior Term Funding LLC, Series 2023-1A, <br> Class A2, 6.180%, 12/15/2028(a)<br>| &nbsp;&nbsp; 8572 |
| 43394 | &nbsp;&nbsp; BHG Securitization Trust, Series 2022-A, Class B, <br> 2.700%, 2/20/2035(a)<br>| &nbsp;&nbsp; 43338 |
| 100000 | &nbsp;&nbsp; BHG Securitization Trust, Series 2022-A, Class C, <br> 3.080%, 2/20/2035(a)<br>| &nbsp;&nbsp; 99023 |
| 109213 | &nbsp;&nbsp; BHG Securitization Trust, Series 2023-B, Class B, <br> 7.450%, 12/17/2036(a)<br>| &nbsp;&nbsp; 113657 |
| 121907 | &nbsp;&nbsp; BHG Securitization Trust, Series 2025-1CON, <br> Class A, 4.820%, 4/17/2036(a)<br>| &nbsp;&nbsp; 122050 |
| 265238 | &nbsp;&nbsp; Business Jet Securities LLC, Series 2024-2A, <br> Class A, 5.364%, 9/15/2039(a)<br>| &nbsp;&nbsp; 264534 |
| 32157 | &nbsp;&nbsp; Castlelake Aircraft Structured Trust, <br> Series 2019-1A, Class A, 3.967%, 4/15/2039(a)<br>| &nbsp;&nbsp; 31837 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $404995 | &nbsp;&nbsp; CLIF Holdings LLC, Series 2025-1H, Class A, <br> 6.720%, 12/20/2050(a)<br>| &nbsp;&nbsp; $401902 |
| 300000 | &nbsp;&nbsp; Compass Datacenters Issuer II LLC, <br> Series 2024-2A, Class A1, 5.022%, 8/25/2049(a)<br>| &nbsp;&nbsp; 297500 |
| 200000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-1A, Class A2, 5.656%, 2/25/2050(a)<br>| &nbsp;&nbsp; 200985 |
| 45000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-1A, Class A3, 5.852%, 2/25/2050(a)<br>| &nbsp;&nbsp; 45103 |
| 240000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-3A, Class A2, 5.286%, 7/25/2050(a)<br>| &nbsp;&nbsp; 237642 |
| 170758 | &nbsp;&nbsp; Crockett Partners Equipment Co. IIA LLC, <br> Series 2024-1C, Class A, 6.050%, 1/20/2031(a)<br>| &nbsp;&nbsp; 172757 |
| 120000 | &nbsp;&nbsp; CyrusOne Data Centers Issuer I LLC, <br> Series 2024-3A, Class A2, 4.650%, 5/20/2049(a)<br>| &nbsp;&nbsp; 113971 |
| 245000 | &nbsp;&nbsp; DataBank Issuer II LLC, Series 2025-1A, Class A2, <br> 5.180%, 9/27/2055(a)<br>| &nbsp;&nbsp; 237653 |
| 270000 | &nbsp;&nbsp; EDI ABS Issuer 1 LLC, Series 2025-1A, Class A2, <br> 4.450%, 7/25/2055(a)<br>| &nbsp;&nbsp; 258478 |
| 114384 | &nbsp;&nbsp; EverBright Solar Trust, Series 2024-A, Class A, <br> 6.430%, 6/22/2054(a)<br>| &nbsp;&nbsp; 96540 |
| 79849 | &nbsp;&nbsp; Foundation Finance Trust, Series 2023-2A, Class A, <br> 6.530%, 6/15/2049(a)<br>| &nbsp;&nbsp; 82813 |
| 345435 | &nbsp;&nbsp; Global SC Finance X Ltd., Series 2025-1H, Class A, <br> 6.169%, 9/20/2045(a)<br>| &nbsp;&nbsp; 343679 |
| 52219 | &nbsp;&nbsp; GoodLeap Home Improvement Solutions Trust, <br> Series 2024-1A, Class A, 5.350%, 10/20/2046(a)<br>| &nbsp;&nbsp; 52630 |
| 100000 | &nbsp;&nbsp; GreenSky Home Improvement Issuer Trust, <br> Series 2024-1, Class A3, 5.550%, 6/25/2059(a)<br>| &nbsp;&nbsp; 101706 |
| 74640 | &nbsp;&nbsp; GreenSky Home Improvement Issuer Trust, <br> Series 2024-1, Class C, 6.360%, 6/25/2059(a)<br>| &nbsp;&nbsp; 76016 |
| 40352 | &nbsp;&nbsp; GreenSky Home Improvement Issuer Trust, <br> Series 2024-2, Class A4, 5.150%, 10/27/2059(a)<br>| &nbsp;&nbsp; 40535 |
| 42069 | &nbsp;&nbsp; HINNT LLC, Series 2024-A, Class A, <br> 5.490%, 3/15/2043(a)<br>| &nbsp;&nbsp; 42412 |
| 85378 | &nbsp;&nbsp; Jack in the Box Funding LLC, Series 2019-1A, <br> Class A2II, 4.476%, 8/25/2049(a)<br>| &nbsp;&nbsp; 84835 |
| 310000 | &nbsp;&nbsp; Kapitus Asset Securitization IV LLC, <br> Series 2024-1A, Class 1A, 5.490%, 9/10/2031(a)<br>| &nbsp;&nbsp; 310498 |
| 175000 | &nbsp;&nbsp; Kapitus Asset Securitization IV LLC, <br> Series 2024-1A, Class A, 5.490%, 9/10/2031(a)<br>| &nbsp;&nbsp; 175281 |
| 100000 | &nbsp;&nbsp; Kinetic ABS Issuer LLC, Series 2026-1A, Class A2, <br> 5.219%, 2/25/2056(a)<br>| &nbsp;&nbsp; 99715 |
| 520000 | &nbsp;&nbsp; Lightpath Fiber Issuer LLC, Series 2026-1A, <br> Class A2, 5.597%, 3/25/2056(a)<br>| &nbsp;&nbsp; 518559 |
| 232965 | &nbsp;&nbsp; Lunar Structured Aircraft Portfolio Notes, <br> Series 2021-1, Class A, 2.636%, 10/15/2046(a)<br>| &nbsp;&nbsp; 221247 |
| 100000 | &nbsp;&nbsp; Mariner Finance Issuance Trust, Series 2024-AA, <br> Class B, 5.680%, 9/22/2036(a)<br>| &nbsp;&nbsp; 101053 |
| 70798 | &nbsp;&nbsp; Mosaic Solar Loan Trust, Series 2024-1A, Class A, <br> 5.500%, 9/20/2049(a)<br>| &nbsp;&nbsp; 66521 |
| 542180 | &nbsp;&nbsp; Mosaic Solar Loan Trust, Series 2024-2A, Class A, <br> 5.600%, 4/22/2052(a)<br>| &nbsp;&nbsp; 514252 |
| 15172 | &nbsp;&nbsp; MVW LLC, Series 2021-1WA, Class C, <br> 1.940%, 1/22/2041(a)<br>| &nbsp;&nbsp; 14670 |
| 120000 | &nbsp;&nbsp; Octane Receivables Trust, Series 2024-2A, Class C, <br> 5.900%, 7/20/2032(a)<br>| &nbsp;&nbsp; 121046 |
| 105000 | &nbsp;&nbsp; OnDeck Asset Securitization Trust IV LLC, <br> Series 2024-2A, Class A, 4.980%, 10/17/2031(a)<br>| &nbsp;&nbsp; 105277 |
| 240000 | &nbsp;&nbsp; OneMain Financial Issuance Trust, Series 2021-1A, <br> Class D, 2.470%, 6/16/2036(a)<br>| &nbsp;&nbsp; 225782 |
| 310000 | &nbsp;&nbsp; OneMain Financial Issuance Trust, Series 2022-S1, <br> Class D, 5.200%, 5/14/2035(a)<br>| &nbsp;&nbsp; 310417 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $239851 | &nbsp;&nbsp; OWN Equipment Fund I LLC, Series 2024-2M, <br> Class A, 5.700%, 12/20/2032(a)<br>| &nbsp;&nbsp; $241292 |
| 120790 | &nbsp;&nbsp; OWN Equipment Fund II LLC, Series 2025-1M, <br> Class A, 5.480%, 9/26/2033(a)<br>| &nbsp;&nbsp; 120613 |
| 270193 | &nbsp;&nbsp; OWN Equipment Fund III LLC, Series 2025-2M, <br> Class A, 5.420%, 3/27/2034(a)<br>| &nbsp;&nbsp; 269146 |
| 130000 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, Series 2025-1A, <br> Class A2I, 5.274%, 12/06/2055(a)<br>| &nbsp;&nbsp; 129953 |
| 100000 | &nbsp;&nbsp; Progress Residential Trust, Series 2022-SFR5, <br> Class C, 5.192%, 6/17/2039(a)<br>| &nbsp;&nbsp; 99526 |
| 155000 | &nbsp;&nbsp; QTS Issuer ABS II LLC, Series 2025-1A, Class B, <br> 5.778%, 10/05/2055(a)<br>| &nbsp;&nbsp; 149923 |
| 115000 | &nbsp;&nbsp; Regional Management Issuance Trust, <br> Series 2024-2, Class A, 5.110%, 12/15/2033(a)<br>| &nbsp;&nbsp; 115416 |
| 165000 | &nbsp;&nbsp; Republic Finance Issuance Trust, Series 2024-A, <br> Class A, 5.910%, 8/20/2032(a)<br>| &nbsp;&nbsp; 165617 |
| 175000 | &nbsp;&nbsp; Republic Finance Issuance Trust, Series 2024-B, <br> Class A, 5.420%, 11/20/2037(a)<br>| &nbsp;&nbsp; 176727 |
| 250000 | &nbsp;&nbsp; RFS Asset Securitization II LLC, Series 2024-1, <br> Class A, 6.550%, 7/15/2031(a)<br>| &nbsp;&nbsp; 253076 |
| 200000 | &nbsp;&nbsp; SEB Funding LLC, Series 2024-1A, Class A2, <br> 7.386%, 4/30/2054(a)<br>| &nbsp;&nbsp; 203554 |
| 510000 | &nbsp;&nbsp; SF ABS Issuer LLC, Series 2025-1A, Class A2, <br> 5.377%, 11/25/2055(a)<br>| &nbsp;&nbsp; 499073 |
| 270000 | &nbsp;&nbsp; Shentel Issuer LLC, Series 2025-1A, Class A2, <br> 5.640%, 12/20/2055(a)<br>| &nbsp;&nbsp; 272043 |
| 36610 | &nbsp;&nbsp; Shenton Aircraft Investment I Ltd., Series 2015-1A, <br> Class A, 4.750%, 10/15/2042(a)<br>| &nbsp;&nbsp; 36610 |
| 40584 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2023-3A, Class C, 7.120%, 9/20/2040(a)<br>| &nbsp;&nbsp; 41667 |
| 381500 | &nbsp;&nbsp; Slam Ltd., Series 2021-1A, Class A, <br> 2.434%, 6/15/2046(a)<br>| &nbsp;&nbsp; 361657 |
| 330000 | &nbsp;&nbsp; Sprite Ltd., Series 2026-1, Class A, <br> 5.227%, 3/15/2041(a)<br>| &nbsp;&nbsp; 324724 |
| 90635 | &nbsp;&nbsp; Stream Innovations Issuer Trust, Series 2024-2A, <br> Class A, 5.210%, 2/15/2045(a)<br>| &nbsp;&nbsp; 91215 |
| 46519 | &nbsp;&nbsp; Sunnova Helios II Issuer LLC, Series 2019-AA, <br> Class A, 3.750%, 6/20/2046(a)<br>| &nbsp;&nbsp; 42621 |
| 168715 | &nbsp;&nbsp; Sunnova Helios X Issuer LLC, Series 2022-C, <br> Class A, 5.300%, 11/22/2049(a)<br>| &nbsp;&nbsp; 155290 |
| 269945 | &nbsp;&nbsp; Sunrun Atlas Issuer LLC, Series 2019-2, Class A, <br> 3.610%, 2/01/2055(a)<br>| &nbsp;&nbsp; 260416 |
| 254799 | &nbsp;&nbsp; Textainer Marine Containers VII Ltd., <br> Series 2021-2A, Class A, 2.230%, 4/20/2046(a)<br>| &nbsp;&nbsp; 240359 |
| 168442 | &nbsp;&nbsp; TIF Funding II LLC, Series 2021-1A, Class A, <br> 1.650%, 2/20/2046(a)<br>| &nbsp;&nbsp; 153663 |
| 314670 | &nbsp;&nbsp; TMCL VII Holdings Ltd., Series 2025-1H, Class A, <br> 6.430%, 7/23/2050(a)<br>| &nbsp;&nbsp; 314234 |
| 535000 | &nbsp;&nbsp; Trafigura Securitisation Finance PLC, <br> Series 2024-1A, Class A1, 1 day USD SOFR + <br> 1.400%, 5.041%, 11/15/2027(a)(b)<br>| &nbsp;&nbsp; 534777 |
| 111719 | &nbsp;&nbsp; Volofin Finance DAC, Series 2024-1A, Class A, <br> 5.935%, 6/15/2037(a)<br>| &nbsp;&nbsp; 112531 |
| 150408 | &nbsp;&nbsp; Willis Engine Structured Trust VII, Series 2023-A, <br> Class A, 8.000%, 10/15/2048(a)<br>| &nbsp;&nbsp; 153352 |
| 400000 | &nbsp;&nbsp; Zayo Issuer LLC, Series 2025-3A, Class A2, <br> 5.570%, 10/20/2055(a)<br>| &nbsp;&nbsp; 400431 |
|  |  | &nbsp;&nbsp; 13408746 |
|  | **ABS Residential Mortgage — 1.9%** | **ABS Residential Mortgage — 1.9%** |
| 215708 | &nbsp;&nbsp; GITSIT Mortgage Loan Trust, Series 2025-NPL1, <br> Class A1, 6.276%, 2/25/2055(a)(b)<br>| &nbsp;&nbsp; 215844 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Residential Mortgage — continued** | **ABS Residential Mortgage — continued** |
| $277315 | &nbsp;&nbsp; GITSIT Mortgage Loan Trust, Series 2025-NPL2, <br> Class A1, 5.425%, 12/25/2055(a)(b)<br>| &nbsp;&nbsp; $275822 |
| 161425 | &nbsp;&nbsp; MFA Trust, Series 2024-NPL1, Class A1, <br> 6.330%, 9/25/2054(a)(b)<br>| &nbsp;&nbsp; 161624 |
| 148084 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2025-NPL3, Class A1, 6.708%, 4/25/2055(a)(b)<br>| &nbsp;&nbsp; 148225 |
| 134855 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2025-NPL6, Class A1, 5.744%, 6/25/2055(a)(b)<br>| &nbsp;&nbsp; 135062 |
| 361200 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2025-NPL8, Class A1, 5.732%, 8/25/2055(a)(b)<br>| &nbsp;&nbsp; 361962 |
| 185661 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2026-NPL2, Class A1, 5.151%, 2/25/2056(a)(b)<br>| &nbsp;&nbsp; 184200 |
| 282070 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2026-NPL3, Class A1, 4.968%, 2/25/2056(a)(b)<br>| &nbsp;&nbsp; 279758 |
| 180000 | &nbsp;&nbsp; Pretium Mortgage Credit Partners LLC, <br> Series 2026-NPL4, Class A1, 5.510%, 4/25/2056(a)(b)<br>| &nbsp;&nbsp; 180009 |
| 369821 | &nbsp;&nbsp; RCO IX Mortgage LLC, Series 2025-2, Class A1, <br> 6.513%, 4/25/2030(a)(b)<br>| &nbsp;&nbsp; 370318 |
| 358994 | &nbsp;&nbsp; RCO IX Mortgage LLC, Series 2025-4, Class A1, <br> 5.310%, 10/25/2030(a)(b)<br>| &nbsp;&nbsp; 358713 |
| 275000 | &nbsp;&nbsp; RCO X Mortgage LLC, Series 2026-1, Class A1, <br> 5.536%, 3/25/2031(a)(b)<br>| &nbsp;&nbsp; 275017 |
| 290344 | &nbsp;&nbsp; VCAT LLC, Series 2025-NPL3, Class A1, <br> 5.889%, 2/25/2055(a)(b)<br>| &nbsp;&nbsp; 290704 |
| 127330 | &nbsp;&nbsp; VCAT LLC, Series 2026-NPL1, Class A1, <br> 5.101%, 1/25/2056(a)(b)<br>| &nbsp;&nbsp; 126617 |
|  |  | &nbsp;&nbsp; 3363875 |
|  | **ABS Student Loan — 1.0%** | **ABS Student Loan — 1.0%** |
| 364892 | &nbsp;&nbsp; College Ave Student Loans LLC, Series 2024-B, <br> Class A1A, 5.690%, 8/25/2054(a)<br>| &nbsp;&nbsp; 372234 |
| 41608 | &nbsp;&nbsp; College Avenue Student Loans LLC, Series 2021-A, <br> Class C, 2.920%, 7/25/2051(a)<br>| &nbsp;&nbsp; 39349 |
| 13005 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2020-HA, Class A, 1.310%, 1/15/2069(a)<br>| &nbsp;&nbsp; 12357 |
| 88359 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-A, Class A, 0.840%, 5/15/2069(a)<br>| &nbsp;&nbsp; 80893 |
| 135000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-A, Class B, 2.240%, 5/15/2069(a)<br>| &nbsp;&nbsp; 109187 |
| 100000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-EA, Class B, 2.030%, 12/16/2069(a)<br>| &nbsp;&nbsp; 72429 |
| 195000 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-FA, Class B, 2.120%, 2/18/2070(a)<br>| &nbsp;&nbsp; 139040 |
| 120000 | &nbsp;&nbsp; Navient Student Loan Trust, Series 2023-BA, <br> Class B, 7.230%, 3/15/2072(a)<br>| &nbsp;&nbsp; 129222 |
| 110000 | &nbsp;&nbsp; Nelnet Student Loan Trust, Series 2021-BA, <br> Class B, 2.680%, 4/20/2062(a)<br>| &nbsp;&nbsp; 99067 |
| 24967 | &nbsp;&nbsp; SMB Private Education Loan Trust, Series 2018-C, <br> Class A2A, 3.630%, 11/15/2035(a)<br>| &nbsp;&nbsp; 24866 |
| 159375 | &nbsp;&nbsp; SMB Private Education Loan Trust, Series 2020-A, <br> Class A2A, 2.230%, 9/15/2037(a)<br>| &nbsp;&nbsp; 154767 |
| 85185 | &nbsp;&nbsp; SMB Private Education Loan Trust, Series 2021-A, <br> Class A2A2, 1 mo. USD SOFR + 0.844%, <br> 4.517%, 1/15/2053(a)(b)<br>| &nbsp;&nbsp; 84479 |
| 210000 | &nbsp;&nbsp; SMB Private Education Loan Trust, Series 2021-B, <br> Class B, 2.650%, 7/17/2051(a)<br>| &nbsp;&nbsp; 189106 |
| 100000 | &nbsp;&nbsp; SMB Private Education Loan Trust, Series 2023-C, <br> Class B, 6.360%, 11/15/2052(a)<br>| &nbsp;&nbsp; 104084 |
| 92744 | &nbsp;&nbsp; SMB Private Education Loan Trust, Series 2024-A, <br> Class A1A, 5.240%, 3/15/2056(a)<br>| &nbsp;&nbsp; 93520 |
|  |  | &nbsp;&nbsp; 1704600 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Whole Business — 0.4%** | **ABS Whole Business — 0.4%** |
| $355000 | &nbsp;&nbsp; Applebee's Funding LLC/IHOP Funding LLC, <br> Series 2023-1A, Class A2, 7.824%, 3/05/2053(a)<br>| &nbsp;&nbsp; $357863 |
| 48125 | &nbsp;&nbsp; EWC Master Issuer LLC, Series 2022-1A, Class A2, <br> 5.500%, 3/15/2052(a)<br>| &nbsp;&nbsp; 47754 |
| 100000 | &nbsp;&nbsp; Progress Residential Trust, Series 2022-SFR5, <br> Class B, 4.896%, 6/17/2039(a)<br>| &nbsp;&nbsp; 99600 |
| 197500 | &nbsp;&nbsp; Subway Funding LLC, Series 2024-3A, Class A2I, <br> 5.246%, 7/30/2054(a)<br>| &nbsp;&nbsp; 194964 |
|  |  | &nbsp;&nbsp; 700181 |
|  | **Aerospace & Defense — 2.0%** | **Aerospace & Defense — 2.0%** |
| 215000 | BAE Systems PLC, 5.300%, 3/26/2034(a) | &nbsp;&nbsp; 220195 |
| 400000 | Boeing Co., 5.705%, 5/01/2040 | &nbsp;&nbsp; 400629 |
| 1357000 | Boeing Co., 5.805%, 5/01/2050 | &nbsp;&nbsp; 1311848 |
| 25000 | Boeing Co., 5.930%, 5/01/2060 | &nbsp;&nbsp; 23997 |
| 992000 | Boeing Co., 6.858%, 5/01/2054 | &nbsp;&nbsp; 1091770 |
| 175000 | Boeing Co., 7.008%, 5/01/2064 | &nbsp;&nbsp; 193466 |
| 104000 | Honeywell Aerospace, Inc., 4.950%, 3/16/2036(a) | &nbsp;&nbsp; 103189 |
| 225000 | Textron, Inc., 4.950%, 3/15/2036 | &nbsp;&nbsp; 218754 |
|  |  | &nbsp;&nbsp; 3563848 |
|  | **Agency Commercial Mortgage-Backed Securities — 0.1%** | **Agency Commercial Mortgage-Backed Securities — 0.1%** |
| 115000 | &nbsp;&nbsp; Arixa Mortgage Trust, Series 2025-RTL1, Class A1, <br> 5.735%, 8/25/2030(a)(b)<br>| &nbsp;&nbsp; 115295 |
|  | **Automotive — 0.2%** | **Automotive — 0.2%** |
| 155000 | ZF North America Capital, Inc., 6.750%, 4/23/2030(a) | &nbsp;&nbsp; 149944 |
| 230000 | ZF North America Capital, Inc., 6.875%, 4/23/2032(a) | &nbsp;&nbsp; 218524 |
|  |  | &nbsp;&nbsp; 368468 |
|  | **Banking — 5.8%** | **Banking — 5.8%** |
| 210000 | &nbsp;&nbsp; CaixaBank SA, (fixed rate to 7/03/2035, variable <br> rate thereafter), 5.581%, 7/03/2036(a)<br>| &nbsp;&nbsp; 211195 |
| 247000 | &nbsp;&nbsp; Capital One Financial Corp., (fixed rate to 9/11/2035, <br> variable rate thereafter), 5.197%, 9/11/2036<br>| &nbsp;&nbsp; 239449 |
| 331000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to 1/21/2036, <br> variable rate thereafter), 5.065%, 1/21/2037<br>| &nbsp;&nbsp; 323609 |
| 884000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to 2/02/2036, <br> variable rate thereafter), 5.387%, 2/02/2041<br>| &nbsp;&nbsp; 854077 |
| 260000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to 1/22/2036, <br> variable rate thereafter), 4.898%, 1/22/2037<br>| &nbsp;&nbsp; 254412 |
| 370000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to 4/22/2035, <br> variable rate thereafter), 5.572%, 4/22/2036<br>| &nbsp;&nbsp; 381279 |
| 890000 | &nbsp;&nbsp; JPMorgan Chase & Co., Series OO, (fixed rate to <br> 4/01/2030, variable rate thereafter), 6.500%(c)<br>| &nbsp;&nbsp; 913260 |
| 859000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 1/18/2036, variable <br> rate thereafter), 5.314%, 1/18/2041<br>| &nbsp;&nbsp; 829212 |
| 634000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 1/19/2033, variable <br> rate thereafter), 5.948%, 1/19/2038<br>| &nbsp;&nbsp; 649477 |
| 290000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 10/18/2032, variable <br> rate thereafter), 6.342%, 10/18/2033<br>| &nbsp;&nbsp; 310292 |
| 425000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 2/07/2034, variable <br> rate thereafter), 5.942%, 2/07/2039<br>| &nbsp;&nbsp; 434455 |
| 230000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 4/19/2034, variable <br> rate thereafter), 5.831%, 4/19/2035<br>| &nbsp;&nbsp; 238783 |
| 345000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 4/20/2032, variable <br> rate thereafter), 5.297%, 4/20/2037<br>| &nbsp;&nbsp; 344161 |
| 316000 | &nbsp;&nbsp; Morgan Stanley, MTN, (fixed rate to 2/13/2031, <br> variable rate thereafter), 1.794%, 2/13/2032<br>| &nbsp;&nbsp; 273637 |
| 120000 | &nbsp;&nbsp; Morgan Stanley, Series I, (fixed rate to 10/22/2035, <br> variable rate thereafter), 4.892%, 10/22/2036<br>| &nbsp;&nbsp; 116005 |
| 620000 | &nbsp;&nbsp; Morgan Stanley Private Bank NA, (fixed rate to <br> 11/19/2030, variable rate thereafter), <br> 4.465%, 11/19/2031<br>| &nbsp;&nbsp; 610378 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Banking — continued** | **Banking — continued** |
| $521000 | &nbsp;&nbsp; Societe Generale SA, (fixed rate to 10/03/2035, <br> variable rate thereafter), 5.439%, 10/03/2036(a)<br>| &nbsp;&nbsp; $509741 |
| 33000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 2/25/2031, <br> variable rate thereafter), 4.947%, 2/25/2032<br>| &nbsp;&nbsp; 32027 |
| 120000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 3/06/2030, <br> variable rate thereafter), 5.450%, 3/06/2031<br>| &nbsp;&nbsp; 119901 |
| 265000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 7/29/2035, <br> variable rate thereafter), 6.000%, 7/29/2036<br>| &nbsp;&nbsp; 261376 |
| 195000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 8/02/2029, <br> variable rate thereafter), 5.935%, 8/02/2030<br>| &nbsp;&nbsp; 198129 |
| 335000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 2/08/2034, variable <br> rate thereafter), 5.699%, 2/08/2035(a)<br>| &nbsp;&nbsp; 343414 |
| 235000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 5/09/2035, variable <br> rate thereafter), 5.580%, 5/09/2036(a)<br>| &nbsp;&nbsp; 238346 |
| 260000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/30/2030, variable rate <br> thereafter), 5.459%, 6/30/2035(a)<br>| &nbsp;&nbsp; 259532 |
| 243000 | &nbsp;&nbsp; Wells Fargo & Co., (fixed rate to 1/23/2036, variable <br> rate thereafter), 4.960%, 1/23/2037<br>| &nbsp;&nbsp; 236717 |
| 960000 | &nbsp;&nbsp; Wells Fargo & Co., (fixed rate to 4/23/2035, variable <br> rate thereafter), 5.605%, 4/23/2036<br>| &nbsp;&nbsp; 982394 |
|  |  | &nbsp;&nbsp; 10165258 |
|  | **Brokerage — 1.0%** | **Brokerage — 1.0%** |
| 280000 | BGC Group, Inc., 6.150%, 4/02/2030 | &nbsp;&nbsp; 284786 |
| 498000 | Blue Owl Finance LLC, 6.250%, 4/18/2034 | &nbsp;&nbsp; 478768 |
| 140000 | &nbsp;&nbsp; Brookfield Asset Management Ltd., <br> 5.795%, 4/24/2035<br>| &nbsp;&nbsp; 142649 |
| 115000 | Citadel LP, 6.000%, 1/23/2030(a) | &nbsp;&nbsp; 118386 |
| 90000 | Citadel LP, 6.375%, 1/23/2032(a) | &nbsp;&nbsp; 93280 |
| 661000 | Jefferies Financial Group, Inc., 6.250%, 1/15/2036 | &nbsp;&nbsp; 670057 |
|  |  | &nbsp;&nbsp; 1787926 |
|  | **Building Materials — 1.3%** | **Building Materials — 1.3%** |
| 450000 | Cemex SAB de CV, 3.875%, 7/11/2031(a) | &nbsp;&nbsp; 420062 |
| 430000 | Cemex SAB de CV, 3.875%, 7/11/2031 | &nbsp;&nbsp; 401393 |
| 310000 | &nbsp;&nbsp; Cemex SAB de CV, (fixed rate to 6/08/2026, variable <br> rate thereafter), 5.125%(a)(c)<br>| &nbsp;&nbsp; 308710 |
| 444000 | CRH America Finance, Inc., 5.000%, 2/09/2036 | &nbsp;&nbsp; 435883 |
| 536000 | Eagle Materials, Inc., 5.000%, 3/15/2036 | &nbsp;&nbsp; 513223 |
| 78000 | &nbsp;&nbsp; JH North America Holdings, Inc., <br> 5.875%, 1/31/2031(a)<br>| &nbsp;&nbsp; 77352 |
| 185000 | &nbsp;&nbsp; JH North America Holdings, Inc., <br> 6.125%, 7/31/2032(a)<br>| &nbsp;&nbsp; 184263 |
|  |  | &nbsp;&nbsp; 2340886 |
|  | **Cable Satellite — 1.9%** | **Cable Satellite — 1.9%** |
| 620000 | &nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital, <br> 3.950%, 6/30/2062<br>| &nbsp;&nbsp; 364287 |
| 155000 | &nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital, <br> 6.384%, 10/23/2035<br>| &nbsp;&nbsp; 157400 |
| 350000 | &nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital, <br> 6.550%, 6/01/2034<br>| &nbsp;&nbsp; 363354 |
| 180000 | &nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital, <br> 6.650%, 2/01/2034<br>| &nbsp;&nbsp; 187764 |
| 800000 | CSC Holdings LLC, 4.625%, 12/01/2030(a) | &nbsp;&nbsp; 282294 |
| 200000 | CSC Holdings LLC, 5.375%, 2/01/2028(a) | &nbsp;&nbsp; 147910 |
| 84000 | Directv Financing LLC, 8.875%, 2/01/2030(a) | &nbsp;&nbsp; 83813 |
| 170000 | DISH DBS Corp., 5.250%, 12/01/2026(a) | &nbsp;&nbsp; 168542 |
| 265000 | DISH DBS Corp., 5.750%, 12/01/2028(a) | &nbsp;&nbsp; 256306 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Cable Satellite — continued** | **Cable Satellite — continued** |
| $1223109 | EchoStar Corp., 10.750%, 11/30/2029 | &nbsp;&nbsp; $1321264 |
| 35000 | Time Warner Cable LLC, 6.550%, 5/01/2037 | &nbsp;&nbsp; 35287 |
|  |  | &nbsp;&nbsp; 3368221 |
|  | **Collateralized Mortgage Obligations — 0.1%** | **Collateralized Mortgage Obligations — 0.1%** |
| 81391 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., Series 2912, <br> Class EH, REMICS, 5.500%, 1/15/2035(d)<br>| &nbsp;&nbsp; 82559 |
| 95386 | &nbsp;&nbsp; Verus Securitization Trust, Series 2021-5, Class A1, <br> 1.013%, 9/25/2066(a)(b)<br>| &nbsp;&nbsp; 82079 |
|  |  | &nbsp;&nbsp; 164638 |
|  | **Construction Machinery — 0.5%** | **Construction Machinery — 0.5%** |
| 200000 | Ashtead Capital, Inc., 5.800%, 4/15/2034(a) | &nbsp;&nbsp; 203898 |
| 200000 | Ashtead Capital, Inc., 5.950%, 10/15/2033(a) | &nbsp;&nbsp; 205814 |
| 475000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 6.125%, 3/15/2034(a)<br>| &nbsp;&nbsp; 480979 |
|  |  | &nbsp;&nbsp; 890691 |
|  | **Consumer Cyclical Services — 0.3%** | **Consumer Cyclical Services — 0.3%** |
| 447000 | Expedia Group, Inc., 5.400%, 2/15/2035 | &nbsp;&nbsp; 443454 |
|  | **Diversified Manufacturing — 0.0%** | **Diversified Manufacturing — 0.0%** |
| 47000 | Esab Corp., 5.625%, 4/01/2031(a) | &nbsp;&nbsp; 47329 |
|  | **Electric — 0.3%** | **Electric — 0.3%** |
| 147000 | Vistra Operations Co. LLC, 4.700%, 1/31/2031(a) | &nbsp;&nbsp; 144633 |
| 100000 | Vistra Operations Co. LLC, 5.250%, 10/15/2035(a) | &nbsp;&nbsp; 97112 |
| 208000 | Vistra Operations Co. LLC, 5.350%, 1/31/2036(a) | &nbsp;&nbsp; 203465 |
| 90000 | Vistra Operations Co. LLC, 5.700%, 12/30/2034(a) | &nbsp;&nbsp; 90541 |
|  |  | &nbsp;&nbsp; 535751 |
|  | **Environmental — 0.1%** | **Environmental — 0.1%** |
| 74000 | &nbsp;&nbsp; GFL Environmental Holdings U.S., Inc., <br> 5.500%, 2/01/2034(a)<br>| &nbsp;&nbsp; 72579 |
| 70000 | GFL Environmental, Inc., 6.750%, 1/15/2031(a) | &nbsp;&nbsp; 72438 |
|  |  | &nbsp;&nbsp; 145017 |
|  | **Finance Companies — 2.8%** | **Finance Companies — 2.8%** |
| 314000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.300%, 1/30/2032<br>| &nbsp;&nbsp; 285183 |
| 1155000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 4.950%, 9/10/2034<br>| &nbsp;&nbsp; 1122571 |
| 125000 | Aircastle Ltd., 5.950%, 2/15/2029(a) | &nbsp;&nbsp; 128417 |
| 318000 | Aircastle Ltd., 6.500%, 7/18/2028(a) | &nbsp;&nbsp; 329689 |
| 150000 | &nbsp;&nbsp; Aircastle Ltd./Aircastle Ireland DAC, <br> 5.250%, 3/15/2030(a)<br>| &nbsp;&nbsp; 151234 |
| 150000 | &nbsp;&nbsp; Aircastle Ltd./Aircastle Ireland DAC, <br> 5.750%, 10/01/2031(a)<br>| &nbsp;&nbsp; 153588 |
| 31000 | Aviation Capital Group LLC, 4.250%, 4/30/2029(a) | &nbsp;&nbsp; 30548 |
| 265000 | Aviation Capital Group LLC, 4.800%, 10/24/2030(a) | &nbsp;&nbsp; 261939 |
| 41000 | Aviation Capital Group LLC, 4.875%, 1/28/2033(a) | &nbsp;&nbsp; 39565 |
| 10000 | Aviation Capital Group LLC, 5.125%, 4/10/2030(a) | &nbsp;&nbsp; 10052 |
| 418000 | Aviation Capital Group LLC, 6.750%, 10/25/2028(a) | &nbsp;&nbsp; 437375 |
| 225000 | Avolon Holdings Funding Ltd., 4.700%, 1/30/2031(a) | &nbsp;&nbsp; 220477 |
| 182000 | Avolon Holdings Funding Ltd., 4.850%, 4/01/2033(a) | &nbsp;&nbsp; 174350 |
| 165000 | Avolon Holdings Funding Ltd., 5.375%, 5/30/2030(a) | &nbsp;&nbsp; 166799 |
| 95000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 5.150%, 3/17/2030(a)<br>| &nbsp;&nbsp; 94514 |
| 313000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, <br> Inc., 3.875%, 3/01/2031(a)<br>| &nbsp;&nbsp; 288830 |
| 865000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, <br> Inc., 4.000%, 10/15/2033(a)<br>| &nbsp;&nbsp; 775357 |
| 289000 | Takeoff Merger Sub, Inc., 4.850%, 3/24/2031(a) | &nbsp;&nbsp; 285386 |
|  |  | &nbsp;&nbsp; 4955874 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Financial Other — 0.0%** | **Financial Other — 0.0%** |
| $67282 | &nbsp;&nbsp; Country Garden Holdings Co. Ltd., Series AI, 5.000% <br> PIK and/or 2.500% Cash, 12/31/2032(e)(f)<br>| &nbsp;&nbsp; $9153 |
| 8236 | &nbsp;&nbsp; Shimao Group Holdings Ltd., 6.000% PIK and/or <br> 5.000% Cash, 7/21/2031(a)(e)<br>| &nbsp;&nbsp; 268 |
| 62272 | &nbsp;&nbsp; Sino-Ocean Group Holding Ltd., <br> 3.000%, 3/27/2033(a)<br>| &nbsp;&nbsp; 3876 |
| 34552 | &nbsp;&nbsp; Times China Holdings Ltd., 3.000% PIK and/or <br> 1.000% Cash, 3/30/2029(a)(e)<br>| &nbsp;&nbsp; 1012 |
| 128897 | &nbsp;&nbsp; Times China Holdings Ltd., 4.200% PIK, <br> 9/30/2032(a)(e)<br>| &nbsp;&nbsp; 3545 |
|  |  | &nbsp;&nbsp; 17854 |
|  | **Food & Beverage — 1.0%** | **Food & Beverage — 1.0%** |
| 290000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, Inc./JBS <br> USA Food Co. Holdings, 5.500%, 1/15/2036<br>| &nbsp;&nbsp; 290133 |
| 475000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, Inc./JBS <br> USA Food Co. Holdings, 5.625%, 3/10/2037(a)<br>| &nbsp;&nbsp; 476487 |
| 245000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, Inc./JBS <br> USA Food Co. Holdings, 5.950%, 4/20/2035<br>| &nbsp;&nbsp; 254326 |
| 205000 | &nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, Inc./JBS <br> USA Food Co. Holdings, 6.750%, 3/15/2034<br>| &nbsp;&nbsp; 225469 |
| 311000 | Pilgrim's Pride Corp., 3.500%, 3/01/2032 | &nbsp;&nbsp; 282308 |
| 199000 | Pilgrim's Pride Corp., 6.875%, 5/15/2034 | &nbsp;&nbsp; 214833 |
|  |  | &nbsp;&nbsp; 1743556 |
|  | **Gaming — 0.0%** | **Gaming — 0.0%** |
| 50000 | &nbsp;&nbsp; GLP Capital LP/GLP Financing II, Inc., <br> 6.750%, 12/01/2033<br>| &nbsp;&nbsp; 52661 |
|  | **Government Owned - No Guarantee — 0.5%** | **Government Owned - No Guarantee — 0.5%** |
| 955000 | Antares Holdings LP, 3.750%, 7/15/2027(a) | &nbsp;&nbsp; 928110 |
|  | **Health Insurance — 0.0%** | **Health Insurance — 0.0%** |
| 97000 | Molina Healthcare, Inc., 3.875%, 11/15/2030(a) | &nbsp;&nbsp; 86721 |
|  | **Healthcare — 0.6%** | **Healthcare — 0.6%** |
| 125000 | HCA, Inc., 4.900%, 11/15/2035 | &nbsp;&nbsp; 120851 |
| 205000 | HCA, Inc., 5.125%, 6/15/2039 | &nbsp;&nbsp; 193196 |
| 535000 | HCA, Inc., 5.600%, 4/01/2034 | &nbsp;&nbsp; 546365 |
| 175000 | HCA, Inc., 5.750%, 3/01/2035 | &nbsp;&nbsp; 179927 |
|  |  | &nbsp;&nbsp; 1040339 |
|  | **Home Construction — 0.7%** | **Home Construction — 0.7%** |
| 122000 | DR Horton, Inc., 5.000%, 10/15/2034 | &nbsp;&nbsp; 120391 |
| 170000 | DR Horton, Inc., 5.500%, 10/15/2035 | &nbsp;&nbsp; 172503 |
| 525000 | Meritage Homes Corp., 5.650%, 3/15/2035 | &nbsp;&nbsp; 524428 |
| 325000 | Sekisui House U.S., Inc., 6.000%, 1/15/2043 | &nbsp;&nbsp; 296368 |
| 85000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.750%, 11/15/2032(a)<br>| &nbsp;&nbsp; 85074 |
|  |  | &nbsp;&nbsp; 1198764 |
|  | **Hybrid ARMs — 0.0%** | **Hybrid ARMs — 0.0%** |
| 863 | &nbsp;&nbsp; Federal National Mortgage Association, 6 mo. USD <br> RFUCCT + 1.460%, 5.460%, 2/01/2037(b)<br>| &nbsp;&nbsp; 878 |
| 4174 | &nbsp;&nbsp; Federal National Mortgage Association, 1 yr. USD <br> RFUCCT + 1.840%, 6.544%, 9/01/2036(b)<br>| &nbsp;&nbsp; 4315 |
|  |  | &nbsp;&nbsp; 5193 |
|  | **Independent Energy — 2.4%** | **Independent Energy — 2.4%** |
| 370000 | Aker BP ASA, 5.125%, 10/01/2034(a) | &nbsp;&nbsp; 362094 |
| 623000 | &nbsp;&nbsp; Canadian Natural Resources Ltd., <br> 5.400%, 12/15/2034<br>| &nbsp;&nbsp; 630222 |
| 1350000 | Continental Resources, Inc., 2.875%, 4/01/2032(a) | &nbsp;&nbsp; 1182456 |
| 642000 | Continental Resources, Inc., 5.750%, 1/15/2031(a) | &nbsp;&nbsp; 654301 |
| 125000 | Energean Israel Finance Ltd., 5.375%, 3/30/2028 | &nbsp;&nbsp; 120008 |
| 265000 | Energean Israel Finance Ltd., 5.875%, 3/30/2031 | &nbsp;&nbsp; 246160 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Independent Energy — continued** | **Independent Energy — continued** |
| $85000 | SM Energy Co., 8.375%, 7/01/2028(a) | &nbsp;&nbsp; $87340 |
| 928000 | Viper Energy Partners LLC, 5.700%, 8/01/2035 | &nbsp;&nbsp; 935248 |
|  |  | &nbsp;&nbsp; 4217829 |
|  | **Industrial Other — 0.1%** | **Industrial Other — 0.1%** |
| 252000 | Jacobs Solutions, Inc., 5.375%, 3/03/2036 | &nbsp;&nbsp; 245763 |
|  | **Leisure — 2.0%** | **Leisure — 2.0%** |
| 362000 | Carnival Corp., 5.750%, 3/15/2030(a) | &nbsp;&nbsp; 364872 |
| 325000 | Carnival Corp., 5.750%, 8/01/2032(a) | &nbsp;&nbsp; 324894 |
| 328000 | Carnival Corp., 6.125%, 2/15/2033(a) | &nbsp;&nbsp; 331288 |
| 468000 | Royal Caribbean Cruises Ltd., 4.750%, 5/15/2033 | &nbsp;&nbsp; 451882 |
| 351000 | Royal Caribbean Cruises Ltd., 5.250%, 2/27/2038 | &nbsp;&nbsp; 333912 |
| 152000 | Royal Caribbean Cruises Ltd., 5.375%, 1/15/2036 | &nbsp;&nbsp; 149332 |
| 700000 | Royal Caribbean Cruises Ltd., 5.625%, 9/30/2031(a) | &nbsp;&nbsp; 706900 |
| 606000 | Royal Caribbean Cruises Ltd., 6.000%, 2/01/2033(a) | &nbsp;&nbsp; 612055 |
| 185000 | Royal Caribbean Cruises Ltd., 6.250%, 3/15/2032(a) | &nbsp;&nbsp; 189141 |
|  |  | &nbsp;&nbsp; 3464276 |
|  | **Life Insurance — 1.9%** | **Life Insurance — 1.9%** |
| 196000 | Brighthouse Financial, Inc., 3.850%, 12/22/2051 | &nbsp;&nbsp; 108948 |
| 1370000 | National Life Insurance Co., 10.500%, 9/15/2039(a) | &nbsp;&nbsp; 1781028 |
| 1437000 | NLV Financial Corp., 7.500%, 8/15/2033(a) | &nbsp;&nbsp; 1543654 |
|  |  | &nbsp;&nbsp; 3433630 |
|  | **Lodging — 0.5%** | **Lodging — 0.5%** |
| 95000 | Choice Hotels International, Inc., 5.850%, 8/01/2034 | &nbsp;&nbsp; 95810 |
| 51000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 5.500%, 3/31/2034(a)<br>| &nbsp;&nbsp; 49826 |
| 202000 | Marriott International, Inc., 5.100%, 5/01/2038 | &nbsp;&nbsp; 192039 |
| 475000 | Marriott International, Inc., 5.500%, 4/15/2037 | &nbsp;&nbsp; 472921 |
|  |  | &nbsp;&nbsp; 810596 |
|  | **Media Entertainment — 2.2%** | **Media Entertainment — 2.2%** |
| 173000 | AppLovin Corp., 5.125%, 12/01/2029 | &nbsp;&nbsp; 174004 |
| 65000 | AppLovin Corp., 5.375%, 12/01/2031 | &nbsp;&nbsp; 65638 |
| 1210000 | AppLovin Corp., 5.500%, 12/01/2034 | &nbsp;&nbsp; 1199982 |
| 1396000 | Beignet Investor LLC, 6.581%, 5/30/2049(a) | &nbsp;&nbsp; 1435306 |
| 180000 | Discovery Global Holdings, Inc., 4.279%, 3/15/2032 | &nbsp;&nbsp; 159300 |
| 608000 | Meta Platforms, Inc., 5.625%, 11/15/2055 | &nbsp;&nbsp; 569933 |
| 51000 | OAK-Eagle Acquireco, Inc., 7.250%, 7/01/2033(a) | &nbsp;&nbsp; 52841 |
| 36000 | Paramount Global, 4.200%, 5/19/2032 | &nbsp;&nbsp; 30862 |
| 69000 | Paramount Global, 4.950%, 1/15/2031 | &nbsp;&nbsp; 63916 |
| 62000 | Paramount Global, 7.875%, 7/30/2030 | &nbsp;&nbsp; 64723 |
|  |  | &nbsp;&nbsp; 3816505 |
|  | **Metals & Mining — 2.1%** | **Metals & Mining — 2.1%** |
| 200000 | Anglo American Capital PLC, 5.250%, 3/19/2036(a) | &nbsp;&nbsp; 195556 |
| 17000 | Commercial Metals Co., 5.750%, 11/15/2033(a) | &nbsp;&nbsp; 16821 |
| 36000 | Commercial Metals Co., 6.000%, 12/15/2035(a) | &nbsp;&nbsp; 35491 |
| 729000 | Glencore Funding LLC, 2.500%, 9/01/2030(a) | &nbsp;&nbsp; 662442 |
| 239000 | Glencore Funding LLC, 2.850%, 4/27/2031(a) | &nbsp;&nbsp; 217532 |
| 270000 | Glencore Funding LLC, 5.673%, 4/01/2035(a) | &nbsp;&nbsp; 275831 |
| 250000 | Glencore Funding LLC, 5.700%, 5/08/2033(a) | &nbsp;&nbsp; 257667 |
| 223000 | Glencore Funding LLC, 6.375%, 10/06/2030(a) | &nbsp;&nbsp; 236566 |
| 1340000 | Glencore Funding LLC, 6.500%, 10/06/2033(a) | &nbsp;&nbsp; 1449993 |
| 35000 | Steel Dynamics, Inc., 5.250%, 5/15/2035 | &nbsp;&nbsp; 35015 |
| 330000 | Steel Dynamics, Inc., 5.375%, 8/15/2034 | &nbsp;&nbsp; 333012 |
|  |  | &nbsp;&nbsp; 3715926 |
|  | **Midstream — 2.7%** | **Midstream — 2.7%** |
| 205000 | Cheniere Energy Partners LP, 3.250%, 1/31/2032 | &nbsp;&nbsp; 186839 |
| 85000 | Cheniere Energy Partners LP, 5.950%, 6/30/2033 | &nbsp;&nbsp; 89106 |
| 152000 | DCP Midstream Operating LP, 3.250%, 2/15/2032 | &nbsp;&nbsp; 138163 |
| 125000 | DCP Midstream Operating LP, 6.450%, 11/03/2036(a) | &nbsp;&nbsp; 132359 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Midstream — continued** | **Midstream — continued** |
| $588000 | Energy Transfer LP, 5.000%, 5/15/2044 | &nbsp;&nbsp; $510231 |
| 420000 | Energy Transfer LP, 5.600%, 9/01/2034 | &nbsp;&nbsp; 428049 |
| 465000 | Energy Transfer LP, 5.700%, 4/01/2035 | &nbsp;&nbsp; 477569 |
| 5000 | &nbsp;&nbsp; Plains All American Pipeline LP/PAA Finance Corp., <br> 4.300%, 1/31/2043<br>| &nbsp;&nbsp; 4054 |
| 13000 | Sunoco LP, 5.375%, 7/15/2031(a) | &nbsp;&nbsp; 12896 |
| 48000 | Sunoco LP, 5.625%, 3/15/2031(a) | &nbsp;&nbsp; 47780 |
| 95000 | Targa Resources Corp., 5.500%, 2/15/2035 | &nbsp;&nbsp; 95845 |
| 785000 | Targa Resources Corp., 5.550%, 8/15/2035 | &nbsp;&nbsp; 791710 |
| 202000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.125%, 12/15/2030(a)<br>| &nbsp;&nbsp; 207742 |
| 237000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 1/15/2034(a)<br>| &nbsp;&nbsp; 247059 |
| 103000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 6/15/2034(a)<br>| &nbsp;&nbsp; 107218 |
| 225000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.500%, 5/01/2033(a)<br>| &nbsp;&nbsp; 247321 |
| 180000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.750%, 5/01/2035(a)<br>| &nbsp;&nbsp; 201740 |
| 120000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.250%, 2/01/2050<br>| &nbsp;&nbsp; 101210 |
| 195000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.300%, 3/01/2048<br>| &nbsp;&nbsp; 164822 |
| 35000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.450%, 4/01/2044<br>| &nbsp;&nbsp; 31136 |
| 102000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.500%, 12/15/2035<br>| &nbsp;&nbsp; 100310 |
| 25000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.500%, 8/15/2048<br>| &nbsp;&nbsp; 21602 |
| 274000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 6.150%, 4/01/2033<br>| &nbsp;&nbsp; 285968 |
| 120000 | Whistler Pipeline LLC, 5.950%, 9/30/2034(a) | &nbsp;&nbsp; 122952 |
|  |  | &nbsp;&nbsp; 4753681 |
|  | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 2.4%** | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 2.4%** |
| 110000 | &nbsp;&nbsp; BFLD Commercial Mortgage Trust, <br> Series 2025-660F, Class A, 1 mo. USD SOFR + <br> 1.500%, 5.173%, 11/15/2042(a)(b)<br>| &nbsp;&nbsp; 109863 |
| 100000 | &nbsp;&nbsp; BFLD Commercial Mortgage Trust, <br> Series 2025-660F, Class B, 1 mo. USD SOFR + <br> 1.800%, 5.473%, 11/15/2042(a)(b)<br>| &nbsp;&nbsp; 99750 |
| 95000 | &nbsp;&nbsp; BPR Trust, Series 2021-NRD, Class B, 1 mo. USD <br> SOFR + 2.124%, 5.797%, 12/15/2038(a)(b)<br>| &nbsp;&nbsp; 94447 |
| 105000 | &nbsp;&nbsp; BPR Trust, Series 2021-NRD, Class C, 1 mo. USD <br> SOFR + 2.424%, 6.097%, 12/15/2038(a)(b)<br>| &nbsp;&nbsp; 104251 |
| 65000 | &nbsp;&nbsp; BPR Trust, Series 2021-NRD, Class D, 1 mo. USD <br> SOFR + 3.723%, 7.396%, 12/15/2038(a)(b)<br>| &nbsp;&nbsp; 64476 |
| 170000 | &nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-VLT5, <br> Class A, 5.050%, 11/13/2046(a)(b)<br>| &nbsp;&nbsp; 169875 |
| 200000 | &nbsp;&nbsp; BX Trust, Series 2024-VLT4, Class A, 1 mo. USD <br> SOFR + 1.491%, 5.164%, 6/15/2041(a)(b)<br>| &nbsp;&nbsp; 198750 |
| 100000 | &nbsp;&nbsp; BX Trust, Series 2025-DELC, Class A, 1 mo. USD <br> SOFR + 1.550%, 5.223%, 12/15/2042(a)(b)<br>| &nbsp;&nbsp; 100084 |
| 800000 | &nbsp;&nbsp; CHI Commercial Mortgage Trust, Series 2025-SFT, <br> Class A, 5.117%, 4/15/2042(a)(b)<br>| &nbsp;&nbsp; 810754 |
| 100000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, Series 2014-USA, <br> Class B, 4.185%, 9/15/2037(a)<br>| &nbsp;&nbsp; 85058 |
| 205000 | &nbsp;&nbsp; DC Commercial Mortgage Trust, Series 2023-DC, <br> Class B, 6.804%, 9/12/2040(a)<br>| &nbsp;&nbsp; 207297 |
| 100000 | &nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, <br> Class A, 1 mo. USD SOFR + 1.300%, <br> 4.973%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; 100000 |

---

---

| | | |
|:---|:---|:---|
| **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** |
| $99068 | &nbsp;&nbsp; Extended Stay America Trust, Series 2026-ESH2, <br> Class A, 1 mo. USD SOFR + 1.200%, <br> 4.873%, 2/15/2043(a)(b)<br>| &nbsp;&nbsp; $99068 |
| 99068 | &nbsp;&nbsp; Extended Stay America Trust, Series 2026-ESH2, <br> Class B, 1 mo. USD SOFR + 1.400%, <br> 5.073%, 2/15/2043(a)(b)<br>| &nbsp;&nbsp; 99161 |
| 99068 | &nbsp;&nbsp; Extended Stay America Trust, Series 2026-ESH2, <br> Class C, 1 mo. USD SOFR + 1.600%, <br> 5.273%, 2/15/2043(a)(b)<br>| &nbsp;&nbsp; 99223 |
| 99075 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2012-BWTR, Class A, 2.954%, 11/05/2034(a)<br>| &nbsp;&nbsp; 86622 |
| 115000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2013-PEMB, Class A, 3.550%, 3/05/2033(a)(b)<br>| &nbsp;&nbsp; 89137 |
| 125000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2013-PEMB, Class B, <br> 3.550%, 3/05/2033(a)(b)(g)<br>| &nbsp;&nbsp; 56250 |
| 131378 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2012-LC9, Class C, <br> 3.500%, 12/15/2047(a)(b)<br>| &nbsp;&nbsp; 128748 |
| 200000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class A, 1 mo. <br> USD SOFR + 1.600%, 5.273%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; 199500 |
| 100000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class B, 1 mo. <br> USD SOFR + 2.000%, 5.673%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; 99750 |
| 45171 | &nbsp;&nbsp; JPMBB Commercial Mortgage Securities Trust, <br> Series 2015-C32, Class A5, 3.598%, 11/15/2048<br>| &nbsp;&nbsp; 44041 |
| 9472 | &nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch <br> Trust, Series 2013-C12, Class C, <br> 4.601%, 10/15/2046(b)<br>| &nbsp;&nbsp; 9164 |
| 495000 | &nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch <br> Trust, Series 2016-C30, Class C, <br> 4.108%, 9/15/2049(b)<br>| &nbsp;&nbsp; 454333 |
| 80187 | &nbsp;&nbsp; MSBAM Commercial Mortgage Securities Trust, <br> Series 2012-CKSV, Class A2, 3.277%, 10/15/2030(a)<br>| &nbsp;&nbsp; 76578 |
| 100000 | &nbsp;&nbsp; New Economy Assets - Phase 1 Sponsor LLC, <br> Series 2021-1, Class A1, 1.910%, 10/20/2061(a)<br>| &nbsp;&nbsp; 83938 |
| 105000 | &nbsp;&nbsp; SCOTT Trust, Series 2023-SFS, Class A, <br> 5.910%, 3/10/2040(a)<br>| &nbsp;&nbsp; 106887 |
| 125000 | &nbsp;&nbsp; TCO Commercial Mortgage Trust, <br> Series 2024-DPM, Class A, 1 mo. USD SOFR + <br> 1.243%, 4.915%, 12/15/2039(a)(b)<br>| &nbsp;&nbsp; 124805 |
| 23890 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2011-C3, Class D, 5.464%, 3/15/2044(a)(b)(g)<br>| &nbsp;&nbsp; 8600 |
| 124894 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2013-C15, Class B, 4.152%, 8/15/2046(b)<br>| &nbsp;&nbsp; 121397 |
| 112100 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2014-C20, Class B, 4.378%, 5/15/2047<br>| &nbsp;&nbsp; 96964 |
|  |  | &nbsp;&nbsp; 4228771 |
|  | **Oil Field Services — 0.2%** | **Oil Field Services — 0.2%** |
| 396000 | Helmerich & Payne, Inc., 5.500%, 12/01/2034 | &nbsp;&nbsp; 389292 |
|  | **Other REITs — 0.4%** | **Other REITs — 0.4%** |
| 125000 | Extra Space Storage LP, 2.350%, 3/15/2032 | &nbsp;&nbsp; 107256 |
| 134000 | Extra Space Storage LP, 5.900%, 1/15/2031 | &nbsp;&nbsp; 139888 |
| 431000 | Host Hotels & Resorts LP, 5.500%, 4/15/2035 | &nbsp;&nbsp; 427611 |
|  |  | &nbsp;&nbsp; 674755 |
|  | **Pharmaceuticals — 0.7%** | **Pharmaceuticals — 0.7%** |
| 75000 | Bausch Health Cos., Inc., 4.875%, 6/01/2028(a) | &nbsp;&nbsp; 68678 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Pharmaceuticals — continued** | **Pharmaceuticals — continued** |
| $210000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Co. LLC, <br> 6.150%, 2/01/2036<br>| &nbsp;&nbsp; $216366 |
| 1165000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, <br> 4.100%, 10/01/2046<br>| &nbsp;&nbsp; 863593 |
|  |  | &nbsp;&nbsp; 1148637 |
|  | **Property & Casualty Insurance — 0.8%** | **Property & Casualty Insurance — 0.8%** |
| 221000 | Arthur J Gallagher & Co., 5.150%, 2/15/2035 | &nbsp;&nbsp; 219210 |
| 110000 | Arthur J Gallagher & Co., 5.450%, 7/15/2034 | &nbsp;&nbsp; 111736 |
| 85000 | Brown & Brown, Inc., 5.550%, 6/23/2035 | &nbsp;&nbsp; 84887 |
| 456000 | Marsh & McLennan Cos., Inc., 5.000%, 3/15/2035 | &nbsp;&nbsp; 454081 |
| 555000 | &nbsp;&nbsp; Stewart Information Services Corp., <br> 3.600%, 11/15/2031<br>| &nbsp;&nbsp; 490660 |
| 76000 | Willis North America, Inc., 5.150%, 3/15/2036 | &nbsp;&nbsp; 74012 |
|  |  | &nbsp;&nbsp; 1434586 |
|  | **Restaurants — 0.1%** | **Restaurants — 0.1%** |
| 276000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 4.000%, 10/15/2030(a)<br>| &nbsp;&nbsp; 259419 |
|  | **Retailers — 0.2%** | **Retailers — 0.2%** |
| 360000 | Amazon.com, Inc., 4.875%, 3/13/2036 | &nbsp;&nbsp; 356719 |
|  | **Sovereigns — 2.1%** | **Sovereigns — 2.1%** |
| 600000 | &nbsp;&nbsp; Chile Government International Bonds, <br> 3.100%, 1/22/2061<br>| &nbsp;&nbsp; 369180 |
| 600000 | &nbsp;&nbsp; Chile Government International Bonds, <br> 3.250%, 9/21/2071<br>| &nbsp;&nbsp; 370908 |
| 200000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 5.625%, 2/26/2044<br>| &nbsp;&nbsp; 157722 |
| 200000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 7.375%, 9/18/2037<br>| &nbsp;&nbsp; 199026 |
| 200000 | &nbsp;&nbsp; Egypt Government International Bonds, <br> 5.800%, 9/30/2027<br>| &nbsp;&nbsp; 197404 |
| 225000 | &nbsp;&nbsp; Kyrgyz Republic International Bonds, <br> 7.750%, 6/03/2030(a)<br>| &nbsp;&nbsp; 224404 |
| 211000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 6.125%, 2/09/2038<br>| &nbsp;&nbsp; 205619 |
| 301000 | &nbsp;&nbsp; Nigeria Government International Bonds, <br> 6.500%, 11/28/2027<br>| &nbsp;&nbsp; 301902 |
| 200000 | &nbsp;&nbsp; Pakistan Government International Bonds, <br> 6.000%, 4/08/2026<br>| &nbsp;&nbsp; 199750 |
| 400000 | &nbsp;&nbsp; Pakistan Government International Bonds, <br> 6.875%, 12/05/2027<br>| &nbsp;&nbsp; 394805 |
| 351000 | &nbsp;&nbsp; Republic of Poland Government International <br> Bonds, 5.500%, 3/18/2054<br>| &nbsp;&nbsp; 324244 |
| 200000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 3.700%, 11/25/2030<br>| &nbsp;&nbsp; 181779 |
| 200000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 3.900%, 10/19/2031<br>| &nbsp;&nbsp; 180533 |
| 420000 | &nbsp;&nbsp; Republic of Uzbekistan International Bonds, <br> 6.900%, 2/28/2032(a)<br>| &nbsp;&nbsp; 436267 |
|  |  | &nbsp;&nbsp; 3743543 |
|  | **Technology — 6.8%** | **Technology — 6.8%** |
| 435000 | Alphabet, Inc., 4.800%, 2/15/2036 | &nbsp;&nbsp; 433137 |
| 700000 | Atlassian Corp., 5.500%, 5/15/2034 | &nbsp;&nbsp; 685466 |
| 145000 | Broadcom, Inc., 2.600%, 2/15/2033 | &nbsp;&nbsp; 126783 |
| 465000 | Broadcom, Inc., 3.137%, 11/15/2035(a) | &nbsp;&nbsp; 395057 |
| 240000 | Broadcom, Inc., 3.187%, 11/15/2036(a) | &nbsp;&nbsp; 200558 |
| 260000 | Broadcom, Inc., 3.419%, 4/15/2033 | &nbsp;&nbsp; 237750 |
| 400000 | Broadcom, Inc., 3.469%, 4/15/2034 | &nbsp;&nbsp; 360175 |
| 85000 | Broadcom, Inc., 4.300%, 11/15/2032 | &nbsp;&nbsp; 82768 |
| 505000 | CDW LLC/CDW Finance Corp., 3.569%, 12/01/2031 | &nbsp;&nbsp; 461612 |
| 567000 | CDW LLC/CDW Finance Corp., 5.550%, 8/22/2034 | &nbsp;&nbsp; 557202 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Technology — continued** | **Technology — continued** |
| $390000 | Dell International LLC/EMC Corp., 5.100%, 2/15/2036 | &nbsp;&nbsp; $381344 |
| 422000 | Entegris, Inc., 4.750%, 4/15/2029(a) | &nbsp;&nbsp; 417160 |
| 183000 | Fair Isaac Corp., 6.000%, 5/15/2033(a) | &nbsp;&nbsp; 179564 |
| 55000 | Leidos, Inc., 4.375%, 5/15/2030 | &nbsp;&nbsp; 54111 |
| 540000 | Leidos, Inc., 5.000%, 3/15/2036 | &nbsp;&nbsp; 522076 |
| 108000 | Leidos, Inc., 5.400%, 3/15/2032 | &nbsp;&nbsp; 110090 |
| 325000 | Leidos, Inc., 5.500%, 3/15/2035 | &nbsp;&nbsp; 330274 |
| 855000 | Leidos, Inc., 5.750%, 3/15/2033 | &nbsp;&nbsp; 886323 |
| 260000 | Motorola Solutions, Inc., 5.550%, 8/15/2035 | &nbsp;&nbsp; 265822 |
| 315000 | MSCI, Inc., 5.250%, 9/01/2035 | &nbsp;&nbsp; 308560 |
| 225000 | NetApp, Inc., 5.500%, 3/17/2032 | &nbsp;&nbsp; 230214 |
| 200000 | NetApp, Inc., 5.700%, 3/17/2035 | &nbsp;&nbsp; 203748 |
| 614000 | Oracle Corp., 3.950%, 3/25/2051 | &nbsp;&nbsp; 389064 |
| 595000 | Oracle Corp., 5.200%, 9/26/2035 | &nbsp;&nbsp; 558107 |
| 148000 | Oracle Corp., 5.700%, 2/04/2036 | &nbsp;&nbsp; 142300 |
| 325000 | Oracle Corp., 5.950%, 9/26/2055 | &nbsp;&nbsp; 273413 |
| 28000 | Oracle Corp., 6.000%, 8/03/2055 | &nbsp;&nbsp; 23475 |
| 401000 | Oracle Corp., 6.700%, 2/04/2056 | &nbsp;&nbsp; 372170 |
| 348000 | Oracle Corp., 6.850%, 2/04/2066 | &nbsp;&nbsp; 319924 |
| 892000 | Salesforce, Inc., 5.550%, 3/15/2036 | &nbsp;&nbsp; 889225 |
| 109000 | Sensata Technologies, Inc., 3.750%, 2/15/2031(a) | &nbsp;&nbsp; 101100 |
| 340000 | Synopsys, Inc., 5.700%, 4/01/2055 | &nbsp;&nbsp; 325068 |
| 340000 | TD SYNNEX Corp., 5.300%, 10/10/2035 | &nbsp;&nbsp; 329400 |
| 290000 | TD SYNNEX Corp., 6.100%, 4/12/2034 | &nbsp;&nbsp; 299118 |
| 450000 | Trimble, Inc., 6.100%, 3/15/2033 | &nbsp;&nbsp; 470836 |
|  |  | &nbsp;&nbsp; 11922994 |
|  | **Treasuries — 16.2%** | **Treasuries — 16.2%** |
| 5,783(h)<br>| &nbsp;&nbsp; Brazil Notas do Tesouro Nacional, <br> 10.000%, 1/01/2031, (BRL)<br>| &nbsp;&nbsp; 976417 |
| 579000 | &nbsp;&nbsp; Canada Government Bonds, 2.250%, 2/01/2028, <br> (CAD)<br>| &nbsp;&nbsp; 411989 |
| 1440000 | &nbsp;&nbsp; Malaysia Government Bonds, 3.519%, 4/20/2028, <br> (MYR)<br>| &nbsp;&nbsp; 357677 |
| 2756000 | &nbsp;&nbsp; Malaysia Government Bonds, 4.054%, 4/18/2039, <br> (MYR)<br>| &nbsp;&nbsp; 689940 |
| 143,587(i)<br>| Mexico Bonos, 8.000%, 7/31/2053, (MXN) | &nbsp;&nbsp; 662937 |
| 5734000 | &nbsp;&nbsp; Republic of South Africa Government Bonds, <br> 9.000%, 1/31/2040, (ZAR)<br>| &nbsp;&nbsp; 318227 |
| 30220000 | &nbsp;&nbsp; Turkiye Government Bonds, 36.000%, 8/12/2026, <br> (TRY)<br>| &nbsp;&nbsp; 668115 |
| 13467000 | &nbsp;&nbsp; Turkiye Government Bonds, 36.780%, 10/13/2027, <br> (TRY)<br>| &nbsp;&nbsp; 293435 |
| 3025000 | U.S. Treasury Bonds, 3.250%, 5/15/2042(j) | &nbsp;&nbsp; 2492553 |
| 5395000 | U.S. Treasury Bonds, 4.625%, 11/15/2045 | &nbsp;&nbsp; 5203646 |
| 3585000 | U.S. Treasury Bonds, 4.625%, 2/15/2046 | &nbsp;&nbsp; 3456164 |
| 3557000 | U.S. Treasury Bonds, 4.750%, 2/15/2045 | &nbsp;&nbsp; 3495030 |
| 6080000 | U.S. Treasury Bonds, 5.000%, 5/15/2045 | &nbsp;&nbsp; 6159087 |
| 394000 | U.S. Treasury Notes, 3.500%, 11/30/2030 | &nbsp;&nbsp; 386751 |
| 2461000 | U.S. Treasury Notes, 3.500%, 2/28/2031 | &nbsp;&nbsp; 2413318 |
| 6089000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 8.000%, 10/29/2035, (UYU)<br>| &nbsp;&nbsp; 151803 |
| 2863000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 8.500%, 3/15/2028, (UYU)<br>| &nbsp;&nbsp; 72361 |
| 9175000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 9.750%, 7/20/2033, (UYU)<br>| &nbsp;&nbsp; 249972 |
|  |  | &nbsp;&nbsp; 28459422 |
|  | **Wireless — 0.6%** | **Wireless — 0.6%** |
| 286000 | Sprint Capital Corp., 8.750%, 3/15/2032 | &nbsp;&nbsp; 340074 |
| 375000 | T-Mobile USA, Inc., 4.700%, 1/15/2035 | &nbsp;&nbsp; 362695 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Wireless — continued** | **Wireless — continued** |
| $303000 | T-Mobile USA, Inc., 5.000%, 2/15/2036 | &nbsp;&nbsp; $298430 |
| 108000 | T-Mobile USA, Inc., 5.750%, 1/15/2034 | &nbsp;&nbsp; 112623 |
|  |  | &nbsp;&nbsp; 1113822 |
|  | **Wirelines — 0.4%** | **Wirelines — 0.4%** |
| 145000 | AT&T, Inc., 5.125%, 4/30/2036 | &nbsp;&nbsp; 143260 |
| 565000 | AT&T, Inc., 5.375%, 8/15/2035 | &nbsp;&nbsp; 572338 |
|  |  | &nbsp;&nbsp; 715598 |
|  | &nbsp;&nbsp; Total Non-Convertible Bonds <br>(Identified Cost $149,673,368)<br>| &nbsp;&nbsp; 147672176 |
| **Convertible Bonds — 0.2%** | **Convertible Bonds — 0.2%** | **Convertible Bonds — 0.2%** |
|  | **Cable Satellite — 0.2%** |  |
| 79849 | &nbsp;&nbsp; EchoStar Corp., 3.875% PIK and/or 3.875% Cash, <br> 11/30/2030(e)<br>| &nbsp;&nbsp; 285229 |
|  | **Financial Other — 0.0%** |  |
| 200317 | &nbsp;&nbsp; CIFI Holdings Group Co. Ltd., Series IAI, Zero <br> Coupon, 6/30/2029(f)<br>| &nbsp;&nbsp; 8676 |
| 139392 | &nbsp;&nbsp; Country Garden Holdings Co. Ltd., Series AI, Zero <br> Coupon, 12/31/2031(f)<br>| &nbsp;&nbsp; 15504 |
| 691365 | &nbsp;&nbsp; Shimao Group Holdings Ltd., Zero Coupon, <br> 7/21/2026(a)<br>| &nbsp;&nbsp; 13482 |
| 153904 | &nbsp;&nbsp; Sino-Ocean Group Holding Ltd., Zero Coupon, <br> 3/27/2027(a)<br>| &nbsp;&nbsp; 1154 |
| 154300 | &nbsp;&nbsp; Times China Holdings Ltd., Zero Coupon, <br> 3/30/2027(a)<br>| &nbsp;&nbsp; 906 |
| 30147 | &nbsp;&nbsp; Times China Holdings Ltd., Zero Coupon, <br> 3/30/2027(a)<br>| &nbsp;&nbsp; 117 |
|  |  | &nbsp;&nbsp; 39839 |
|  | &nbsp;&nbsp; Total Convertible Bonds <br>(Identified Cost $981,101)<br>| &nbsp;&nbsp; 325068 |
| **Municipals — 0.3%** | **Municipals — 0.3%** | **Municipals — 0.3%** |
|  | **Virginia — 0.3%** | **Virginia — 0.3%** |
| 780000 | &nbsp;&nbsp; Tobacco Settlement Financing Corp., <br> 6.706%, 6/01/2046 <br>(Identified Cost $772,464)<br>| &nbsp;&nbsp; 593106 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $151,426,933)<br>| &nbsp;&nbsp; 148590350 |
| **Collateralized Loan Obligations — 6.6%** | **Collateralized Loan Obligations — 6.6%** | **Collateralized Loan Obligations — 6.6%** |
| 250000 | &nbsp;&nbsp; AIMCO CLO 21 Ltd., Series 2024-21A, Class B, 3 mo. <br> USD SOFR + 1.920%, 5.588%, 4/18/2037(a)(b)<br>| &nbsp;&nbsp; 250000 |
| 290553 | &nbsp;&nbsp; Alinea CLO Ltd., Series 2018-1A, Class BR, 3 mo. <br> USD SOFR + 1.150%, 4.818%, 7/20/2031(a)(b)<br>| &nbsp;&nbsp; 290504 |
| 250000 | &nbsp;&nbsp; Anchorage Capital CLO 6 Ltd., Series 2015-6A, <br> Class AR4, 3 mo. USD SOFR + 1.370%, <br> 5.039%, 7/22/2038(a)(b)<br>| &nbsp;&nbsp; 250220 |
| 265000 | &nbsp;&nbsp; Bain Capital Credit CLO Ltd., Series 2022-4A, <br> Class A1R, 3 mo. USD SOFR + 1.380%, <br> 5.051%, 10/16/2037(a)(b)<br>| &nbsp;&nbsp; 265120 |
| 144917 | &nbsp;&nbsp; Battalion CLO VIII Ltd., Series 2015-8A, Class A2R3, <br> 3 mo. USD SOFR + 1.000%, 4.668%, 7/18/2030(a)(b)<br>| &nbsp;&nbsp; 144910 |
| 250000 | &nbsp;&nbsp; Birch Grove CLO 13 Ltd., Series 2025-13A, Class A1, <br> 3 mo. USD SOFR + 1.310%, 5.467%, 10/23/2038(a)(b)<br>| &nbsp;&nbsp; 250034 |
| 250000 | &nbsp;&nbsp; Birch Grove CLO 7 Ltd., Series 2023-7A, Class A1R, <br> 3 mo. USD SOFR + 1.260%, 4.928%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 249220 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $465000 | &nbsp;&nbsp; Birch Grove CLO 9 Ltd., Series 2024-9A, Class A1, <br> 3 mo. USD SOFR + 1.400%, 5.069%, 10/22/2037(a)(b)<br>| &nbsp;&nbsp; $465353 |
| 795000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2018-1A, Class A1R, 3 mo. <br> USD SOFR + 1.320%, 4.988%, 1/18/2038(a)(b)<br>| &nbsp;&nbsp; 795469 |
| 250000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2019-4A, Class A1R2, <br> 3 mo. USD SOFR + 1.300%, 4.972%, 7/15/2038(a)(b)<br>| &nbsp;&nbsp; 250142 |
| 250000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2019-7A, Class A1R, 3 mo. <br> USD SOFR + 1.280%, 4.948%, 10/19/2038(a)(b)<br>| &nbsp;&nbsp; 250000 |
| 250000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2021-6A, Class B, 3 mo. <br> USD SOFR + 1.912%, 5.584%, 10/15/2034(a)(b)<br>| &nbsp;&nbsp; 250169 |
| 255000 | &nbsp;&nbsp; Crown City CLO I, Series 2020-1A, Class A1RR, <br> 3 mo. USD SOFR + 1.370%, 5.038%, 7/20/2038(a)(b)<br>| &nbsp;&nbsp; 255070 |
| 455000 | &nbsp;&nbsp; Dryden 53 CLO Ltd., Series 2017-53A, Class BR, <br> 3 mo. USD SOFR + 1.300%, 4.972%, 1/15/2031(a)(b)<br>| &nbsp;&nbsp; 454586 |
| 275000 | &nbsp;&nbsp; Elmwood CLO VIII Ltd., Series 2021-1A, Class DR, <br> 3 mo. USD SOFR + 3.800%, 7.468%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 275136 |
| 330000 | &nbsp;&nbsp; Garnet CLO 2 Ltd., Series 2025-2A, Class A, 3 mo. <br> USD SOFR + 1.350%, 5.431%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 329725 |
| 300000 | &nbsp;&nbsp; Garnet CLO 3 Ltd., Series 2025-3A, Class A1, 3 mo. <br> USD SOFR + 1.270%, 5.053%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 299884 |
| 250000 | &nbsp;&nbsp; GCP CLO Warehouse JP Ltd., Series 2025-82A, <br> Class A1, 3 mo. USD SOFR + 1.260%, <br> 5.226%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 249749 |
| 255000 | &nbsp;&nbsp; Invesco CLO Ltd., Series 2021-1A, Class D, 3 mo. <br> USD SOFR + 3.312%, 6.984%, 4/15/2034(a)(b)<br>| &nbsp;&nbsp; 242922 |
| 550000 | &nbsp;&nbsp; Invesco U.S. CLO Ltd., Series 2024-4A, Class A1, <br> 3 mo. USD SOFR + 1.330%, 5.002%, 1/15/2038(a)(b)<br>| &nbsp;&nbsp; 550275 |
| 335000 | &nbsp;&nbsp; Magnetite XLVIII Ltd., Series 2025-48A, Class A1, <br> 3 mo. USD SOFR + 1.280%, 4.952%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 335533 |
| 305000 | &nbsp;&nbsp; MidOcean Credit CLO XXI, Series 2025-21A, <br> Class A1, 3 mo. USD SOFR + 1.260%, <br> 5.122%, 10/20/2038(a)(b)<br>| &nbsp;&nbsp; 304691 |
| 250000 | &nbsp;&nbsp; Northwoods Capital 20 Ltd., Series 2019-20A, <br> Class AR2, 3 mo. USD SOFR + 1.340%, <br> 5.008%, 10/25/2038(a)(b)<br>| &nbsp;&nbsp; 250074 |
| 250000 | &nbsp;&nbsp; OCP CLO Ltd., Series 2020-18A, Class A1R2, 3 mo. <br> USD SOFR + 1.370%, 5.038%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 250049 |
| 500000 | &nbsp;&nbsp; OCP CLO Ltd., Series 2024-38A, Class A, 3 mo. USD <br> SOFR + 1.330%, 5.000%, 1/21/2038(a)(b)<br>| &nbsp;&nbsp; 500500 |
| 300000 | &nbsp;&nbsp; Octagon Investment Partners 18-R Ltd., <br> Series 2018-18A, Class A2, 3 mo. USD SOFR + <br> 1.732%, 5.403%, 4/16/2031(a)(b)<br>| &nbsp;&nbsp; 299482 |
| 375000 | &nbsp;&nbsp; OHA Credit Funding 10-R Ltd., Series 2021-10RA, <br> Class A1, 3 mo. USD SOFR + 1.260%, <br> 4.928%, 7/18/2037(a)(b)<br>| &nbsp;&nbsp; 375056 |
| 250000 | &nbsp;&nbsp; OHA Loan Funding Ltd., Series 2015-1A, <br> Class A1R4, 3 mo. USD SOFR + 1.250%, <br> 4.918%, 10/19/2038(a)(b)<br>| &nbsp;&nbsp; 250000 |
| 690000 | &nbsp;&nbsp; Palmer Square BDC CLO 1 Ltd., Series 1A, Class A, <br> 3 mo. USD SOFR + 1.600%, 5.272%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 690281 |
| 370000 | &nbsp;&nbsp; Rad CLO 26 Ltd., Series 2024-26A, Class A, 3 mo. <br> USD SOFR + 1.370%, 5.038%, 10/20/2037(a)(b)<br>| &nbsp;&nbsp; 370079 |
| 285000 | &nbsp;&nbsp; Regatta 35 Funding Ltd., Series 2025-5A, Class A1, <br> 3 mo. USD SOFR + 1.290%, 4.962%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 285033 |
| 325000 | &nbsp;&nbsp; Silver Point CLO 12 Ltd., Series 2025-12A, Class A1, <br> 3 mo. USD SOFR + 1.310%, 5.289%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 324752 |
| 250000 | &nbsp;&nbsp; Sixth Street CLO XV Ltd., Series 2020-15A, <br> Class BR, 3 mo. USD SOFR + 1.750%, <br> 5.418%, 10/24/2037(a)(b)<br>| &nbsp;&nbsp; 250592 |
| 285000 | &nbsp;&nbsp; Sixth Street CLO XVIII Ltd., Series 2021-18A, <br> Class D1R, 3 mo. USD SOFR + 2.700%, <br> 6.368%, 10/17/2038(a)(b)<br>| &nbsp;&nbsp; 278958 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $250000 | &nbsp;&nbsp; Symetra CLO Ltd., Series 2025-1A, Class B, 3 mo. <br> USD SOFR + 1.700%, 5.368%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; $249382 |
| 335000 | &nbsp;&nbsp; TPG CLO Ltd., Series 2025-1A, Class A1, 3 mo. USD <br> SOFR + 1.370%, 5.333%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 334743 |
|  | &nbsp;&nbsp; Total Collateralized Loan Obligations <br>(Identified Cost $11,741,147)<br>| &nbsp;&nbsp; 11717693 |
| **Senior Loans — 5.3%** | **Senior Loans — 5.3%** | **Senior Loans — 5.3%** |
|  | **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** |
| 45000 | &nbsp;&nbsp; TransDigm, Inc., 2026 Term Loan N, 1 mo. USD <br> SOFR + 2.500%, 6.168%, 2/13/2033(b)(k)<br>| &nbsp;&nbsp; 45008 |
|  | **Automotive — 0.2%** | **Automotive — 0.2%** |
| 295000 | &nbsp;&nbsp; Allison Transmission, Inc., 2025 Incremental Term <br> Loan B, 1 mo. USD SOFR + 1.750%, <br> 5.422%, 1/02/2033(b)(k)<br>| &nbsp;&nbsp; 295738 |
| 27082 | &nbsp;&nbsp; First Brands Group LLC, 2021 Term Loan, 10.759% <br> PIK, 3/30/2027(e)(k)(l)<br>| &nbsp;&nbsp; 35 |
| 32449 | &nbsp;&nbsp; First Brands Group LLC, 2022 Incremental Term <br> Loan, 3 mo. USD SOFR + 5.000%, <br> 10.786%, 3/30/2027(k)(l)<br>| &nbsp;&nbsp; 42 |
| 23888 | &nbsp;&nbsp; First Brands Group LLC, 2025 DIP Term Loan, <br> 13.671% PIK, 6/29/2026(b)(e)(k)<br>| &nbsp;&nbsp; 5494 |
| 68268 | &nbsp;&nbsp; First Brands Group LLC, 2025 PIK DIP Roll-Up Term <br> Loan B, 10.671% PIK , 6/29/2026(b)(e)(k)<br>| &nbsp;&nbsp; 46 |
|  |  | &nbsp;&nbsp; 301355 |
|  | **Brokerage — 0.1%** | **Brokerage — 0.1%** |
| 100850 | &nbsp;&nbsp; Citadel Securities LP, 2024 First Lien Term Loan, <br> 3 mo. USD SOFR + 2.000%, 5.700%, 10/31/2031(b)(k)<br>| &nbsp;&nbsp; 100906 |
|  | **Building Materials — 0.1%** | **Building Materials — 0.1%** |
| 120000 | &nbsp;&nbsp; Advanced Drainage Systems, Inc., 2026 Term Loan <br> B, 1 mo. USD SOFR + 1.625%, <br> 5.298%, 2/28/2033(b)(k)<br>| &nbsp;&nbsp; 120376 |
|  | **Construction Machinery — 0.1%** | **Construction Machinery — 0.1%** |
| 74677 | &nbsp;&nbsp; Terex Corp., 2025 Term Loan, 1 mo. USD SOFR + <br> 1.750%, 5.418%, 10/08/2031(b)(k)<br>| &nbsp;&nbsp; 74724 |
| 79393 | &nbsp;&nbsp; United Rentals, Inc., 2025 Repriced Term Loan B, <br> 1 mo. USD SOFR + 1.500%, 5.168%, 2/14/2031(b)(k)<br>| &nbsp;&nbsp; 79611 |
|  |  | &nbsp;&nbsp; 154335 |
|  | **Consumer Cyclical Services — 0.3%** | **Consumer Cyclical Services — 0.3%** |
| 55000 | &nbsp;&nbsp; Aramark Services, Inc., 2025 Repriced Term Loan, <br> 1 mo. USD SOFR + 1.750%, 5.418%, 4/06/2028(b)(k)<br>| &nbsp;&nbsp; 55000 |
| 468617 | &nbsp;&nbsp; Aramark Services, Inc., 2025 Term Loan, 1 mo. USD <br> SOFR + 1.750%, 5.418%, 6/22/2030(b)(k)<br>| &nbsp;&nbsp; 468617 |
|  |  | &nbsp;&nbsp; 523617 |
|  | **Diversified Manufacturing — 0.1%** | **Diversified Manufacturing — 0.1%** |
| 106620 | &nbsp;&nbsp; Resideo Funding, Inc., 2024 1st Lien Term Loan B, <br> 1 mo. USD SOFR + 2.000%, 5.673%, 2/11/2028(b)(k)<br>| &nbsp;&nbsp; 106621 |
| 92212 | &nbsp;&nbsp; Resideo Funding, Inc., 2024 M&A 1st lien Term <br> Loan B, 6 mo. USD SOFR + 2.000%, <br> 5.641%, 6/13/2031(b)(k)<br>| &nbsp;&nbsp; 91693 |
|  |  | &nbsp;&nbsp; 198314 |
|  | **Electric — 0.5%** | **Electric — 0.5%** |
| 886432 | &nbsp;&nbsp; NRG Energy, Inc., 2024 Term Loan, 3 mo. USD SOFR <br> + 1.750%, 5.521%, 4/16/2031(b)(k)<br>| &nbsp;&nbsp; 887398 |
|  | **Environmental — 0.2%** | **Environmental — 0.2%** |
| 299854 | &nbsp;&nbsp; Clean Harbors, Inc., 2025 Term Loan, 1 mo. USD <br> SOFR + 1.500%, 5.168%, 10/08/2032(b)(k)<br>| &nbsp;&nbsp; 301653 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Gaming — 0.6%** | **Gaming — 0.6%** |
| $292050 | &nbsp;&nbsp; DK Crown Holdings, Inc., 2025 Term Loan B, 1 mo. <br> USD SOFR + 1.750%, 5.419%, 3/04/2032(b)(k)<br>| &nbsp;&nbsp; $291504 |
| 737709 | &nbsp;&nbsp; Flutter Financing BV, 2024 Term Loan B, 3 mo. USD <br> SOFR + 1.750%, 5.450%, 11/30/2030(b)(k)<br>| &nbsp;&nbsp; 728488 |
| 109175 | &nbsp;&nbsp; Flutter Financing BV, 2025 Term Loan B, 3 mo. USD <br> SOFR + 2.000%, 5.700%, 6/04/2032(b)(k)<br>| &nbsp;&nbsp; 107810 |
|  |  | &nbsp;&nbsp; 1127802 |
|  | **Healthcare — 0.3%** | **Healthcare — 0.3%** |
| 40000 | &nbsp;&nbsp; Bausch & Lomb Corp., 2025 Repriced Term Loan, <br> 1/15/2031(m)<br>| &nbsp;&nbsp; 40050 |
| 32000 | &nbsp;&nbsp; Bausch & Lomb Corp., 2025 Repriced Term Loan, <br> 1 mo. USD SOFR + 3.750%, 7.418%, 1/15/2031(b)(k)<br>| &nbsp;&nbsp; 32040 |
| 461092 | &nbsp;&nbsp; DaVita, Inc., 2025 Term Loan B, 1 mo. USD SOFR + <br> 1.750%, 5.418%, 5/09/2031(b)(k)<br>| &nbsp;&nbsp; 461668 |
|  |  | &nbsp;&nbsp; 533758 |
|  | **Lodging — 0.6%** | **Lodging — 0.6%** |
| 318815 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., 2023 Term <br> Loan B4, 1 mo. USD SOFR + 1.750%, <br> 5.429%, 11/08/2030(b)<br>| &nbsp;&nbsp; 319214 |
| 797036 | &nbsp;&nbsp; Wyndham Hotels & Resorts, Inc., 2024 Term Loan, <br> 1 mo. USD SOFR + 1.750%, 5.418%, 5/24/2030(b)(k)<br>| &nbsp;&nbsp; 799140 |
|  |  | &nbsp;&nbsp; 1118354 |
|  | **Media Entertainment — 0.1%** | **Media Entertainment — 0.1%** |
| 177000 | &nbsp;&nbsp; Electronic Arts, Inc., USD Term Loan B, <br> 3/24/2033(m)<br>| &nbsp;&nbsp; 175894 |
|  | **Metals & Mining — 0.2%** | **Metals & Mining — 0.2%** |
| 353407 | &nbsp;&nbsp; Novelis Corp., 2025 Term Loan B, 3 mo. USD SOFR + <br> 1.750%, 5.450%, 3/11/2032(b)(k)<br>| &nbsp;&nbsp; 353259 |
|  | **Paper — 0.3%** | **Paper — 0.3%** |
| 461415 | &nbsp;&nbsp; Asplundh Tree Expert LLC, 2024 Incremental Term <br> Loan B, 1 mo. USD SOFR + 1.750%, <br> 5.418%, 5/23/2031(b)<br>| &nbsp;&nbsp; 462223 |
|  | **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** |
| 630000 | &nbsp;&nbsp; BioMarin Pharmaceutical, Inc., Term Loan B, <br> 1/28/2033(m)<br>| &nbsp;&nbsp; 628034 |
|  | **Property & Casualty Insurance — 0.2%** | **Property & Casualty Insurance — 0.2%** |
| 93000 | &nbsp;&nbsp; Amynta Agency Borrower, Inc., 2026 Repriced <br> Term Loan B, 12/29/2031(m)<br>| &nbsp;&nbsp; 91522 |
| 203976 | &nbsp;&nbsp; Ardonagh Midco 3 PLC, 2024 USD Term Loan B, <br> USD SOFR + 2.750%, 6.374%, 2/15/2031(b)(k)<br>| &nbsp;&nbsp; 199006 |
| 5985 | &nbsp;&nbsp; Baldwin Insurance Group Holdings LLC, 2025 Term <br> Loan B2, 1 mo. USD SOFR + 2.500%, <br> 6.178%, 5/26/2031(b)(k)<br>| &nbsp;&nbsp; 5875 |
|  |  | &nbsp;&nbsp; 296403 |
|  | **Retailers — 0.1%** | **Retailers — 0.1%** |
| 72438 | PetSmart, Inc., 2025 USD Term Loan B, 8/18/2032(m) | &nbsp;&nbsp; 71876 |
| 35000 | &nbsp;&nbsp; PetSmart, Inc., 2025 USD Term Loan B, 1 mo. USD <br> SOFR + 4.000%, 7.675%, 8/18/2032(b)(k)<br>| &nbsp;&nbsp; 34729 |
|  |  | &nbsp;&nbsp; 106605 |
|  | **Technology — 0.9%** | **Technology — 0.9%** |
| 182000 | &nbsp;&nbsp; CACI International, Inc., 2026 Incremental Term <br> Loan B2, 3/09/2033(m)<br>| &nbsp;&nbsp; 181772 |
| 102188 | &nbsp;&nbsp; Ciena Corp., 2025 Repriced Term Loan B, 1 mo. USD <br> SOFR + 1.750%, 5.425%, 10/24/2030(b)(k)<br>| &nbsp;&nbsp; 102145 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Technology — continued** | **Technology — continued** |
| $460447 | &nbsp;&nbsp; Open Text Corp., 2023 Term Loan B, 1 mo. USD <br> SOFR + 1.750%, 5.418%, 1/31/2030(b)(k)<br>| &nbsp;&nbsp; $449921 |
| 926610 | &nbsp;&nbsp; Trans Union LLC, 2024 Term Loan B8, 3 mo. USD <br> SOFR + 1.750%, 5.450%, 6/24/2031(b)(k)<br>| &nbsp;&nbsp; 920986 |
|  |  | &nbsp;&nbsp; 1654824 |
|  | **Wireless — 0.1%** | **Wireless — 0.1%** |
| 201405 | &nbsp;&nbsp; SBA Senior Finance II LLC, 2024 Term Loan B, 1 mo. <br> USD SOFR + 1.750%, 5.420%, 1/25/2031(b)(k)<br>| &nbsp;&nbsp; 201993 |
|  | &nbsp;&nbsp; Total Senior Loans <br>(Identified Cost $9,422,635)<br>| &nbsp;&nbsp; 9292111 |

---

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

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares**<br>|  |  |
| **Common Stocks— 0.0%** | **Common Stocks— 0.0%** | **Common Stocks— 0.0%** |
|  | **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** |
| 600 | Country Garden Holdings Co. Ltd.(g) | &nbsp;&nbsp; 24 |
| 87226 | Times China Holdings Ltd.(g) | &nbsp;&nbsp; 825 |
|  | &nbsp;&nbsp; Total Common Stocks <br>(Identified Cost $252,801)<br>| &nbsp;&nbsp; 849 |

---

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>| **Description** | **Value (†)** |
| **Short-Term Investments — 3.7%** | **Short-Term Investments — 3.7%** | **Short-Term Investments — 3.7%** |
| $4549407 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, dated 3/31/2026 at <br> 2.150% to be repurchased at $4,549,679 on <br> 4/01/2026 collateralized by $4,862,900 U.S. Treasury <br> Note, 0.500% due 8/31/2027 valued at $4,640,443 <br> including accrued interest(n)<br>| &nbsp;&nbsp; $4549407 |
| 1176000 | U.S. Treasury Bills, 3.585%, 9/17/2026(o) | &nbsp;&nbsp; 1156163 |
| 894000 | U.S. Treasury Bills, 3.592%–3.601%, 9/24/2026(o)(p) | &nbsp;&nbsp; 878377 |
|  | &nbsp;&nbsp; Total Short-Term Investments <br>(Identified Cost $6,583,895)<br>| &nbsp;&nbsp; 6583947 |
|  | &nbsp;&nbsp; Total Investments — 100.0% <br>(Identified Cost $179,427,411)<br>| &nbsp;&nbsp; 176184950 |
|  | Other assets less liabilities — (0.0)% | &nbsp;&nbsp; (46625)<br>|
|  | Net Assets — 100.0% | &nbsp;&nbsp; $176138325 |

---

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

---

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

---

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

---

| | |
|:---|:---|
| (‡) | Principal Amount stated in U.S. dollars unless otherwise noted. |
| (a) | &nbsp;&nbsp;&nbsp; All or a portion of these securities are exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in <br> transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, the value of Rule 144A holdings amounted to <br> $74,234,598 or 42.1% of net assets.<br>|

---

------

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

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

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(f) Securities subject to restriction on resale. At March 31, 2026, the restricted securities
 held by the Fund are as follows:

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Acquisition** <br>**Date**<br>| &nbsp;&nbsp; **Acquisition** <br>**Cost**<br>| **Value** | &nbsp;&nbsp; **% of** <br>**Net Assets**<br>|
| CIFI Holdings Group Co. Ltd. | 9/01/2021-12/31/2025 | $211745 | $8676 | Less than 0.1% |
| Country Garden Holdings Co. Ltd. | 8/26/2021-12/23/2025 | 155660 | 15504 | Less than 0.1% |
| Country Garden Holdings Co. Ltd. | 8/26/2021-12/23/2025 | 40688 | 9153 | Less than 0.1% |

---

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

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

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

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

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

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

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

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

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

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

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

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

---

| | |
|:---|:---|
| ABS | Asset-Backed Securities |
| ARMs | Adjustable Rate Mortgages |
| DIP | Debtor In Possession |
| MTN | Medium Term Note |
| PIK | Payment-in-Kind |
| REIT | Real Estate Investment Trust |
| REMICS | Real Estate Mortgage Investment Conduits |
| RFUCCT | FTSE USD IBOR Consumer Cash Fallbacks Term |
| SOFR | Secured Overnight Financing Rate |

---

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

---

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

---

**Futures Contracts**

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

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

------

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 2 Year U.S. Treasury Notes Futures | 6/30/2026 | 1 | &nbsp;&nbsp;&nbsp; $208955 | &nbsp;&nbsp;&nbsp; $207445 | &nbsp;&nbsp;&nbsp; $(1510)<br>|
| CBOT 5 Year U.S. Treasury Notes Futures | 6/30/2026 | 383 | &nbsp;&nbsp;&nbsp; 42032875 | &nbsp;&nbsp;&nbsp; 41432820 | &nbsp;&nbsp;&nbsp; (600055)<br>|
| CBOT Ultra Long-Term U.S. Treasury Bond Futures | 6/18/2026 | 5 | &nbsp;&nbsp;&nbsp; 602888 | &nbsp;&nbsp;&nbsp; 582813 | &nbsp;&nbsp;&nbsp; (20075)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $(621640)<br>|

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| Ultra 10 Year U.S. Treasury Notes Futures | 6/18/2026 | 69 | &nbsp;&nbsp;&nbsp; $8004394 | &nbsp;&nbsp;&nbsp; $7832578 | &nbsp;&nbsp;&nbsp; $171816 |

---

**Fair Value Measurements**

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

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

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Bonds and Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage Obligations | $— | $82079 | $82559 | $164638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; All Other Non-Convertible Bonds(a) |  | 147507538 |  | 147507538 |
| &nbsp;&nbsp;&nbsp; Total Non-Convertible Bonds |  | 147589617 | 82559 | 147672176 |
| &nbsp;&nbsp;&nbsp; Convertible Bonds(a) |  | 325068 |  | 325068 |
| &nbsp;&nbsp;&nbsp; Municipals(a) |  | 593106 |  | 593106 |
| Total Bonds and Notes |  | 148507791 | 82559 | 148590350 |
| Collateralized Loan Obligations |  | 11717693 |  | 11717693 |
| Senior Loans(a) |  | 9292111 |  | 9292111 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Real Estate Management & Development | $— | $849 | $— | $849 |
| Short-Term Investments |  | 6583947 |  | 6583947 |
| Total Investments |  | 176102391 | 82559 | 176184950 |
| Futures Contracts (unrealized appreciation) | 171816 |  |  | 171816 |
| Total | $171816 | $176102391 | $82559 | $176356766 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Futures Contracts (unrealized depreciation) | $(621640)<br>| $— | $— | $(621640)<br>|

---

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

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

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Investments in Securities | Balance as of <br>December 31, <br>2025<br>| Accrued <br>Discounts <br>(Premiums)<br>| Realized <br>Gain (Loss)<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation)<br>| Purchases | Sales | Transfers <br>into <br>Level 3<br>| Transfers <br>out of <br>Level 3<br>| Balance as of <br>March 31, <br>2026<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation) <br>from <br>Investments <br>Still Held at <br>March 31, <br>2026<br>|
| Bonds and Notes |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage <br> Obligations<br>| $87386 | $— | $170 | $(2096)<br>| $— | $(2901)<br>| $— | $— | $82559 | $(1820)<br>|

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

- **b. EDGAR series identifier (if any):** S000006646

- **c. LEI of Series:** 549300WC3NPNL3GIV677

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $178206821.12

**Total Liabilities:** $2068893.50

**Net Assets:** $176137927.62

**Cash Not Reported:** $517305.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -161.92000000 | **1-Year:** -4969.94000000 | **5-Year:** -25078.40000000 | **10-Year:** -27003.17000000 | **30-Year:** -6826.26000000

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

- **3-Month:** -144.49000000 | **1-Year:** -1713.83000000 | **5-Year:** -3919.42000000 | **10-Year:** -2445.45000000 | **30-Year:** -527.57000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018133 | 0.30%                | 1.62%                | -2.14%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-234768.99              | $-300627.83                                |
| Month 2  | $151985.76               | $1423218.80                                |
| Month 3  | $453759.26               | $-4588269.32                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AASET 2021-1 Trust                                | Aaset 2021-1 Trust                                                              | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93949 | PA      | $90608.08     | 0.05%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    565000 | PA      | $572337.34    | 0.32%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143260.26    | 0.08%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                     | ADVANCED DRAINAGE SYSTEMS INC 2026 TERM LOAN B                                  | CUSIP: 00769QAK9<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | LON              | CORP              | US        |    120000 | PA      | $120375.60    | 0.07%             | 2033-02-28      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    314000 | PA      | $285182.89    | 0.16%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1155000 | PA      | $1122570.67   | 0.64%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                               | Affirm Master Trust Series 2025-3                                               | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99379.84     | 0.06%             | 2034-10-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aimco                                             | AIMCO CLO 21 Ltd                                                                | CUSIP: 00901WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250000.00    | 0.14%             | 2037-04-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    318000 | PA      | $329688.90    | 0.19%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $128416.86    | 0.07%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                           | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $153587.74    | 0.09%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                           | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $151234.15    | 0.09%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    370000 | PA      | $362094.31    | 0.21%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                    | Alinea CLO 2018-1 Ltd                                                           | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290552 | PA      | $290504.22    | 0.16%             | 2031-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                          | Allison Transmission Inc 2025 Incremental Term Loan B                           | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |    295000 | PA      | $295737.50    | 0.17%             | 2033-01-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                    | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    435000 | PA      | $433136.65    | 0.25%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                  | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356719.05    | 0.20%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-3                             | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101550.65    | 0.06%             | 2030-07-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2025-1                             | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100873.73    | 0.06%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2023-4                             | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $205583.06    | 0.12%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital CLO 6 Ltd                                                     | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250219.75    | 0.14%             | 2038-07-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                            | Anglo American Capital PLC                                                      | CUSIP: 034863BJ8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195556.18    | 0.11%             | 2036-03-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                             | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    955000 | PA      | $928109.96    | 0.53%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                        | Applebee's Funding LLC / IHOP Funding LLC                                       | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $357863.54    | 0.20%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                        | Applebee's Funding LLC / IHOP Funding LLC                                       | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705000 | PA      | $705156.72    | 0.40%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    173000 | PA      | $174003.80    | 0.10%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65637.77     | 0.04%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1199982.35   | 0.68%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2024-A                                                       | CUSIP: 03837DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239091 | PA      | $239608.49    | 0.14%             | 2050-04-18      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                              | Aramark Services Inc 2025 Repriced Term Loan                                    | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     55000 | PA      | $55000.00     | 0.03%             | 2028-04-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                              | Aramark Services Inc 2025 Term Loan                                             | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    468617 | PA      | $468616.75    | 0.27%             | 2030-06-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Arixa Mortgage Trust                              | Arixa Mortgage Trust 2025-RTL1                                                  | CUSIP: 04046BAA1<br>LEI: 254900Q4SU6C9E56ZJ68 | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $115295.38    | 0.07%             | 2030-08-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111735.57    | 0.06%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    221000 | PA      | $219209.52    | 0.12%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                               | Ashtead Capital Inc                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205814.41    | 0.12%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                               | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203898.21    | 0.12%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                          | Asplundh Tree Expert LLC 2024 Incremental Term Loan B                           | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    461415 | PA      | $462222.80    | 0.26%             | 2031-05-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                             | Atlassian Corp                                                                  | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    700000 | PA      | $685465.75    | 0.39%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                        | ATLX 2024-RPL1 Trust                                                            | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86722 | PA      | $84331.63     | 0.05%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                        | ATLX 2024-RPL2 Trust                                                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110822 | PA      | $107567.40    | 0.06%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                         | Auxilior Term Funding 2023-1 LLC                                                | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8553 | PA      | $8571.82      | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                    | Avant Credit Card Master Trust 2025-1                                           | CUSIP: 05351KAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198481.22    | 0.11%             | 2031-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                      | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    418000 | PA      | $437375.25    | 0.25%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10052.10     | 0.01%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                      | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261939.45    | 0.15%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                      | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39565.35     | 0.02%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                      | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30548.08     | 0.02%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHA5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $196306.18    | 0.11%             | 2029-06-20      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHP2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $104308.81    | 0.06%             | 2030-02-20      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $132152.42    | 0.08%             | 2030-12-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    165000 | PA      | $166799.07    | 0.09%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $220476.49    | 0.13%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    182000 | PA      | $174349.68    | 0.10%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2022-A                                                 | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43394 | PA      | $43337.98     | 0.02%             | 2035-02-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2022-A                                                 | CUSIP: 054977AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99022.82     | 0.06%             | 2035-02-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                   | BAE Systems PLC                                                                 | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $220194.40    | 0.13%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                        | BINOM Securitization Trust 2022-RPL1                                            | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $244821.51    | 0.14%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                     | BGC Group Inc                                                                   | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284786.24    | 0.16%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Commercial Mortgage Trust 2025-660F                                        | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $109862.79    | 0.06%             | 2042-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Commercial Mortgage Trust 2025-660F                                        | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99750.00     | 0.06%             | 2042-11-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $94446.82     | 0.05%             | 2038-12-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $104251.29    | 0.06%             | 2038-12-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $64476.29     | 0.04%             | 2038-12-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-DELC                                                              | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100084.12    | 0.06%             | 2042-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-VLT4                                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198750.00    | 0.11%             | 2041-06-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-VLT5                                          | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $169875.24    | 0.10%             | 2046-11-13      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2022-4 Ltd                                              | CUSIP: 05685BAQ9<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |    265000 | PA      | $265120.05    | 0.15%             | 2037-10-16      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC              | Baldwin Insurance Group Holdings LLC 2025 Term Loan B2                          | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |      5985 | PA      | $5875.22      | 0.00%             | 2031-05-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion CLO VIII Ltd                                                          | CUSIP: 07132ACL5<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |    144917 | PA      | $144910.30    | 0.08%             | 2030-07-18      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $68678.25     | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                              | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1435305.99   | 0.81%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2025-1CON                                              | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121907 | PA      | $122049.80    | 0.07%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2023-B                                                 | CUSIP: 08862GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109213 | PA      | $113657.41    | 0.06%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove CLO 7 Ltd                                                           | CUSIP: 09077RAL3<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $249220.25    | 0.14%             | 2038-10-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove Clo 9 Ltd                                                           | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    465000 | PA      | $465352.84    | 0.26%             | 2037-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove CLO 13 Ltd                                                          | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250034.43    | 0.14%             | 2038-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                              | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    498000 | PA      | $478768.10    | 0.27%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400628.85    | 0.23%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1311847.72   | 0.74%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23997.20     | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    992000 | PA      | $1091770.26   | 0.62%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $193466.01    | 0.11%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2023-1                            | CUSIP: 108056AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $463625.70    | 0.26%             | 2029-08-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2024-2                            | CUSIP: 10805MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202807.74    | 0.12%             | 2030-02-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2024-2                            | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $204740.02    | 0.12%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                          | Brighthouse Financial Inc                                                       | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    196000 | PA      | $108948.30    | 0.06%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82768.49     | 0.05%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    465000 | PA      | $395057.42    | 0.22%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    240000 | PA      | $200558.13    | 0.11%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    145000 | PA      | $126783.19    | 0.07%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360175.28    | 0.20%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    260000 | PA      | $237750.14    | 0.13%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                          | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $142648.63    | 0.08%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84887.09     | 0.05%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                      | Business Jet Securities 2024-2 LLC                                              | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265238 | PA      | $264533.92    | 0.15%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                       | CAFL 2026-R1 Issuer LLC                                                         | CUSIP: 124761AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $319635.84    | 0.18%             | 2036-03-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $461612.49    | 0.26%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    567000 | PA      | $557202.02    | 0.32%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2021-VI Ltd                                                        | CUSIP: 12553SAG9<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250169.00    | 0.14%             | 2034-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147910.24    | 0.08%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $282293.92    | 0.16%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                           | CRH America Finance Inc                                                         | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    444000 | PA      | $435883.00    | 0.25%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $85058.31     | 0.05%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2021-6 Mortgage Loan Trust                                                 | CUSIP: 12658YAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    330264 | PA      | $303044.06    | 0.17%             | 2066-12-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL4 Trust                                                            | CUSIP: 12662GAC2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    373160 | PA      | $371848.11    | 0.21%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                            | CACI INTERNATIONAL INC 2026 INCREMENTAL TERM LOAN B2                            | CUSIP: 12718FAQ7<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |    182000 | PA      | $181772.50    | 0.10%             | 2033-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                    | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    210000 | PA      | $211194.77    | 0.12%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                           | Canada Government Bonds                                                         | CUSIP: 135087T95<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    579000 | PA      | $411988.61    | 0.23%             | 2028-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    623000 | PA      | $630222.45    | 0.36%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    247000 | PA      | $239449.06    | 0.14%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cardinal Mortgage Trust                           | Cardinal Mortgage Trust 2025-RTL1                                               | CUSIP: 14151BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $170262.19    | 0.10%             | 2030-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | Carmax Auto Owner Trust 2023-2                                                  | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40629.08     | 0.02%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2022-1                                                  | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99900.80     | 0.06%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2023-4                                                  | CUSIP: 14318XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $67150.14     | 0.04%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2024-2                                                  | CUSIP: 14319EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $198872.31    | 0.11%             | 2029-11-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2024-2                                                  | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000 | PA      | $5099.86      | 0.00%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                   | CarMax Select Receivables Trust 2025-A                                          | CUSIP: 14319UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $198825.92    | 0.11%             | 2031-07-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                   | CarMax Select Receivables Trust 2025-A                                          | CUSIP: 14319UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $341093.99    | 0.19%             | 2031-07-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                   | Carmax Select Receivables Trust 2025-B                                          | CUSIP: 14320BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300888.84    | 0.17%             | 2031-07-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    328000 | PA      | $331288.20    | 0.19%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    362000 | PA      | $364871.38    | 0.21%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    325000 | PA      | $324894.31    | 0.18%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-N1                                          | CUSIP: 14687QAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101949.29    | 0.06%             | 2030-05-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-N2                                          | CUSIP: 14687VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102149.33    | 0.06%             | 2030-09-10      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-N3                                          | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99976.09     | 0.06%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2025-P1                                          | CUSIP: 14689MAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100410.50    | 0.06%             | 2031-08-11      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust          | Castlelake Aircraft Structured Trust 2019-1                                     | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |     32157 | PA      | $31836.92     | 0.02%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                 | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $420062.09    | 0.24%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                 | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    310000 | PA      | $308710.62    | 0.18%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $157399.95    | 0.09%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $364286.79    | 0.21%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $187764.31    | 0.11%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $363353.86    | 0.21%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $186839.03    | 0.11%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89106.42     | 0.05%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                     | CHI Commercial Mortgage Trust 2025-SFT                                          | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $810753.44    | 0.46%             | 2042-04-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    600000 | PA      | $369180.00    | 0.21%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                            | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    600000 | PA      | $370908.00    | 0.21%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                            | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95809.86     | 0.05%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                 | Ciena Corporation 2025 Repriced Term Loan B                                     | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    102188 | PA      | $102145.42    | 0.06%             | 2030-10-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2018-I Ltd                                                         | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |    795000 | PA      | $795469.05    | 0.45%             | 2038-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2019-IV Ltd                                                        | CUSIP: 17182XAW1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250142.25    | 0.14%             | 2038-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2019-VII Ltd                                                       | CUSIP: 171935AA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.25    | 0.14%             | 2038-10-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                        | Citadel LP                                                                      | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93279.64     | 0.05%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                        | Citadel LP                                                                      | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118386.51    | 0.07%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                             | Citadel Securities LP 2024 First Lien Term Loan                                 | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    100850 | PA      | $100905.99    | 0.06%             | 2031-10-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                    | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87339.46     | 0.05%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                 | Clean Harbors Inc 2025 Term Loan                                                | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    299854 | PA      | $301653.32    | 0.17%             | 2032-10-08      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLIF Holdings LLC                                                               | CUSIP: 18683CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404995 | PA      | $401902.36    | 0.23%             | 2050-12-20      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2024-B LLC                                            | CUSIP: 19423UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364892 | PA      | $372234.20    | 0.21%             | 2054-08-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2021-A LLC                                            | CUSIP: 19424KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41608 | PA      | $39348.79     | 0.02%             | 2051-07-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                         | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $199026.00    | 0.11%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                         | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $157722.00    | 0.09%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                            | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16821.27     | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                            | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35490.44     | 0.02%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                | Compass Datacenters Issuer II LLC                                               | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $297500.01    | 0.17%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC               | Compass Datacenters Issuer III LLC                                              | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200985.40    | 0.11%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC               | Compass Datacenters Issuer III LLC                                              | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45102.50     | 0.03%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC               | Compass Datacenters Issuer III LLC                                              | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $237641.78    | 0.13%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    642000 | PA      | $654301.11    | 0.37%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1182456.31   | 0.67%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                       | Corevest American Finance 2021-1 Trust                                          | CUSIP: 21873LAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $89066.11     | 0.05%             | 2053-04-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                   | CoreVest American Finance 2021-3 Trust                                          | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $89877.43     | 0.05%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2025-2                                        | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100578.95    | 0.06%             | 2036-03-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2024-3                                        | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100635.33    | 0.06%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2024-2                                        | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $108337.14    | 0.06%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | Crockett Partners Equipment Co IIA LLC                                          | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170758 | PA      | $172756.67    | 0.10%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                  | Crown City CLO I                                                                | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $255069.87    | 0.14%             | 2038-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2017-RPL1 Trust                                                            | CUSIP: 22945AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $85643.45     | 0.05%             | 2057-07-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $113971.26    | 0.06%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    152000 | PA      | $138162.50    | 0.08%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                   | DR Horton Inc                                                                   | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    122000 | PA      | $120390.95    | 0.07%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                   | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172503.36    | 0.10%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2023-2                                                      | CUSIP: 23346CAG3<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $269594.15    | 0.15%             | 2029-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                           | DataBank Issuer II LLC                                                          | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $237653.04    | 0.13%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                        | DaVita Inc 2025 Term Loan B                                                     | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |    461092 | PA      | $461668.38    | 0.26%             | 2031-05-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                      | DC Commercial Mortgage Trust 2023-DC                                            | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $207297.13    | 0.12%             | 2040-09-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    390000 | PA      | $381343.57    | 0.22%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $168541.97    | 0.10%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $256306.02    | 0.15%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                             | Directv Financing LLC                                                           | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $83813.13     | 0.05%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2025-2                                             | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199006.74    | 0.11%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 53 CLO Ltd                                                               | CUSIP: 26243EAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    455000 | PA      | $454585.95    | 0.26%             | 2031-01-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                      | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132358.76    | 0.08%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| EDI ABS Issuer LLC                                | EDI ABS Issuer 1 LLC                                                            | CUSIP: 268332AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $258477.75    | 0.15%             | 2055-07-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                             | EWC Master Issuer LLC                                                           | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48125 | PA      | $47753.62     | 0.03%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                               | Eagle Materials Inc                                                             | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    536000 | PA      | $513223.21    | 0.29%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     79849 | PA      | $285228.61    | 0.16%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1223109 | PA      | $1321264.44   | 0.75%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                              | Elmwood CLO VIII Ltd                                                            | CUSIP: 29003EAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $275135.85    | 0.16%             | 2037-04-20      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    588000 | PA      | $510231.12    | 0.29%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    420000 | PA      | $428049.17    | 0.24%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    465000 | PA      | $477569.30    | 0.27%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                      | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    422000 | PA      | $417160.17    | 0.24%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                         | Esab Corp                                                                       | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47329.47     | 0.03%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                            | EverBright Solar Trust 2024-A                                                   | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114384 | PA      | $96539.58     | 0.05%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-5                                      | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99590.60     | 0.06%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2025-1                                      | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $247050.55    | 0.14%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2023-5                                      | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $292221.96    | 0.17%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2023-3                                      | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $71293.77     | 0.04%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group Inc                                                               | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    447000 | PA      | $443453.56    | 0.25%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                            | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    125000 | PA      | $107255.53    | 0.06%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                            | Extra Space Storage LP                                                          | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    134000 | PA      | $139887.93    | 0.08%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.00    | 0.06%             | 2042-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2026-ESH2                                           | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99068 | PA      | $99067.92     | 0.06%             | 2043-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2026-ESH2                                           | CUSIP: 30227WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99068 | PA      | $99160.80     | 0.06%             | 2043-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2026-ESH2                                           | CUSIP: 30227WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99068 | PA      | $99222.71     | 0.06%             | 2043-02-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    608000 | PA      | $569933.34    | 0.32%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    183000 | PA      | $179563.52    | 0.10%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Issuer Trust 2025-2                                                         | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $369946.35    | 0.21%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 31395LFN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81391 | PA      | $82559.12     | 0.05%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31403DVL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4174 | PA      | $4314.99      | 0.00%             | 2036-09-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31412EJ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       863 | PA      | $877.76       | 0.00%             | 2037-02-01      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                            | First Brands Group LLC 2021 Term Loan                                           | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     27082 | PA      | $35.21        | 0.00%             | 2027-03-30      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                            | First Brands Group LLC 2022 Incremental Term Loan                               | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     32449 | PA      | $42.18        | 0.00%             | 2027-03-30      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                           | First Brands Group LLC 2025 DIP Term Loan                                       | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     23889 | PA      | $5494.37      | 0.00%             | 2026-06-29      | Floating      | 13.67%                | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                            | First Brands Group LLC 2025 PIK DIP Roll-Up Term Loan B                         | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     68268 | PA      | $45.74        | 0.00%             | 2026-06-29      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                  | First Investors Auto Owner Trust 2025-1                                         | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100236.30    | 0.06%             | 2033-12-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                    | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $202252.69    | 0.11%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                    | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $103589.21    | 0.06%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2023-2                                               | CUSIP: 33843EAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $268997.03    | 0.15%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2021-1                                               | CUSIP: 33843WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24653 | PA      | $24592.44     | 0.01%             | 2027-03-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2021-2                                               | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90754 | PA      | $90137.10     | 0.05%             | 2027-06-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2023-3                                               | CUSIP: 33846BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $37874.70     | 0.02%             | 2029-08-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2021-3                                               | CUSIP: 33846QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191603 | PA      | $189109.55    | 0.11%             | 2027-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                      | Ford Credit Auto Lease Trust 2023-B                                             | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90063.54     | 0.05%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2023-2                                                 | CUSIP: 35042RAA4<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |     79849 | PA      | $82813.44     | 0.05%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2023-DNA2                                         | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |     66886 | PA      | $67490.34     | 0.04%             | 2043-04-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2019-RPL1 Trust                                                            | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59415 | PA      | $58024.20     | 0.03%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $72437.91     | 0.04%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                        | GITSIT Mortgage Loan Trust 2025-NPL2                                            | CUSIP: 361728AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277315 | PA      | $275821.76    | 0.16%             | 2055-12-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $52661.35     | 0.03%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2012-BWTR                                     | CUSIP: 36192RAA0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |     99075 | PA      | $86621.86     | 0.05%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2013-PEMB                                     | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $89136.50     | 0.05%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2013-PEMB                                     | CUSIP: 36197VAC2<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $56250.00     | 0.03%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2023-3                                        | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $81722.11     | 0.05%             | 2029-05-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2024-1                                        | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101771.95    | 0.06%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2025-1                                        | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15127.30     | 0.01%             | 2031-02-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2025-1                                        | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $10056.86     | 0.01%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2025-1                                        | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20261.60     | 0.01%             | 2032-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                             | GFL Environmental Holdings US Inc                                               | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $72578.90     | 0.04%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2023-4                                        | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102868.10    | 0.06%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                    | Garnet CLO 2 Ltd                                                                | CUSIP: 36626CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    330000 | PA      | $329724.78    | 0.19%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                    | Garnet CLO 3 Ltd                                                                | CUSIP: 36626TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299883.66    | 0.17%             | 2038-10-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                        | GITSIT Mortgage Loan Trust 2025-NPL1                                            | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215708 | PA      | $215844.29    | 0.12%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    729000 | PA      | $662442.30    | 0.38%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    239000 | PA      | $217531.74    | 0.12%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257667.03    | 0.15%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    223000 | PA      | $236565.71    | 0.13%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1449993.03   | 0.82%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275830.57    | 0.16%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                             | Global SC Finance X Ltd                                                         | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345435 | PA      | $343678.95    | 0.20%             | 2045-09-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2024-2                                        | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25539.32     | 0.01%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2024-3                                        | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102636.52    | 0.06%             | 2030-08-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2024-3                                        | CUSIP: 37989EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103017.88    | 0.06%             | 2031-08-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    331000 | PA      | $323609.49    | 0.18%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    884000 | PA      | $854077.31    | 0.48%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                   | GCP CLO Warehouse JP 2025 Ltd                                                   | CUSIP: 38181TAA5<br>LEI: 254900OT2T9188HTIC06 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249748.65    | 0.14%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust         | GoodLeap Home Improvement Solutions Trust 2024-1                                | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52219 | PA      | $52629.82     | 0.03%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101706.41    | 0.06%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74640 | PA      | $76016.24     | 0.04%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Issuer Trust 2024-2                                   | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40352 | PA      | $40535.43     | 0.02%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $193196.55    | 0.11%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    535000 | PA      | $546364.83    | 0.31%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179926.80    | 0.10%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120851.24    | 0.07%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                               | HINNT 2024-A LLC                                                                | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42069 | PA      | $42411.48     | 0.02%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                             | Helmerich & Payne Inc                                                           | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    396000 | PA      | $389292.37    | 0.22%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49825.82     | 0.03%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc             | Hilton Domestic Operating Company Inc 2023 Term Loan B4                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    318815 | PA      | $319213.89    | 0.18%             | 2030-11-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                    | Home Partners of America 2021-1 Trust                                           | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81056 | PA      | $73332.61     | 0.04%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                    | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        32 | PA      | $31.82        | 0.00%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                           | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103189.11    | 0.06%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    431000 | PA      | $427611.06    | 0.24%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                    | Hyundai Auto Receivables Trust 2025-A                                           | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200133.80    | 0.11%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2021-1, Ltd                           | Invesco CLO 2021-1 Ltd                                                          | CUSIP: 46090XAJ0<br>LEI: 25490016C8NV86EY2059 | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $242922.18    | 0.14%             | 2034-04-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                   | Invesco US CLO 2024-4 Ltd                                                       | CUSIP: 46151BAA3<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $550275.00    | 0.31%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2015-C32                             | CUSIP: 46590JAW7<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     45171 | PA      | $44041.29     | 0.03%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    475000 | PA      | $476486.75    | 0.27%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                          | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77351.90     | 0.04%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                          | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184262.74    | 0.10%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                   | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199500.00    | 0.11%             | 2042-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                   | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99750.00     | 0.06%             | 2042-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                      | Jack in the Box Funding LLC                                                     | CUSIP: 466365AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85378 | PA      | $84834.85     | 0.05%             | 2049-08-25      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                   | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131378 | PA      | $128747.87    | 0.07%             | 2047-12-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    370000 | PA      | $381279.03    | 0.22%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254412.51    | 0.14%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                              | Jacobs Solutions Inc                                                            | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    252000 | PA      | $245762.59    | 0.14%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    245000 | PA      | $254325.65    | 0.14%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    290000 | PA      | $290133.40    | 0.16%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    205000 | PA      | $225469.05    | 0.13%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    661000 | PA      | $670056.98    | 0.38%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    890000 | PA      | $913260.15    | 0.52%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC                  | Kapitus Asset Securitization IV LLC                                             | CUSIP: 48555MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175280.89    | 0.10%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC                  | Kapitus Asset Securitization IV LLC                                             | CUSIP: 48555MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $310497.58    | 0.18%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                            | Kinetic ABS Issuer LLC                                                          | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99715.11     | 0.06%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                              | Kyrgyz Republic International Bond                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |    225000 | PA      | $224403.75    | 0.13%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2023-4                                               | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51111.99     | 0.03%             | 2029-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2020-RPL1                                           | CUSIP: 52474HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $437007.16    | 0.25%             | 2059-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2021-GS2                                            | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158301 | PA      | $158577.31    | 0.09%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54110.93     | 0.03%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    855000 | PA      | $886323.32    | 0.50%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110089.82    | 0.06%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                      | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330274.18    | 0.19%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                      | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    540000 | PA      | $522075.92    | 0.30%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2026-1                                            | CUSIP: 525952AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90940 | PA      | $90722.36     | 0.05%             | 2030-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                        | Lightpath Fiber Issuer LLC                                                      | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $518558.56    | 0.29%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                  | Sekisui House US Inc                                                            | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    325000 | PA      | $296367.71    | 0.17%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                            | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80187 | PA      | $76578.22     | 0.04%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    315000 | PA      | $308560.24    | 0.18%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15172 | PA      | $14670.40     | 0.01%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $94514.09     | 0.05%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                            | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    180000 | PA      | $159300.00    | 0.09%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                 | Magnetite XLVIII Ltd                                                            | CUSIP: 55956EAA5<br>LEI: 529900GIGHYFX3L5AN76 | Long             | ABS-CBDO         | CORP              | KY        |    335000 | PA      | $335533.32    | 0.19%             | 2038-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                    | Mariner Finance Issuance Trust 2024-A                                           | CUSIP: 567928AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101053.02    | 0.06%             | 2036-09-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    456000 | PA      | $454081.29    | 0.26%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472920.96    | 0.27%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                   | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    202000 | PA      | $192039.45    | 0.11%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC                        | Amynta Agency Borrower Inc 2026 Repriced Term Loan B                            | CUSIP: 57810JAN8<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |     93000 | PA      | $91522.23     | 0.05%             | 2031-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2024-NPL1 Trust                                                             | CUSIP: 58004YAA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    161425 | PA      | $161623.81    | 0.09%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust        | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $270195.75    | 0.15%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                               | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524427.56    | 0.30%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                               | Midocean Credit Clo XXI                                                         | CUSIP: 597924AA7<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |    305000 | PA      | $304690.67    | 0.17%             | 2038-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110279.27    | 0.06%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $225365.22    | 0.13%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     97000 | PA      | $86720.89     | 0.05%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    316000 | PA      | $273636.53    | 0.16%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    345000 | PA      | $344160.66    | 0.20%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $310292.41    | 0.18%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    634000 | PA      | $649476.80    | 0.37%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434455.23    | 0.25%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238783.23    | 0.14%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116004.59    | 0.07%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    859000 | PA      | $829212.03    | 0.47%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                     | CUSIP: 61762XAZ0<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |      9472 | PA      | $9164.32      | 0.01%             | 2046-10-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                     | CUSIP: 61766NBG9<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $454333.37    | 0.26%             | 2049-09-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                           | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    620000 | PA      | $610378.24    | 0.35%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                            | Mosaic Solar Loan Trust 2024-1                                                  | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70798 | PA      | $66521.23     | 0.04%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                            | Mosaic Solar Loan Trust 2024-2                                                  | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542180 | PA      | $514251.88    | 0.29%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                            | Motorola Solutions Inc                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265821.74    | 0.15%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2023-1 Trust                                                                | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201706 | PA      | $185922.59    | 0.11%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc 2024 Term Loan                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    886432 | PA      | $887398.17    | 0.50%             | 2031-04-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                          | National Life Insurance Co                                                      | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1781027.40   | 1.01%             | 2039-09-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-H                                | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     13005 | PA      | $12357.33     | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     88360 | PA      | $80893.22     | 0.05%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAB0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $109187.24    | 0.06%             | 2069-05-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAB4<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $72429.01     | 0.04%             | 2069-12-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAB9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $139040.27    | 0.08%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Student Loan Trust                                                      | CUSIP: 63942TAC9<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $129222.00    | 0.07%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-B                                                | CUSIP: 64034QAC2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $99067.32     | 0.06%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                        | NetApp Inc                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230213.71    | 0.13%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                        | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203747.88    | 0.12%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC             | New Economy Assets - Phase 1 Sponsor LLC                                        | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $83938.04     | 0.05%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NLV FINANCIAL CORP                                | NLV Financial Corp                                                              | CUSIP: 65486AAA1<br>LEI: UV78A3V7RXYC94JD0985 | Long             | DBT              | CORP              | US        |   1437000 | PA      | $1543654.14   | 0.88%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital 20 Ltd                         | Northwoods Capital 20 Ltd                                                       | CUSIP: 66860TBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250074.13    | 0.14%             | 2038-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                               | Novelis Corporation 2025 Term Loan B                                            | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |    353407 | PA      | $353258.83    | 0.20%             | 2032-03-11      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO 2020-18 Ltd                                                             | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250048.50    | 0.14%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC             | OnDeck Asset Securitization Trust IV LLC                                        | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105276.77    | 0.06%             | 2031-10-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                              | OHA Loan Funding 2015-1 Ltd                                                     | CUSIP: 67109BDN1<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.14%             | 2038-10-19      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2021-NQM3 Trust                                                             | CUSIP: 67114JAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     97126 | PA      | $81462.10     | 0.05%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust Series 2024-BPL3                                                | CUSIP: 67119RAA5<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-MBS          | CORP              | US        |    119378 | PA      | $119354.07    | 0.07%             | 2039-09-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO 2024-38 Ltd                                                             | CUSIP: 67120KAA7<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500500.00    | 0.28%             | 2038-01-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust Series 2024-BPL2                                                | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $225927.27    | 0.13%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                          | OHA Credit Funding 10-R Ltd                                                     | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $375056.25    | 0.21%             | 2037-07-18      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                               | ELECTRONIC ARTS INC USD TERM LOAN B                                             | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    177000 | PA      | $175893.75    | 0.10%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                           | OAK-Eagle Acquireco Inc                                                         | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52840.82     | 0.03%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Ltd                   | Octagon Investment Partners 18-R Ltd                                            | CUSIP: 67576FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299482.32    | 0.17%             | 2031-04-16      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2024-2                                                 | CUSIP: 67578YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $121046.40    | 0.07%             | 2032-07-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    276000 | PA      | $259419.36    | 0.15%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2022-S1                                        | CUSIP: 68267HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $310416.58    | 0.18%             | 2035-05-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2021-1                                         | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $225782.18    | 0.13%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                             | Open Text Corporation 2023 Term Loan B                                          | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    460446 | PA      | $449920.65    | 0.26%             | 2030-01-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    614000 | PA      | $389064.52    | 0.22%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23474.72     | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    595000 | PA      | $558107.00    | 0.32%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $273412.98    | 0.16%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    148000 | PA      | $142300.27    | 0.08%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    401000 | PA      | $372169.52    | 0.21%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    348000 | PA      | $319924.06    | 0.18%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | OWN Equipment Fund II LLC                                                       | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120790 | PA      | $120613.41    | 0.07%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | OWN Equipment Fund I LLC                                                        | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239851 | PA      | $241292.25    | 0.14%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | OWN Equipment Fund III LLC                                                      | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270193 | PA      | $269146.35    | 0.15%             | 2034-03-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-2 LLC                                                                 | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85966 | PA      | $85763.40     | 0.05%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-8 LLC                                                                 | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274676 | PA      | $273435.77    | 0.16%             | 2030-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2026-NPL3 LLC                                                              | CUSIP: 69383QAA2<br>LEI: 254900YVPXC5UC5GP265 | Long             | ABS-O            | CORP              | US        |    282071 | PA      | $279758.14    | 0.16%             | 2056-02-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-RCF5 LLC                                                              | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94487 | PA      | $93452.31     | 0.05%             | 2055-10-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL8 LLC                                                              | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |    361200 | PA      | $361962.22    | 0.21%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-RPL5 Trust                                                            | CUSIP: 69393AAA5<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |      2222 | PA      | $2156.72      | 0.00%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2026-NPL2 LLC                                                              | CUSIP: 69393DAA9<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |    185661 | PA      | $184200.02    | 0.10%             | 2056-02-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2024-RCF2 LLC                                                              | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125041 | PA      | $122482.47    | 0.07%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                         | Palmer Square BDC CLO 1 Ltd                                                     | CUSIP: 696928AA8<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |    690000 | PA      | $690280.83    | 0.39%             | 2037-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                      | PetSmart Inc 2025 USD Term Loan B                                               | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    107438 | PA      | $106604.90    | 0.06%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    311000 | PA      | $282308.45    | 0.16%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    199000 | PA      | $214833.04    | 0.12%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4053.49      | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                  | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $129953.32    | 0.07%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds | Republic of Poland Government International Bonds                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    351000 | PA      | $324243.89    | 0.18%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL6 LLC                                                              | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |    134855 | PA      | $135062.15    | 0.08%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2023-1                                          | CUSIP: 74113GAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140271.39    | 0.08%             | 2029-04-16      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL3 LLC                                                              | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |    148084 | PA      | $148224.74    | 0.08%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2026-NPL4 LLC                                                              | CUSIP: 74144EAA9<br>LEI: 254900TGLU13U3CRAM81 | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $180009.00    | 0.10%             | 2056-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2022-SFR5 Trust                                            | CUSIP: 74332YAC3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99600.11     | 0.06%             | 2039-06-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2022-SFR5 Trust                                            | CUSIP: 74332YAE9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99526.22     | 0.06%             | 2039-06-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR5 Trust                                            | CUSIP: 74333FAE9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $119044.28    | 0.07%             | 2038-07-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR7 Trust                                            | CUSIP: 74333PAJ6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $154070.14    | 0.09%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR7 Trust                                            | CUSIP: 74333PAL1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $93629.81     | 0.05%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR9 Trust                                            | CUSIP: 74333QAJ4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $94486.32     | 0.05%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAJ3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99600.01     | 0.06%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAL8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99599.69     | 0.06%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-RCF1 LLC                                                              | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106406 | PA      | $105010.92    | 0.06%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2026-2 LLC                                                                 | CUSIP: 74390XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152688 | PA      | $152203.22    | 0.09%             | 2031-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2024-7 LLC                                                                 | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94100 | PA      | $94134.58     | 0.05%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2026-1 LLC                                                                 | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147073 | PA      | $145520.08    | 0.08%             | 2031-02-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                             | QTS Issuer ABS II LLC                                                           | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $149923.44    | 0.09%             | 2055-10-05      | Fixed         | 5.78%                 | 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        |    313000 | PA      | $288829.55    | 0.16%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO IX Mortgage LLC 2025-4                                                      | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358994 | PA      | $358713.01    | 0.20%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO X Mortgage LLC 2026-1                                                       | CUSIP: 74940DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $275016.78    | 0.16%             | 2031-03-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| RFS Asset Securitization II LLC                   | RFS Asset Securitization II LLC                                                 | CUSIP: 74969DAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $253075.60    | 0.14%             | 2031-07-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | RAD CLO 26 Ltd                                                                  | CUSIP: 75009VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $370078.44    | 0.21%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO IX Mortgage LLC 2025-2                                                      | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    369821 | PA      | $370317.89    | 0.21%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Red Oak Funding Master Trust                      | Red Oak Funding Master Trust                                                    | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140161.98    | 0.08%             | 2030-12-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd.                           | Regatta 35 Funding Ltd                                                          | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    285000 | PA      | $285033.06    | 0.16%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                | Regional Management Issuance Trust 2024-2                                       | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115416.19    | 0.07%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                   | Republic Finance Issuance Trust 2024-A                                          | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165617.05    | 0.09%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                   | Republic Finance Issuance Trust 2024-B                                          | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $176726.55    | 0.10%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                               | Resideo Funding Inc 2024 M&A 1st lien Term Loan B                               | CUSIP: 76090LAK0<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |     91994 | PA      | $91477.49     | 0.05%             | 2031-06-13      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                               | Resideo Funding Inc 2024 1st Lien Term Loan B                                   | CUSIP: 76090LAL8<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    106620 | PA      | $106620.47    | 0.06%             | 2028-02-11      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                           | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   9175000 | PA      | $249972.19    | 0.14%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                           | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   6089000 | PA      | $151803.29    | 0.09%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $775357.46    | 0.44%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    185000 | PA      | $189141.00    | 0.11%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    606000 | PA      | $612054.57    | 0.35%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    700000 | PA      | $706900.30    | 0.40%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    152000 | PA      | $149331.98    | 0.08%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    468000 | PA      | $451882.26    | 0.26%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    351000 | PA      | $333911.60    | 0.19%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                         | SBA Senior Finance II LLC 2024 Term Loan B                                      | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |    201405 | PA      | $201992.86    | 0.11%             | 2031-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SF ABS Issuer LLC                                 | SF Abs Issuer LLC                                                               | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $499072.74    | 0.28%             | 2055-11-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                   | SEB Funding LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203553.80    | 0.12%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2021-A                                         | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85185 | PA      | $84478.95     | 0.05%             | 2053-01-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                   | Slam 2021-1 Ltd                                                                 | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    381500 | PA      | $361656.51    | 0.21%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2018-C                                         | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |     24967 | PA      | $24865.93     | 0.01%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2020-A                                         | CUSIP: 78449UAB4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    159375 | PA      | $154767.28    | 0.09%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2021-B                                         | CUSIP: 78449YAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $189105.46    | 0.11%             | 2051-07-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                                  | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    892000 | PA      | $889225.33    | 0.50%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $358317.40    | 0.20%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                              | SCOTT Trust 2023-SFS                                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $106886.71    | 0.06%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust           | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     54624 | PA      | $54919.38     | 0.03%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                          | Sensata Technologies Inc                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    109000 | PA      | $101099.70    | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust         | SFS Auto Receivables Securitization Trust 2025-1                                | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101205.45    | 0.06%             | 2031-02-20      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust         | SFS Auto Receivables Securitization Trust 2025-1                                | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100630.07    | 0.06%             | 2032-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Shentel Issuer LLC                                | Shentel Issuer LLC                                                              | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $272042.71    | 0.15%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LTD                   | Shenton Aircraft Investment I Ltd                                               | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |     36610 | PA      | $36610.11     | 0.02%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2023-3 Receivables Funding LLC                                 | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40585 | PA      | $41667.15     | 0.02%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                             | Silver Point CLO 12 Ltd                                                         | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $324752.35    | 0.18%             | 2038-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                        | Sixth Street CLO XV Ltd                                                         | CUSIP: 83012BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250591.75    | 0.14%             | 2037-10-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                        | Sixth Street CLO XVIII Ltd                                                      | CUSIP: 83012HAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    285000 | PA      | $278958.00    | 0.16%             | 2038-10-17      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2024-A                                         | CUSIP: 831943AA3<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |     92744 | PA      | $93519.47     | 0.05%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2023-C                                         | CUSIP: 83207DAC2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $104083.93    | 0.06%             | 2052-11-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    521000 | PA      | $509741.47    | 0.29%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                     | Lunar 2021-1 Structured Aircraft Portfolio Notes                                | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    232965 | PA      | $221246.71    | 0.13%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                               | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    286000 | PA      | $340074.04    | 0.19%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                                    | Sprite 2026-1 Ltd                                                               | CUSIP: 85209QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $324724.22    | 0.18%             | 2041-03-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                       | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   4549407 | PA      | $4549406.81   | 2.58%             |  |  |  | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333012.27    | 0.19%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics Inc                                                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35015.00     | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                          | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    555000 | PA      | $490660.52    | 0.28%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                   | Stream Innovations 2024-2 Issuer Trust                                          | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90635 | PA      | $91215.07     | 0.05%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                | Subway Funding LLC                                                              | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197500 | PA      | $194964.12    | 0.11%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                | Sunnova Helios X Issuer LLC                                                     | CUSIP: 86744WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168715 | PA      | $155290.24    | 0.09%             | 2049-11-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                | SUNNOVA HELIOS II ISSUER LLC 2019-A                                             | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46519 | PA      | $42621.42     | 0.02%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47779.84     | 0.03%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                       | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12895.56     | 0.01%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                        | Sunrun Atlas Issuer 2019-2 LLC                                                  | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    269945 | PA      | $260416.29    | 0.15%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                                   | Symetra CLO 2025-1 Ltd                                                          | CUSIP: 87153AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249381.50    | 0.14%             | 2038-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    340000 | PA      | $325068.13    | 0.18%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    290000 | PA      | $299117.86    | 0.17%             | 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        |    340000 | PA      | $329400.17    | 0.19%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198128.74    | 0.11%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119900.63    | 0.07%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261375.60    | 0.15%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                             | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32026.58     | 0.02%             | 2032-02-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust         | TCO Commercial Mortgage Trust 2024-DPM                                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $124804.69    | 0.07%             | 2039-12-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                | TIF Funding II LLC                                                              | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168442 | PA      | $153663.09    | 0.09%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited               | TMCL VII Holdings Ltd                                                           | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    314670 | PA      | $314234.40    | 0.18%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    108000 | PA      | $112623.14    | 0.06%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    375000 | PA      | $362695.32    | 0.21%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    303000 | PA      | $298429.40    | 0.17%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TPG CLO Ltd                                       | TPG CLO 2025-1 Ltd                                                              | CUSIP: 87268JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    335000 | PA      | $334743.06    | 0.19%             | 2037-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                                | TVC Mortgage Trust 2024-RRTL1                                                   | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $375773.03    | 0.21%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                                | TVC Mortgage Trust 2026-RRTL1                                                   | CUSIP: 87306XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99500.67     | 0.06%             | 2041-02-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                            | Takeoff Merger Sub Inc                                                          | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    289000 | PA      | $285385.97    | 0.16%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95844.91     | 0.05%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    785000 | PA      | $791710.44    | 0.45%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85074.38     | 0.05%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                 | Terex Corporation 2025 Term Loan                                                | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |     74677 | PA      | $74724.16     | 0.04%             | 2031-10-08      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                             | Teva Pharmaceutical Finance Co LLC                                              | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216365.94    | 0.12%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1165000 | PA      | $863592.48    | 0.49%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited               | Textainer Marine Containers VII Ltd                                             | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    254799 | PA      | $240358.90    | 0.14%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                       | Textron Inc                                                                     | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218753.96    | 0.12%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                             | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35286.86     | 0.02%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp/VA              | TOBACCO SETTLEMENT FING CORP VA                                                 | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    780000 | PA      | $593105.76    | 0.34%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    141327 | PA      | $135836.72    | 0.08%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc              | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    535000 | PA      | $534776.91    | 0.30%             | 2027-11-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                   | Trans Union LLC 2024 Term Loan B8                                               | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    926610 | PA      | $920985.89    | 0.52%             | 2031-06-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc 2026 Term Loan N                                                  | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     45000 | PA      | $45008.55     | 0.03%             | 2033-02-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                       | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470835.68    | 0.27%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    335000 | PA      | $343414.27    | 0.19%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    235000 | PA      | $238345.99    | 0.14%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    260000 | PA      | $259531.55    | 0.15%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    211000 | PA      | $205619.50    | 0.12%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    475000 | PA      | $480978.83    | 0.27%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                | United Rentals Inc 2025 Repriced Term Loan B                                    | CUSIP: 91136EAN5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |     79392 | PA      | $79610.74     | 0.05%             | 2031-02-14      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                             | CUSIP: 912797UG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1176000 | PA      | $1156162.59   | 0.66%             | 2026-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                             | CUSIP: 912797UH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    894000 | PA      | $878377.49    | 0.50%             | 2026-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3025000 | PA      | $2492552.75   | 1.42%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3557000 | PA      | $3495030.37   | 1.98%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6080000 | PA      | $6159087.48   | 3.50%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                             | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5395000 | PA      | $5203646.09   | 2.95%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                             | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3585000 | PA      | $3456164.06   | 1.96%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    394000 | PA      | $386751.01    | 0.22%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2461000 | PA      | $2413318.13   | 1.37%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    420000 | PA      | $436266.60    | 0.25%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                    | VCAT 2026-NPL1 LLC                                                              | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127330 | PA      | $126617.60    | 0.07%             | 2056-01-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                    | VCAT 2025-NPL3 LLC                                                              | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290344 | PA      | $290703.77    | 0.17%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $247320.90    | 0.14%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $201740.04    | 0.11%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    237000 | PA      | $247059.29    | 0.14%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    202000 | PA      | $207742.05    | 0.12%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    103000 | PA      | $107218.06    | 0.06%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-5                                               | CUSIP: 92538KAA1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     95386 | PA      | $82078.55     | 0.05%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-3                                               | CUSIP: 92539LAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    174802 | PA      | $155661.91    | 0.09%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64723.37     | 0.04%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     69000 | PA      | $63915.61     | 0.04%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     36000 | PA      | $30861.86     | 0.02%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                          | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    928000 | PA      | $935247.68    | 0.53%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90541.17     | 0.05%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97112.14     | 0.06%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    147000 | PA      | $144633.21    | 0.08%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    208000 | PA      | $203464.25    | 0.12%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company       | Volofin Finance Designated Activity Co                                          | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111719 | PA      | $112531.33    | 0.06%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2014-C20                                        | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |    112100 | PA      | $96964.32     | 0.06%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2011-C3                                         | CUSIP: 92935VAS7<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |     23890 | PA      | $8600.15      | 0.00%             | 2044-03-15      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2013-C15                                        | CUSIP: 92938CAH0<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    124894 | PA      | $121396.50    | 0.07%             | 2046-08-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    960000 | PA      | $982394.50    | 0.56%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    243000 | PA      | $236716.53    | 0.13%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31135.70     | 0.02%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    195000 | PA      | $164821.73    | 0.09%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21601.90     | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101210.24    | 0.06%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    274000 | PA      | $285968.26    | 0.16%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    102000 | PA      | $100310.26    | 0.06%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-4                                    | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $277329.04    | 0.16%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-3                                    | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $188354.88    | 0.11%             | 2029-03-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2024-2                                    | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101995.77    | 0.06%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2024-3                                    | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $241296.22    | 0.14%             | 2030-04-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2025-1                                    | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100791.66    | 0.06%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                             | Whistler Pipeline LLC                                                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122952.28    | 0.07%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America Inc                                                        | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74012.03     | 0.04%             | 2036-03-15      | Fixed         | 5.15%                 | 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        |    150408 | PA      | $153351.58    | 0.09%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                      | Wyndham Hotels & Resorts Inc 2024 Term Loan                                     | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    797036 | PA      | $799139.69    | 0.45%             | 2030-05-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149944.26    | 0.09%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                    | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218523.69    | 0.12%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                   | Zayo Issuer LLC                                                                 | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400430.72    | 0.23%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   5734000 | PA      | $318227.05    | 0.18%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                          | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   5783000 | PA      | $1003216.01   | 0.57%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $181778.83    | 0.10%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    125000 | PA      | $120008.08    | 0.07%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    265000 | PA      | $246159.71    | 0.14%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds           | Pakistan Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $199749.98    | 0.11%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $180533.37    | 0.10%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds              | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $197403.72    | 0.11%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  14358700 | PA      | $662937.25    | 0.38%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   1440000 | PA      | $357677.35    | 0.20%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   2756000 | PA      | $689939.95    | 0.39%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                           | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  30220000 | PA      | $668114.51    | 0.38%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| SINO-OCEAN GP HLDS LTD                            | Sino-Ocean Group Holding Ltd                                                    | CUSIP: 000000000<br>LEI: 529900OLNN3N4AB8ME83 | Long             | DBT              | CORP              | HK        |    153904 | PA      | $1154.28      | 0.00%             | 2027-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SINO-OCEAN GP HLDS LTD                            | Sino-Ocean Group Holding Ltd                                                    | CUSIP: 000000000<br>LEI: 529900OLNN3N4AB8ME83 | Long             | DBT              | CORP              | HK        |     62272 | PA      | $3876.43      | 0.00%             | 2033-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                          | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    691365 | PA      | $13481.62     | 0.01%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                          | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      8236 | PA      | $267.67       | 0.00%             | 2031-07-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                           | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  13467000 | PA      | $293434.64    | 0.17%             | 2027-10-13      | Fixed         | 36.78%                | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     34552 | PA      | $1012.03      | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    128897 | PA      | $3544.67      | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    154300 | PA      | $905.74       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     30147 | PA      | $117.27       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                               | CIFI Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    200317 | PA      | $8675.73      | 0.00%             | 2029-06-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                              | Country Garden Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    139392 | PA      | $15504.57     | 0.01%             | 2031-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                              | Country Garden Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     67282 | PA      | $9153.03      | 0.01%             | 2032-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         5 | NC      | $-20075.05    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       383 | NC      | $-600055.31   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $-1509.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -69 | NC      | $171815.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Country Garden Holdings Co Ltd                    | Country Garden Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | KY        |       600 | NS      | $24.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DK Crown Holdings Inc                             | DK Crown Holdings Inc 2025 Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    292050 | PA      | $291503.87    | 0.17%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                       | BIOMARIN PHARMACEUTICAL INC TERM LOAN B                                         | CUSIP: 000000000<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |    630000 | PA      | $628034.40    | 0.36%             | 2033-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds           | Pakistan Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    400000 | PA      | $394805.46    | 0.22%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                          | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |     87226 | NS      | $824.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                         | Bausch & Lomb Corporation 2025 Repriced Term Loan                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     72000 | PA      | $72090.00     | 0.04%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                              | Flutter Financing BV 2024 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    737709 | PA      | $728488.11    | 0.41%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                              | Flutter Financing BV 2025 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    109175 | PA      | $107810.31    | 0.06%             | 2032-06-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    430000 | PA      | $401392.66    | 0.23%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2863000 | PA      | $72360.75     | 0.04%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                              | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                       | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    203976 | PA      | $199005.38    | 0.11%             | 2031-02-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds            | Nigeria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    301000 | PA      | $301902.18    | 0.17%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer