# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001410368-26-019697
**Filing Date:** 2026-2
**Character Count:** 331518
**Document Hash:** abe725649ed0fd7e97af304ef3280ca8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-019697.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-019697

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 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:** 26688909

**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 Intermediate Duration Bond Fund (Series ID: S000006645)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018132 | Class Y      | LSDIX           |
| C000089753 | Class A      | LSDRX           |
| C000173092 | Class C      | LSCDX           |
| C000211126 | Class N      | LSDNX           |

## Nport-Ex

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

Loomis Sayles Intermediate Duration Bond Fund

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount**<br>| **Description** | **Value (†)** |
| **Bonds and Notes — 97.7% of Net Assets** | **Bonds and Notes — 97.7% of Net Assets** | **Bonds and Notes — 97.7% of Net Assets** |
|  | **ABS Car Loan — 12.2%** | **ABS Car Loan — 12.2%** |
| $16300 | &nbsp;&nbsp; Ally Auto Receivables Trust, Series 2022-3, <br> Class A3, 5.070%, 4/15/2027<br>| &nbsp;&nbsp; $16313 |
| 140000 | &nbsp;&nbsp; Ally Auto Receivables Trust, Series 2025-1, <br> Class A3, 3.960%, 3/15/2030<br>| &nbsp;&nbsp; 140498 |
| 165496 | &nbsp;&nbsp; American Credit Acceptance Receivables Trust, <br> Series 2023-3, Class C, 6.440%, 10/12/2029(a)<br>| &nbsp;&nbsp; 166201 |
| 205000 | &nbsp;&nbsp; American Credit Acceptance Receivables Trust, <br> Series 2025-2, Class C, 5.110%, 3/12/2031(a)<br>| &nbsp;&nbsp; 207030 |
| 268454 | &nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, <br> Series 2021-3, Class C, 1.410%, 8/18/2027<br>| &nbsp;&nbsp; 266471 |
| 870000 | &nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, <br> Series 2023-1, Class B, 5.570%, 3/20/2028<br>| &nbsp;&nbsp; 877912 |
| 329301 | &nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, <br> Series 2024-1, Class A3, 5.430%, 1/18/2029<br>| &nbsp;&nbsp; 332149 |
| 145000 | &nbsp;&nbsp; AutoNation Finance Trust, Series 2025-1A, <br> Class A3, 4.620%, 11/13/2029(a)<br>| &nbsp;&nbsp; 146329 |
| 1110000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-3A, Class A, 5.440%, 2/22/2028(a)<br>| &nbsp;&nbsp; 1123292 |
| 255000 | &nbsp;&nbsp; BMW Vehicle Lease Trust, Series 2024-2, Class A3, <br> 4.180%, 10/25/2027<br>| &nbsp;&nbsp; 255809 |
| 110000 | &nbsp;&nbsp; BMW Vehicle Lease Trust, Series 2025-1, Class A3, <br> 4.430%, 6/26/2028<br>| &nbsp;&nbsp; 110934 |
| 100000 | &nbsp;&nbsp; BofA Auto Trust, Series 2025-1A, Class A3, <br> 4.350%, 11/20/2029(a)<br>| &nbsp;&nbsp; 100717 |
| 115000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization Trust, <br> Series 2024-3, Class B, 5.370%, 10/16/2028<br>| &nbsp;&nbsp; 115609 |
| 255000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization Trust, <br> Series 2025-2, Class A3, 4.780%, 12/15/2028<br>| &nbsp;&nbsp; 256217 |
| 185000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization Trust, <br> Series 2025-3, Class A3, 4.660%, 1/15/2029<br>| &nbsp;&nbsp; 185560 |
| 492859 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2023-2, Class A3, <br> 5.050%, 1/18/2028<br>| &nbsp;&nbsp; 495194 |
| 290000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2024-4, Class A3, <br> 4.600%, 10/15/2029<br>| &nbsp;&nbsp; 293111 |
| 195000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2025-2, Class A3, <br> 4.480%, 3/15/2030<br>| &nbsp;&nbsp; 197122 |
| 180000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2025-4, Class A3, <br> 3.970%, 12/16/2030<br>| &nbsp;&nbsp; 180325 |
| 600000 | &nbsp;&nbsp; CarMax Select Receivables Trust, Series 2025-A, <br> Class A3, 4.770%, 9/17/2029<br>| &nbsp;&nbsp; 605097 |
| 79456 | &nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2023-P1, <br> Class A3, 5.980%, 12/10/2027(a)<br>| &nbsp;&nbsp; 79595 |
| 157120 | &nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2024-P2, <br> Class A3, 5.330%, 7/10/2029<br>| &nbsp;&nbsp; 158357 |
| 567208 | &nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2024-P3, <br> Class A3, 4.260%, 10/10/2029<br>| &nbsp;&nbsp; 568344 |
| 95000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2024-P4, <br> Class A3, 4.640%, 1/10/2030<br>| &nbsp;&nbsp; 95538 |
| 345000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2025-P2, <br> Class A3, 4.550%, 8/12/2030<br>| &nbsp;&nbsp; 347474 |
| 185000 | &nbsp;&nbsp; Chase Auto Owner Trust, Series 2024-5A, Class A3, <br> 4.180%, 8/27/2029(a)<br>| &nbsp;&nbsp; 185620 |
| 114302 | &nbsp;&nbsp; Chesapeake Funding II LLC, Series 2023-1A, <br> Class A1, 5.650%, 5/15/2035(a)<br>| &nbsp;&nbsp; 114836 |
| 102800 | &nbsp;&nbsp; Chesapeake Funding II LLC, Series 2024-1A, <br> Class A1, 5.520%, 5/15/2036(a)<br>| &nbsp;&nbsp; 103764 |
| 118592 | &nbsp;&nbsp; Citizens Auto Receivables Trust, Series 2024-1, <br> Class A3, 5.110%, 4/17/2028(a)<br>| &nbsp;&nbsp; 119267 |
| 27364 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2023-1A, Class A, 6.480%, 3/15/2033(a)<br>| &nbsp;&nbsp; 27386 |
| 465000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2023-2A, Class B, 6.610%, 7/15/2033(a)<br>| &nbsp;&nbsp; 468825 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $130000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2023-3A, Class C, 7.620%, 12/15/2033(a)<br>| &nbsp;&nbsp; $134149 |
| 200000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2025-1A, Class A, 5.020%, 3/15/2035(a)<br>| &nbsp;&nbsp; 200670 |
| 240000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2025-2A, Class B, 4.870%, 1/15/2036(a)<br>| &nbsp;&nbsp; 241563 |
| 355000 | &nbsp;&nbsp; Drive Auto Receivables Trust, Series 2024-2, <br> Class B, 4.520%, 7/16/2029<br>| &nbsp;&nbsp; 356434 |
| 7502 | &nbsp;&nbsp; Enterprise Fleet Financing LLC, Series 2022-3, <br> Class A2, 4.380%, 7/20/2029(a)<br>| &nbsp;&nbsp; 7505 |
| 126622 | &nbsp;&nbsp; Enterprise Fleet Financing LLC, Series 2023-2, <br> Class A2, 5.560%, 4/22/2030(a)<br>| &nbsp;&nbsp; 127339 |
| 150000 | &nbsp;&nbsp; Enterprise Fleet Financing LLC, Series 2024-1, <br> Class A3, 5.160%, 9/20/2030(a)<br>| &nbsp;&nbsp; 152944 |
| 210000 | &nbsp;&nbsp; Enterprise Fleet Financing LLC, Series 2024-3, <br> Class A4, 5.060%, 3/20/2031(a)<br>| &nbsp;&nbsp; 214812 |
| 140000 | &nbsp;&nbsp; Enterprise Fleet Financing LLC, Series 2025-1, <br> Class A3, 4.820%, 2/20/2029(a)<br>| &nbsp;&nbsp; 142268 |
| 255000 | &nbsp;&nbsp; Enterprise Fleet Financing LLC, Series 2025-3, <br> Class A2, 4.500%, 4/20/2028(a)<br>| &nbsp;&nbsp; 256315 |
| 240000 | &nbsp;&nbsp; Enterprise Fleet Financing LLC, Series 2025-4, <br> Class A2, 4.050%, 8/20/2028(a)<br>| &nbsp;&nbsp; 240395 |
| 500000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2025-2A, Class A3, 4.740%, 1/16/2029<br>| &nbsp;&nbsp; 501605 |
| 95000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2025-4A, Class A3, 4.390%, 9/17/2029<br>| &nbsp;&nbsp; 95474 |
| 85000 | &nbsp;&nbsp; Exeter Select Automobile Receivables Trust, <br> Series 2025-1, Class A3, 4.690%, 4/15/2030<br>| &nbsp;&nbsp; 85948 |
| 285000 | &nbsp;&nbsp; First Investors Auto Owner Trust, Series 2025-1A, <br> Class C, 4.750%, 12/15/2031(a)<br>| &nbsp;&nbsp; 285194 |
| 450000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2023-2, Class C, <br> 5.810%, 5/15/2029(a)<br>| &nbsp;&nbsp; 449441 |
| 170000 | &nbsp;&nbsp; Ford Credit Auto Lease Trust, Series 2025-A, <br> Class A3, 4.720%, 6/15/2028<br>| &nbsp;&nbsp; 171643 |
| 570000 | &nbsp;&nbsp; Ford Credit Auto Owner Trust, Series 2021-1, <br> Class A, 1.370%, 10/17/2033(a)<br>| &nbsp;&nbsp; 565478 |
| 1360000 | &nbsp;&nbsp; Ford Credit Auto Owner Trust, Series 2025-1, <br> Class A, 4.860%, 8/15/2037(a)(b)<br>| &nbsp;&nbsp; 1402081 |
| 221341 | &nbsp;&nbsp; GECU Auto Receivables Trust, Series 2023-1A, <br> Class A3, 5.630%, 8/15/2028(a)<br>| &nbsp;&nbsp; 222405 |
| 370000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Series 2024-2A, <br> Class B, 5.770%, 11/15/2028(a)<br>| &nbsp;&nbsp; 372457 |
| 170000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Series 2024-3A, <br> Class B, 5.080%, 1/16/2029(a)<br>| &nbsp;&nbsp; 171043 |
| 85000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Series 2024-4A, <br> Class A3, 4.750%, 7/17/2028(a)<br>| &nbsp;&nbsp; 85205 |
| 120000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Series 2025-2A, <br> Class C, 5.110%, 1/15/2031(a)<br>| &nbsp;&nbsp; 121303 |
| 120000 | &nbsp;&nbsp; GLS Auto Select Receivables Issuer Trust, <br> Series 2025-4A, Class A2, 4.170%, 2/18/2031(a)<br>| &nbsp;&nbsp; 120460 |
| 49603 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, Series 2024-2A, <br> Class A2, 5.580%, 6/17/2030(a)<br>| &nbsp;&nbsp; 50175 |
| 155033 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, Series 2024-3A, <br> Class A2, 5.590%, 10/15/2029(a)<br>| &nbsp;&nbsp; 156612 |
| 115789 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, Series 2024-4A, <br> Class A2, 4.430%, 12/17/2029(a)<br>| &nbsp;&nbsp; 116079 |
| 141531 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, Series 2025-1A, <br> Class A2, 4.710%, 4/15/2030(a)<br>| &nbsp;&nbsp; 142438 |
| 283134 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, Series 2025-3A, <br> Class A2, 4.460%, 10/15/2030(a)<br>| &nbsp;&nbsp; 285007 |
| 165000 | &nbsp;&nbsp; GM Financial Automobile Leasing Trust, <br> Series 2024-3, Class A3, 4.210%, 10/20/2027<br>| &nbsp;&nbsp; 165261 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $230000 | &nbsp;&nbsp; GM Financial Automobile Leasing Trust, <br> Series 2025-1, Class A3, 4.660%, 2/21/2028<br>| &nbsp;&nbsp; $231846 |
| 260000 | &nbsp;&nbsp; GM Financial Automobile Leasing Trust, <br> Series 2025-3, Class A3, 4.170%, 8/21/2028<br>| &nbsp;&nbsp; 261418 |
| 166465 | &nbsp;&nbsp; Harley-Davidson Motorcycle Trust, Series 2023-B, <br> Class A3, 5.690%, 8/15/2028<br>| &nbsp;&nbsp; 167979 |
| 215000 | &nbsp;&nbsp; Harley-Davidson Motorcycle Trust, Series 2023-B, <br> Class A4, 5.780%, 4/15/2031<br>| &nbsp;&nbsp; 219775 |
| 715000 | &nbsp;&nbsp; Hertz Vehicle Financing III LLC, Series 2023-3A, <br> Class A, 5.940%, 2/25/2028(a)<br>| &nbsp;&nbsp; 725581 |
| 245000 | &nbsp;&nbsp; Hertz Vehicle Financing III LLC, Series 2024-1A, <br> Class A, 5.440%, 1/25/2029(a)<br>| &nbsp;&nbsp; 250070 |
| 245000 | &nbsp;&nbsp; Hertz Vehicle Financing LLC, Series 2022-2A, <br> Class A, 2.330%, 6/26/2028(a)<br>| &nbsp;&nbsp; 239299 |
| 225494 | &nbsp;&nbsp; Huntington Auto Trust, Series 2024-1A, Class A3, <br> 5.230%, 1/16/2029(a)<br>| &nbsp;&nbsp; 227794 |
| 140000 | &nbsp;&nbsp; Hyundai Auto Receivables Trust, Series 2025-B, <br> Class A3, 4.360%, 12/17/2029<br>| &nbsp;&nbsp; 141329 |
| 225000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2023-4A, <br> Class B, 6.390%, 10/16/2028(a)<br>| &nbsp;&nbsp; 228831 |
| 115000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-1A, <br> Class A4, 5.170%, 9/15/2028(a)<br>| &nbsp;&nbsp; 115725 |
| 139128 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-2A, Class <br> A3, 5.610%, 8/15/2028(a)<br>| &nbsp;&nbsp; 139896 |
| 165000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-3A, <br> Class A3, 4.520%, 3/15/2029(a)<br>| &nbsp;&nbsp; 165653 |
| 375000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2025-1A, <br> Class A3, 4.690%, 7/16/2029(a)<br>| &nbsp;&nbsp; 377616 |
| 125000 | &nbsp;&nbsp; M&T Bank Auto Receivables Trust, Series 2025-1A, <br> Class A3, 4.730%, 6/17/2030(a)<br>| &nbsp;&nbsp; 126605 |
| 240863 | &nbsp;&nbsp; Merchants Fleet Funding LLC, Series 2023-1A, <br> Class A, 7.210%, 5/20/2036(a)<br>| &nbsp;&nbsp; 242078 |
| 395000 | &nbsp;&nbsp; NextGear Floorplan Master Owner Trust, <br> Series 2025-2A, Class A2, 4.230%, 10/15/2030(a)<br>| &nbsp;&nbsp; 396076 |
| 160000 | &nbsp;&nbsp; PenFed Auto Receivables Owner Trust, <br> Series 2024-A, Class A3, 4.700%, 6/15/2029(a)<br>| &nbsp;&nbsp; 160650 |
| 196886 | &nbsp;&nbsp; Prestige Auto Receivables Trust, Series 2023-1A, <br> Class C, 5.650%, 2/15/2028(a)<br>| &nbsp;&nbsp; 197085 |
| 101455 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2023-1, Class C, 5.090%, 5/15/2030<br>| &nbsp;&nbsp; 102113 |
| 170000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2023-3, Class C, 5.770%, 11/15/2030<br>| &nbsp;&nbsp; 173154 |
| 540000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2023-4, Class B, 5.770%, 12/15/2028<br>| &nbsp;&nbsp; 545174 |
| 590000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2023-5, Class B, 6.160%, 12/17/2029<br>| &nbsp;&nbsp; 598124 |
| 181851 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2024-3, Class A3, 5.630%, 1/16/2029<br>| &nbsp;&nbsp; 182620 |
| 95000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2025-2, Class A3, 4.670%, 8/15/2029<br>| &nbsp;&nbsp; 95534 |
| 235000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2025-4, Class A3, 4.170%, 4/15/2030<br>| &nbsp;&nbsp; 236011 |
| 37071 | &nbsp;&nbsp; SBNA Auto Lease Trust, Series 2024-A, Class A3, <br> 5.390%, 11/20/2026(a)<br>| &nbsp;&nbsp; 37138 |
| 204907 | &nbsp;&nbsp; SBNA Auto Lease Trust, Series 2024-B, Class A3, <br> 5.560%, 11/22/2027(a)<br>| &nbsp;&nbsp; 206049 |
| 78715 | &nbsp;&nbsp; SBNA Auto Lease Trust, Series 2024-C, Class A3, <br> 4.560%, 2/22/2028(a)<br>| &nbsp;&nbsp; 78896 |
| 224737 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2023-1A, Class A3, 5.470%, 10/20/2028(a)<br>| &nbsp;&nbsp; 226189 |
| 135000 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2024-3A, Class A3, 4.550%, 6/20/2030(a)<br>| &nbsp;&nbsp; 135884 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $230000 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2025-1A, Class A3, 4.750%, 7/22/2030(a)<br>| &nbsp;&nbsp; $232545 |
| 400000 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2025-2A, Class A3, 4.440%, 12/20/2030(a)<br>| &nbsp;&nbsp; 403338 |
| 365000 | &nbsp;&nbsp; Stellantis Financial Underwritten Enhanced <br> Lease Trust, Series 2025-BA, Class A3, <br> 4.270%, 1/22/2029(a)<br>| &nbsp;&nbsp; 367232 |
| 625000 | &nbsp;&nbsp; Stellantis Financial Underwritten Enhanced <br> Lease Trust, Series 2025-CA, Class A3, <br> 4.110%, 4/20/2029(a)<br>| &nbsp;&nbsp; 626218 |
| 232646 | &nbsp;&nbsp; Toyota Auto Receivables Owner Trust, <br> Series 2023-C, Class A3, 5.160%, 4/17/2028<br>| &nbsp;&nbsp; 234008 |
| 800000 | &nbsp;&nbsp; Toyota Lease Owner Trust, Series 2024-B, Class A3, <br> 4.210%, 9/20/2027(a)<br>| &nbsp;&nbsp; 801368 |
| 260000 | &nbsp;&nbsp; Toyota Lease Owner Trust, Series 2025-B, Class A3, <br> 3.960%, 11/20/2028(a)<br>| &nbsp;&nbsp; 260647 |
| 60000 | &nbsp;&nbsp; USB Auto Owner Trust, Series 2025-1A, Class A3, <br> 4.490%, 6/17/2030(a)<br>| &nbsp;&nbsp; 60587 |
| 90000 | &nbsp;&nbsp; VStrong Auto Receivables Trust, Series 2024-A, <br> Class B, 5.770%, 7/15/2030(a)<br>| &nbsp;&nbsp; 91409 |
| 695000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-3A, Class C, 6.020%, 9/15/2028(a)<br>| &nbsp;&nbsp; 702345 |
| 185000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-2A, Class A3, 5.560%, 2/15/2028(a)<br>| &nbsp;&nbsp; 185821 |
| 225000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-3A, Class A3, 4.710%, 4/17/2028(a)<br>| &nbsp;&nbsp; 225761 |
| 310000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2025-1A, Class A3, 4.750%, 8/15/2028(a)<br>| &nbsp;&nbsp; 311789 |
| 115000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2025-2A, Class A3, 4.510%, 5/15/2029(a)<br>| &nbsp;&nbsp; 115596 |
| 170000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2025-3A, Class A3, 4.220%, 6/15/2029(a)<br>| &nbsp;&nbsp; 170561 |
| 270108 | &nbsp;&nbsp; Wheels Fleet Lease Funding 1 LLC, Series 2023-1A, <br> Class A, 5.800%, 4/18/2038(a)<br>| &nbsp;&nbsp; 271853 |
| 162555 | &nbsp;&nbsp; Wheels Fleet Lease Funding 1 LLC, Series 2024-1A, <br> Class A1, 5.490%, 2/18/2039(a)<br>| &nbsp;&nbsp; 164568 |
| 171987 | &nbsp;&nbsp; Wheels Fleet Lease Funding 1 LLC, Series 2024-2A, <br> Class A1, 4.870%, 6/21/2039(a)<br>| &nbsp;&nbsp; 173672 |
| 91672 | &nbsp;&nbsp; Wheels Fleet Lease Funding 1 LLC, Series 2024-3A, <br> Class A1, 4.800%, 9/19/2039(a)<br>| &nbsp;&nbsp; 92665 |
| 235000 | &nbsp;&nbsp; World Omni Auto Receivables Trust, Series 2024-C, <br> Class A3, 4.430%, 12/17/2029<br>| &nbsp;&nbsp; 236399 |
| 400000 | &nbsp;&nbsp; World Omni Auto Receivables Trust, Series 2025-C, <br> Class A3, 4.080%, 11/15/2030<br>| &nbsp;&nbsp; 402239 |
|  |  | &nbsp;&nbsp; 29343412 |
|  | **ABS Credit Card — 0.8%** | **ABS Credit Card — 0.8%** |
| 720000 | &nbsp;&nbsp; Brex Commercial Charge Card Master Trust, <br> Series 2024-1, Class A1, 6.050%, 7/15/2027(a)<br>| &nbsp;&nbsp; 722467 |
| 620000 | &nbsp;&nbsp; Citibank Credit Card Issuance Trust, <br> Series 2025-A2, Class A, 4.490%, 6/21/2032<br>| &nbsp;&nbsp; 633354 |
| 330000 | &nbsp;&nbsp; Mercury Financial Credit Card Master Trust, <br> Series 2024-2A, Class A, 6.560%, 7/20/2029(a)<br>| &nbsp;&nbsp; 331542 |
| 245000 | &nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2024-B, Class A, 5.880%, 1/15/2030(a)<br>| &nbsp;&nbsp; 246698 |
|  |  | &nbsp;&nbsp; 1934061 |
|  | **ABS Other — 4.1%** | **ABS Other — 4.1%** |
| 860000 | &nbsp;&nbsp; Affirm Asset Securitization Trust, Series 2024-A, <br> Class 1A, 5.610%, 2/15/2029(a)<br>| &nbsp;&nbsp; 861324 |
| 150000 | &nbsp;&nbsp; Affirm Asset Securitization Trust, Series 2024-A, <br> Class A, 5.610%, 2/15/2029(a)<br>| &nbsp;&nbsp; 150227 |
| 590000 | &nbsp;&nbsp; Applebee's Funding LLC/IHOP Funding LLC, <br> Series 2025-1A, Class A2, 6.720%, 6/07/2055(a)<br>| &nbsp;&nbsp; 594619 |

---

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| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $112768 | &nbsp;&nbsp; Aqua Finance Trust, Series 2021-A, Class A, <br> 1.540%, 7/17/2046(a)<br>| &nbsp;&nbsp; $103750 |
| 34283 | &nbsp;&nbsp; Auxilior Term Funding LLC, Series 2023-1A, <br> Class A2, 6.180%, 12/15/2028(a)<br>| &nbsp;&nbsp; 34452 |
| 48055 | &nbsp;&nbsp; BHG Securitization Trust, Series 2024-1CON, <br> Class A, 5.810%, 4/17/2035(a)<br>| &nbsp;&nbsp; 49177 |
| 187987 | &nbsp;&nbsp; BHG Securitization Trust, Series 2025-2CON, <br> Class A, 4.840%, 9/17/2036(a)<br>| &nbsp;&nbsp; 189765 |
| 545000 | &nbsp;&nbsp; Bluepeak ABS Issuer LLC, Series 2025-1A, <br> Class A2, 5.858%, 12/20/2055(a)<br>| &nbsp;&nbsp; 547401 |
| 240000 | &nbsp;&nbsp; Compass Datacenters Issuer II LLC, <br> Series 2024-2A, Class A1, 5.022%, 8/25/2049(a)<br>| &nbsp;&nbsp; 240466 |
| 60000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-1A, Class A2, 5.656%, 2/25/2050(a)<br>| &nbsp;&nbsp; 60768 |
| 225480 | &nbsp;&nbsp; Crockett Partners Equipment Co. IIA LLC, <br> Series 2024-1C, Class A, 6.050%, 1/20/2031(a)<br>| &nbsp;&nbsp; 229446 |
| 265000 | &nbsp;&nbsp; CyrusOne Data Centers Issuer I LLC, <br> Series 2025-1A, Class A2, 5.910%, 2/20/2050(a)<br>| &nbsp;&nbsp; 268918 |
| 321164 | &nbsp;&nbsp; Dell Equipment Finance Trust, Series 2023-3, <br> Class A3, 5.930%, 4/23/2029(a)<br>| &nbsp;&nbsp; 322617 |
| 250331 | &nbsp;&nbsp; DLLMT LLC, Series 2023-1A, Class A3, <br> 5.340%, 3/22/2027(a)<br>| &nbsp;&nbsp; 251276 |
| 630000 | &nbsp;&nbsp; Frontier Issuer LLC, Series 2023-1, Class A2, <br> 6.600%, 8/20/2053(a)<br>| &nbsp;&nbsp; 636267 |
| 110000 | &nbsp;&nbsp; Frontier Issuer LLC, Series 2024-1, Class A2, <br> 6.190%, 6/20/2054(a)<br>| &nbsp;&nbsp; 113374 |
| 47567 | &nbsp;&nbsp; GreenSky Home Improvement Issuer Trust, <br> Series 2024-2, Class A4, 5.150%, 10/27/2059(a)<br>| &nbsp;&nbsp; 48356 |
| 180000 | &nbsp;&nbsp; GreenSky Home Improvement Trust, Series 2024-1, <br> Class A3, 5.550%, 6/25/2059(a)<br>| &nbsp;&nbsp; 184938 |
| 34529 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2022-2A, <br> Class C, 5.570%, 1/25/2037(a)<br>| &nbsp;&nbsp; 34867 |
| 233206 | &nbsp;&nbsp; M&T Equipment Notes, Series 2023-1A, Class A3, <br> 5.740%, 7/15/2030(a)<br>| &nbsp;&nbsp; 234508 |
| 175000 | &nbsp;&nbsp; MetroNet Infrastructure Issuer LLC, <br> Series 2025-2A, Class A2, 5.400%, 8/20/2055(a)<br>| &nbsp;&nbsp; 177193 |
| 22345 | &nbsp;&nbsp; MVW LLC, Series 2020-1A, Class A, <br> 1.740%, 10/20/2037(a)<br>| &nbsp;&nbsp; 22013 |
| 80534 | &nbsp;&nbsp; MVW LLC, Series 2024-1A, Class A, <br> 5.320%, 2/20/2043(a)<br>| &nbsp;&nbsp; 82097 |
| 174177 | &nbsp;&nbsp; Octane Receivables Trust, Series 2024-2A, Class <br> A2, 5.800%, 7/20/2032(a)<br>| &nbsp;&nbsp; 175714 |
| 370000 | &nbsp;&nbsp; Octane Receivables Trust, Series 2025-1A, <br> Class A2, 4.250%, 2/20/2031(a)<br>| &nbsp;&nbsp; 370514 |
| 423779 | &nbsp;&nbsp; OneMain Financial Issuance Trust, Series 2022-S1, <br> Class A, 4.130%, 5/14/2035(a)<br>| &nbsp;&nbsp; 423958 |
| 298928 | &nbsp;&nbsp; OWN Equipment Fund I LLC, Series 2024-2M, <br> Class A, 5.700%, 12/20/2032(a)<br>| &nbsp;&nbsp; 303516 |
| 165000 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, Series 2025-1A, <br> Class A2I, 5.274%, 12/06/2055(a)<br>| &nbsp;&nbsp; 165663 |
| 29101 | &nbsp;&nbsp; Post Road Equipment Finance LLC, Series 2024-1A, <br> Class A2, 5.590%, 11/15/2029(a)<br>| &nbsp;&nbsp; 29206 |
| 135000 | &nbsp;&nbsp; Regional Management Issuance Trust, <br> Series 2024-1, Class A, 5.830%, 7/15/2036(a)<br>| &nbsp;&nbsp; 137700 |
| 205000 | &nbsp;&nbsp; Republic Finance Issuance Trust, Series 2024-A, <br> Class A, 5.910%, 8/20/2032(a)<br>| &nbsp;&nbsp; 207076 |
| 175000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2024-1A, Class <br> A3, 5.520%, 1/20/2032(a)<br>| &nbsp;&nbsp; 178138 |
| 255000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2025-1A, <br> Class A3, 5.110%, 11/21/2033(a)<br>| &nbsp;&nbsp; 260600 |
| 360000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2025-2A, <br> Class A3, 4.330%, 6/20/2036(a)<br>| &nbsp;&nbsp; 361551 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $315000 | &nbsp;&nbsp; SEB Funding LLC, Series 2024-1A, Class A2, <br> 7.386%, 4/30/2054(a)<br>| &nbsp;&nbsp; $322209 |
| 440000 | &nbsp;&nbsp; Shentel Issuer LLC, Series 2025-1A, Class A2, <br> 5.640%, 12/20/2055(a)<br>| &nbsp;&nbsp; 443938 |
| 152579 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2024-2A, Class A, 5.140%, 6/20/2041(a)<br>| &nbsp;&nbsp; 154828 |
| 94080 | &nbsp;&nbsp; SoFi Consumer Loan Program Trust, Series 2025-2, <br> Class A, 4.820%, 6/25/2034(a)<br>| &nbsp;&nbsp; 94445 |
| 79789 | &nbsp;&nbsp; Stream Innovations Issuer Trust, Series 2024-1A, <br> Class A, 6.270%, 7/15/2044(a)<br>| &nbsp;&nbsp; 82939 |
| 202828 | &nbsp;&nbsp; Volofin Finance DAC, Series 2024-1A, Class A, <br> 5.935%, 6/15/2037(a)<br>| &nbsp;&nbsp; 205705 |
| 520000 | &nbsp;&nbsp; Zayo Issuer LLC, Series 2025-2A, Class A2, <br> 5.953%, 6/20/2055(a)<br>| &nbsp;&nbsp; 533596 |
|  |  | &nbsp;&nbsp; 9889115 |
|  | **ABS Residential Mortgage — 0.0%** | **ABS Residential Mortgage — 0.0%** |
| 1005 | &nbsp;&nbsp; Countrywide Asset-Backed Certificates, <br> Series 2004-S1, Class A3, 5.115%, 2/25/2035(b)(c)<br>| &nbsp;&nbsp; 953 |
|  | **ABS Student Loan — 0.0%** | **ABS Student Loan — 0.0%** |
| 49141 | &nbsp;&nbsp; Massachusetts Educational Financing Authority, <br> Series 2018-A, Class A, 3.850%, 5/25/2033<br>| &nbsp;&nbsp; 48734 |
| 26230 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2020-GA, Class A, 1.170%, 9/16/2069(a)<br>| &nbsp;&nbsp; 24757 |
|  |  | &nbsp;&nbsp; 73491 |
|  | **Aerospace & Defense — 0.2%** | **Aerospace & Defense — 0.2%** |
| 475000 | BAE Systems PLC, 5.125%, 3/26/2029(a) | &nbsp;&nbsp; 488571 |
|  | **Agency Commercial Mortgage-Backed Securities — 0.9%** | **Agency Commercial Mortgage-Backed Securities — 0.9%** |
| 1700000 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily <br> Structured Pass-Through Certificates, Series K540, <br> Class A2, 4.513%, 2/25/2030(b)<br>| &nbsp;&nbsp; 1729864 |
| 460432 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily <br> Structured Pass-Through Certificates, Series KJ26, <br> Class A2, 2.606%, 7/25/2027<br>| &nbsp;&nbsp; 455727 |
|  |  | &nbsp;&nbsp; 2185591 |
|  | **Airlines — 0.1%** | **Airlines — 0.1%** |
| 285000 | Southwest Airlines Co., 4.375%, 11/15/2028 | &nbsp;&nbsp; 285596 |
|  | **Apartment REITs — 0.2%** | **Apartment REITs — 0.2%** |
| 364000 | Mid-America Apartments LP, 4.650%, 1/15/2033 | &nbsp;&nbsp; 363515 |
|  | **Automotive — 2.6%** | **Automotive — 2.6%** |
| 820000 | &nbsp;&nbsp; Daimler Truck Finance North America LLC, <br> 5.375%, 1/13/2032(a)<br>| &nbsp;&nbsp; 845081 |
| 665000 | Denso Corp., 1.239%, 9/16/2026(a) | &nbsp;&nbsp; 652176 |
| 285000 | General Motors Co., 5.625%, 4/15/2030 | &nbsp;&nbsp; 296948 |
| 225000 | &nbsp;&nbsp; General Motors Financial Co., Inc., <br> 5.050%, 4/04/2028<br>| &nbsp;&nbsp; 229147 |
| 290000 | Honda Motor Co. Ltd., 4.688%, 7/08/2030 | &nbsp;&nbsp; 293620 |
| 155000 | Hyundai Capital America, 4.250%, 9/18/2028(a) | &nbsp;&nbsp; 155053 |
| 375000 | Hyundai Capital America, 5.150%, 3/27/2030(a) | &nbsp;&nbsp; 384164 |
| 345000 | LKQ Corp., 5.750%, 6/15/2028 | &nbsp;&nbsp; 356390 |
| 745000 | &nbsp;&nbsp; Mercedes-Benz Finance North America LLC, <br> 4.650%, 4/01/2027(a)<br>| &nbsp;&nbsp; 751530 |
| 280000 | Stellantis Finance U.S., Inc., 6.450%, 3/18/2035(a) | &nbsp;&nbsp; 291063 |
| 490000 | &nbsp;&nbsp; Stellantis Financial Services U.S. Corp., <br> 4.950%, 9/15/2028(a)<br>| &nbsp;&nbsp; 496733 |
| 353000 | Toyota Motor Credit Corp., 4.650%, 9/03/2032 | &nbsp;&nbsp; 356286 |
| 350000 | Toyota Motor Credit Corp., 5.050%, 5/16/2029 | &nbsp;&nbsp; 361027 |
| 640000 | &nbsp;&nbsp; Volkswagen Group of America Finance LLC, <br> 5.250%, 3/22/2029(a)<br>| &nbsp;&nbsp; 653620 |
|  |  | &nbsp;&nbsp; 6122838 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Banking — 13.0%** | **Banking — 13.0%** |
| $400000 | &nbsp;&nbsp; ABN AMRO Bank NV, (fixed rate to 9/18/2026, <br> variable rate thereafter), 6.339%, 9/18/2027(a)<br>| &nbsp;&nbsp; $406139 |
| 725000 | &nbsp;&nbsp; Ally Financial, Inc., (fixed rate to 7/31/2032, variable <br> rate thereafter), 5.548%, 7/31/2033<br>| &nbsp;&nbsp; 730307 |
| 270000 | &nbsp;&nbsp; American Express Co., (fixed rate to 10/24/2035, <br> variable rate thereafter), 4.804%, 10/24/2036<br>| &nbsp;&nbsp; 266608 |
| 325000 | &nbsp;&nbsp; ANZ New Zealand International Ltd., <br> 5.355%, 8/14/2028(a)<br>| &nbsp;&nbsp; 336516 |
| 235000 | &nbsp;&nbsp; Bank of Montreal, (fixed rate to 1/27/2028, variable <br> rate thereafter), 5.004%, 1/27/2029<br>| &nbsp;&nbsp; 239453 |
| 550000 | &nbsp;&nbsp; Bank of New York Mellon Corp., (fixed rate to <br> 2/11/2030, variable rate thereafter), <br> 4.942%, 2/11/2031<br>| &nbsp;&nbsp; 565562 |
| 250000 | Bank of New Zealand, 2.285%, 1/27/2027(a) | &nbsp;&nbsp; 245886 |
| 557000 | &nbsp;&nbsp; Bank of Nova Scotia, (fixed rate to 9/15/2030, <br> variable rate thereafter), 4.338%, 9/15/2031<br>| &nbsp;&nbsp; 555088 |
| 550000 | &nbsp;&nbsp; Banque Federative du Credit Mutuel SA, <br> 5.538%, 1/22/2030(a)<br>| &nbsp;&nbsp; 571398 |
| 1180000 | &nbsp;&nbsp; Barclays PLC, (fixed rate to 11/11/2028, variable <br> rate thereafter), 4.476%, 11/11/2029<br>| &nbsp;&nbsp; 1186511 |
| 595000 | &nbsp;&nbsp; Canadian Imperial Bank of Commerce, (fixed rate <br> to 3/31/2028, variable rate thereafter), <br> 4.857%, 3/30/2029<br>| &nbsp;&nbsp; 604836 |
| 330000 | &nbsp;&nbsp; Canadian Imperial Bank of Commerce, <br> 5.237%, 6/28/2027<br>| &nbsp;&nbsp; 336254 |
| 235000 | &nbsp;&nbsp; Capital One Financial Corp., (fixed rate to 9/11/2030, <br> variable rate thereafter), 4.493%, 9/11/2031<br>| &nbsp;&nbsp; 234655 |
| 405000 | &nbsp;&nbsp; Capital One Financial Corp., (fixed rate to <br> 10/29/2026, variable rate thereafter), <br> 7.149%, 10/29/2027<br>| &nbsp;&nbsp; 414650 |
| 580000 | &nbsp;&nbsp; Citibank NA, (fixed rate to 11/19/2026, variable rate <br> thereafter), 4.876%, 11/19/2027<br>| &nbsp;&nbsp; 584178 |
| 835000 | &nbsp;&nbsp; Citigroup, Inc., (fixed rate to 5/07/2027, variable rate <br> thereafter), 4.643%, 5/07/2028<br>| &nbsp;&nbsp; 841778 |
| 560000 | &nbsp;&nbsp; Cooperatieve Rabobank UA, (fixed rate to <br> 5/27/2030, variable rate thereafter), <br> 4.990%, 5/27/2031(a)<br>| &nbsp;&nbsp; 572892 |
| 290000 | &nbsp;&nbsp; Credit Agricole SA, (fixed rate to 1/09/2028, variable <br> rate thereafter), 5.230%, 1/09/2029(a)<br>| &nbsp;&nbsp; 296121 |
| 570000 | &nbsp;&nbsp; Danske Bank AS, (fixed rate to 3/04/2030, variable <br> rate thereafter), 5.019%, 3/04/2031(a)<br>| &nbsp;&nbsp; 582113 |
| 260000 | &nbsp;&nbsp; Deutsche Bank AG, (fixed rate to 8/04/2030, <br> variable rate thereafter), 4.950%, 8/04/2031<br>| &nbsp;&nbsp; 262629 |
| 495000 | &nbsp;&nbsp; Deutsche Bank AG, (fixed rate to 5/09/2030, <br> variable rate thereafter), 5.297%, 5/09/2031<br>| &nbsp;&nbsp; 507160 |
| 235000 | &nbsp;&nbsp; DNB Bank ASA, (fixed rate to 11/05/2029, variable <br> rate thereafter), 4.853%, 11/05/2030(a)<br>| &nbsp;&nbsp; 239632 |
| 305000 | &nbsp;&nbsp; Federation des Caisses Desjardins du Quebec, <br> 4.565%, 8/26/2030(a)<br>| &nbsp;&nbsp; 306989 |
| 505000 | &nbsp;&nbsp; Federation des Caisses Desjardins du Quebec, <br> 5.700%, 3/14/2028(a)<br>| &nbsp;&nbsp; 522705 |
| 250000 | &nbsp;&nbsp; Fifth Third Bank NA, (fixed rate to 1/28/2027, <br> variable rate thereafter), 4.967%, 1/28/2028<br>| &nbsp;&nbsp; 252353 |
| 590000 | &nbsp;&nbsp; Goldman Sachs Bank USA, (fixed rate to 5/21/2026, <br> variable rate thereafter), 5.414%, 5/21/2027<br>| &nbsp;&nbsp; 593092 |
| 645000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to <br> 10/21/2035, variable rate thereafter), <br> 4.939%, 10/21/2036<br>| &nbsp;&nbsp; 640305 |
| 280000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to 7/23/2029, <br> variable rate thereafter), 5.049%, 7/23/2030<br>| &nbsp;&nbsp; 286892 |
| 585000 | &nbsp;&nbsp; HSBC Holdings PLC, (fixed rate to 11/19/2027, <br> variable rate thereafter), 5.130%, 11/19/2028<br>| &nbsp;&nbsp; 595832 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Banking — continued** | **Banking — continued** |
| $220000 | &nbsp;&nbsp; HSBC Holdings PLC, (fixed rate to 11/06/2035, <br> variable rate thereafter), 5.133%, 11/06/2036<br>| &nbsp;&nbsp; $220602 |
| 285000 | &nbsp;&nbsp; HSBC Holdings PLC, (fixed rate to 5/13/2030, <br> variable rate thereafter), 5.240%, 5/13/2031<br>| &nbsp;&nbsp; 293629 |
| 210000 | HSBC USA, Inc., 4.650%, 6/03/2028 | &nbsp;&nbsp; 213163 |
| 235000 | &nbsp;&nbsp; Huntington Bancshares, Inc., (fixed rate to <br> 1/15/2030, variable rate thereafter), <br> 5.272%, 1/15/2031<br>| &nbsp;&nbsp; 241804 |
| 210000 | &nbsp;&nbsp; Huntington Bancshares, Inc., (fixed rate to <br> 8/21/2028, variable rate thereafter), <br> 6.208%, 8/21/2029<br>| &nbsp;&nbsp; 220249 |
| 305000 | &nbsp;&nbsp; ING Groep NV, (fixed rate to 3/25/2028, variable rate <br> thereafter), 4.858%, 3/25/2029<br>| &nbsp;&nbsp; 309563 |
| 550000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to 6/01/2028, <br> variable rate thereafter), 2.069%, 6/01/2029<br>| &nbsp;&nbsp; 525198 |
| 230000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to 4/22/2029, <br> variable rate thereafter), 5.581%, 4/22/2030<br>| &nbsp;&nbsp; 239942 |
| 670000 | &nbsp;&nbsp; KBC Group NV, (fixed rate to 9/23/2030, variable <br> rate thereafter), 4.454%, 9/23/2031(a)<br>| &nbsp;&nbsp; 668284 |
| 240000 | &nbsp;&nbsp; M&T Bank Corp., (fixed rate to 7/08/2030, variable <br> rate thereafter), 5.179%, 7/08/2031<br>| &nbsp;&nbsp; 246390 |
| 575000 | &nbsp;&nbsp; Mizuho Financial Group, Inc., (fixed rate to <br> 7/08/2030, variable rate thereafter), <br> 4.711%, 7/08/2031<br>| &nbsp;&nbsp; 582424 |
| 831000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 10/18/2029, variable <br> rate thereafter), 4.654%, 10/18/2030<br>| &nbsp;&nbsp; 841053 |
| 350000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 1/15/2030, variable <br> rate thereafter), 5.230%, 1/15/2031<br>| &nbsp;&nbsp; 361021 |
| 665000 | &nbsp;&nbsp; Morgan Stanley Bank NA, (fixed rate to 5/26/2027, <br> variable rate thereafter), 5.504%, 5/26/2028<br>| &nbsp;&nbsp; 678267 |
| 324000 | &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; 324848 |
| 465000 | &nbsp;&nbsp; Morgan Stanley Private Bank NA, (fixed rate to <br> 7/18/2030, variable rate thereafter), <br> 4.734%, 7/18/2031<br>| &nbsp;&nbsp; 471369 |
| 355000 | National Bank of Canada, 4.500%, 10/10/2029 | &nbsp;&nbsp; 358704 |
| 480000 | Nationwide Building Society, 4.351%, 9/30/2030(a) | &nbsp;&nbsp; 480180 |
| 276000 | Nationwide Building Society, 5.127%, 7/29/2029(a) | &nbsp;&nbsp; 283522 |
| 430000 | NatWest Markets PLC, 4.789%, 3/21/2028(a) | &nbsp;&nbsp; 436941 |
| 235000 | Norinchukin Bank, 4.674%, 9/09/2030(a) | &nbsp;&nbsp; 236536 |
| 1015000 | &nbsp;&nbsp; PNC Bank NA, (fixed rate to 7/21/2027, variable rate <br> thereafter), 4.429%, 7/21/2028<br>| &nbsp;&nbsp; 1021789 |
| 1000000 | &nbsp;&nbsp; Royal Bank of Canada, (fixed rate to 8/06/2028, <br> variable rate thereafter), 4.498%, 8/06/2029<br>| &nbsp;&nbsp; 1009713 |
| 220000 | &nbsp;&nbsp; Royal Bank of Canada, GMTN,(fixed rate to <br> 2/04/2030, variable rate thereafter), <br> 5.153%, 2/04/2031<br>| &nbsp;&nbsp; 226492 |
| 230000 | &nbsp;&nbsp; Santander U.K. Group Holdings PLC, (fixed rate to <br> 9/22/2035, variable rate thereafter), <br> 5.136%, 9/22/2036<br>| &nbsp;&nbsp; 229396 |
| 354000 | &nbsp;&nbsp; Skandinaviska Enskilda Banken AB, <br> 4.500%, 9/03/2030(a)<br>| &nbsp;&nbsp; 355479 |
| 480000 | &nbsp;&nbsp; Societe Generale SA, (fixed rate to 5/22/2030, <br> variable rate thereafter), 5.512%, 5/22/2031(a)<br>| &nbsp;&nbsp; 494746 |
| 400000 | &nbsp;&nbsp; Sumitomo Mitsui Trust Bank Ltd., <br> 5.200%, 3/07/2027(a)<br>| &nbsp;&nbsp; 405680 |
| 425000 | Svenska Handelsbanken AB, 4.375%, 5/23/2028(a) | &nbsp;&nbsp; 429255 |
| 380000 | Swedbank AB, 5.407%, 3/14/2029(a) | &nbsp;&nbsp; 393234 |
| 325000 | Swedbank AB, 6.136%, 9/12/2026(a) | &nbsp;&nbsp; 329680 |
| 145000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 3/06/2030, <br> variable rate thereafter), 5.450%, 3/06/2031<br>| &nbsp;&nbsp; 148669 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Banking — continued** | **Banking — continued** |
| $240000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 8/02/2029, <br> variable rate thereafter), 5.935%, 8/02/2030<br>| &nbsp;&nbsp; $250122 |
| 925000 | Toronto-Dominion Bank, MTN, 4.574%, 6/02/2028 | &nbsp;&nbsp; 936729 |
| 335000 | &nbsp;&nbsp; Truist Bank, (fixed rate to 10/23/2028, variable rate <br> thereafter), 4.136%, 10/23/2029<br>| &nbsp;&nbsp; 334745 |
| 485000 | &nbsp;&nbsp; Truist Bank, (fixed rate to 7/24/2027, variable rate <br> thereafter), 4.420%, 7/24/2028<br>| &nbsp;&nbsp; 487778 |
| 745000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 11/06/2032, variable <br> rate thereafter), 4.844%, 11/06/2033(a)<br>| &nbsp;&nbsp; 745715 |
| 450000 | &nbsp;&nbsp; Wells Fargo & Co., MTN, (fixed rate to 4/22/2027, <br> variable rate thereafter), 5.707%, 4/22/2028<br>| &nbsp;&nbsp; 459314 |
| 330000 | Westpac Banking Corp., 5.050%, 4/16/2029 | &nbsp;&nbsp; 341297 |
| 590000 | Westpac New Zealand Ltd., 4.938%, 2/27/2030(a) | &nbsp;&nbsp; 604371 |
|  |  | &nbsp;&nbsp; 31216427 |
|  | **Brokerage — 1.2%** | **Brokerage — 1.2%** |
| 158000 | Apollo Global Management, Inc., 5.150%, 8/12/2035 | &nbsp;&nbsp; 158285 |
| 125000 | BGC Group, Inc., 6.150%, 4/02/2030 | &nbsp;&nbsp; 129430 |
| 607000 | &nbsp;&nbsp; Brookfield Asset Management Ltd., <br> 4.653%, 11/15/2030<br>| &nbsp;&nbsp; 611351 |
| 310000 | Cantor Fitzgerald LP, 7.200%, 12/12/2028(a) | &nbsp;&nbsp; 329300 |
| 285000 | Jefferies Financial Group, Inc., 5.875%, 7/21/2028 | &nbsp;&nbsp; 296098 |
| 243000 | KKR & Co., Inc., 5.100%, 8/07/2035 | &nbsp;&nbsp; 243001 |
| 230000 | LPL Holdings, Inc., 5.150%, 6/15/2030 | &nbsp;&nbsp; 234557 |
| 275000 | Marex Group PLC, 5.829%, 5/08/2028 | &nbsp;&nbsp; 279448 |
| 260000 | Marex Group PLC, 6.404%, 11/04/2029 | &nbsp;&nbsp; 269632 |
| 420000 | TPG Operating Group II LP, 5.375%, 1/15/2036 | &nbsp;&nbsp; 418632 |
|  |  | &nbsp;&nbsp; 2969734 |
|  | **Building Materials — 0.1%** | **Building Materials — 0.1%** |
| 186000 | Eagle Materials, Inc., 5.000%, 3/15/2036 | &nbsp;&nbsp; 182193 |
|  | **Cable Satellite — 0.1%** | **Cable Satellite — 0.1%** |
| 260000 | &nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital, <br> 6.100%, 6/01/2029<br>| &nbsp;&nbsp; 271357 |
|  | **Chemicals — 0.9%** | **Chemicals — 0.9%** |
| 240000 | Cabot Corp., 4.000%, 7/01/2029 | &nbsp;&nbsp; 237632 |
| 515000 | Dow Chemical Co., 4.800%, 1/15/2031 | &nbsp;&nbsp; 512081 |
| 270000 | Eastman Chemical Co., 5.000%, 8/01/2029 | &nbsp;&nbsp; 275462 |
| 125000 | LYB International Finance III LLC, 5.125%, 1/15/2031 | &nbsp;&nbsp; 125464 |
| 148000 | Mosaic Co., 4.350%, 1/15/2029 | &nbsp;&nbsp; 148421 |
| 400000 | &nbsp;&nbsp; Orbia Advance Corp. SAB de CV, <br> 6.800%, 5/13/2030(a)<br>| &nbsp;&nbsp; 395032 |
| 410000 | PPG Industries, Inc., 4.375%, 3/15/2031 | &nbsp;&nbsp; 409510 |
|  |  | &nbsp;&nbsp; 2103602 |
|  | **Collateralized Mortgage Obligations — 0.4%** | **Collateralized Mortgage Obligations — 0.4%** |
| 31764 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2014-H14, Class FA, 1 mo. USD SOFR + <br> 0.614%, 4.720%, 7/20/2064(b)<br>| &nbsp;&nbsp; 31770 |
| 32853 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2014-H15, Class FA, 1 mo. USD SOFR + <br> 0.614%, 4.614%, 7/20/2064(b)<br>| &nbsp;&nbsp; 32860 |
| 122 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2015-H09, Class HA, 1.750%, 3/20/2065(c)<br>| &nbsp;&nbsp; 111 |
| 14741 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2015-H10, Class JA, 2.250%, 4/20/2065<br>| &nbsp;&nbsp; 14181 |
| 87720 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2016-H06, Class FC, 1 mo. USD SOFR + <br> 1.034%, 5.034%, 2/20/2066(b)<br>| &nbsp;&nbsp; 88141 |
| 631138 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2018-H17, Class JA, 3.750%, 9/20/2068(b)<br>| &nbsp;&nbsp; 615094 |
| 52096 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2019-H01, Class FL, 1 mo. USD SOFR + <br> 0.564%, 4.564%, 12/20/2068(b)<br>| &nbsp;&nbsp; 52070 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Collateralized Mortgage Obligations — continued** | **Collateralized Mortgage Obligations — continued** |
| $40204 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2019-H01, Class FT, 1 mo. USD SOFR + <br> 0.514%, 4.514%, 10/20/2068(b)<br>| &nbsp;&nbsp; $40178 |
| 161684 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2019-H10, Class FM, 1 mo. USD SOFR + <br> 0.514%, 4.514%, 5/20/2069(b)<br>| &nbsp;&nbsp; 161491 |
|  |  | &nbsp;&nbsp; 1035896 |
|  | **Construction Machinery — 0.5%** | **Construction Machinery — 0.5%** |
| 605000 | &nbsp;&nbsp; Caterpillar Financial Services Corp., <br> 3.950%, 11/14/2028<br>| &nbsp;&nbsp; 606422 |
| 304000 | CNH Industrial Capital LLC, 4.500%, 10/16/2030 | &nbsp;&nbsp; 304010 |
| 285000 | CNH Industrial Capital LLC, 4.750%, 3/21/2028 | &nbsp;&nbsp; 288242 |
|  |  | &nbsp;&nbsp; 1198674 |
|  | **Consumer Cyclical Services — 0.3%** | **Consumer Cyclical Services — 0.3%** |
| 325000 | Block Financial LLC, 5.375%, 9/15/2032 | &nbsp;&nbsp; 327095 |
| 285000 | eBay, Inc., 4.250%, 3/06/2029 | &nbsp;&nbsp; 285822 |
|  |  | &nbsp;&nbsp; 612917 |
|  | **Consumer Products — 0.3%** | **Consumer Products — 0.3%** |
| 165000 | Polaris, Inc., 5.600%, 3/01/2031 | &nbsp;&nbsp; 166723 |
| 433000 | Procter & Gamble Co., 4.100%, 11/03/2032 | &nbsp;&nbsp; 430443 |
|  |  | &nbsp;&nbsp; 597166 |
|  | **Diversified Manufacturing — 0.8%** | **Diversified Manufacturing — 0.8%** |
| 445000 | Amphenol Corp., 4.375%, 6/12/2028 | &nbsp;&nbsp; 449111 |
| 450000 | Honeywell International, Inc., 4.700%, 2/01/2030 | &nbsp;&nbsp; 459889 |
| 310000 | &nbsp;&nbsp; Johnson Controls International PLC/Tyco Fire & <br> Security Finance SCA, 5.500%, 4/19/2029<br>| &nbsp;&nbsp; 322394 |
| 320000 | Tyco Electronics Group SA, 4.625%, 2/01/2030 | &nbsp;&nbsp; 326120 |
| 270000 | Weir Group, Inc., 5.350%, 5/06/2030(a) | &nbsp;&nbsp; 277458 |
|  |  | &nbsp;&nbsp; 1834972 |
|  | **Electric — 2.2%** | **Electric — 2.2%** |
| 285000 | Alliant Energy Finance LLC, 5.400%, 6/06/2027(a) | &nbsp;&nbsp; 288851 |
| 425000 | Ameren Corp., 5.000%, 1/15/2029 | &nbsp;&nbsp; 434479 |
| 220000 | &nbsp;&nbsp; American Electric Power Co., Inc., Series D, (fixed <br> rate to 12/15/2035, variable rate thereafter), <br> 6.050%, 3/15/2056<br>| &nbsp;&nbsp; 216157 |
| 150000 | &nbsp;&nbsp; Capital Power U.S. Holdings, Inc., <br> 5.257%, 6/01/2028(a)<br>| &nbsp;&nbsp; 152905 |
| 350000 | &nbsp;&nbsp; CenterPoint Energy, Inc., (fixed rate to 2/15/2030, <br> variable rate thereafter), 6.700%, 5/15/2055<br>| &nbsp;&nbsp; 358896 |
| 120000 | &nbsp;&nbsp; Consolidated Edison Co. of New York, Inc., <br> Series B, 2.900%, 12/01/2026<br>| &nbsp;&nbsp; 118608 |
| 335000 | Dominion Energy, Inc., 4.600%, 5/15/2028 | &nbsp;&nbsp; 338910 |
| 175000 | &nbsp;&nbsp; Dominion Energy, Inc., (fixed rate to 11/15/2030, <br> variable rate thereafter), 6.000%, 2/15/2056<br>| &nbsp;&nbsp; 175807 |
| 265000 | DTE Energy Co., 4.950%, 7/01/2027 | &nbsp;&nbsp; 268490 |
| 720000 | Enel Finance International NV, 4.375%, 9/30/2030(a) | &nbsp;&nbsp; 716956 |
| 280000 | Liberty Utilities Co., 5.577%, 1/31/2029(a) | &nbsp;&nbsp; 289226 |
| 365000 | &nbsp;&nbsp; National Rural Utilities Cooperative Finance Corp., <br> MTN, 5.600%, 11/13/2026<br>| &nbsp;&nbsp; 369941 |
| 280000 | &nbsp;&nbsp; NextEra Energy Capital Holdings, Inc., <br> 4.685%, 9/01/2027<br>| &nbsp;&nbsp; 283327 |
| 300000 | NSTAR Electric Co., 4.850%, 3/01/2030 | &nbsp;&nbsp; 306348 |
| 125000 | Pacific Gas & Electric Co., 5.000%, 6/04/2028 | &nbsp;&nbsp; 127143 |
| 235000 | &nbsp;&nbsp; Public Service Co. of New Hampshire, <br> 4.400%, 7/01/2028<br>| &nbsp;&nbsp; 237193 |
| 260000 | RWE Finance U.S. LLC, 5.125%, 9/18/2035(a) | &nbsp;&nbsp; 258542 |
| 135000 | Wisconsin Public Service Corp., 4.550%, 12/01/2029 | &nbsp;&nbsp; 137434 |
| 100000 | Xcel Energy, Inc., 4.750%, 3/21/2028 | &nbsp;&nbsp; 101296 |
|  |  | &nbsp;&nbsp; 5180509 |
|  | **Finance Companies — 3.3%** | **Finance Companies — 3.3%** |
| 275000 | Aircastle Ltd., 2.850%, 1/26/2028(a) | &nbsp;&nbsp; 267195 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Finance Companies — continued** | **Finance Companies — continued** |
| $190000 | Aircastle Ltd., 6.500%, 7/18/2028(a) | &nbsp;&nbsp; $199744 |
| 150000 | Apollo Debt Solutions BDC, 5.875%, 8/30/2030 | &nbsp;&nbsp; 151718 |
| 235000 | ARES Capital Corp., 5.800%, 3/08/2032 | &nbsp;&nbsp; 237309 |
| 230000 | ARES Strategic Income Fund, 5.700%, 3/15/2028 | &nbsp;&nbsp; 233016 |
| 230000 | Aviation Capital Group LLC, 5.125%, 4/10/2030(a) | &nbsp;&nbsp; 233528 |
| 292000 | Avolon Holdings Funding Ltd., 4.950%, 1/15/2028(a) | &nbsp;&nbsp; 295424 |
| 560000 | Avolon Holdings Funding Ltd., 4.950%, 10/15/2032(a) | &nbsp;&nbsp; 553899 |
| 170000 | &nbsp;&nbsp; Bain Capital Specialty Finance, Inc., <br> 2.550%, 10/13/2026<br>| &nbsp;&nbsp; 167351 |
| 75000 | &nbsp;&nbsp; Bain Capital Specialty Finance, Inc., <br> 5.950%, 3/15/2030<br>| &nbsp;&nbsp; 74710 |
| 315000 | Barings BDC, Inc., 5.200%, 9/15/2028 | &nbsp;&nbsp; 313456 |
| 265000 | Blue Owl Capital Corp., 8.450%, 11/15/2026 | &nbsp;&nbsp; 272482 |
| 215000 | Blue Owl Credit Income Corp., 7.950%, 6/13/2028 | &nbsp;&nbsp; 227336 |
| 285000 | &nbsp;&nbsp; Blue Owl Technology Finance Corp., <br> 6.750%, 4/04/2029<br>| &nbsp;&nbsp; 291495 |
| 200000 | Carlyle Secured Lending, Inc., 5.750%, 2/15/2031 | &nbsp;&nbsp; 196894 |
| 95000 | FS KKR Capital Corp., 6.125%, 1/15/2030 | &nbsp;&nbsp; 93511 |
| 240000 | FS KKR Capital Corp., 7.875%, 1/15/2029 | &nbsp;&nbsp; 248456 |
| 190000 | GATX Corp., 5.400%, 3/15/2027 | &nbsp;&nbsp; 192707 |
| 459000 | GATX Corp., 5.500%, 6/15/2035 | &nbsp;&nbsp; 470346 |
| 335000 | Golub Capital BDC, Inc., 2.500%, 8/24/2026 | &nbsp;&nbsp; 329902 |
| 25000 | Golub Capital BDC, Inc., 6.000%, 7/15/2029 | &nbsp;&nbsp; 25561 |
| 195000 | Golub Capital BDC, Inc., 7.050%, 12/05/2028 | &nbsp;&nbsp; 205770 |
| 75000 | &nbsp;&nbsp; Golub Capital Private Credit Fund, <br> 5.450%, 8/15/2028(a)<br>| &nbsp;&nbsp; 75467 |
| 325000 | Hercules Capital, Inc., 3.375%, 1/20/2027 | &nbsp;&nbsp; 320596 |
| 178000 | HPS Corporate Lending Fund, 5.450%, 1/14/2028 | &nbsp;&nbsp; 179899 |
| 185000 | HPS Corporate Lending Fund, 5.450%, 11/15/2030(a) | &nbsp;&nbsp; 184457 |
| 240000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 5.200%, 3/27/2028(a)<br>| &nbsp;&nbsp; 243624 |
| 215000 | Main Street Capital Corp., 3.000%, 7/14/2026 | &nbsp;&nbsp; 213417 |
| 110000 | Main Street Capital Corp., 5.400%, 8/15/2028 | &nbsp;&nbsp; 110584 |
| 40000 | Main Street Capital Corp., 6.500%, 6/04/2027 | &nbsp;&nbsp; 40825 |
| 455000 | &nbsp;&nbsp; Mitsubishi HC Finance America LLC, <br> 5.150%, 10/24/2029(a)<br>| &nbsp;&nbsp; 466396 |
| 80000 | &nbsp;&nbsp; Morgan Stanley Direct Lending Fund, <br> 6.000%, 5/19/2030<br>| &nbsp;&nbsp; 81900 |
| 75000 | MSD Investment Corp., 6.125%, 2/05/2031(a) | &nbsp;&nbsp; 74448 |
| 105000 | MSD Investment Corp., 6.250%, 5/31/2030(a) | &nbsp;&nbsp; 105662 |
| 110000 | New Mountain Finance Corp., 6.200%, 10/15/2027 | &nbsp;&nbsp; 111792 |
| 150000 | New Mountain Finance Corp., 6.875%, 2/01/2029 | &nbsp;&nbsp; 152396 |
| 135000 | &nbsp;&nbsp; North Haven Private Income Fund LLC, <br> 5.125%, 9/25/2028(a)<br>| &nbsp;&nbsp; 134751 |
| 230000 | Sixth Street Lending Partners, 6.500%, 3/11/2029 | &nbsp;&nbsp; 238298 |
|  |  | &nbsp;&nbsp; 8016322 |
|  | **Financial Other — 0.2%** | **Financial Other — 0.2%** |
| 250000 | &nbsp;&nbsp; Atlas Warehouse Lending Co. LP, <br> 4.950%, 11/15/2030(a)<br>| &nbsp;&nbsp; 250831 |
| 250000 | &nbsp;&nbsp; Atlas Warehouse Lending Co. LP, <br> 6.250%, 1/15/2030(a)<br>| &nbsp;&nbsp; 263205 |
|  |  | &nbsp;&nbsp; 514036 |
|  | **Food & Beverage — 1.5%** | **Food & Beverage — 1.5%** |
| 445000 | Bacardi-Martini BV, 5.550%, 2/01/2030(a) | &nbsp;&nbsp; 459010 |
| 530000 | Campbell's Co., 4.550%, 3/21/2031 | &nbsp;&nbsp; 527354 |
| 550000 | Cargill, Inc., 4.125%, 10/23/2030(a) | &nbsp;&nbsp; 547617 |
| 795000 | Conagra Brands, Inc., 5.300%, 10/01/2026 | &nbsp;&nbsp; 801645 |
| 310000 | Constellation Brands, Inc., 4.800%, 1/15/2029 | &nbsp;&nbsp; 314989 |
| 640000 | &nbsp;&nbsp; Pernod Ricard International Finance LLC, <br> 1.250%, 4/01/2028(a)<br>| &nbsp;&nbsp; 601302 |
| 435000 | Suntory Holdings Ltd., 5.124%, 6/11/2029(a) | &nbsp;&nbsp; 446008 |
|  |  | &nbsp;&nbsp; 3697925 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Gaming — 0.3%** | **Gaming — 0.3%** |
| $435000 | Las Vegas Sands Corp., 5.625%, 6/15/2028 | &nbsp;&nbsp; $446003 |
| 180000 | VICI Properties LP, 4.750%, 4/01/2028 | &nbsp;&nbsp; 181895 |
|  |  | &nbsp;&nbsp; 627898 |
|  | **Government Owned - No Guarantee — 0.2%** | **Government Owned - No Guarantee — 0.2%** |
| 445000 | Antares Holdings LP, 3.750%, 7/15/2027(a) | &nbsp;&nbsp; 435101 |
|  | **Health Care REITs — 0.2%** | **Health Care REITs — 0.2%** |
| 355000 | &nbsp;&nbsp; Omega Healthcare Investors, Inc., <br> 5.200%, 7/01/2030<br>| &nbsp;&nbsp; 361277 |
|  | **Health Insurance — 0.2%** | **Health Insurance — 0.2%** |
| 530000 | Elevance Health, Inc., 4.000%, 9/15/2028 | &nbsp;&nbsp; 529199 |
|  | **Healthcare — 1.2%** | **Healthcare — 1.2%** |
| 630000 | Cardinal Health, Inc., 5.000%, 11/15/2029 | &nbsp;&nbsp; 647023 |
| 415000 | CVS Health Corp., 5.450%, 9/15/2035 | &nbsp;&nbsp; 424798 |
| 124000 | &nbsp;&nbsp; GE HealthCare Technologies, Inc., <br> 4.150%, 12/15/2028<br>| &nbsp;&nbsp; 124342 |
| 275000 | Illumina, Inc., 4.650%, 9/09/2026 | &nbsp;&nbsp; 275882 |
| 330000 | Illumina, Inc., 4.750%, 12/12/2030 | &nbsp;&nbsp; 333152 |
| 320000 | IQVIA, Inc., 5.700%, 5/15/2028 | &nbsp;&nbsp; 330176 |
| 453000 | Thermo Fisher Scientific, Inc., 4.473%, 10/07/2032 | &nbsp;&nbsp; 454444 |
| 195000 | Universal Health Services, Inc., 4.625%, 10/15/2029 | &nbsp;&nbsp; 195763 |
|  |  | &nbsp;&nbsp; 2785580 |
|  | **Hybrid ARMs — 0.0%** | **Hybrid ARMs — 0.0%** |
| 8713 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., 1 yr. CMT + <br> 2.225%, 6.234%, 1/01/2035(b)<br>| &nbsp;&nbsp; 8982 |
| 14953 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., 1 yr. CMT + <br> 2.500%, 6.583%, 5/01/2036(b)<br>| &nbsp;&nbsp; 15483 |
|  |  | &nbsp;&nbsp; 24465 |
|  | **Independent Energy — 0.2%** | **Independent Energy — 0.2%** |
| 330000 | APA Corp., 6.100%, 2/15/2035 | &nbsp;&nbsp; 339221 |
| 173000 | Santos Finance Ltd., 5.750%, 11/13/2035(a) | &nbsp;&nbsp; 172039 |
|  |  | &nbsp;&nbsp; 511260 |
|  | **Integrated Energy — 0.1%** | **Integrated Energy — 0.1%** |
| 340000 | Chevron USA, Inc., 4.687%, 4/15/2030 | &nbsp;&nbsp; 347834 |
|  | **Life Insurance — 6.0%** | **Life Insurance — 6.0%** |
| 231000 | &nbsp;&nbsp; American National Global Funding, <br> 4.625%, 12/15/2028(a)<br>| &nbsp;&nbsp; 231953 |
| 205000 | &nbsp;&nbsp; American National Global Funding, <br> 5.250%, 6/03/2030(a)<br>| &nbsp;&nbsp; 208299 |
| 151000 | &nbsp;&nbsp; American National Global Funding, <br> 5.550%, 1/28/2030(a)<br>| &nbsp;&nbsp; 155049 |
| 230000 | American National Group, Inc., 6.000%, 7/15/2035 | &nbsp;&nbsp; 233226 |
| 77000 | Athene Global Funding, 4.830%, 5/09/2028(a) | &nbsp;&nbsp; 77624 |
| 513000 | Athene Global Funding, 5.380%, 1/07/2030(a) | &nbsp;&nbsp; 524510 |
| 400000 | &nbsp;&nbsp; Brighthouse Financial Global Funding, <br> 5.550%, 4/09/2027(a)<br>| &nbsp;&nbsp; 405601 |
| 585000 | CNO Global Funding, 2.650%, 1/06/2029(a) | &nbsp;&nbsp; 556122 |
| 53000 | CNO Global Funding, 4.375%, 9/08/2028(a) | &nbsp;&nbsp; 53065 |
| 111000 | CNO Global Funding, 4.700%, 12/11/2030(a) | &nbsp;&nbsp; 111142 |
| 260000 | Corebridge Global Funding, 5.200%, 6/24/2029(a) | &nbsp;&nbsp; 266966 |
| 440000 | &nbsp;&nbsp; Equitable America Global Funding, <br> 4.950%, 6/09/2030(a)<br>| &nbsp;&nbsp; 448117 |
| 165000 | F&G Global Funding, 4.650%, 9/08/2028(a) | &nbsp;&nbsp; 166048 |
| 250000 | Fortitude Global Funding, 4.625%, 10/06/2028(a) | &nbsp;&nbsp; 250049 |
| 220000 | GA Global Funding Trust, 5.500%, 4/01/2032(a) | &nbsp;&nbsp; 224867 |
| 365000 | &nbsp;&nbsp; Global Atlantic Fin Co., (fixed rate to 3/01/2031, <br> variable rate thereafter), 7.250%, 3/01/2056(a)<br>| &nbsp;&nbsp; 366711 |
| 835000 | Guardian Life Global Funding, 4.402%, 12/11/2030(a) | &nbsp;&nbsp; 837973 |
| 355000 | &nbsp;&nbsp; Jackson National Life Global Funding, <br> 4.550%, 9/09/2030(a)<br>| &nbsp;&nbsp; 353624 |
| 465000 | &nbsp;&nbsp; Jackson National Life Global Funding, <br> 4.700%, 6/05/2028(a)<br>| &nbsp;&nbsp; 469661 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Life Insurance — continued** | **Life Insurance — continued** |
| $325000 | &nbsp;&nbsp; Lincoln Financial Global Funding, <br> 4.625%, 5/28/2028(a)<br>| &nbsp;&nbsp; $328086 |
| 388000 | MassMutual Global Funding II, 4.950%, 1/10/2030(a) | &nbsp;&nbsp; 397215 |
| 570000 | &nbsp;&nbsp; Mutual of Omaha Cos Global Funding, <br> 5.000%, 4/01/2030(a)<br>| &nbsp;&nbsp; 582594 |
| 125000 | New York Life Global Funding, 4.150%, 7/25/2028(a) | &nbsp;&nbsp; 125678 |
| 450000 | New York Life Global Funding, 5.000%, 6/06/2029(a) | &nbsp;&nbsp; 461782 |
| 475000 | NLG Global Funding, 4.350%, 9/15/2030(a) | &nbsp;&nbsp; 468748 |
| 130000 | NLG Global Funding, 5.400%, 1/23/2030(a) | &nbsp;&nbsp; 133619 |
| 465000 | &nbsp;&nbsp; Northwestern Mutual Global Funding, <br> 4.900%, 6/12/2028(a)<br>| &nbsp;&nbsp; 475146 |
| 475000 | Pacific Life Global Funding II, 4.850%, 2/10/2030(a) | &nbsp;&nbsp; 485476 |
| 395000 | Pricoa Global Funding I, 4.750%, 8/26/2032(a) | &nbsp;&nbsp; 397676 |
| 480000 | &nbsp;&nbsp; Principal Life Global Funding II, <br> 5.100%, 1/25/2029(a)<br>| &nbsp;&nbsp; 491468 |
| 243000 | Protective Life Corp., 4.700%, 1/15/2031(a) | &nbsp;&nbsp; 243766 |
| 380000 | Protective Life Global Funding, 5.215%, 6/12/2029(a) | &nbsp;&nbsp; 391392 |
| 290000 | &nbsp;&nbsp; Reliance Standard Life Global Funding II, <br> 5.243%, 2/02/2026(a)<br>| &nbsp;&nbsp; 290136 |
| 393000 | RGA Global Funding, 4.600%, 11/25/2030(a) | &nbsp;&nbsp; 392832 |
| 610000 | RGA Global Funding, 5.000%, 8/25/2032(a) | &nbsp;&nbsp; 614621 |
| 580000 | &nbsp;&nbsp; Sammons Financial Group Global Funding, <br> 4.950%, 6/12/2030(a)<br>| &nbsp;&nbsp; 588220 |
| 254000 | SBL Holdings, Inc., 5.900%, 9/26/2028(a) | &nbsp;&nbsp; 252654 |
| 345000 | SBL Holdings, Inc., 7.200%, 10/30/2034(a) | &nbsp;&nbsp; 334047 |
| 480000 | &nbsp;&nbsp; Western-Southern Global Funding, <br> 4.500%, 7/16/2028(a)<br>| &nbsp;&nbsp; 483582 |
| 560000 | &nbsp;&nbsp; Western-Southern Global Funding, <br> 4.700%, 12/10/2032(a)<br>| &nbsp;&nbsp; 556698 |
|  |  | &nbsp;&nbsp; 14436043 |
|  | **Lodging — 0.3%** | **Lodging — 0.3%** |
| 295000 | Hyatt Hotels Corp., 5.250%, 6/30/2029 | &nbsp;&nbsp; 303664 |
| 360000 | Marriott International, Inc., 5.550%, 10/15/2028 | &nbsp;&nbsp; 373843 |
|  |  | &nbsp;&nbsp; 677507 |
|  | **Media Entertainment — 0.6%** | **Media Entertainment — 0.6%** |
| 840000 | Meta Platforms, Inc., 4.600%, 11/15/2032 | &nbsp;&nbsp; 846753 |
| 385000 | &nbsp;&nbsp; Take-Two Interactive Software, Inc., <br> 4.950%, 3/28/2028<br>| &nbsp;&nbsp; 392458 |
| 120000 | &nbsp;&nbsp; Take-Two Interactive Software, Inc., <br> 5.400%, 6/12/2029<br>| &nbsp;&nbsp; 124148 |
|  |  | &nbsp;&nbsp; 1363359 |
|  | **Metals & Mining — 0.3%** | **Metals & Mining — 0.3%** |
| 205000 | Glencore Funding LLC, 5.186%, 4/01/2030(a) | &nbsp;&nbsp; 210672 |
| 590000 | Rio Tinto Finance USA PLC, 4.875%, 3/14/2030 | &nbsp;&nbsp; 606131 |
|  |  | &nbsp;&nbsp; 816803 |
|  | **Midstream — 0.8%** | **Midstream — 0.8%** |
| 300000 | Boardwalk Pipelines LP, 5.375%, 2/15/2036 | &nbsp;&nbsp; 301489 |
| 460000 | Kinder Morgan, Inc., 5.100%, 8/01/2029 | &nbsp;&nbsp; 473015 |
| 205000 | &nbsp;&nbsp; Plains All American Pipeline LP/PAA Finance Corp., <br> 5.600%, 1/15/2036<br>| &nbsp;&nbsp; 207371 |
| 338000 | Targa Resources Corp., 4.350%, 1/15/2029 | &nbsp;&nbsp; 338938 |
| 600000 | Williams Cos., Inc., 5.400%, 3/02/2026 | &nbsp;&nbsp; 601307 |
|  |  | &nbsp;&nbsp; 1922120 |
|  | **Mortgage Related — 0.4%** | **Mortgage Related — 0.4%** |
| 83 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 3.000%, 10/01/2026<br>| &nbsp;&nbsp; 83 |
| 4743 | &nbsp;&nbsp; Government National Mortgage Association, <br> 3.890%, 5/20/2062(b)<br>| &nbsp;&nbsp; 4662 |
| 2520 | &nbsp;&nbsp; Government National Mortgage Association, <br> 3.890%, 10/20/2062(b)<br>| &nbsp;&nbsp; 2499 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $13268 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.015%, 4/20/2063(b)<br>| &nbsp;&nbsp; $13153 |
| 26188 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.162%, 9/20/2066(b)<br>| &nbsp;&nbsp; 26036 |
| 45494 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.181%, 10/20/2066(b)<br>| &nbsp;&nbsp; 45291 |
| 45463 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.339%, 10/20/2066(b)<br>| &nbsp;&nbsp; 45321 |
| 38149 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.349%, 11/20/2066(b)<br>| &nbsp;&nbsp; 38026 |
| 18076 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.366%, 11/20/2066(b)<br>| &nbsp;&nbsp; 18036 |
| 662 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.407%, 11/20/2064(b)<br>| &nbsp;&nbsp; 655 |
| 23303 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.505%, 10/20/2066(b)<br>| &nbsp;&nbsp; 23255 |
| 239337 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.568%, 7/20/2067(b)<br>| &nbsp;&nbsp; 239158 |
| 27027 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.599%, 9/20/2066(b)<br>| &nbsp;&nbsp; 27036 |
| 387828 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.694%, 4/20/2067(b)<br>| &nbsp;&nbsp; 387316 |
| 21752 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.700%, 8/20/2066(b)<br>| &nbsp;&nbsp; 21719 |
| 113656 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.700%, 1/20/2067(b)<br>| &nbsp;&nbsp; 113455 |
|  |  | &nbsp;&nbsp; 1005701 |
|  | **Natural Gas — 0.2%** | **Natural Gas — 0.2%** |
| 380000 | NiSource, Inc., 5.200%, 7/01/2029 | &nbsp;&nbsp; 391770 |
| 155000 | Sempra, 5.400%, 8/01/2026 | &nbsp;&nbsp; 155994 |
|  |  | &nbsp;&nbsp; 547764 |
|  | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 7.1%** | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 7.1%** |
| 105000 | &nbsp;&nbsp; ALA Trust, Series 2025-OANA, Class A, 1 mo. USD <br> SOFR + 1.743%, 5.494%, 6/15/2040(a)(b)<br>| &nbsp;&nbsp; 105394 |
| 270000 | &nbsp;&nbsp; Bank, Series 2020-BN25, Class A5, <br> 2.649%, 1/15/2063<br>| &nbsp;&nbsp; 251189 |
| 870000 | &nbsp;&nbsp; Bank, Series 2021-BN37, Class A5, <br> 2.618%, 11/15/2064(b)<br>| &nbsp;&nbsp; 777774 |
| 635000 | &nbsp;&nbsp; Bank5, Series 2023-5YR3, Class A3, <br> 6.724%, 9/15/2056(b)<br>| &nbsp;&nbsp; 670853 |
| 333261 | &nbsp;&nbsp; Bank5, Series 2023-5YR4, Class A3, <br> 6.500%, 12/15/2056<br>| &nbsp;&nbsp; 350684 |
| 985000 | &nbsp;&nbsp; Bank5 Trust, Series 2024-5YR6, Class A3, <br> 6.225%, 5/15/2057<br>| &nbsp;&nbsp; 1037895 |
| 865000 | &nbsp;&nbsp; BBCMS Mortgage Trust, Series 2021-C12, Class A5, <br> 2.689%, 11/15/2054<br>| &nbsp;&nbsp; 775335 |
| 285000 | &nbsp;&nbsp; Benchmark Mortgage Trust, Series 2020-B16, <br> Class A5, 2.732%, 2/15/2053<br>| &nbsp;&nbsp; 266420 |
| 520000 | &nbsp;&nbsp; Benchmark Mortgage Trust, Series 2023-V2, <br> Class A3, 5.812%, 5/15/2055(b)<br>| &nbsp;&nbsp; 537046 |
| 285000 | &nbsp;&nbsp; BFLD Commercial Mortgage Trust, <br> Series 2025-660F, Class A, 1 mo. USD SOFR + <br> 1.500%, 5.250%, 11/15/2042(a)(b)<br>| &nbsp;&nbsp; 285801 |
| 520000 | &nbsp;&nbsp; BPR Trust, Series 2021-NRD, Class A, 1 mo. USD <br> SOFR + 1.525%, 5.276%, 12/15/2038(a)(b)<br>| &nbsp;&nbsp; 516438 |
| 395000 | &nbsp;&nbsp; BX Trust, Series 2024-VLT4, Class A, 1 mo. USD <br> SOFR + 1.491%, 5.242%, 6/15/2041(a)(b)<br>| &nbsp;&nbsp; 394876 |
| 145000 | &nbsp;&nbsp; BX Trust, Series 2025-DELC, Class A, 1 mo. USD <br> SOFR + 1.550%, 5.507%, 12/15/2042(a)(b)<br>| &nbsp;&nbsp; 145181 |
| 605000 | &nbsp;&nbsp; BX Trust, Series 2025-VLT7, Class A, 1 mo. USD <br> SOFR + 1.700%, 5.450%, 7/15/2044(a)(b)<br>| &nbsp;&nbsp; 605938 |

---

------

---

| | | |
|:---|:---|:---|
| **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** |
| $178783 | &nbsp;&nbsp; CFCRE Commercial Mortgage Trust, <br> Series 2016-C4, Class A4, 3.283%, 5/10/2058<br>| &nbsp;&nbsp; $178517 |
| 595000 | &nbsp;&nbsp; CHI Commercial Mortgage Trust, Series 2025-SFT, <br> Class A, 5.482%, 4/15/2042(a)(b)<br>| &nbsp;&nbsp; 609797 |
| 233304 | &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, <br> Series 2016-GC37, Class A4, 3.314%, 4/10/2049<br>| &nbsp;&nbsp; 233021 |
| 540000 | &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, <br> Series 2019-C7, Class A4, 3.102%, 12/15/2072<br>| &nbsp;&nbsp; 513811 |
| 295517 | &nbsp;&nbsp; Commercial Mortgage Pass-Through Certificates, <br> Series 2012-LTRT, Class A2, 3.400%, 10/05/2030(a)<br>| &nbsp;&nbsp; 293537 |
| 100060 | &nbsp;&nbsp; Commercial Mortgage Trust, Series 2016-DC2, <br> Class A5, 3.765%, 2/10/2049<br>| &nbsp;&nbsp; 99929 |
| 100000 | &nbsp;&nbsp; Commercial Mortgage Trust, Series 2024-CBM, <br> Class A2, 5.867%, 12/10/2041(a)(b)<br>| &nbsp;&nbsp; 101791 |
| 795000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, Series 2014-USA, <br> Class A2, 3.953%, 9/15/2037(a)<br>| &nbsp;&nbsp; 730282 |
| 470000 | &nbsp;&nbsp; CSAIL Commercial Mortgage Trust, <br> Series 2019-C18, Class A4, 2.968%, 12/15/2052<br>| &nbsp;&nbsp; 445035 |
| 335000 | &nbsp;&nbsp; DC Commercial Mortgage Trust, Series 2023-DC, <br> Class A, 6.314%, 9/12/2040(a)<br>| &nbsp;&nbsp; 344905 |
| 100000 | &nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, <br> Class A, 1 mo. USD SOFR + 1.300%, <br> 5.050%, 10/15/2042(a)(b)<br>| &nbsp;&nbsp; 100156 |
| 574333 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2012-BWTR, Class A, 2.954%, 11/05/2034(a)<br>| &nbsp;&nbsp; 504293 |
| 440000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2013-PEMB, Class A, 3.550%, 3/05/2033(a)(b)<br>| &nbsp;&nbsp; 314600 |
| 365000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2023-SHIP, Class A, 4.322%, 9/10/2038(a)(b)<br>| &nbsp;&nbsp; 364455 |
| 245000 | &nbsp;&nbsp; GS Mortgage Securities Trust, Series 2020-GC45, <br> Class A5, 2.911%, 2/13/2053<br>| &nbsp;&nbsp; 230762 |
| 180000 | &nbsp;&nbsp; Hudsons Bay Simon JV Trust, Series 2015-HB10, <br> Class A10, 4.155%, 8/05/2034(a)<br>| &nbsp;&nbsp; 179827 |
| 255000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class A, 1 mo. <br> USD SOFR + 1.600%, 5.350%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; 254920 |
| 575000 | &nbsp;&nbsp; JPMCC Commercial Mortgage Securities Trust, <br> Series 2019-COR5, Class A4, 3.386%, 6/13/2052<br>| &nbsp;&nbsp; 545892 |
| 18623 | &nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch <br> Trust, Series 2015-C22, Class A4, 3.306%, 4/15/2048<br>| &nbsp;&nbsp; 18344 |
| 550000 | &nbsp;&nbsp; Morgan Stanley Capital I Trust, Series 2020-L4, <br> Class A3, 2.698%, 2/15/2053<br>| &nbsp;&nbsp; 513985 |
| 845000 | &nbsp;&nbsp; New Economy Assets - Phase 1 Sponsor LLC, <br> Series 2021-1, Class A1, 1.910%, 10/20/2061(a)<br>| &nbsp;&nbsp; 705400 |
| 465000 | &nbsp;&nbsp; SCOTT Trust, Series 2023-SFS, Class A, <br> 5.910%, 3/10/2040(a)<br>| &nbsp;&nbsp; 477163 |
| 980000 | &nbsp;&nbsp; SPGN Mortgage Trust, Series 2022-TFLM, Class A, <br> 1 mo. USD SOFR + 1.550%, 5.300%, 2/15/2039(a)(b)<br>| &nbsp;&nbsp; 979723 |
| 210000 | &nbsp;&nbsp; TCO Commercial Mortgage Trust, <br> Series 2024-DPM, Class A, 1 mo. USD SOFR + <br> 1.243%, 4.993%, 12/15/2039(a)(b)<br>| &nbsp;&nbsp; 210455 |
| 108127 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, <br> Series 2016-C33, Class A4, 3.426%, 3/15/2059<br>| &nbsp;&nbsp; 107864 |
| 490000 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, <br> Series 2020-C58, Class A4, 2.092%, 7/15/2053<br>| &nbsp;&nbsp; 439697 |
| 825000 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, <br> Series 2022-C62, Class A4, 4.000%, 4/15/2055(b)<br>| &nbsp;&nbsp; 789767 |
|  |  | &nbsp;&nbsp; 17008752 |
|  | **Oil Field Services — 0.1%** | **Oil Field Services — 0.1%** |
| 240000 | Helmerich & Payne, Inc., 5.500%, 12/01/2034 | &nbsp;&nbsp; 236288 |
|  | **Other REITs — 0.6%** | **Other REITs — 0.6%** |
| 480000 | EPR Properties, 4.750%, 11/15/2030 | &nbsp;&nbsp; 476260 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Other REITs — continued** | **Other REITs — continued** |
| $195000 | Extra Space Storage LP, 5.700%, 4/01/2028 | &nbsp;&nbsp; $201467 |
| 200000 | Host Hotels & Resorts LP, 4.250%, 12/15/2028 | &nbsp;&nbsp; 200196 |
| 145000 | &nbsp;&nbsp; Prologis Targeted U.S. Logistics Fund LP, <br> 4.250%, 1/15/2031(a)<br>| &nbsp;&nbsp; 143929 |
| 305000 | Public Storage Operating Co., 4.375%, 7/01/2030 | &nbsp;&nbsp; 307489 |
|  |  | &nbsp;&nbsp; 1329341 |
|  | **Packaging — 0.3%** | **Packaging — 0.3%** |
| 375000 | &nbsp;&nbsp; Amcor Flexibles North America, Inc., <br> 4.800%, 3/17/2028<br>| &nbsp;&nbsp; 380153 |
| 335000 | Amcor Group Finance PLC, 5.450%, 5/23/2029 | &nbsp;&nbsp; 346303 |
|  |  | &nbsp;&nbsp; 726456 |
|  | **Pharmaceuticals — 0.9%** | **Pharmaceuticals — 0.9%** |
| 455000 | GlaxoSmithKline Capital, Inc., 4.500%, 4/15/2030 | &nbsp;&nbsp; 462454 |
| 275000 | Merck & Co., Inc., 4.750%, 12/04/2035 | &nbsp;&nbsp; 273972 |
| 226000 | Merck & Co., Inc., 4.950%, 9/15/2035 | &nbsp;&nbsp; 229513 |
| 715000 | Novartis Capital Corp., 4.100%, 11/05/2030 | &nbsp;&nbsp; 714238 |
| 360000 | Sanofi SA, 4.200%, 11/03/2032 | &nbsp;&nbsp; 359451 |
|  |  | &nbsp;&nbsp; 2039628 |
|  | **Property & Casualty Insurance — 0.9%** | **Property & Casualty Insurance — 0.9%** |
| 270000 | Brown & Brown, Inc., 4.700%, 6/23/2028 | &nbsp;&nbsp; 273237 |
| 435000 | Chubb INA Holdings LLC, 4.650%, 8/15/2029 | &nbsp;&nbsp; 444609 |
| 400000 | Enact Holdings, Inc., 6.250%, 5/28/2029 | &nbsp;&nbsp; 418637 |
| 370000 | Essent Group Ltd., 6.250%, 7/01/2029 | &nbsp;&nbsp; 386201 |
| 193000 | SiriusPoint Ltd., 7.000%, 4/05/2029 | &nbsp;&nbsp; 204209 |
| 240000 | Trustage Financial Group, Inc., 4.625%, 4/15/2032(a) | &nbsp;&nbsp; 231360 |
| 283000 | Willis North America, Inc., 4.550%, 3/15/2031 | &nbsp;&nbsp; 283540 |
|  |  | &nbsp;&nbsp; 2241793 |
|  | **Refining — 0.1%** | **Refining — 0.1%** |
| 355000 | Raizen Fuels Finance SA, 6.250%, 7/08/2032(a) | &nbsp;&nbsp; 298200 |
|  | **Restaurants — 0.1%** | **Restaurants — 0.1%** |
| 330000 | Darden Restaurants, Inc., 4.550%, 10/15/2029 | &nbsp;&nbsp; 333037 |
|  | **Retail REITs — 0.1%** | **Retail REITs — 0.1%** |
| 200000 | Essential Properties LP, 5.400%, 12/01/2035 | &nbsp;&nbsp; 200368 |
|  | **Retailers — 1.5%** | **Retailers — 1.5%** |
| 545000 | &nbsp;&nbsp; Alimentation Couche-Tard, Inc., <br> 4.148%, 9/29/2028(a)<br>| &nbsp;&nbsp; 545577 |
| 660000 | Amazon.com, Inc., 4.650%, 11/20/2035 | &nbsp;&nbsp; 657331 |
| 550000 | AutoNation, Inc., 4.450%, 1/15/2029 | &nbsp;&nbsp; 551513 |
| 525000 | AutoZone, Inc., 5.050%, 7/15/2026 | &nbsp;&nbsp; 527969 |
| 370000 | Genuine Parts Co., 4.950%, 8/15/2029 | &nbsp;&nbsp; 376178 |
| 555000 | Lowe's Cos., Inc., 4.850%, 10/15/2035 | &nbsp;&nbsp; 550472 |
| 353000 | PVH Corp., 5.500%, 6/13/2030 | &nbsp;&nbsp; 358800 |
|  |  | &nbsp;&nbsp; 3567840 |
|  | **Sovereigns — 0.1%** | **Sovereigns — 0.1%** |
| 355000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 5.375%, 3/22/2033<br>| &nbsp;&nbsp; 351805 |
|  | **Technology — 2.9%** | **Technology — 2.9%** |
| 460000 | Analog Devices, Inc., 4.250%, 6/15/2028 | &nbsp;&nbsp; 463793 |
| 340000 | Arrow Electronics, Inc., 5.150%, 8/21/2029 | &nbsp;&nbsp; 347750 |
| 305000 | Avnet, Inc., 6.250%, 3/15/2028 | &nbsp;&nbsp; 315888 |
| 565000 | Broadcom, Inc., 5.050%, 7/12/2029 | &nbsp;&nbsp; 581711 |
| 400000 | CDW LLC/CDW Finance Corp., 3.276%, 12/01/2028 | &nbsp;&nbsp; 388740 |
| 570000 | CGI, Inc., 4.950%, 3/14/2030(a) | &nbsp;&nbsp; 577638 |
| 425000 | &nbsp;&nbsp; Dell International LLC/EMC Corp., <br> 4.750%, 10/06/2032<br>| &nbsp;&nbsp; 424442 |
| 315000 | Equifax, Inc., 4.800%, 9/15/2029 | &nbsp;&nbsp; 320110 |
| 250000 | Equifax, Inc., 5.100%, 6/01/2028 | &nbsp;&nbsp; 255428 |
| 417000 | &nbsp;&nbsp; Equinix Europe 2 Financing Corp. LLC, <br> 4.600%, 11/15/2030<br>| &nbsp;&nbsp; 418257 |
| 250000 | Flex Ltd., 6.000%, 1/15/2028 | &nbsp;&nbsp; 258059 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Technology — continued** | **Technology — continued** |
| $603000 | Gartner, Inc., 5.600%, 11/20/2035 | &nbsp;&nbsp; $601382 |
| 596000 | Global Payments, Inc., 4.875%, 11/15/2030 | &nbsp;&nbsp; 596665 |
| 455000 | Hewlett Packard Enterprise Co., 4.400%, 10/15/2030 | &nbsp;&nbsp; 453608 |
| 250000 | Microchip Technology, Inc., 5.050%, 2/15/2030 | &nbsp;&nbsp; 255097 |
| 245000 | &nbsp;&nbsp; NXP BV/NXP Funding LLC/NXP USA, Inc., <br> 4.300%, 8/19/2028<br>| &nbsp;&nbsp; 245909 |
| 130000 | Roper Technologies, Inc., 4.250%, 9/15/2028 | &nbsp;&nbsp; 130461 |
| 250000 | TD SYNNEX Corp., 4.300%, 1/17/2029 | &nbsp;&nbsp; 249546 |
|  |  | &nbsp;&nbsp; 6884484 |
|  | **Tobacco — 0.2%** | **Tobacco — 0.2%** |
| 400000 | Imperial Brands Finance PLC, 4.500%, 6/30/2028(a) | &nbsp;&nbsp; 403221 |
|  | **Transportation Services — 0.5%** | **Transportation Services — 0.5%** |
| 164000 | &nbsp;&nbsp; Element Fleet Management Corp., <br> 4.641%, 11/24/2030(a)<br>| &nbsp;&nbsp; 164457 |
| 575000 | &nbsp;&nbsp; Element Fleet Management Corp., <br> 5.037%, 3/25/2030(a)<br>| &nbsp;&nbsp; 587659 |
| 350000 | Ryder System, Inc., GMTN, 4.950%, 9/01/2029 | &nbsp;&nbsp; 357724 |
|  |  | &nbsp;&nbsp; 1109840 |
|  | **Treasuries — 24.7%** | **Treasuries — 24.7%** |
| 11242000 | U.S. Treasury Notes, 3.500%, 9/30/2029 | &nbsp;&nbsp; 11189742 |
| 3212000 | U.S. Treasury Notes, 3.500%, 11/30/2030 | &nbsp;&nbsp; 3179629 |
| 4900000 | U.S. Treasury Notes, 3.625%, 8/31/2030 | &nbsp;&nbsp; 4882582 |
| 3795000 | U.S. Treasury Notes, 3.625%, 9/30/2030 | &nbsp;&nbsp; 3780324 |
| 2188000 | U.S. Treasury Notes, 3.625%, 10/31/2030 | &nbsp;&nbsp; 2178769 |
| 2350000 | U.S. Treasury Notes, 3.875%, 6/30/2030 | &nbsp;&nbsp; 2367717 |
| 12050000 | U.S. Treasury Notes, 3.875%, 7/31/2030 | &nbsp;&nbsp; 12138963 |
| 1190000 | U.S. Treasury Notes, 4.000%, 11/15/2035 | &nbsp;&nbsp; 1172894 |
| 8000000 | U.S. Treasury Notes, 4.125%, 11/30/2029 | &nbsp;&nbsp; 8138125 |
| 7040000 | U.S. Treasury Notes, 4.250%, 5/15/2035 | &nbsp;&nbsp; 7098300 |
| 1340000 | U.S. Treasury Notes, 4.250%, 8/15/2035 | &nbsp;&nbsp; 1349631 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Treasuries — continued** | **Treasuries — continued** |
| $1075000 | U.S. Treasury Notes, 4.375%, 12/31/2029 | &nbsp;&nbsp; $1103723 |
| 680000 | U.S. Treasury Notes, 4.625%, 2/15/2035 | &nbsp;&nbsp; 705845 |
|  |  | &nbsp;&nbsp; 59286244 |
|  | **Utility Other — 0.1%** | **Utility Other — 0.1%** |
| 260000 | Essential Utilities, Inc., 4.800%, 8/15/2027 | &nbsp;&nbsp; 263107 |
|  | **Wireless — 0.3%** | **Wireless — 0.3%** |
| 265000 | &nbsp;&nbsp; Sitios Latinoamerica SAB de CV, <br> 6.000%, 11/25/2029(a)<br>| &nbsp;&nbsp; 274673 |
| 340000 | Softbank Corp., 4.699%, 7/09/2030(a) | &nbsp;&nbsp; 341070 |
|  |  | &nbsp;&nbsp; 615743 |
|  | **Wirelines — 0.3%** | **Wirelines — 0.3%** |
| 635000 | NTT Finance Corp., 5.110%, 7/02/2029(a) | &nbsp;&nbsp; 651647 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $232,955,781)<br>| &nbsp;&nbsp; 234058578 |
| **Short-Term Investments — 1.2%** | **Short-Term Investments — 1.2%** | **Short-Term Investments — 1.2%** |
| 3018847 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, dated 12/31/2025 at <br> 2.150% to be repurchased at $3,019,207 on <br> 1/02/2026 collateralized by $3,066,500 U.S. Treasury <br> Note, 3.750% due 6/30/2027 valued at $3,079,410 <br> including accrued interest(d) <br>(Identified Cost $3,018,847)<br>| &nbsp;&nbsp; 3018847 |
|  | &nbsp;&nbsp; Total Investments — 98.9% <br>(Identified Cost $235,974,628)<br>| &nbsp;&nbsp; 237077425 |
|  | Other assets less liabilities — 1.1% | &nbsp;&nbsp; 2527121 |
|  | Net Assets — 100.0% | &nbsp;&nbsp; $239604546 |

---

&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. Broker-dealer bid prices may be used to fair value debt and unlisted equities where an independent pricing <br> service is unable to price an investment or where an independent pricing service does not provide a reliable price for the 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;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All or a portion of these securities are exempt from registration under Rule 144A
 of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.
 At December 31, 2025, the value of Rule 144A holdings amounted to $80,093,704 or 33.4% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Variable rate security. Rate as of December 31, 2025 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) Level 3 security. Value has been determined using significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) The Fund may enter into repurchase agreements, under the terms of a Master Repurchase
 Agreement, under which the Fund acquires securities as collateral and agrees to resell the securities at an agreed upon time and at an agreed
 upon price. It is the Fund's policy that the market value of the collateral for repurchase agreements be at least equal to 102% of the repurchase price,
 including interest. Certain repurchase agreements are tri-party arrangements whereby the collateral is held in a segregated account for the benefit
 of the Fund and on behalf of the counterparty. Repurchase agreements could involve certain risks in the event of default or insolvency of the
 counterparty, including possible delays or restrictions upon the Fund's ability to dispose of the underlying securities. As of December 31, 2025, the Fund
 had an investment in a repurchase agreement for which the value of the related collateral exceeded the value of the repurchase agreement.

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

---

| | |
|:---|:---|
| ABS | Asset-Backed Securities |
| ARMs | Adjustable Rate Mortgages |
| CMT | Constant Maturity Treasury |
| GMTN | Global Medium Term Note |
| MTN | Medium Term Note |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |

---

**Futures Contracts**

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

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

------

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 5 Year U.S. Treasury Notes Futures | 3/31/2026 | 42 | &nbsp;&nbsp;&nbsp; $4609871 | &nbsp;&nbsp;&nbsp; $4590797 | &nbsp;&nbsp;&nbsp; $(19074)<br>|
| Ultra 10 Year U.S. Treasury Notes Futures | 3/20/2026 | 86 | &nbsp;&nbsp;&nbsp; 9977513 | &nbsp;&nbsp;&nbsp; 9891344 | &nbsp;&nbsp;&nbsp; (86169)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $(105243)<br>|

---

**Fair Value Measurements**

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

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

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Description | Level 1 | Level 2 | Level 3 | Total |
| Bonds and Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABS Residential Mortgage | $— | $— | $953 | $953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage Obligations |  | 1035785 | 111 | 1035896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; All Other Bonds and Notes(a) |  | 233021729 |  | 233021729 |
| Total Bonds and Notes |  | 234057514 | 1064 | 234058578 |
| Short-Term Investments |  | 3018847 |  | 3018847 |
| Total Investments | $— | $237076361 | $1064 | $237077425 |

---

&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) | $(105243)<br>| $— | $— | $(105243)<br>|

---

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

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

------

The following is a reconciliation of Level 3 investments for which significant unobservable inputs were used to determine fair value as of September 30, 2025 and/or December 31, 2025:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Investments in Securities | Balance as of <br>September 30, <br>2025<br>| Accrued <br>Discounts <br>(Premiums)<br>| Realized <br>Gain (Loss)<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation)<br>| Purchases | Sales | Transfers <br>into <br>Level 3<br>| Transfers <br>out of <br>Level 3<br>| Balance as of <br>December 31, <br>2025<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation) <br>from <br>Investments <br>Still Held at <br>December 31, <br>2025<br>|
| Bonds and Notes |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; ABS Residential Mortgage | $1034 | $— | $— | $8 | $— | $(89)<br>| $— | $— | $953 | $3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage <br> Obligations<br>| 119 |  |  | 1 |  | (9)<br>|  |  | 111 |  |
| Total | $1153 | $— | $— | $9 | $— | $(98)<br>| $— | $— | $1064 | $3 |

---

------

## 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 Intermediate Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000006645

- **c. LEI of Series:** JFM2LVHZV1KZX7Z9J491

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $239787920.75

**Total Liabilities:** $291216.18

**Net Assets:** $239496704.57

**Cash Not Reported:** $672140.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -630.43000000 | **1-Year:** -14028.89000000 | **5-Year:** -26155.16000000 | **10-Year:** -6802.14000000 | **30-Year:** -171.51000000

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

- **3-Month:** -24.57000000 | **1-Year:** -668.15000000 | **5-Year:** -1734.31000000 | **10-Year:** -131.06000000 | **30-Year:** -7.98000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018132 | 0.37%                | 0.66%                | 0.04%                |
| Class ID C000089753 | 0.35%                | 0.64%                | 0.02%                |
| Class ID C000173092 | 0.28%                | 0.57%                | -0.05%               |
| Class ID C000211126 | 0.27%                | 0.66%                | 0.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $175833.01               | $-212924.01                                |
| Month 2  | $62820.37                | $646275.42                                 |
| Month 3  | $74609.49                | $-629107.49                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                                                | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $406139.34    | 0.17%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                                       | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266965.77    | 0.11%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                               | ANZ New Zealand Int'l Ltd/London                                                | CUSIP: 00182EBU2<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    325000 | PA      | $336515.82    | 0.14%             | 2028-08-14      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150227.25    | 0.06%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860000 | PA      | $861323.54    | 0.36%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                          | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $267195.19    | 0.11%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                          | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    190000 | PA      | $199744.45    | 0.08%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                              | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $105393.56    | 0.04%             | 2040-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                               | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $545576.81    | 0.23%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                 | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288850.89    | 0.12%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                     | Ally Financial Inc                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    725000 | PA      | $730307.38    | 0.30%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                            | Ally Auto Receivables Trust 2022-3                                              | CUSIP: 02008DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16300 | PA      | $16312.57     | 0.01%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                            | Ally Auto Receivables Trust 2025-1                                              | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140498.40    | 0.06%             | 2030-03-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    660000 | PA      | $657330.95    | 0.27%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                               | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380152.88    | 0.16%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                    | Amcor Group Finance PLC                                                         | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $346303.01    | 0.14%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                            | Ameren Corp                                                                     | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434479.16    | 0.18%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2024-1                                 | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329301 | PA      | $332148.97    | 0.14%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust 2025-2                             | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $207030.32    | 0.09%             | 2031-03-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust 2023-3                             | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165496 | PA      | $166200.87    | 0.07%             | 2029-10-12      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                | American Electric Power Co Inc                                                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216156.59    | 0.09%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233226.31    | 0.10%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                                             | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266608.35    | 0.11%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                   | American National Global Funding                                                | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $155048.71    | 0.06%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                   | American National Global Funding                                                | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $208299.12    | 0.09%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                   | American National Global Funding                                                | CUSIP: 02771D2D5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $231952.91    | 0.10%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2021-3                                 | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268454 | PA      | $266471.12    | 0.11%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | Americredit Automobile Receivables Trust 2023-1                                 | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $877911.78    | 0.37%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                          | Amphenol Corp                                                                   | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    445000 | PA      | $449110.77    | 0.19%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                     | Analog Devices Inc                                                              | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463792.84    | 0.19%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                       | Antares Holdings LP                                                             | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    445000 | PA      | $435101.06    | 0.18%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                    | Elevance Health Inc                                                             | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    530000 | PA      | $529198.56    | 0.22%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APA CORP                                               | APA Corp                                                                        | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339221.49    | 0.14%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                               | Apollo Global Management Inc                                                    | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    158000 | PA      | $158285.09    | 0.07%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                               | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151718.26    | 0.06%             | 2030-08-30      | Fixed         | 5.88%                 | 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        |    590000 | PA      | $594619.11    | 0.25%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                     | Aqua Finance Trust 2021-A                                                       | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112768 | PA      | $103750.07    | 0.04%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                      | Ares Capital Corp                                                               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237308.71    | 0.10%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                               | Ares Strategic Income Fund                                                      | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233015.72    | 0.10%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                  | Arrow Electronics Inc                                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347749.66    | 0.15%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                           | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    513000 | PA      | $524509.72    | 0.22%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                           | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77624.05     | 0.03%             | 2028-05-09      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                   | Atlas Warehouse Lending Co LP                                                   | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263205.19    | 0.11%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                   | Atlas Warehouse Lending Co LP                                                   | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250830.84    | 0.10%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                         | AutoNation Inc                                                                  | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $551513.41    | 0.23%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                        | AutoNation Finance Trust 2025-1                                                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $146328.50    | 0.06%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                           | AutoZone Inc                                                                    | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527968.92    | 0.22%             | 2026-07-15      | Fixed         | 5.05%                 | 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        |     34282 | PA      | $34452.46     | 0.01%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                 | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233528.00    | 0.10%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1110000 | PA      | $1123291.81   | 0.47%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                              | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    305000 | PA      | $315888.09    | 0.13%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    292000 | PA      | $295423.71    | 0.12%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    560000 | PA      | $553898.58    | 0.23%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust          | BHG Securitization Trust 2025-2CON                                              | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187987 | PA      | $189765.15    | 0.08%             | 2036-09-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                        | BAE Systems PLC                                                                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $488570.75    | 0.20%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2021-C12                                                   | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865000 | PA      | $775334.97    | 0.32%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                          | BGC Group Inc                                                                   | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129430.48    | 0.05%             | 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        |    285000 | PA      | $285801.31    | 0.12%             | 2042-11-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                              | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $516438.47    | 0.22%             | 2038-12-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust                             | BofA Auto Trust 2025-1                                                          | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100716.70    | 0.04%             | 2029-11-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-DELC                                                              | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $145180.89    | 0.06%             | 2042-12-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                               | Brex Commercial Charge Card Master Trust                                        | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720000 | PA      | $722466.72    | 0.30%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2024-VLT4                                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395000 | PA      | $394876.37    | 0.16%             | 2041-06-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                | BMW Vehicle Lease Trust                                                         | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $255808.86    | 0.11%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                     | Bacardi-Martini BV                                                              | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    445000 | PA      | $459010.27    | 0.19%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                               | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167350.99    | 0.07%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                               | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74710.51     | 0.03%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2023-5YR3                                                                 | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635000 | PA      | $670852.67    | 0.28%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2023-5YR4                                                                 | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333261 | PA      | $350683.84    | 0.15%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                       | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $239452.51    | 0.10%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    550000 | PA      | $565561.47    | 0.24%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                    | Bank of New Zealand                                                             | CUSIP: 06407EAE5<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    250000 | PA      | $245886.00    | 0.10%             | 2027-01-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                    | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    557000 | PA      | $555087.89    | 0.23%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2020-BNK25                                                                 | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $251188.67    | 0.10%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2021-BNK37                                                                 | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $777774.35    | 0.32%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 Trust 2024-5YR6                                                           | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985000 | PA      | $1037894.70   | 0.43%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $571398.28    | 0.24%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1180000 | PA      | $1186511.46   | 0.50%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                        | Barings BDC Inc                                                                 | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313455.98    | 0.13%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2020-B16 Mortgage Trust                                               | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $266420.34    | 0.11%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2023-V2 Mortgage Trust                                                | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $537046.28    | 0.22%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust          | BHG Securitization Trust 2024-1CON                                              | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48055 | PA      | $49176.66     | 0.02%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                    | Block Financial LLC                                                             | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $327095.19    | 0.14%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bluepeak ABS Issuer                                    | Bluepeak ABS Issuer LLC                                                         | CUSIP: 09631QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545000 | PA      | $547401.27    | 0.23%             | 2055-12-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                 | Boardwalk Pipelines LP                                                          | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301488.84    | 0.13%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                | BMW Vehicle Lease Trust 2025-1                                                  | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110934.23    | 0.05%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust 2025-3                            | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $185560.37    | 0.08%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust 2024-3                            | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115609.27    | 0.05%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust 2025-2                            | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $256217.04    | 0.11%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405600.78    | 0.17%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    565000 | PA      | $581711.19    | 0.24%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                               | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    607000 | PA      | $611350.62    | 0.26%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                      | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273236.71    | 0.11%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-VLT7                                                              | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605000 | PA      | $605937.63    | 0.25%             | 2044-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                    | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $388740.00    | 0.16%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                        | CFCRE Commercial Mortgage Trust 2016-C4                                         | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178783 | PA      | $178516.87    | 0.07%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                | CGI Inc                                                                         | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $577638.07    | 0.24%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                 | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288241.81    | 0.12%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                 | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    304000 | PA      | $304009.76    | 0.13%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2016-DC2 Mortgage Trust                                                    | CUSIP: 12594CBF6<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    100060 | PA      | $99929.13     | 0.04%             | 2049-02-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2019-C18 Commercial Mortgage Trust                                        | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $445034.82    | 0.19%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | Commercial Mortgage Pass Through Certificates                                   | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295517 | PA      | $293537.40    | 0.12%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    795000 | PA      | $730281.75    | 0.30%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    415000 | PA      | $424798.32    | 0.18%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                  | Countrywide Asset-Backed Certificates                                           | CUSIP: 126673TD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1005 | PA      | $952.77       | 0.00%             | 2035-02-25      | Variable      | 5.12%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2024-CBM Mortgage Trust                                                    | CUSIP: 12674GAC8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101791.47    | 0.04%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                             | Cabot Corp                                                                      | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237631.68    | 0.10%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                  | Campbell's Company/The                                                          | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    530000 | PA      | $527354.01    | 0.22%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $336253.92    | 0.14%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $604836.13    | 0.25%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                   | Cantor Fitzgerald LP                                                            | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    310000 | PA      | $329300.57    | 0.14%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    405000 | PA      | $414650.39    | 0.17%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234655.32    | 0.10%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                               | Capital Power US Holdings Inc                                                   | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152904.58    | 0.06%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2024-P4                                          | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95538.08     | 0.04%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                    | Cardinal Health Inc                                                             | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    630000 | PA      | $647022.90    | 0.27%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                            | Cargill Inc                                                                     | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547616.90    | 0.23%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2024-4                                                  | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $293111.12    | 0.12%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2023-2                                                  | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492859 | PA      | $495194.08    | 0.21%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                        | CarMax Select Receivables Trust 2025-A                                          | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $605096.94    | 0.25%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-2                                                  | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $197121.83    | 0.08%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-4                                                  | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $180324.54    | 0.08%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2023-P1                                          | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79456 | PA      | $79594.74     | 0.03%             | 2027-12-10      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2024-P2                                          | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157120 | PA      | $158356.70    | 0.07%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2025-P2                                          | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $347474.00    | 0.15%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2024-P3                                          | CUSIP: 146919AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    567208 | PA      | $568343.80    | 0.24%             | 2029-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                               | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    605000 | PA      | $606422.24    | 0.25%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                 | CenterPoint Energy Inc                                                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358896.30    | 0.15%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $271356.53    | 0.11%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust 2024-5                                                   | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $185620.31    | 0.08%             | 2029-08-27      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC                                                       | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    114302 | PA      | $114835.83    | 0.05%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC                                                       | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    102800 | PA      | $103763.85    | 0.04%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                        | Chevron USA Inc                                                                 | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347834.49    | 0.15%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Citicorp Homeowners, Inc.                              | CHI Commercial Mortgage Trust 2025-SFT                                          | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $609797.17    | 0.25%             | 2042-04-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                 | Chubb INA Holdings LLC                                                          | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    435000 | PA      | $444609.67    | 0.19%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2016-GC37                                   | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233304 | PA      | $233020.61    | 0.10%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    835000 | PA      | $841778.15    | 0.35%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                    | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $633353.56    | 0.26%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | Citibank NA                                                                     | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    580000 | PA      | $584178.26    | 0.24%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $513810.97    | 0.21%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                        | Citizens Auto Receivables Trust 2024-1                                          | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118592 | PA      | $119267.33    | 0.05%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                                              | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    585000 | PA      | $556122.12    | 0.23%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                                              | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53065.35     | 0.02%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                                              | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111142.42    | 0.05%             | 2030-12-11      | Fixed         | 4.70%                 | 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        |    240000 | PA      | $240466.15    | 0.10%             | 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        |     60000 | PA      | $60768.30     | 0.03%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                     | Conagra Brands Inc                                                              | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    795000 | PA      | $801645.02    | 0.33%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FJ7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118607.63    | 0.05%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                               | Constellation Brands Inc                                                        | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314988.78    | 0.13%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust 2023-1                                        | CUSIP: 224927AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27364 | PA      | $27386.15     | 0.01%             | 2033-03-15      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust 2023-3                                        | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $134149.35    | 0.06%             | 2033-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust 2025-2                                        | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $241562.64    | 0.10%             | 2036-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    290000 | PA      | $296120.73    | 0.12%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust 2025-1                                        | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200670.20    | 0.08%             | 2035-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust 2023-2                                        | CUSIP: 22537EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $468825.09    | 0.20%             | 2033-07-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                         | Crockett Partners Equipment Co IIA LLC                                          | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225480 | PA      | $229446.12    | 0.10%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                     | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $268918.10    | 0.11%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                              | DLLMT 2023-1 LLC                                                                | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250331 | PA      | $251275.54    | 0.10%             | 2027-03-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                          | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268489.92    | 0.11%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                           | DNB Bank ASA                                                                    | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    235000 | PA      | $239631.51    | 0.10%             | 2030-11-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                 | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BE9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    820000 | PA      | $845080.68    | 0.35%             | 2032-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                                 | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    570000 | PA      | $582112.53    | 0.24%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                 | Darden Restaurants Inc                                                          | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333036.66    | 0.14%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                           | DC Commercial Mortgage Trust 2023-DC                                            | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $344904.98    | 0.14%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust 2023-3                                             | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321164 | PA      | $322616.56    | 0.13%             | 2029-04-23      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    425000 | PA      | $424441.54    | 0.18%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                             | Denso Corp                                                                      | CUSIP: 24872BAA8<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    665000 | PA      | $652175.95    | 0.27%             | 2026-09-16      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    495000 | PA      | $507160.33    | 0.21%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    260000 | PA      | $262628.51    | 0.11%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                    | Dominion Energy Inc                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    335000 | PA      | $338909.78    | 0.14%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                    | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175807.25    | 0.07%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                    | Dow Chemical Co/The                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    515000 | PA      | $512081.65    | 0.21%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust 2024-2                                             | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $356434.41    | 0.15%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                         | EPR Properties                                                                  | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    480000 | PA      | $476260.54    | 0.20%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                                    | Eagle Materials Inc                                                             | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    186000 | PA      | $182192.86    | 0.08%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                    | Eastman Chemical Co                                                             | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275461.86    | 0.12%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                               | eBay Inc                                                                        | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285821.41    | 0.12%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                               | Element Fleet Management Corp                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $587658.56    | 0.25%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                               | Element Fleet Management Corp                                                   | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    164000 | PA      | $164457.30    | 0.07%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                     | Enact Holdings Inc                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418636.70    | 0.17%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | Enel Finance International NV                                                   | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    720000 | PA      | $716956.03    | 0.30%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2025-4 LLC                                           | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $240395.28    | 0.10%             | 2028-08-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2022-3 LLC                                           | CUSIP: 29374FAB9<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |      7502 | PA      | $7505.35      | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2023-2 LLC                                           | CUSIP: 29375NAB1<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    126622 | PA      | $127339.34    | 0.05%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-1 LLC                                           | CUSIP: 29375PAC4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152944.05    | 0.06%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-3 LLC                                           | CUSIP: 29375QAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $214811.73    | 0.09%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2025-3 LLC                                           | CUSIP: 29375UAB5<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $256315.29    | 0.11%             | 2028-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2025-1 LLC                                           | CUSIP: 29390HAC3<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $142268.14    | 0.06%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                               | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    417000 | PA      | $418256.74    | 0.17%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                            | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255427.57    | 0.11%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                            | Equifax Inc                                                                     | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320110.34    | 0.13%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                               | Equitable America Global Funding                                                | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448117.29    | 0.19%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                       | Essent Group Ltd                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    370000 | PA      | $386200.81    | 0.16%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                | Essential Utilities Inc                                                         | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263106.92    | 0.11%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                | Essential Properties LP                                                         | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    200000 | PA      | $200367.96    | 0.08%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-4                                      | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95473.77     | 0.04%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-2                                      | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501605.50    | 0.21%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust             | Exeter Select Automobile Receivables Trust 2025-1                               | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85948.01     | 0.04%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                 | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    195000 | PA      | $201467.02    | 0.08%             | 2028-04-01      | Fixed         | 5.70%                 | 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      | $100156.13    | 0.04%             | 2042-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                    | FS KKR Capital Corp                                                             | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248455.55    | 0.10%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                    | FS KKR Capital Corp                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93510.71     | 0.04%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    840000 | PA      | $846752.85    | 0.35%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                     | F&G Global Funding                                                              | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166047.78    | 0.07%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128PWV21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        83 | PA      | $82.66        | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128Q3QK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14953 | PA      | $15483.10     | 0.01%             | 2036-05-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336CMM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8713 | PA      | $8981.65      | 0.00%             | 2035-01-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FPJ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460432 | PA      | $455727.28    | 0.19%             | 2027-07-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HLJA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1729863.90   | 0.72%             | 2030-02-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                 | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $522705.30    | 0.22%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                 | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $306988.71    | 0.13%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                   | Fifth Third Bank NA                                                             | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252353.03    | 0.11%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                       | First Investors Auto Owner Trust 2025-1                                         | CUSIP: 32059WAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $285194.09    | 0.12%             | 2031-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust 2023-2                                               | CUSIP: 33843EAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $449441.28    | 0.19%             | 2029-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                               | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $258059.53    | 0.11%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust 2025-A                                             | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $171643.22    | 0.07%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust/Ford Credit                                        | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1360000 | PA      | $1402081.12   | 0.59%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2021-REV1                                          | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $565477.85    | 0.24%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                               | Fortitude Global Funding                                                        | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250049.27    | 0.10%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                    | Frontier Issuer LLC                                                             | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $636267.24    | 0.27%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                    | Frontier Issuer LLC                                                             | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $113374.14    | 0.05%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                | GA Global Funding Trust                                                         | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224867.37    | 0.09%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                              | GATX Corp                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192706.81    | 0.08%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                              | GATX Corp                                                                       | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    459000 | PA      | $470346.38    | 0.20%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GECU Auto Receivables Trust                            | GECU Auto Receivables Trust 2023-1                                              | CUSIP: 36169EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221341 | PA      | $222404.54    | 0.09%             | 2028-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36176HK94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4743 | PA      | $4661.62      | 0.00%             | 2062-05-20      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36176JS27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13268 | PA      | $13153.01     | 0.01%             | 2063-04-20      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36176VPT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2520 | PA      | $2499.36      | 0.00%             | 2062-10-20      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36177TPC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       662 | PA      | $655.05       | 0.00%             | 2064-11-20      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3617B5B60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239337 | PA      | $239157.52    | 0.10%             | 2067-07-20      | Variable      | 4.57%                 | 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        |    574333 | PA      | $504292.78    | 0.21%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36193QUD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45494 | PA      | $45291.47     | 0.02%             | 2066-10-20      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36194PB37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21752 | PA      | $21718.69     | 0.01%             | 2066-08-20      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36194QQ88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45463 | PA      | $45320.56     | 0.02%             | 2066-10-20      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36194QQA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27027 | PA      | $27036.47     | 0.01%             | 2066-09-20      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36195LSC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26188 | PA      | $26035.85     | 0.01%             | 2066-09-20      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36195LSH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23303 | PA      | $23254.68     | 0.01%             | 2066-10-20      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36196JNQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38149 | PA      | $38026.11     | 0.02%             | 2066-11-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36196KU43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18076 | PA      | $18036.32     | 0.01%             | 2066-11-20      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36196RPM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113656 | PA      | $113455.36    | 0.05%             | 2067-01-20      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36197LB74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    387828 | PA      | $387315.81    | 0.16%             | 2067-04-20      | Variable      | 4.69%                 | 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        |    440000 | PA      | $314600.00    | 0.13%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2020-GC45                                          | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $230761.60    | 0.10%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                 | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    124000 | PA      | $124341.73    | 0.05%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Corp Trust 2023-SHIP                                     | CUSIP: 36270GAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $364454.87    | 0.15%             | 2038-09-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2024-4                                        | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85205.28     | 0.04%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2024-4                                        | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115789 | PA      | $116078.95    | 0.05%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2025-1                                        | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141531 | PA      | $142437.62    | 0.06%             | 2030-04-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust 2025-1                                    | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $231846.44    | 0.10%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2025-3                                        | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283134 | PA      | $285007.47    | 0.12%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Issuer Trust 2025-4                                 | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120460.20    | 0.05%             | 2031-02-18      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                            | Gartner Inc                                                                     | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    603000 | PA      | $601381.82    | 0.25%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                      | General Motors Co                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    285000 | PA      | $296948.34    | 0.12%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229147.20    | 0.10%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                       | Genuine Parts Co                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376177.74    | 0.16%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    455000 | PA      | $462453.69    | 0.19%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                            | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210671.88    | 0.09%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    596000 | PA      | $596664.55    | 0.25%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                 | Global Atlantic Fin Co                                                          | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    365000 | PA      | $366710.87    | 0.15%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2024-2                                        | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $372456.54    | 0.16%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2024-3                                        | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $171043.14    | 0.07%             | 2029-01-16      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-2                                        | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $121302.88    | 0.05%             | 2031-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2024-3                                        | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155033 | PA      | $156612.10    | 0.07%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2024-2                                        | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49603 | PA      | $50175.17     | 0.02%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust 2025-3                                    | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $261417.52    | 0.11%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust 2024-3                                    | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165261.36    | 0.07%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286891.84    | 0.12%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    645000 | PA      | $640305.26    | 0.27%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                 | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    590000 | PA      | $593092.26    | 0.25%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                      | Golub Capital BDC Inc                                                           | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    335000 | PA      | $329902.04    | 0.14%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                      | Golub Capital BDC Inc                                                           | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $205770.12    | 0.09%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                      | Golub Capital BDC Inc                                                           | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25560.81     | 0.01%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                  | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75466.58     | 0.03%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38375UMN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31764 | PA      | $31770.11     | 0.01%             | 2064-07-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38375UWF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       122 | PA      | $110.76       | 0.00%             | 2065-03-20      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38376RAC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14741 | PA      | $14180.94     | 0.01%             | 2065-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38376RSJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87720 | PA      | $88140.54     | 0.04%             | 2066-02-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38378U8D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32853 | PA      | $32860.53     | 0.01%             | 2064-07-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380LLM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    631138 | PA      | $615094.03    | 0.26%             | 2068-09-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380LNQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40204 | PA      | $40178.04     | 0.02%             | 2068-10-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380LPU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52096 | PA      | $52070.41     | 0.02%             | 2068-12-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380LVZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161683 | PA      | $161490.91    | 0.07%             | 2069-05-20      | Floating      | 4.51%                 | 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        |    180000 | PA      | $184938.12    | 0.08%             | 2059-06-25      | Fixed         | 5.55%                 | 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        |     47567 | PA      | $48355.67     | 0.02%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                | Guardian Life Global Funding                                                    | CUSIP: 40139LBP7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    835000 | PA      | $837973.21    | 0.35%             | 2030-12-11      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $595831.75    | 0.25%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $293628.88    | 0.12%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                               | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $220601.70    | 0.09%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                           | HSBC USA Inc                                                                    | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213162.90    | 0.09%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                               | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    178000 | PA      | $179899.43    | 0.08%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                               | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184456.97    | 0.08%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                       | Harley-Davidson Motorcycle Trust 2023-B                                         | CUSIP: 41285YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166465 | PA      | $167978.75    | 0.07%             | 2028-08-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                       | Harley-Davidson Motorcycle Trust 2023-B                                         | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $219774.61    | 0.09%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                  | Helmerich & Payne Inc                                                           | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236288.10    | 0.10%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                   | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320596.20    | 0.13%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $239298.63    | 0.10%             | 2028-06-26      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    715000 | PA      | $725580.57    | 0.30%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $250069.54    | 0.10%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                       | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    455000 | PA      | $453608.06    | 0.19%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust 2022-2                                             | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34529 | PA      | $34867.17     | 0.01%             | 2037-01-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                     | Honda Motor Co Ltd                                                              | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $293619.62    | 0.12%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                | Honeywell International Inc                                                     | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459889.21    | 0.19%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                               | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    200000 | PA      | $200196.05    | 0.08%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                             | Hudsons Bay Simon JV Trust 2015-HBS                                             | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $179827.49    | 0.08%             | 2034-08-05      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                                  | Huntington Auto Trust 2024-1                                                    | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225494 | PA      | $227793.92    | 0.10%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                  | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220248.80    | 0.09%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                  | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241803.73    | 0.10%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                      | Hyatt Hotels Corp                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303664.06    | 0.13%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    375000 | PA      | $384164.12    | 0.16%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155053.26    | 0.06%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2025-B                                           | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $141329.30    | 0.06%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                           | Illumina Inc                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275882.14    | 0.12%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                           | Illumina Inc                                                                    | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333152.08    | 0.14%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $403220.82    | 0.17%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    305000 | PA      | $309562.99    | 0.13%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                              | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330176.01    | 0.14%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JPMCC Commercial Mortgage Securities Trust 2019-COR5                            | CUSIP: 46591EAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $545891.83    | 0.23%             | 2052-06-13      | Fixed         | 3.39%                 | 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        |    255000 | PA      | $254920.03    | 0.11%             | 2042-01-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $525197.99    | 0.22%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239942.26    | 0.10%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                            | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    465000 | PA      | $469660.63    | 0.20%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                            | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    355000 | PA      | $353623.78    | 0.15%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    285000 | PA      | $296097.67    | 0.12%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                               | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    310000 | PA      | $322394.55    | 0.13%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                           | KBC Group NV                                                                    | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    670000 | PA      | $668284.37    | 0.28%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                           | KKR & Co Inc                                                                    | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    243000 | PA      | $243000.79    | 0.10%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                      | Kinder Morgan Inc                                                               | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    460000 | PA      | $473014.89    | 0.20%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2024-1                                               | CUSIP: 501689AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115724.96    | 0.05%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                               | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    345000 | PA      | $356390.56    | 0.15%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234557.23    | 0.10%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                    | LYB International Finance III LLC                                               | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125463.77    | 0.05%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2024-3                                               | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165653.40    | 0.07%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2025-1                                               | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $377616.38    | 0.16%             | 2029-07-16      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2023-4                                               | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $228830.90    | 0.10%             | 2028-10-16      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2024-2                                               | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139128 | PA      | $139896.22    | 0.06%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                   | Las Vegas Sands Corp                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    435000 | PA      | $446003.39    | 0.19%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                   | Liberty Utilities Co                                                            | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289226.18    | 0.12%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                               | Lincoln Financial Global Funding                                                | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328086.19    | 0.14%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                                  | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    555000 | PA      | $550472.47    | 0.23%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                    | M&T Equipment 2023-LEAF1 Notes                                                  | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233206 | PA      | $234508.13    | 0.10%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                   | M&T Bank Corp                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246389.84    | 0.10%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                        | M&T Bank Auto Receivables Trust 2025-1                                          | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $126604.88    | 0.05%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                    | MSD Investment Corp                                                             | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105661.87    | 0.04%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                    | MSD Investment Corp                                                             | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74448.05     | 0.03%             | 2031-02-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                         | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22345 | PA      | $22012.62     | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                               | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $243623.63    | 0.10%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                               | Main Street Capital Corp                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213417.52    | 0.09%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                               | Main Street Capital Corp                                                        | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40825.36     | 0.02%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                               | Main Street Capital Corp                                                        | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110584.53    | 0.05%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                        | Marex Group PLC                                                                 | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $269631.79    | 0.11%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                        | Marex Group PLC                                                                 | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $279447.83    | 0.12%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                 | Marriott International Inc/MD                                                   | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    360000 | PA      | $373842.59    | 0.16%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority          | Massachusetts Educational Financing Authority                                   | CUSIP: 57563NAB4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | ABS-O            | CORP              | US        |     49141 | PA      | $48734.29     | 0.02%             | 2033-05-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                               | MassMutual Global Funding II                                                    | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    388000 | PA      | $397214.88    | 0.17%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                   | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    745000 | PA      | $751529.72    | 0.31%             | 2027-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                            | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    240863 | PA      | $242077.81    | 0.10%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                         | Merck & Co Inc                                                                  | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    226000 | PA      | $229513.20    | 0.10%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                         | Merck & Co Inc                                                                  | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273972.09    | 0.11%             | 2035-12-04      | Fixed         | 4.75%                 | 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        |    330000 | PA      | $331542.09    | 0.14%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                     | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $177193.10    | 0.07%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                               | Microchip Technology Inc                                                        | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255097.27    | 0.11%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                 | Mid-America Apartments LP                                                       | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    364000 | PA      | $363515.43    | 0.15%             | 2033-01-15      | Fixed         | 4.65%                 | 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        |    245000 | PA      | $246698.54    | 0.10%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC FIN AMER                                 | Mitsubishi HC Finance America LLC                                               | CUSIP: 606790AC7<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    455000 | PA      | $466395.78    | 0.19%             | 2029-10-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                 | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    575000 | PA      | $582424.01    | 0.24%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                     | CUSIP: 61690FAM5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     18623 | PA      | $18344.02     | 0.01%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                 | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    665000 | PA      | $678267.37    | 0.28%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    831000 | PA      | $841053.09    | 0.35%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361020.53    | 0.15%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2020-L4                                          | CUSIP: 61770KAX3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $513985.23    | 0.21%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                  | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81899.80     | 0.03%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471369.36    | 0.20%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    324000 | PA      | $324848.22    | 0.14%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                              | Mosaic Co/The                                                                   | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    148000 | PA      | $148421.56    | 0.06%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                 | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    570000 | PA      | $582594.22    | 0.24%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                        | MVW 2024-1 LLC                                                                  | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80534 | PA      | $82097.04     | 0.03%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                     | NLG Global Funding                                                              | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133618.74    | 0.06%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                     | NLG Global Funding                                                              | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    475000 | PA      | $468747.98    | 0.20%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                 | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    245000 | PA      | $245909.14    | 0.10%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                       | NTT Finance Corp                                                                | CUSIP: 62954WAM7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    635000 | PA      | $651646.86    | 0.27%             | 2029-07-02      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $358703.53    | 0.15%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                               | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    365000 | PA      | $369940.98    | 0.15%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                | Nationwide Building Society                                                     | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    276000 | PA      | $283522.01    | 0.12%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                | Nationwide Building Society                                                     | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $480180.00    | 0.20%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                    | NatWest Markets PLC                                                             | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $436941.37    | 0.18%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2020-G                                | CUSIP: 63941UAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     26231 | PA      | $24756.98     | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | 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        |    845000 | PA      | $705399.66    | 0.29%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                               | New Mountain Finance Corp                                                       | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152396.24    | 0.06%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                               | New Mountain Finance Corp                                                       | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111792.38    | 0.05%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                               | New York Life Global Funding                                                    | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461782.44    | 0.19%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                               | New York Life Global Funding                                                    | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125677.52    | 0.05%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283327.23    | 0.12%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                  | NextGear Floorplan Master Owner Trust                                           | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $396075.98    | 0.17%             | 2030-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                           | NiSource Inc                                                                    | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    380000 | PA      | $391769.36    | 0.16%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                       | Norinchukin Bank/The                                                            | CUSIP: 656029AP0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $236535.87    | 0.10%             | 2030-09-09      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                | North Haven Private Income Fund LLC                                             | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134750.72    | 0.06%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                               | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    465000 | PA      | $475146.30    | 0.20%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                  | Novartis Capital Corp                                                           | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    715000 | PA      | $714238.12    | 0.30%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                      | NSTAR Electric Co                                                               | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306348.09    | 0.13%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2024-2                                                 | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174177 | PA      | $175713.71    | 0.07%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2025-1                                                 | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $370514.30    | 0.15%             | 2031-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                               | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    355000 | PA      | $361277.47    | 0.15%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                       | OneMain Financial Issuance Trust 2022-S1                                        | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    423779 | PA      | $423957.47    | 0.18%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                 | Orbia Advance Corp SAB de CV                                                    | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $395032.23    | 0.16%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                 | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    215000 | PA      | $227336.15    | 0.09%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP II                               | Blue Owl Capital Corp II                                                        | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    265000 | PA      | $272481.98    | 0.11%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                               | Blue Owl Technology Finance Corp II                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291494.86    | 0.12%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                         | OWN Equipment Fund I LLC                                                        | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298928 | PA      | $303516.21    | 0.13%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                     | PPG Industries Inc                                                              | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409509.65    | 0.17%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                            | PNC Bank NA                                                                     | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1021789.05   | 0.43%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                               | PVH Corp                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    353000 | PA      | $358799.89    | 0.15%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127142.81    | 0.05%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                     | Pacific Life Global Funding II                                                  | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485475.56    | 0.20%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                    | PenFed Auto Receivables Owner Trust                                             | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $160650.40    | 0.07%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PERNOD RIC INTL FIN LLC                                | Pernod Ricard International Finance LLC                                         | CUSIP: 71427QAA6<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |    640000 | PA      | $601302.06    | 0.25%             | 2028-04-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                               | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $207370.98    | 0.09%             | 2036-01-15      | Fixed         | 5.60%                 | 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        |    165000 | PA      | $165662.97    | 0.07%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                            | Polaris Inc                                                                     | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166723.02    | 0.07%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                            | Post Road Equipment Finance 2024-1 LLC                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29101 | PA      | $29206.28     | 0.01%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                        | Prestige Auto Receivables Trust 2023-1                                          | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196886 | PA      | $197085.38    | 0.08%             | 2028-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                | Pricoa Global Funding I                                                         | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    395000 | PA      | $397675.69    | 0.17%             | 2032-08-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                               | Principal Life Global Funding II                                                | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $491467.99    | 0.21%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                | Procter & Gamble Co/The                                                         | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    433000 | PA      | $430443.40    | 0.18%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                   | Prologis Targeted US Logistics Fund LP                                          | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |    145000 | PA      | $143928.55    | 0.06%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                   | Protective Life Corp                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    243000 | PA      | $243765.58    | 0.10%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                 | Protective Life Global Funding                                                  | CUSIP: 74368CBY9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    380000 | PA      | $391392.40    | 0.16%             | 2029-06-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                       | Public Service Co of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237193.34    | 0.10%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                   | Public Storage Operating Co                                                     | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    305000 | PA      | $307489.12    | 0.13%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                               | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    560000 | PA      | $572892.46    | 0.24%             | 2031-05-27      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                     | RWE Finance US LLC                                                              | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258541.85    | 0.11%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                   | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    355000 | PA      | $298200.00    | 0.12%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                     | Regional Management Issuance Trust 2024-1                                       | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $137700.00    | 0.06%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                                 | Reliance Standard Life Global Funding II                                        | CUSIP: 75951ACY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $290136.30    | 0.12%             | 2026-02-02      | Fixed         | 5.24%                 | 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        |    205000 | PA      | $207076.20    | 0.09%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                     | RGA Global Funding                                                              | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    610000 | PA      | $614620.74    | 0.26%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                     | RGA Global Funding                                                              | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    393000 | PA      | $392831.95    | 0.16%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                  | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $606131.25    | 0.25%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                 | Roper Technologies Inc                                                          | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130460.96    | 0.05%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                            | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $226492.44    | 0.09%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1009712.60   | 0.42%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                       | Ryder System Inc                                                                | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357723.78    | 0.15%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $178137.75    | 0.07%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                       | SBL Holdings Inc                                                                | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    345000 | PA      | $334047.06    | 0.14%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                       | SBL Holdings Inc                                                                | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    254000 | PA      | $252654.05    | 0.11%             | 2028-09-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2023-1                                | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224737 | PA      | $226188.72    | 0.09%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2024-C                                                    | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78715 | PA      | $78895.59     | 0.03%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2025-2                                | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403337.60    | 0.17%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2024-A                                                    | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37071 | PA      | $37137.64     | 0.02%             | 2026-11-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                        | SEB Funding LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $322208.96    | 0.13%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-3                                | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135883.58    | 0.06%             | 2030-06-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2025-1 LLC                                                | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $260600.06    | 0.11%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2024-B                                                    | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204907 | PA      | $206048.74    | 0.09%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2025-2 LLC                                                | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $361550.88    | 0.15%             | 2036-06-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM Mortgage Trust                               | SPGN 2022-TFLM Mortgage Trust                                                   | CUSIP: 78473HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $979723.54    | 0.41%             | 2039-02-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                               | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    580000 | PA      | $588219.79    | 0.25%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                              | Sanofi SA                                                                       | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $359450.52    | 0.15%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $229396.19    | 0.10%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2023-3                                   | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $173154.49    | 0.07%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2023-5                                   | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $598124.42    | 0.25%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2023-1                                   | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101455 | PA      | $102112.88    | 0.04%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181851 | PA      | $182620.00    | 0.08%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-2                                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95533.81     | 0.04%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-4                                   | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $236011.21    | 0.10%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2023-4                                   | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $545174.23    | 0.23%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                     | Santos Finance Ltd                                                              | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    173000 | PA      | $172038.90    | 0.07%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                                   | SCOTT Trust 2023-SFS                                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465000 | PA      | $477162.68    | 0.20%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                 | Sempra                                                                          | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155994.30    | 0.07%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2025-1                                | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $232544.95    | 0.10%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Shentel Issuer LLC                                     | Shentel Issuer LLC                                                              | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $443937.56    | 0.19%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                      | Sierra Timeshare 2024-2 Receivables Funding LLC                                 | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152579 | PA      | $154827.85    | 0.06%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                        | SiriusPoint Ltd                                                                 | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    193000 | PA      | $204208.90    | 0.09%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                   | Sitios Latinoamerica SAB de CV                                                  | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    265000 | PA      | $274672.50    | 0.11%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                               | Sixth Street Lending Partners                                                   | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238298.34    | 0.10%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                 | Skandinaviska Enskilda Banken AB                                                | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    354000 | PA      | $355478.65    | 0.15%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                             | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    480000 | PA      | $494745.50    | 0.21%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                          | SoftBank Corp                                                                   | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $341070.49    | 0.14%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                       | SoFi Consumer Loan Program 2025-2 Trust                                         | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94080 | PA      | $94445.08     | 0.04%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                  | Southwest Airlines Co                                                           | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285596.33    | 0.12%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                             | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   3018847 | PA      | $3018846.72   | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                  | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    280000 | PA      | $291062.76    | 0.12%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C                   | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $626218.13    | 0.26%             | 2029-04-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                               | Stellantis Financial Services US Corp                                           | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $496732.93    | 0.21%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                   | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $367231.98    | 0.15%             | 2029-01-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                        | Stream Innovations 2024-1 Issuer Trust                                          | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79789 | PA      | $82939.19     | 0.03%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                               | Sumitomo Mitsui Trust Bank Ltd                                                  | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $405680.41    | 0.17%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUNTORY HOLDINGS LTD                                   | Suntory Holdings Ltd                                                            | CUSIP: 86803UAE1<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |    435000 | PA      | $446008.14    | 0.19%             | 2029-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                               | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    425000 | PA      | $429254.73    | 0.18%             | 2028-05-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                            | Swedbank AB                                                                     | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    325000 | PA      | $329680.36    | 0.14%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                            | Swedbank AB                                                                     | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    380000 | PA      | $393233.85    | 0.16%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                         | TD SYNNEX Corp                                                                  | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249546.24    | 0.10%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                    | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250122.28    | 0.10%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                    | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148668.54    | 0.06%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                                | Carlyle Secured Lending Inc                                                     | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196893.60    | 0.08%             | 2031-02-15      | Fixed         | 5.75%                 | 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        |    210000 | PA      | $210455.24    | 0.09%             | 2039-12-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                 | TPG Operating Group II LP                                                       | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418632.33    | 0.17%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                               | Take-Two Interactive Software Inc                                               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    385000 | PA      | $392457.58    | 0.16%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                               | Take-Two Interactive Software Inc                                               | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124148.45    | 0.05%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                   | Targa Resources Corp                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    338000 | PA      | $338938.48    | 0.14%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                               | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    453000 | PA      | $454443.77    | 0.19%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $936729.29    | 0.39%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                               | Toyota Lease Owner Trust 2024-B                                                 | CUSIP: 891943AD4<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $801368.00    | 0.33%             | 2027-09-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables 2023-C Owner Trust                                      | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232646 | PA      | $234007.53    | 0.10%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361026.90    | 0.15%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    353000 | PA      | $356285.80    | 0.15%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                               | Toyota Lease Owner Trust 2025-B                                                 | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $260647.40    | 0.11%             | 2028-11-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP                               | Trustage Financial Group Inc                                                    | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231359.83    | 0.10%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                            | Truist Bank                                                                     | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    485000 | PA      | $487778.06    | 0.20%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                            | Truist Bank                                                                     | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334744.47    | 0.14%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                               | Tyco Electronics Group SA                                                       | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    320000 | PA      | $326119.72    | 0.14%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                    | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    745000 | PA      | $745714.75    | 0.31%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                   | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60586.92     | 0.03%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                  | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    355000 | PA      | $351805.00    | 0.15%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11242000 | PA      | $11189742.24  | 4.67%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8138124.96   | 3.40%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1075000 | PA      | $1103722.66   | 0.46%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    680000 | PA      | $705845.31    | 0.29%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7040000 | PA      | $7098300.00   | 2.96%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2350000 | PA      | $2367716.79   | 0.99%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12050000 | PA      | $12138962.86  | 5.07%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1340000 | PA      | $1349631.25   | 0.56%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $4882582.02   | 2.04%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3795000 | PA      | $3780324.01   | 1.58%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2188000 | PA      | $2178769.38   | 0.91%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1190000 | PA      | $1172893.75   | 0.49%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3212000 | PA      | $3179629.08   | 1.33%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                  | Universal Health Services Inc                                                   | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195762.56    | 0.08%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                     | VICI Properties LP                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    180000 | PA      | $181894.64    | 0.08%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    640000 | PA      | $653620.45    | 0.27%             | 2029-03-22      | Fixed         | 5.25%                 | 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        |    202828 | PA      | $205705.23    | 0.09%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                         | VStrong Auto Receivables Trust 2024-A                                           | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $91408.90     | 0.04%             | 2030-07-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                         | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277458.16    | 0.12%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-C33                                  | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    108127 | PA      | $107864.11    | 0.05%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459314.38    | 0.19%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2020-C58                                  | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $439697.09    | 0.18%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2022-C62                                  | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $789766.81    | 0.33%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                                | Western-Southern Global Funding                                                 | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    480000 | PA      | $483582.17    | 0.20%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                                | Western-Southern Global Funding                                                 | CUSIP: 95954A2C6<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    560000 | PA      | $556698.40    | 0.23%             | 2032-12-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2023-3                                    | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695000 | PA      | $702345.46    | 0.29%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2025-2                                    | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115595.53    | 0.05%             | 2029-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-2                                    | CUSIP: 96042YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $185820.66    | 0.08%             | 2028-02-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-3                                    | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $225760.50    | 0.09%             | 2028-04-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2025-3                                    | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $170560.83    | 0.07%             | 2029-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2025-1                                    | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $311789.01    | 0.13%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                   | Westpac Banking Corp                                                            | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    330000 | PA      | $341296.54    | 0.14%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                | Westpac New Zealand Ltd                                                         | CUSIP: 96122FAE7<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    590000 | PA      | $604371.18    | 0.25%             | 2030-02-27      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    270108 | PA      | $271852.62    | 0.11%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    162555 | PA      | $164568.22    | 0.07%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    171988 | PA      | $173672.12    | 0.07%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     91672 | PA      | $92664.79     | 0.04%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                 | Williams Cos Inc/The                                                            | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601306.85    | 0.25%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                               | Willis North America Inc                                                        | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    283000 | PA      | $283540.53    | 0.12%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                               | Wisconsin Public Service Corp                                                   | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137433.73    | 0.06%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust 2024-C                                        | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $236399.50    | 0.10%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust 2025-C                                        | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $402239.16    | 0.17%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                        | Xcel Energy Inc                                                                 | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101296.19    | 0.04%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                        | Zayo Issuer LLC                                                                 | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $533595.92    | 0.22%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        42 | NC      | $-19073.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        86 | NC      | $-86168.99    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer