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Reference index and values for swap contracts as of period end

Reference index

Reference rate

28-Day MXN TIIE-Banxico

Interbank Equilibrium Interest Rate

Secured Overnight Financing Rate


Asset-Backed Securities — Non-Agency 6.4%

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Affirm Asset Securitization Trust^(a)
Series 2023-B Class A
09/15/2028		6.820	%		15,000,000		15,092,619
ARES XLIV CLO Ltd.^(a),(b)
Series 2017-44A Class DR
3-month Term SOFR + 7.132%
Floor 6.870%
04/15/2034		12.526	%		15,000,000		13,948,035
Bain Capital Credit CLO Ltd.^(a),(b)
Series 2021-5A Class E
3-month Term SOFR + 6.762%
Floor 6.500%
10/23/2034		12.174	%		8,600,000		7,818,879
Series 2021-6A Class E
3-month Term SOFR + 6.762%
Floor 6.500%
10/21/2034		12.174	%		11,450,000		10,450,392
Series 2021-7A Class E
3-month Term SOFR + 7.012%
Floor 6.750%
01/22/2035		12.424	%		15,350,000		14,181,205
Ballyrock CLO Ltd.^(a),(b)
Series 2021-18A Class D
3-month Term SOFR + 6.762%
Floor 6.500%
01/15/2035		12.156	%		13,050,000		12,647,447
Barings CLO Ltd.^(a),(b)
Series 2021-2A Class E
3-month Term SOFR + 6.512%
Floor 6.250%
07/15/2034		11.906	%		8,350,000		7,943,530
Exeter Automobile Receivables Trust
Subordinated Series 2023-3A Class B
09/15/2027		6.110	%		5,100,000		5,089,421
LendingPoint Asset Securitization Trust^(a)
Subordinated Series 2021-A Class C
12/15/2028		2.750	%		9,225,318		9,098,733
Subordinated Series 2022-A Class C
06/15/2029		2.820	%		7,760,000		7,632,097
Madison Park Funding LXII Ltd.^(a),(b)
Series 2022-62A Class AR
3-month Term SOFR + 1.850%
Floor 1.850%
07/17/2036		7.253	%		20,250,000		20,276,609
Madison Park Funding XXII Ltd.^(a),(b)
Series 2016-22A Class DR
3-month Term SOFR + 3.762%
Floor 3.500%
01/15/2033		9.156	%		10,900,000		10,780,503


Asset-Backed Securities — Non-Agency (continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Netcredit Combined Receivables LLC^(a),(c)
Series 2023-A Class A
12/20/2027		7.780	%		10,192,340		10,141,378
Octagon 55 Ltd.^(a),(b)
Series 2021-1A Class E
3-month Term SOFR + 6.762%
Floor 6.500%
07/20/2034		12.177	%		9,700,000		8,811,499
Octagon Investment Partners 48 Ltd.^(a),(b)
Series 2020-3A Class ER
3-month Term SOFR + 6.962%
Floor 6.700%
10/20/2034		12.377	%		12,750,000		11,828,915
Pagaya AI Debt Selection Trust^(a)
Subordinated Series 2021-3 Class B
05/15/2029		1.740	%		14,919,897		14,741,817
Pagaya AI Debt Trust^(a)
Series 2022-2 Class A
01/15/2030		4.970	%		2,935,680		2,910,987
Series 2023-6 Class A
06/16/2031		7.128	%		27,600,000		27,652,371
Subordinated Series 2022-1 Class B
10/15/2029		3.344	%		14,298,109		13,642,857
Subordinated Series 2022-3 Class B
03/15/2030		8.050	%		13,933,610		13,961,856
Subordinated Series 2023-6 Class B
06/16/2031		7.464	%		8,000,000		8,032,282
Subordinated Series 2023-6 Class C
06/16/2031		8.491	%		15,000,000		15,073,727
Pagaya AI Debt Trust^(a),(d)
Subordinated Series 2023-5 Class AB
04/15/2031		7.277	%		17,020,937		17,050,229
Research-Driven Pagaya Motor Asset Trust^(a)
Series 2023-4A Class A
03/25/2032		7.540	%		20,000,000		19,999,448
Theorem Funding Trust^(a)
Series 2022-3A Class A
04/15/2029		7.600	%		9,107,631		9,152,920
Upstart Pass-Through Trust^(a)
Series 2020-ST6 Class A
01/20/2027		3.000	%		2,067,266		2,022,670
Upstart Structured Pass-Through Trust^(a)
Series 2022-1A Class A
04/15/2030		3.400	%		13,898,878		13,585,613

Total Asset-Backed Securities – Non-Agency (Cost $329,115,338)							323,568,039


Commercial Mortgage-Backed Securities - Non-Agency 2.4%

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
BFLD Trust^(a),(b)
Subordinated Series 2019-DPLO Class E
1-month Term SOFR + 2.354%
Floor 2.240%
10/15/2034		7.677	%		6,510,000		6,363,528
Braemar Hotels & Resorts Trust^(a),(b)
Series 2018-PRME Class E
1-month Term SOFR + 2.447%
Floor 2.400%
06/15/2035		7.838	%		6,800,000		6,473,123
Subordinated Series 2018-PRME Class D
1-month Term SOFR + 1.847%
Floor 1.925%
06/15/2035		7.238	%		13,700,000		13,335,457
CLNY Trust^(a),(b)
Subordinated Series 2019-IKPR Class E
1-month Term SOFR + 2.835%
Floor 2.721%
11/15/2038		8.157	%		8,490,000		7,539,622
Subordinated Series 2019-IKPR Class F
1-month Term SOFR + 3.531%
Floor 3.417%
11/15/2038		8.853	%		5,235,000		4,612,585
COMM Mortgage Trust^(a),(d)
Subordinated Series 2020-CBM Class F
02/10/2037		3.754	%		4,000,000		3,623,159
Credit Suisse Mortgage Capital Certificates OA LLC^(a)
Subordinated Series 2014-USA Class E
09/15/2037		4.373	%		7,525,000		3,381,653
Subordinated Series 2014-USA Class F
09/15/2037		4.373	%		19,910,000		7,342,193
Hilton USA Trust^(a),(d)
Subordinated Series 2016-HHV Class F
11/05/2038		4.333	%		16,690,000		14,892,686
Hilton USA Trust^(a)
Subordinated Series 2016-SFP Class E
11/05/2035		5.519	%		11,500,000		1,279,230
Morgan Stanley Capital I Trust^(a),(d)
Series 2019-MEAD Class E
11/10/2036		3.283	%		15,500,000		12,167,422
Progress Residential Trust^(a)
Series 2020-SFR1 Class F
04/17/2037		3.431	%		17,000,000		16,095,760
Subordinated Series 2020-SFR2 Class F
06/17/2037		6.152	%		12,000,000		11,749,193
SFO Commercial Mortgage Trust^(a),(b)
Series 2021-555 Class A
1-month Term SOFR + 1.264%
Floor 1.150%
05/15/2038		6.587	%		4,850,000		4,401,794

Commercial Mortgage-Backed Securities - Non-Agency
(continued)

Issuer

Coupon

Rate

Principal

Amount ($)

Value ($)

Wells Fargo Commercial Mortgage Trust^(a),(b)

Subordinated Series 2017-SMP Class D

1-month Term SOFR + 1.822%

Floor 1.650%

12/15/2034

7.145

9,790,000

8,060,638

Total Commercial Mortgage-Backed Securities - Non-Agency

(Cost $150,231,181)

121,318,043

Common Stocks 0.0%

Issuer

Shares

Value ($)

Communication Services 0.0%

Media 0.0%

iHeartMedia, Inc., Class A^(e)

11,995

31,427

Total Communication Services

31,427

Consumer Discretionary 0.0%

Broadline Retail 0.0%

Belk, Inc.^(e)

492

Household Durables 0.0%

Serta Simmons Bedding LLC^(e)

335

3,992

Total Consumer Discretionary

4,484

Energy 0.0%

Energy Equipment & Services 0.0%

McDermott International Ltd.^(e)

47,856

7,059

Oil, Gas & Consumable Fuels 0.0%

New Frontera Holdings^(e)

14,302

1,037

Southcross Energy Partners LLC^(c),(e)

14,393

Southcross Energy Partners LLC, Class A^(c),(e)

272,263

10,890

Total

11,927

Total Energy

18,986

Financials 0.0%

Financial Services 0.0%

Windstream Services LLC^(e)

11,272

115,538

Total Financials

115,538

Health Care 0.0%

Health Care Providers & Services 0.0%

Envision Healthcare Corp.^(e)

13,525

125,106

Total Health Care

125,106

Common Stocks (continued)

Issuer

Shares

Value ($)

Industrials 0.0%

Machinery 0.0%

TNT Crane and Rigging, Inc.^(e)

23,468

44,002

Total Industrials

44,002

Information Technology 0.0%

Communications Equipment 0.0%

Riverbed Technology, Inc.^(e)

13,308

5,856

Software 0.0%

Avaya Holdings Corp.^(c),(e)

8,492

110,396

Avaya Holdings Corp.^(c),(e)

40,919

531,947

Total

642,343

Total Information Technology

648,199

Materials 0.0%

Containers & Packaging 0.0%

Flint Group Packaging^(c),(e),(f)

722,943

Total Materials

Total Common Stocks

(Cost $1,954,962)

987,743

Convertible Bonds 0.1%

Issuer

Coupon

Rate

Principal

Amount ($)

Value ($)

Cable and Satellite 0.1%

DISH Network Corp.

Subordinated

08/15/2026

3.375

15,230,000

6,891,572

Total Convertible Bonds

(Cost $12,625,549)

6,891,572

Convertible Preferred Stocks 0.0%

Issuer

Shares

Value ($)

Information Technology 0.0%

Communications Equipment 0.0%

Riverbed Technology, Inc.^(c)

7.000

14,204

3,622

Total Information Technology

3,622

Total Convertible Preferred Stocks

(Cost $307,751)

3,622


Corporate Bonds & Notes^(g)42.3%

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Aerospace & Defense 1.2%
BAE Systems PLC^(a)
02/15/2031		1.900	%		12,470,000		9,879,721
Boeing Co. (The)
08/01/2059		3.950	%		17,158,000		12,211,902
Bombardier, Inc.^(a)
04/15/2027		7.875	%		2,189,000		2,191,069
Howmet Aerospace, Inc.
01/15/2029		3.000	%		5,006,000		4,412,659
L3Harris Technologies, Inc.
07/31/2033		5.400	%		3,597,000		3,586,979
Raytheon Technologies Corp.
03/15/2032		2.375	%		17,366,000		13,930,757
Spirit AeroSystems, Inc.^(a)
11/30/2029		9.375	%		1,423,000		1,538,854
11/15/2030		9.750	%		1,961,000		2,064,488
TransDigm, Inc.^(a)
03/15/2026		6.250	%		10,006,000		9,942,554
08/15/2028		6.750	%		3,683,000		3,694,428

Total							63,453,411

Airlines 0.6%
Air Canada^(a)
08/15/2026		3.875	%		3,185,000		2,973,065
American Airlines, Inc.^(a)
07/15/2025		11.750	%		2,491,000		2,733,179
American Airlines, Inc.^(a),(h)
05/15/2029		8.500	%		1,001,000		1,032,593
American Airlines, Inc./AAdvantage Loyalty IP Ltd.^(a)
04/20/2026		5.500	%		10,347,582		10,187,722
04/20/2029		5.750	%		1,525,465		1,460,210
Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.^(a)
01/20/2026		5.750	%		4,829,249		3,847,650
United Airlines, Inc.^(a)
04/15/2026		4.375	%		4,403,000		4,185,908
04/15/2029		4.625	%		3,478,000		3,104,008

Total							29,524,335

Automotive 0.6%
American Axle & Manufacturing, Inc.
04/01/2027		6.500	%		1,411,000		1,363,909
Clarios Global LP/US Finance Co.^(a)
05/15/2028		6.750	%		3,435,000		3,465,177
Ford Motor Credit Co. LLC
09/08/2024		3.664	%		3,700,000		3,624,273
06/16/2025		5.125	%		4,449,000		4,350,187
11/13/2025		3.375	%		1,036,000		976,053
06/10/2026		6.950	%		1,957,000		1,978,673


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
08/17/2027		4.125	%		4,839,000		4,471,882
Goodyear Tire & Rubber Co. (The)
07/15/2029		5.000	%		2,172,000		1,977,732
IHO Verwaltungs GmbH^(a),(i)
09/15/2026		4.750	%		565,000		529,695
05/15/2029		6.375	%		643,000		589,897
KAR Auction Services, Inc.^(a)
06/01/2025		5.125	%		986,000		958,662
Panther BF Aggregator 2 LP/Finance Co., Inc.^(a)
05/15/2026		6.250	%		606,000		602,687
05/15/2027		8.500	%		3,927,000		3,954,459
ZF North America Capital, Inc.^(a)
04/14/2030		7.125	%		1,794,000		1,839,407

Total							30,682,693

Banking 8.0%
Ally Financial, Inc.
05/21/2024		3.875	%		771,000		761,892
Subordinated
11/20/2025		5.750	%		4,431,000		4,350,452
Bank of America Corp.^(j)
10/22/2030		2.884	%		41,540,000		35,683,298
10/24/2031		1.922	%		47,155,000		36,889,858
10/20/2032		2.572	%		25,420,000		20,237,875
02/04/2033		2.972	%		1,580,000		1,290,396
Subordinated
09/21/2036		2.482	%		1,984,000		1,499,101
Citigroup, Inc.^(j)
01/25/2033		3.057	%		21,931,000		17,986,082
Goldman Sachs Group, Inc. (The)^(j)
07/21/2032		2.383	%		25,000,000		19,697,451
10/21/2032		2.650	%		3,816,000		3,044,303
HSBC Holdings PLC^(j)
05/24/2032		2.804	%		19,086,000		15,313,806
11/22/2032		2.871	%		30,632,000		24,408,746
Subordinated
11/13/2034		7.399	%		5,925,000		6,165,443
JPMorgan Chase & Co.^(j)
10/15/2030		2.739	%		3,517,000		3,036,861
04/22/2032		2.580	%		15,414,000		12,602,229
11/08/2032		2.545	%		53,838,000		43,291,566
Morgan Stanley^(j)
07/21/2032		2.239	%		7,279,000		5,696,241
10/20/2032		2.511	%		29,910,000		23,738,889
07/21/2034		5.424	%		3,891,000		3,771,436
11/01/2034		6.627	%		10,096,000		10,700,062
Subordinated
09/16/2036		2.484	%		2,990,000		2,257,117


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
PNC Financial Services Group, Inc. (The)^(j)
06/12/2029		5.582	%		14,728,000		14,629,842
10/20/2034		6.875	%		10,150,000		10,787,551
US Bancorp^(j)
06/12/2034		5.836	%		4,283,000		4,218,376
Wells Fargo & Co.^(j)
07/25/2029		5.574	%		722,000		721,313
10/23/2029		6.303	%		3,575,000		3,684,352
10/30/2030		2.879	%		21,295,000		18,321,959
02/11/2031		2.572	%		30,719,000		25,673,188
07/25/2034		5.557	%		9,795,000		9,530,653
10/23/2034		6.491	%		27,587,000		28,846,743

Total							408,837,081

Brokerage/Asset Managers/Exchanges 0.4%
AG Issuer LLC^(a)
03/01/2028		6.250	%		57,000		55,227
AG TTMT Escrow Issuer LLC^(a)
09/30/2027		8.625	%		3,743,000		3,885,774
Aretec Escrow Issuer 2, Inc.^(a)
08/15/2030		10.000	%		2,803,000		2,918,956
Aretec Escrow Issuer, Inc.^(a)
04/01/2029		7.500	%		1,242,000		1,048,906
Hightower Holding LLC^(a)
04/15/2029		6.750	%		3,392,000		2,949,327
NFP Corp.^(a)
08/15/2028		4.875	%		2,419,000		2,216,773
08/15/2028		6.875	%		6,042,000		5,382,160
10/01/2030		7.500	%		2,568,000		2,547,885
10/01/2031		8.500	%		1,525,000		1,573,682

Total							22,578,690

Building Materials 0.6%
American Builders & Contractors Supply Co., Inc.^(a)
01/15/2028		4.000	%		3,600,000		3,312,145
Beacon Roofing Supply, Inc.^(a)
11/15/2026		4.500	%		2,420,000		2,309,365
05/15/2029		4.125	%		1,447,000		1,276,362
08/01/2030		6.500	%		1,800,000		1,798,436
James Hardie International Finance DAC^(a)
01/15/2028		5.000	%		2,465,000		2,326,186
SRS Distribution, Inc.^(a)
07/01/2028		4.625	%		3,231,000		2,957,394
07/01/2029		6.125	%		2,178,000		1,931,258
12/01/2029		6.000	%		3,593,000		3,144,368
Standard Industries, Inc.^(a)
01/15/2028		4.750	%		4,654,000		4,375,326
Summit Materials LLC /Finance Corp.^(a),(h)
01/15/2031		7.250	%		2,324,000		2,324,000


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Summit Materials LLC/Finance Corp.^(a)
01/15/2029		5.250	%		383,000		358,609
White Cap Buyer LLC^(a)
10/15/2028		6.875	%		3,340,000		3,057,192

Total							29,170,641

Cable and Satellite 2.2%
CCO Holdings LLC/Capital Corp.^(a)
05/01/2027		5.125	%		3,596,000		3,421,723
02/01/2028		5.000	%		2,860,000		2,679,208
06/01/2029		5.375	%		1,545,000		1,432,914
03/01/2030		4.750	%		1,653,000		1,447,008
08/15/2030		4.500	%		8,539,000		7,325,651
02/01/2031		4.250	%		866,000		722,981
02/01/2032		4.750	%		2,722,000		2,285,929
CCO Holdings LLC/Capital Corp.
05/01/2032		4.500	%		9,589,000		7,889,713
Charter Communications Operating LLC/Capital
05/01/2047		5.375	%		4,290,000		3,466,897
12/01/2061		4.400	%		11,338,000		7,456,241
06/30/2062		3.950	%		14,232,000		8,564,208
CSC Holdings LLC^(a)
12/01/2030		4.125	%		4,089,000		2,926,340
12/01/2030		4.625	%		7,291,000		4,026,201
02/15/2031		3.375	%		9,019,000		6,189,513
DIRECTV Holdings LLC/Financing Co., Inc.^(a)
08/15/2027		5.875	%		2,147,000		1,929,889
DISH DBS Corp.
06/01/2029		5.125	%		9,845,000		4,492,426
DISH Network Corp.^(a)
11/15/2027		11.750	%		2,766,000		2,746,620
Sirius XM Radio, Inc.^(a)
09/01/2026		3.125	%		2,513,000		2,320,131
08/01/2027		5.000	%		574,000		547,384
07/15/2028		4.000	%		2,580,000		2,306,771
07/01/2029		5.500	%		1,278,000		1,188,103
07/01/2030		4.125	%		2,187,000		1,853,646
Videotron Ltd.^(a)
06/15/2029		3.625	%		18,114,000		15,882,216
Virgin Media Finance PLC^(a)
07/15/2030		5.000	%		4,644,000		3,883,119
Virgin Media Secured Finance PLC^(a)
05/15/2029		5.500	%		5,119,000		4,810,476
VZ Secured Financing BV^(a)
01/15/2032		5.000	%		5,066,000		4,147,365
Ziggo Bond Co. BV^(a)
02/28/2030		5.125	%		1,818,000		1,419,988


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Ziggo BV^(a)
01/15/2030		4.875	%		5,065,000		4,333,508

Total							111,696,169

Chemicals 1.2%
Avient Corp.^(a)
08/01/2030		7.125	%		1,644,000		1,656,727
Axalta Coating Systems LLC^(a)
02/15/2029		3.375	%		3,221,000		2,805,088
Axalta Coating Systems LLC/Dutch Holding B BV^(a)
06/15/2027		4.750	%		1,867,000		1,773,344
Braskem Netherlands Finance BV^(a)
01/10/2028		4.500	%		500,000		434,771
01/31/2030		4.500	%		9,000,000		7,400,863
Cheever Escrow Issuer LLC^(a)
10/01/2027		7.125	%		2,350,000		2,263,504
Element Solutions, Inc.^(a)
09/01/2028		3.875	%		4,241,000		3,768,226
HB Fuller Co.
10/15/2028		4.250	%		3,430,000		3,081,331
Herens Holdco Sarl^(a)
05/15/2028		4.750	%		3,645,000		2,827,104
Illuminate Buyer LLC/Holdings IV, Inc.^(a)
07/01/2028		9.000	%		2,058,000		1,932,741
INEOS Quattro Finance 2 PLC^(a)
03/15/2029		9.625	%		2,750,000		2,849,985
Ingevity Corp.^(a)
11/01/2028		3.875	%		3,234,000		2,758,922
Innophos Holdings, Inc.^(a)
02/15/2028		9.375	%		2,392,000		2,200,544
Iris Holdings, Inc.^(a),(i)
02/15/2026		8.750	%		1,902,000		1,614,182
Olympus Water US Holding Corp.^(a)
10/01/2028		4.250	%		3,005,000		2,610,553
11/15/2028		9.750	%		3,978,000		4,101,293
10/01/2029		6.250	%		2,283,000		1,866,810
SPCM SA^(a)
03/15/2027		3.125	%		1,001,000		901,710
Tronox, Inc.^(a)
03/15/2029		4.625	%		1,503,000		1,276,842
WR Grace Holdings LLC^(a)
06/15/2027		4.875	%		6,305,000		6,001,600
08/15/2029		5.625	%		5,107,000		4,299,118
03/01/2031		7.375	%		612,000		597,022

Total							59,022,280


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Construction Machinery 0.3%
H&E Equipment Services, Inc.^(a)
12/15/2028		3.875	%		6,880,000		6,096,622
Herc Holdings, Inc.^(a)
07/15/2027		5.500	%		1,295,000		1,257,781
Ritchie Bros Holdings, Inc.^(a)
03/15/2028		6.750	%		4,714,000		4,797,815
03/15/2031		7.750	%		611,000		634,131
United Rentals North America, Inc.
07/15/2030		4.000	%		897,000		801,106
01/15/2032		3.750	%		997,000		846,354

Total							14,433,809

Consumer Cyclical Services 0.6%
APX Group, Inc.^(a)
07/15/2029		5.750	%		685,000		612,189
Arches Buyer, Inc.^(a)
06/01/2028		4.250	%		4,099,000		3,572,781
12/01/2028		6.125	%		3,555,000		3,047,572
ASGN, Inc.^(a)
05/15/2028		4.625	%		2,024,000		1,882,926
Match Group, Inc.^(a)
12/15/2027		5.000	%		644,000		616,105
06/01/2028		4.625	%		6,664,000		6,210,938
Uber Technologies, Inc.^(a)
05/15/2025		7.500	%		2,461,000		2,507,144
09/15/2027		7.500	%		605,000		616,004
08/15/2029		4.500	%		11,992,000		11,062,316

Total							30,127,975

Consumer Products 0.3%
Acushnet Co.^(a)
10/15/2028		7.375	%		1,723,000		1,768,061
CD&R Smokey Buyer, Inc.^(a)
07/15/2025		6.750	%		5,589,000		5,411,049
Newell Brands, Inc.
09/15/2027		6.375	%		879,000		862,522
09/15/2029		6.625	%		1,242,000		1,217,656
Newell, Inc.
04/01/2026		5.200	%		1,093,000		1,054,209
Prestige Brands, Inc.^(a)
01/15/2028		5.125	%		934,000		895,189
Scotts Miracle-Gro Co. (The)
04/01/2031		4.000	%		1,855,000		1,507,577
02/01/2032		4.375	%		1,227,000		974,568


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Spectrum Brands, Inc.^(a)
10/01/2029		5.000	%		2,915,000		2,702,408
07/15/2030		5.500	%		751,000		700,774

Total							17,094,013

Diversified Manufacturing 0.8%
Carrier Global Corp.
02/15/2030		2.722	%		16,226,000		13,965,377
Chart Industries, Inc.^(a)
01/01/2030		7.500	%		1,355,000		1,382,308
Emerald Debt Merger Sub LLC^(a)
12/15/2030		6.625	%		3,007,000		2,999,732
Gates Global LLC/Co.^(a)
01/15/2026		6.250	%		2,933,000		2,899,346
Madison IAQ LLC^(a)
06/30/2028		4.125	%		1,254,000		1,113,789
06/30/2029		5.875	%		2,926,000		2,446,407
Resideo Funding, Inc.^(a)
09/01/2029		4.000	%		3,579,000		3,010,276
Vertical Holdco GmbH^(a)
07/15/2028		7.625	%		1,902,000		1,804,889
Vertical US Newco, Inc.^(a)
07/15/2027		5.250	%		3,262,000		3,097,960
WESCO Distribution, Inc.^(a)
06/15/2025		7.125	%		3,392,000		3,401,414
06/15/2028		7.250	%		3,427,000		3,483,119

Total							39,604,617

Electric 1.9%
AEP Texas, Inc.
01/15/2050		3.450	%		7,720,000		5,169,874
Calpine Corp.^(a)
02/15/2028		4.500	%		2,035,000		1,923,618
Clearway Energy Operating LLC^(a)
02/15/2031		3.750	%		8,532,000		7,171,960
01/15/2032		3.750	%		4,484,000		3,593,123
Duke Energy Corp.
09/01/2046		3.750	%		7,780,000		5,638,958
Edison International
11/15/2028		5.250	%		8,462,000		8,339,149
Emera US Finance LP
06/15/2046		4.750	%		15,730,000		12,095,089
FirstEnergy Corp.
03/01/2050		3.400	%		2,732,000		1,804,119
Leeward Renewable Energy Operations LLC^(a)
07/01/2029		4.250	%		2,590,000		2,183,445


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
NextEra Energy Operating Partners LP^(a)
07/15/2024		4.250	%		2,319,000		2,287,703
09/15/2027		4.500	%		8,245,000		7,609,952
NRG Energy, Inc.
01/15/2028		5.750	%		1,251,000		1,221,672
NRG Energy, Inc.^(a)
02/15/2029		3.375	%		1,229,000		1,052,485
06/15/2029		5.250	%		3,389,000		3,163,535
02/15/2032		3.875	%		449,000		367,167
Pacific Gas and Electric Co.
07/01/2050		4.950	%		18,875,000		15,039,075
Pattern Energy Operations LP/Inc.^(a)
08/15/2028		4.500	%		696,000		636,416
PG&E Corp.
07/01/2028		5.000	%		1,596,000		1,518,216
TerraForm Power Operating LLC^(a)
01/31/2028		5.000	%		1,141,000		1,081,939
01/15/2030		4.750	%		4,591,000		4,134,063
Vistra Operations Co. LLC^(a)
09/01/2026		5.500	%		2,613,000		2,563,235
02/15/2027		5.625	%		3,311,000		3,229,264
07/31/2027		5.000	%		1,280,000		1,219,296
10/15/2031		7.750	%		3,117,000		3,194,500

Total							96,237,853

Environmental 0.3%
Clean Harbors, Inc.^(a)
02/01/2031		6.375	%		372,000		369,033
GFL Environmental, Inc.^(a)
06/01/2025		4.250	%		1,809,000		1,768,194
08/01/2025		3.750	%		2,533,000		2,452,087
12/15/2026		5.125	%		1,425,000		1,382,475
08/01/2028		4.000	%		2,000,000		1,790,000
09/01/2028		3.500	%		2,070,000		1,855,530
GFL Environmental, Inc.^(a),(h)
01/15/2031		6.750	%		3,195,000		3,222,956
Waste Pro USA, Inc.^(a)
02/15/2026		5.500	%		5,139,000		4,848,381

Total							17,688,656

Finance Companies 0.8%
Navient Corp.
03/25/2024		6.125	%		2,057,000		2,058,617
06/25/2025		6.750	%		878,000		884,359
03/15/2027		5.000	%		2,610,000		2,436,165
03/15/2031		11.500	%		2,092,000		2,249,461
OneMain Finance Corp.
01/15/2029		9.000	%		2,920,000		3,015,833
09/15/2030		4.000	%		2,162,000		1,760,408


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Provident Funding Associates LP/Finance Corp.^(a)
06/15/2025		6.375	%		2,662,000		2,409,269
Quicken Loans LLC/Co-Issuer, Inc.^(a)
03/01/2029		3.625	%		4,226,000		3,722,988
03/01/2031		3.875	%		3,811,000		3,222,206
Rocket Mortgage LLC/Co-Issuer, Inc.^(a)
10/15/2033		4.000	%		19,824,000		16,017,922
Springleaf Finance Corp.
03/15/2024		6.125	%		2,011,000		2,010,599
11/15/2029		5.375	%		169,000		152,167
United Wholesale Mortgage LLC^(a)
04/15/2029		5.500	%		155,000		138,648

Total							40,078,642

Food and Beverage 1.7%
Bacardi Ltd.^(a)
05/15/2048		5.300	%		17,883,000		15,963,178
Constellation Brands, Inc.
05/01/2033		4.900	%		26,437,000		25,498,931
Darling Ingredients, Inc.^(a)
04/15/2027		5.250	%		2,845,000		2,764,004
FAGE International SA/USA Dairy Industry, Inc.^(a)
08/15/2026		5.625	%		10,218,000		9,924,030
Lamb Weston Holdings, Inc.^(a)
05/15/2028		4.875	%		893,000		854,063
01/31/2030		4.125	%		2,124,000		1,902,499
Post Holdings, Inc.^(a)
03/01/2027		5.750	%		2,432,000		2,390,521
01/15/2028		5.625	%		3,361,000		3,270,081
04/15/2030		4.625	%		1,287,000		1,149,690
09/15/2031		4.500	%		2,918,000		2,540,576
Primo Water Holdings, Inc.^(a)
04/30/2029		4.375	%		3,350,000		2,980,394
Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed^(a)
03/01/2029		4.625	%		5,005,000		4,154,150
Triton Water Holdings, Inc.^(a)
04/01/2029		6.250	%		3,519,000		3,013,312
Tyson Foods, Inc.
09/28/2048		5.100	%		1,991,000		1,680,009
US Foods, Inc.^(a)
09/15/2028		6.875	%		1,558,000		1,579,302
02/15/2029		4.750	%		967,000		896,631
06/01/2030		4.625	%		3,348,000		3,021,405
01/15/2032		7.250	%		1,450,000		1,482,875

Total							85,065,651

Gaming 1.0%
Boyd Gaming Corp.
12/01/2027		4.750	%		1,260,000		1,194,378


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Boyd Gaming Corp.^(a)
06/15/2031		4.750	%		2,548,000		2,256,909
Caesars Entertainment, Inc.^(a)
10/15/2029		4.625	%		5,516,000		4,846,104
02/15/2030		7.000	%		3,769,000		3,773,750
Churchill Downs, Inc.^(a)
01/15/2028		4.750	%		3,242,000		3,016,215
05/01/2031		6.750	%		1,149,000		1,128,871
Colt Merger Sub, Inc.^(a)
07/01/2025		5.750	%		4,172,000		4,152,285
07/01/2025		6.250	%		5,374,000		5,345,303
07/01/2027		8.125	%		2,714,000		2,763,813
International Game Technology PLC^(a)
02/15/2025		6.500	%		359,000		358,642
04/15/2026		4.125	%		1,446,000		1,379,185
Light & Wonder International, Inc.^(a)
09/01/2031		7.500	%		659,000		668,906
MGM Resorts International
05/01/2025		6.750	%		200,000		200,713
Midwest Gaming Borrower LLC^(a)
05/01/2029		4.875	%		4,992,000		4,467,195
Penn National Gaming, Inc.^(a)
01/15/2027		5.625	%		658,000		626,381
07/01/2029		4.125	%		2,177,000		1,812,569
Scientific Games Holdings LP/US FinCo, Inc.^(a)
03/01/2030		6.625	%		4,738,000		4,242,859
Scientific Games International, Inc.^(a)
05/15/2028		7.000	%		1,446,000		1,450,224
11/15/2029		7.250	%		2,450,000		2,467,039
Studio City Finance Ltd.^(a)
01/15/2029		5.000	%		4,000,000		3,106,893
Wynn Las Vegas LLC/Capital Corp.^(a)
03/01/2025		5.500	%		983,000		970,362

Total							50,228,596

Health Care 2.6%
Acadia Healthcare Co., Inc.^(a)
07/01/2028		5.500	%		2,220,000		2,133,820
04/15/2029		5.000	%		2,387,000		2,226,072
AdaptHealth LLC^(a)
03/01/2030		5.125	%		2,871,000		2,285,510
Avantor Funding, Inc.^(a)
07/15/2028		4.625	%		1,819,000		1,705,192
11/01/2029		3.875	%		4,553,000		4,033,269
Bausch & Lomb Escrow Corp.^(a)
10/01/2028		8.375	%		2,463,000		2,519,469
Becton Dickinson Euro Finance SARL
08/13/2041		1.336	%		EUR 1,835,000		1,245,674


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Catalent Pharma Solutions, Inc.^(a)
02/15/2029		3.125	%		586,000		490,783
04/01/2030		3.500	%		2,595,000		2,170,619
Charles River Laboratories International, Inc.^(a)
05/01/2028		4.250	%		455,000		421,557
03/15/2029		3.750	%		1,124,000		1,001,180
03/15/2031		4.000	%		975,000		849,282
CHS/Community Health Systems, Inc.^(a)
04/15/2029		6.875	%		2,712,000		1,600,080
05/15/2030		5.250	%		5,131,000		4,059,645
02/15/2031		4.750	%		3,273,000		2,431,271
CVS Health Corp.
07/20/2045		5.125	%		13,098,000		11,638,181
03/25/2048		5.050	%		11,250,000		9,871,322
HCA, Inc.
02/01/2029		5.875	%		2,135,000		2,154,429
09/01/2030		3.500	%		31,379,000		27,601,917
03/15/2052		4.625	%		5,635,000		4,454,384
Indigo Merger Sub, Inc.^(a)
07/15/2026		2.875	%		1,424,000		1,321,189
IQVIA, Inc.^(a)
10/15/2026		5.000	%		823,000		804,984
05/15/2027		5.000	%		1,864,000		1,809,895
05/15/2030		6.500	%		993,000		1,001,457
Mozart Debt Merger Sub, Inc.^(a)
04/01/2029		3.875	%		3,661,000		3,250,256
10/01/2029		5.250	%		8,935,000		8,109,056
Select Medical Corp.^(a)
08/15/2026		6.250	%		5,901,000		5,859,616
Star Parent, Inc.^(a)
10/01/2030		9.000	%		4,632,000		4,817,790
Surgery Center Holdings, Inc.^(a)
07/01/2025		6.750	%		917,000		912,273
04/15/2027		10.000	%		799,000		808,117
Tenet Healthcare Corp.
02/01/2027		6.250	%		4,235,000		4,215,955
11/01/2027		5.125	%		2,981,000		2,863,234
10/01/2028		6.125	%		3,349,000		3,245,399
01/15/2030		4.375	%		2,021,000		1,806,268
Tenet Healthcare Corp.^(a)
05/15/2031		6.750	%		4,207,000		4,211,937
US Acute Care Solutions LLC^(a)
03/01/2026		6.375	%		2,468,000		1,893,637

Total							131,824,719

Healthcare Insurance 0.7%
Aetna, Inc.
11/15/2042		4.125	%		2,786,000		2,173,148
08/15/2047		3.875	%		1,833,000		1,338,311


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Centene Corp.
10/15/2030		3.000	%		29,371,000		24,439,108
08/01/2031		2.625	%		7,507,000		5,962,298

Total							33,912,865

Home Construction 0.1%
Shea Homes LP/Funding Corp.
02/15/2028		4.750	%		3,237,000		3,014,224
Taylor Morrison Communities, Inc.^(a)
01/15/2028		5.750	%		1,294,000		1,259,240

Total							4,273,464

Independent Energy 0.9%
Baytex Energy Corp.^(a)
04/30/2030		8.500	%		2,803,000		2,863,106
Callon Petroleum Co.^(a)
08/01/2028		8.000	%		2,180,000		2,210,687
Civitas Resources, Inc.^(a)
07/01/2028		8.375	%		903,000		924,648
11/01/2030		8.625	%		804,000		834,150
07/01/2031		8.750	%		994,000		1,030,041
CNX Resources Corp.^(a)
03/14/2027		7.250	%		224,000		222,956
01/15/2029		6.000	%		3,110,000		2,966,027
Colgate Energy Partners III LLC^(a)
07/01/2029		5.875	%		8,555,000		8,178,391
CrownRock LP/Finance, Inc.^(a)
10/15/2025		5.625	%		2,383,000		2,364,338
05/01/2029		5.000	%		3,825,000		3,672,579
Hilcorp Energy I LP/Finance Co.^(a)
11/01/2028		6.250	%		2,935,000		2,858,315
02/01/2029		5.750	%		3,120,000		2,932,215
11/01/2033		8.375	%		1,726,000		1,778,093
Matador Resources Co.
09/15/2026		5.875	%		3,620,000		3,560,722
Matador Resources Co.^(a)
04/15/2028		6.875	%		1,212,000		1,218,298
Permian Resources Operating LLC^(a)
01/15/2032		7.000	%		3,385,000		3,393,698
Southwestern Energy Co.
02/01/2029		5.375	%		938,000		892,834
02/01/2032		4.750	%		4,519,000		4,037,365

Total							45,938,463

Integrated Energy 0.0%
Cenovus Energy, Inc.
02/15/2052		3.750	%		888,000		615,910


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Leisure 0.7%
Carnival Corp.^(a)
03/01/2026		7.625	%		3,212,000		3,229,212
03/01/2027		5.750	%		1,069,000		1,015,043
08/15/2029		7.000	%		2,146,000		2,190,246
Carnival Holdings Bermuda Ltd.^(a)
05/01/2028		10.375	%		3,079,000		3,347,976
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op^(a)
05/01/2025		5.500	%		2,418,000		2,411,123
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op
04/15/2027		5.375	%		633,000		613,930
10/01/2028		6.500	%		782,000		769,892
Cinemark USA, Inc.^(a)
03/15/2026		5.875	%		3,120,000		3,028,321
Live Nation Entertainment, Inc.^(a)
03/15/2026		5.625	%		639,000		624,363
NCL Corp., Ltd.^(a)
03/15/2026		5.875	%		1,810,000		1,713,601
02/15/2027		5.875	%		1,143,000		1,106,632
Royal Caribbean Cruises Ltd.^(a)
08/31/2026		5.500	%		1,855,000		1,805,772
07/15/2027		5.375	%		556,000		535,241
01/15/2029		9.250	%		595,000		632,852
01/15/2030		7.250	%		6,421,000		6,539,528
Six Flags Entertainment Corp.^(a)
05/15/2031		7.250	%		1,765,000		1,701,143
Viking Cruises Ltd.^(a)
09/15/2027		5.875	%		2,281,000		2,151,132
07/15/2031		9.125	%		960,000		1,003,200

Total							34,419,207

Life Insurance 0.5%
Peachtree Corners Funding Trust^(a)
02/15/2025		3.976	%		25,683,000		25,063,297

Lodging 0.1%
Hilton Domestic Operating Co., Inc.^(a)
05/01/2025		5.375	%		966,000		960,443
Wyndham Hotels & Resorts, Inc.^(a)
08/15/2028		4.375	%		1,955,000		1,799,473

Total							2,759,916

Media and Entertainment 1.4%
Clear Channel International BV^(a)
08/01/2025		6.625	%		2,640,000		2,602,129
Clear Channel Outdoor Holdings, Inc.^(a)
09/15/2028		9.000	%		2,354,000		2,377,926
06/01/2029		7.500	%		5,565,000		4,383,297


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate				Principal Amount ($)		Value ($)
Clear Channel Worldwide Holdings, Inc.^(a)
08/15/2027		5.125	%			5,838,000		5,411,674
iHeartCommunications, Inc.
05/01/2026		6.375	%			2,975,936		2,533,040
05/01/2027		8.375	%			3,336,000		2,334,229
iHeartCommunications, Inc.^(a)
08/15/2027		5.250	%			7,572,000		5,813,609
Netflix, Inc.
05/15/2029		4.625	%	EUR		3,491,000		3,945,801
Outfront Media Capital LLC/Corp.^(a)
08/15/2027		5.000	%			3,572,000		3,367,693
01/15/2029		4.250	%			811,000		701,038
03/15/2030		4.625	%			2,185,000		1,875,850
02/15/2031		7.375	%			696,000		713,854
Playtika Holding Corp.^(a)
03/15/2029		4.250	%			5,545,000		4,701,995
Roblox Corp.^(a)
05/01/2030		3.875	%			5,315,000		4,566,526
Univision Communications, Inc.^(a)
08/15/2028		8.000	%			592,000		598,536
05/01/2029		4.500	%			2,385,000		2,091,978
06/30/2030		7.375	%			1,319,000		1,297,105
Warnermedia Holdings, Inc.
03/15/2062		5.391	%			29,791,000		23,722,339

Total								73,038,619

Metals and Mining 0.5%
Allegheny Technologies, Inc.
10/01/2029		4.875	%			818,000		732,582
10/01/2031		5.125	%			3,121,000		2,752,706
Constellium SE^(a)
06/15/2028		5.625	%			2,490,000		2,381,852
04/15/2029		3.750	%			8,908,000		7,783,159
Hudbay Minerals, Inc.^(a)
04/01/2026		4.500	%			1,464,000		1,394,933
04/01/2029		6.125	%			6,673,000		6,330,129
Kaiser Aluminum Corp.^(a)
06/01/2031		4.500	%			1,804,000		1,458,133
Novelis Corp.^(a)
11/15/2026		3.250	%			1,369,000		1,256,953
01/30/2030		4.750	%			2,010,000		1,826,320
08/15/2031		3.875	%			1,651,000		1,397,026

Total								27,313,793

Midstream 2.9%
CNX Midstream Partners LP^(a)
04/15/2030		4.750	%			3,532,000		3,077,059
DCP Midstream Operating LP
04/01/2044		5.600	%			1,252,000		1,164,314


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Delek Logistics Partners LP/Finance Corp.
05/15/2025		6.750	%		1,292,000		1,280,983
DT Midstream, Inc.^(a)
06/15/2029		4.125	%		1,588,000		1,425,648
06/15/2031		4.375	%		3,897,000		3,424,210
EQM Midstream Partners LP^(a)
07/01/2025		6.000	%		2,976,000		2,953,386
07/01/2027		6.500	%		1,236,000		1,239,115
01/15/2029		4.500	%		1,639,000		1,499,016
01/15/2031		4.750	%		5,225,000		4,655,384
EQM Midstream Partners LP
07/15/2048		6.500	%		5,051,000		4,645,573
Galaxy Pipeline Assets Bidco Ltd.^(a)
03/31/2036		2.625	%		12,000,000		9,548,674
09/30/2040		3.250	%		3,925,000		2,907,060
Greensaif Pipelines Bidco Sarl^(a)
02/23/2038		6.129	%		2,912,000		2,911,200
Holly Energy Partners LP/Finance Corp.^(a)
04/15/2027		6.375	%		1,936,000		1,908,138
02/01/2028		5.000	%		1,667,000		1,549,809
Kinder Morgan Energy Partners LP
09/01/2044		5.400	%		7,382,000		6,471,754
Kinder Morgan, Inc.
02/15/2046		5.050	%		3,954,000		3,317,902
NuStar Logistics LP
10/01/2025		5.750	%		4,717,000		4,699,826
06/01/2026		6.000	%		3,288,000		3,279,354
04/28/2027		5.625	%		1,573,000		1,548,011
Plains All American Pipeline LP/Finance Corp.
06/15/2044		4.700	%		26,497,000		20,918,354
TransMontaigne Partners LP/TLP Finance Corp.
02/15/2026		6.125	%		3,318,000		2,894,297
Venture Global Calcasieu Pass LLC^(a)
08/15/2029		3.875	%		4,429,000		3,889,916
08/15/2031		4.125	%		8,868,000		7,651,061
11/01/2033		3.875	%		14,638,000		11,967,108
Venture Global LNG, Inc.^(a)
02/01/2029		9.500	%		2,432,000		2,511,737
06/01/2031		8.375	%		2,038,000		2,010,010
02/01/2032		9.875	%		2,466,000		2,526,327
Western Midstream Operating LP
01/15/2029		6.350	%		3,871,000		3,977,230
Western Midstream Operating LP^(j)
02/01/2050		5.250	%		9,650,000		8,044,698
Williams Companies, Inc. (The)
08/15/2028		5.300	%		15,596,000		15,578,447

Total							145,475,601


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate				Principal Amount ($)		Value ($)
Natural Gas 0.2%
NiSource, Inc.
05/01/2030		3.600	%			6,399,000		5,749,028
05/15/2047		4.375	%			6,880,000		5,513,451

Total								11,262,479

Oil Field Services 0.2%
Nabors Industries Ltd.^(a)
01/15/2026		7.250	%			2,998,000		2,865,875
01/15/2028		7.500	%			1,217,000		1,078,599
Nabors Industries, Inc.^(a)
05/15/2027		7.375	%			1,151,000		1,112,966
01/31/2030		9.125	%			1,147,000		1,150,052
Transocean Aquila Ltd.^(a)
09/30/2028		8.000	%			2,945,000		2,948,488
Transocean Titan Financing Ltd.^(a)
02/01/2028		8.375	%			3,118,000		3,188,202

Total								12,344,182

Other Industry 0.0%
Booz Allen Hamilton, Inc.^(a)
09/01/2028		3.875	%			1,358,000		1,250,093
Hillenbrand, Inc.
03/01/2031		3.750	%			1,167,000		967,794

Total								2,217,887

Other REIT 0.5%
Blackstone Mortgage Trust, Inc.^(a)
01/15/2027		3.750	%			2,997,000		2,633,365
Digital Dutch Finco BV^(a)
03/15/2030		1.500	%	EUR		3,469,000		3,157,288
Ladder Capital Finance Holdings LLLP/Corp.^(a)
10/01/2025		5.250	%			3,838,000		3,722,860
02/01/2027		4.250	%			1,293,000		1,193,146
06/15/2029		4.750	%			5,315,000		4,625,183
Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer^(a)
10/01/2028		5.875	%			1,816,000		1,717,507
Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer^(a)
05/15/2029		4.875	%			1,571,000		1,400,779
RHP Hotel Properties LP/Finance Corp.^(a)
07/15/2028		7.250	%			616,000		628,398
02/15/2029		4.500	%			860,000		775,982
RLJ Lodging Trust LP^(a)
07/01/2026		3.750	%			1,102,000		1,029,904
Service Properties Trust
03/15/2024		4.650	%			957,000		956,382


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Service Properties Trust^(a)
11/15/2031		8.625	%		1,493,000		1,530,955

Total							23,371,749

Packaging 0.4%
Ardagh Metal Packaging Finance USA LLC/PLC^(a)
06/15/2027		6.000	%		2,547,000		2,471,884
09/01/2029		4.000	%		6,252,000		4,968,786
Ardagh Packaging Finance PLC/Holdings USA, Inc.^(a)
08/15/2026		4.125	%		1,940,000		1,719,762
Ball Corp.
06/15/2029		6.000	%		2,135,000		2,129,615
Berry Global, Inc.^(a)
04/15/2028		5.500	%		115,000		113,322
Canpack SA/Eastern PA Land Investment Holding LLC^(a)
11/01/2025		3.125	%		1,018,000		949,838
Canpack SA/US LLC^(a)
11/15/2029		3.875	%		3,538,000		2,972,545
Trivium Packaging Finance BV^(a)
08/15/2026		5.500	%		3,592,000		3,455,235
08/15/2027		8.500	%		1,408,000		1,279,553

Total							20,060,540

Pharmaceuticals 0.9%
1375209 BC Ltd.^(a)
01/30/2028		9.000	%		443,000		427,529
Amgen, Inc.
03/02/2063		5.750	%		13,131,000		12,865,124
Bausch Health Companies, Inc.^(a)
02/01/2027		6.125	%		2,070,000		1,160,096
06/01/2028		4.875	%		2,868,000		1,458,666
09/30/2028		11.000	%		789,000		492,916
10/15/2030		14.000	%		156,000		81,209
Grifols Escrow Issuer SA^(a)
10/15/2028		4.750	%		1,726,000		1,526,020
Jazz Securities DAC^(a)
01/15/2029		4.375	%		2,600,000		2,341,008
Organon Finance 1 LLC^(a)
04/30/2028		4.125	%		2,484,000		2,205,202
04/30/2031		5.125	%		4,257,000		3,352,731
Pfizer Investment Enterprises Pte., Ltd.
05/19/2033		4.750	%		22,696,000		22,069,568

Total							47,980,069


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Property & Casualty 0.8%
Alliant Holdings Intermediate LLC/Co-Issuer^(a)
10/15/2027		4.250	%		1,693,000		1,568,737
10/15/2027		6.750	%		3,396,000		3,257,383
04/15/2028		6.750	%		7,004,000		6,993,906
11/01/2029		5.875	%		2,406,000		2,185,563
AssuredPartners, Inc.^(a)
08/15/2025		7.000	%		1,488,000		1,487,893
01/15/2029		5.625	%		2,393,000		2,142,710
Berkshire Hathaway Finance Corp.
03/15/2052		3.850	%		1,177,000		920,554
BroadStreet Partners, Inc.^(a)
04/15/2029		5.875	%		4,020,000		3,646,972
GTCR AP Finance, Inc.^(a)
05/15/2027		8.000	%		2,295,000		2,292,033
HUB International Ltd.^(a)
05/01/2026		7.000	%		3,699,000		3,682,759
HUB International, Ltd.^(a)
06/15/2030		7.250	%		8,556,000		8,778,853
USI, Inc.^(a)
05/01/2025		6.875	%		1,534,000		1,522,495

Total							38,479,858

Railroads 0.3%
Norfolk Southern Corp.
08/01/2030		5.050	%		13,160,000		13,086,789

Restaurants 0.3%
1011778 BC ULC/New Red Finance, Inc.^(a)
04/15/2025		5.750	%		2,011,000		2,010,121
01/15/2028		3.875	%		3,236,000		2,979,212
Fertitta Entertainment LLC/Finance Co., Inc.^(a)
01/15/2029		4.625	%		1,305,000		1,157,866
01/15/2030		6.750	%		2,452,000		2,069,046
IRB Holding Corp.^(a)
06/15/2025		7.000	%		3,646,000		3,648,165
Yum! Brands, Inc.
04/01/2032		5.375	%		2,405,000		2,272,109

Total							14,136,519

Retailers 1.1%
Asbury Automotive Group, Inc.^(a)
11/15/2029		4.625	%		701,000		631,186
02/15/2032		5.000	%		701,000		611,754
Group 1 Automotive, Inc.^(a)
08/15/2028		4.000	%		999,000		899,916
Hanesbrands, Inc.^(a)
05/15/2026		4.875	%		645,000		607,251
02/15/2031		9.000	%		3,007,000		2,850,789


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
L Brands, Inc.^(a)
07/01/2025		9.375	%		485,000		505,973
L Brands, Inc.
02/01/2028		5.250	%		1,053,000		1,011,321
11/01/2035		6.875	%		2,968,000		2,807,426
LCM Investments Holdings II LLC^(a)
05/01/2029		4.875	%		3,325,000		2,904,545
08/01/2031		8.250	%		1,725,000		1,738,880
Lithia Motors, Inc.^(a)
01/15/2031		4.375	%		1,325,000		1,141,090
Lowe’s Companies, Inc.
04/01/2062		4.450	%		5,099,000		3,942,394
09/15/2062		5.800	%		30,874,000		29,804,007
PetSmart, Inc./Finance Corp.^(a)
02/15/2028		4.750	%		3,253,000		2,984,399
02/15/2029		7.750	%		2,190,000		2,064,705
Wolverine World Wide, Inc.^(a)
08/15/2029		4.000	%		3,442,000		2,642,455

Total							57,148,091

Supermarkets 0.1%
Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC^(a)
03/15/2026		7.500	%		1,085,000		1,104,447
Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC^(a)
03/15/2026		3.250	%		2,743,000		2,577,329

Total							3,681,776

Technology 2.5%
Black Knight InfoServ LLC^(a)
09/01/2028		3.625	%		2,302,000		2,147,035
Block, Inc.
06/01/2026		2.750	%		1,714,000		1,581,096
06/01/2031		3.500	%		1,723,000		1,441,817
Boxer Parent Co., Inc.^(a)
10/02/2025		7.125	%		447,000		446,314
Broadcom, Inc.^(a)
11/15/2036		3.187	%		18,394,000		14,050,635
Camelot Finance SA^(a)
11/01/2026		4.500	%		924,000		876,866
Central Parent LLC/CDK Global II LLC/Financing, Co., Inc.^(a)
06/15/2029		8.000	%		534,000		547,964
Central Parent, Inc./CDK Global, Inc.^(a)
06/15/2029		7.250	%		1,434,000		1,430,615
Clarivate Science Holdings Corp.^(a)
07/01/2028		3.875	%		1,277,000		1,153,747
07/01/2029		4.875	%		4,288,000		3,837,996
Cloud Software Group, Inc.^(a)
09/30/2029		9.000	%		4,718,000		4,243,849


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
CommScope Technologies LLC^(a)
06/15/2025		6.000	%		1,385,000		1,087,495
Condor Merger Sub, Inc.^(a)
02/15/2030		7.375	%		5,020,000		4,339,347
Entegris Escrow Corp.^(a)
04/15/2029		4.750	%		2,603,000		2,459,901
06/15/2030		5.950	%		3,323,000		3,209,923
Gartner, Inc.^(a)
07/01/2028		4.500	%		1,484,000		1,391,871
GTCR W-2 Merger Sub LLC^(a)
01/15/2031		7.500	%		5,889,000		5,998,455
HealthEquity, Inc.^(a)
10/01/2029		4.500	%		3,398,000		3,064,927
Helios Software Holdings, Inc.^(a)
05/01/2028		4.625	%		2,367,000		2,067,254
ION Trading Technologies Sarl^(a)
05/15/2028		5.750	%		2,698,000		2,292,986
Iron Mountain, Inc.^(a)
09/15/2027		4.875	%		4,523,000		4,285,785
09/15/2029		4.875	%		664,000		606,887
07/15/2030		5.250	%		2,592,000		2,373,051
Logan Merger Sub, Inc.^(a)
09/01/2027		5.500	%		6,448,000		3,793,904
Minerva Merger Sub, Inc.^(a)
02/15/2030		6.500	%		5,010,000		4,348,465
NCR Atleos Escrow Corp.^(a)
04/01/2029		9.500	%		4,635,000		4,788,759
NCR Corp.^(a)
10/01/2028		5.000	%		3,666,000		3,346,026
04/15/2029		5.125	%		4,746,000		4,346,528
10/01/2030		5.250	%		1,296,000		1,142,306
Neptune Bidco US, Inc.^(a)
04/15/2029		9.290	%		3,953,000		3,683,936
NXP BV/Funding LLC/USA, Inc.
05/01/2030		3.400	%		2,210,000		1,948,172
01/15/2033		5.000	%		7,610,000		7,267,904
Picard Midco, Inc.^(a)
03/31/2029		6.500	%		6,546,000		6,031,294
PTC, Inc.^(a)
02/15/2025		3.625	%		349,000		339,380
Seagate HDD Cayman^(a)
12/15/2029		8.250	%		2,217,000		2,361,108
07/15/2031		8.500	%		1,269,000		1,355,455
Sensata Technologies BV^(a)
09/01/2030		5.875	%		2,018,000		1,935,217
Shift4 Payments LLC/Finance Sub, Inc.^(a)
11/01/2026		4.625	%		5,103,000		4,847,021


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Synaptics, Inc.^(a)
06/15/2029		4.000	%		2,951,000		2,580,474
Tempo Acquisition LLC/Finance Corp.^(a)
06/01/2025		5.750	%		725,000		717,363
Verscend Escrow Corp.^(a)
08/15/2026		9.750	%		4,004,000		4,021,234
ZoomInfo Technologies LLC/Finance Corp.^(a)
02/01/2029		3.875	%		6,273,000		5,411,732

Total							129,202,094

Transportation Services 0.3%
ERAC USA Finance LLC^(a)
05/01/2028		4.600	%		13,488,000		13,133,932

Wireless 1.1%
Altice France Holding SA^(a)
02/15/2028		6.000	%		3,633,000		1,466,145
Altice France SA^(a)
07/15/2029		5.125	%		7,286,000		5,200,973
10/15/2029		5.500	%		1,316,000		946,072
American Tower Corp.
08/15/2029		3.800	%		6,411,000		5,884,641
Millicom International Cellular SA^(a)
03/25/2029		6.250	%		2,700,000		2,500,555
SBA Communications Corp.
02/15/2027		3.875	%		1,176,000		1,107,006
02/01/2029		3.125	%		5,224,000		4,548,247
Sprint Capital Corp.
11/15/2028		6.875	%		3,098,000		3,279,755
Sprint Corp.
06/15/2024		7.125	%		831,000		835,320
T-Mobile US, Inc.
02/15/2031		2.875	%		23,582,000		19,984,839
04/15/2031		3.500	%		7,900,000		6,953,254
Vmed O2 UK Financing I PLC^(a)
01/31/2031		4.250	%		931,000		782,155
07/15/2031		4.750	%		3,870,000		3,305,751

Total							56,794,713

Wirelines 0.7%
Frontier Communications Corp.^(a)
05/01/2028		5.000	%		1,941,000		1,742,034
Frontier Communications Holdings LLC^(a)
05/15/2030		8.750	%		822,000		820,414
03/15/2031		8.625	%		2,232,000		2,200,021
Iliad Holding SAS^(a)
10/15/2026		6.500	%		6,276,000		6,115,723
10/15/2028		7.000	%		5,063,000		4,846,002


Corporate Bonds & Notes^(g)(continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Verizon Communications, Inc.
03/21/2031		2.550	%		26,416,000		21,921,391

Total							37,645,585

Total Corporate Bonds & Notes (Cost $2,300,153,840)							2,150,707,229


Foreign Government Obligations^(g),(k)7.0%
Angola 0.2%
Angolan Government International Bond^(a)
11/26/2029		8.000	%		10,040,000		8,465,035

Argentina 0.0%
Argentine Republic Government International Bond
07/09/2029		1.000	%		9,405		3,403
Argentine Republic Government International Bond^(j)
07/09/2030		0.750	%		85,626		31,689
07/09/2035		1.500	%		156,873		50,914

Total							86,006

Brazil 0.2%
Brazilian Government International Bond
06/12/2030		3.875	%		2,024,000		1,806,877
01/07/2041		5.625	%		11,000,000		9,585,515

Total							11,392,392

Canada 0.2%
MEGlobal Canada ULC^(a)
05/18/2025		5.000	%		4,950,000		4,857,563
NOVA Chemicals Corp.^(a)
05/01/2025		5.000	%		2,058,000		1,999,924
06/01/2027		5.250	%		3,264,000		2,936,882
11/15/2028		8.500	%		880,000		909,431
05/15/2029		4.250	%		2,216,000		1,751,233

Total							12,455,033

Colombia 0.2%
Colombia Government International Bond
06/15/2045		5.000	%		5,000,000		3,538,225
05/15/2049		5.200	%		7,147,000		5,070,553

Total							8,608,778

Dominican Republic 0.4%
Dominican Republic International Bond^(a)
01/25/2027		5.950	%		4,475,000		4,404,855
01/30/2030		4.500	%		2,295,000		2,029,247
09/23/2032		4.875	%		500,000		431,931
04/30/2044		7.450	%		7,900,000		7,825,590
01/27/2045		6.850	%		4,881,000		4,536,156

Total							19,227,779


Foreign Government Obligations^(g),(k)(continued)

Issuer	Coupon Rate				Principal Amount ($)		Value ($)
Egypt 0.3%
Egypt Government International Bond^(a)
04/16/2030		5.625	%	EUR		6,600,000		4,309,866
02/16/2031		5.875	%			1,000,000		598,327
05/29/2032		7.625	%			8,162,000		5,186,737
01/31/2047		8.500	%			5,700,000		3,265,766
02/21/2048		7.903	%			3,000,000		1,650,201
03/01/2049		8.700	%			965,000		552,547

Total								15,563,444

Hungary 0.3%
Hungary Government International Bond^(a)
09/22/2031		2.125	%			20,100,000		15,484,811

India 0.7%
Export-Import Bank of India^(a)
01/15/2030		3.250	%			6,200,000		5,452,113
India Government Bond
02/06/2033		7.260	%	INR		1,972,730,000		23,552,970
Indian Railway Finance Corp., Ltd.^(a)
02/10/2031		2.800	%			7,000,000		5,782,590

Total								34,787,673

Indonesia 0.7%
Indonesia Asahan Aluminium Persero PT^(a)
05/15/2050		5.800	%			6,000,000		5,224,254
Indonesia Government International Bond^(a)
01/15/2045		5.125	%			3,600,000		3,458,682
Indonesia Treasury Bond
04/15/2027		5.125	%	IDR		227,007,000,000		14,002,301
04/15/2039		8.375	%	IDR		68,305,000,000		5,028,516
PT Pertamina Persero^(a)
05/30/2044		6.450	%			10,066,000		10,135,411

Total								37,849,164

Ivory Coast 0.2%
Ivory Coast Government International Bond^(a)
01/30/2032		4.875	%	EUR		9,275,000		8,183,371
06/15/2033		6.125	%			3,847,000		3,377,728

Total								11,561,099

Kazakhstan 0.1%
KazMunayGas National Co., JSC^(a)
10/24/2048		6.375	%			4,000,000		3,412,251

Malaysia 0.1%
Petronas Capital Ltd.^(a)
04/21/2030		3.500	%			4,800,000		4,376,099


Foreign Government Obligations^(g),(k)(continued)

Issuer	Coupon Rate				Principal Amount ($)		Value ($)
Mexico 1.1%
Mexico Government International Bond
04/16/2030		3.250	%			4,000,000		3,517,207
05/29/2031		7.750	%	MXN		446,370,000		23,475,202
08/14/2041		4.280	%			300,000		234,624
Petroleos Mexicanos
03/13/2027		6.500	%			7,689,000		6,928,062
02/12/2028		5.350	%			4,594,000		3,818,110
01/28/2031		5.950	%			2,235,000		1,675,460
02/16/2032		6.700	%			12,449,000		9,699,564
09/21/2047		6.750	%			522,000		319,212
01/23/2050		7.690	%			7,750,000		5,144,645

Total								54,812,086

Oman 0.1%
Oman Government International Bond^(a)
01/17/2048		6.750	%			6,506,000		6,342,328
Oman Sovereign Sukuk Co.^(a)
06/01/2024		4.397	%			500,000		495,533

Total								6,837,861

Panama 0.1%
Panama Government International Bond
01/19/2033		3.298	%			6,779,000		5,134,646

Paraguay 0.1%
Paraguay Government International Bond^(a)
03/27/2027		4.700	%			2,000,000		1,944,307
08/11/2044		6.100	%			2,939,000		2,693,131

Total								4,637,438

Qatar 0.4%
Qatar Government International Bond^(a)
04/16/2030		3.750	%			2,000,000		1,898,404
03/14/2049		4.817	%			15,614,000		13,920,369
Qatar Petroleum^(a)
07/12/2031		2.250	%			6,077,000		4,984,590

Total								20,803,363

Romania 0.2%
Romanian Government International Bond^(a)
01/28/2050		3.375	%	EUR		12,000,000		8,124,157
02/14/2051		4.000	%			2,246,000		1,482,777

Total								9,606,934

Saudi Arabia 0.4%
Saudi Arabian Oil Co.^(a)
11/24/2030		2.250	%			15,163,000		12,511,200


Foreign Government Obligations^(g),(k)(continued)

Issuer	Coupon Rate				Principal Amount ($)		Value ($)
Saudi Government International Bond^(a)
10/22/2030		3.250	%			3,000,000		2,687,556
04/17/2049		5.000	%			5,000,000		4,344,267

Total								19,543,023

South Africa 0.2%
Republic of South Africa Government Bond
01/31/2030		8.000	%	ZAR		219,595,663		10,606,038

South Korea 0.5%
Korea Treasury Bond
03/10/2028		3.250	%	KRW		31,900,000,000		24,532,221

United Arab Emirates 0.3%
DP World Crescent Ltd.^(a)
07/18/2029		3.875	%			5,600,000		5,159,786
DP World Ltd.^(a)
09/25/2048		5.625	%			6,091,000		5,405,044
DP World PLC^(a)
07/02/2037		6.850	%			3,650,000		3,850,331
09/30/2049		4.700	%			2,000,000		1,559,650

Total								15,974,811

Total Foreign Government Obligations (Cost $395,562,857)								355,757,985


Residential Mortgage-Backed Securities - Agency 35.3%
Federal Home Loan Mortgage Corp.
05/01/2052		3.000	%			59,637,476		50,698,754
08/01/2052		4.000	%			27,942,149		25,652,442
Federal Home Loan Mortgage Corp.^(l)
CMO Series 304 Class C69
12/15/2042		4.000	%			2,280,420		441,654
CMO Series 4147 Class CI
01/15/2041		3.500	%			1,371,918		44,344
Federal Home Loan Mortgage Corp.^(b),(l)
CMO Series 318 Class S1
-1.0 x 30-day Average
SOFR + 5.836%
Cap 5.950%
11/15/2043		0.512	%			4,292,693		371,830
CMO Series 4620 Class AS
-1.0 x 30-day Average
SOFR + 0.554%
11/15/2042		0.000	%			7,586,210		445,138
CMO Series 4903 Class SA
-1.0 x 30-day Average
SOFR + 5.936%
Cap 6.050%
08/25/2049		0.607	%			23,714,386		2,228,495


Residential Mortgage-Backed Securities - Agency (continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
CMO STRIPS Series 326 Class S1
-1.0 x 30-day Average
SOFR + 5.886%
Cap 6.000%
03/15/2044		0.562	%		766,048		66,604
Federal Home Loan Mortgage Corp.^(d),(l)
CMO Series 4515 Class SA
08/15/2038		0.000	%		3,401,374		142,385
Federal Home Loan Mortgage Corp. REMICS^(l)
CMO Series 5051 Class KI
12/25/2050		2.500	%		35,611,949		5,589,349
CMO Series 5192 Class PI
10/25/2051		2.500	%		59,359,678		6,564,474
CMO Series 5198 Class KI
02/25/2052		3.000	%		41,044,590		7,638,476
Federal National Mortgage Association
08/01/2032-
04/01/2052		3.000	%		90,704,668		77,609,788
05/01/2052-
06/01/2052		3.500	%		186,512,924		165,766,289
10/01/2053		5.500	%		37,355,451		36,997,655
Federal National Mortgage Association^(d),(l)
CMO Series 2006-5 Class N1
08/25/2034		0.000	%		2,623,223		26
Federal National Mortgage Association^(l)
CMO Series 2012-129 Class IC
01/25/2041		3.500	%		782,664		32,358
CMO Series 2012-131 Class MI
01/25/2040		3.500	%		985,424		33,457
CMO Series 2012-133 Class EI
07/25/2031		3.500	%		123,986		719
CMO Series 2013-1 Class AI
02/25/2043		3.500	%		1,583,236		212,952
Federal National Mortgage Association^(b),(l)
CMO Series 2013-101 Class CS
-1.0 x 30-day Average
SOFR + 5.786%
Cap 5.900%
10/25/2043		0.457	%		6,036,201		522,333
CMO Series 2014-93 Class ES
-1.0 x 30-day Average
SOFR + 6.036%
Cap 6.150%
01/25/2045		0.707	%		10,170,447		1,123,490
CMO Series 2016-26 Class SA
-1.0 x 30-day Average
SOFR + 5.936%
Cap 6.050%
05/25/2046		0.607	%		9,337,350		1,206,921


Residential Mortgage-Backed Securities - Agency (continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
CMO Series 2016-31 Class VS
-1.0 x 30-day Average
SOFR + 5.886%
Cap 6.000%
06/25/2046		0.557	%		5,978,677		584,382
CMO Series 2016-42 Class SB
-1.0 x 30-day Average
SOFR + 5.886%
Cap 6.000%
07/25/2046		0.557	%		21,402,699		2,305,775
CMO Series 2017-47 Class SE
-1.0 x 30-day Average
SOFR + 5.986%
Cap 6.100%
06/25/2047		0.657	%		6,875,435		974,967
CMO Series 2017-56 Class SB
-1.0 x 30-day Average
SOFR + 6.036%
Cap 6.150%
07/25/2047		0.707	%		22,933,354		2,862,509
CMO Series 2018-76 Class SN
-1.0 x 30-day Average
SOFR + 6.036%
Cap 6.150%
10/25/2048		0.707	%		7,540,867		813,310
CMO Series 2019-67 Class SE
-1.0 x 30-day Average
SOFR + 5.936%
Cap 6.050%
11/25/2049		0.607	%		20,860,252		2,799,367
CMO Series 2019-8 Class SG
-1.0 x 30-day Average
SOFR + 5.886%
Cap 6.000%
03/25/2049		0.557	%		21,535,179		1,844,787
Federal National Mortgage Association REMICS^(l)
CMO Series 2020-77 Class IL
11/25/2050		2.500	%		34,112,103		4,915,209
Federal National Mortgage Association REMICS^(b),(l)
CMO Series 2023-61 Class GS
-1.0 x 30-day Average
SOFR + 5.700%
Cap 5.700%
12/25/2053		0.373	%		163,736,401		8,368,600
Freddie Mac REMICS^(l)
CMO Series 5287 Class NI
05/25/2051		3.500	%		39,414,574		7,542,818
Government National Mortgage Association
08/15/2031		7.000	%		12,339		12,480
04/15/2034		5.000	%		77,619		76,641


Residential Mortgage-Backed Securities - Agency (continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Government National Mortgage Association^(l)
CMO Series 2014-190 Class AI
12/20/2038		3.500	%		6,462,675		484,583
CMO Series 2020-138 Class GI
09/20/2050		3.000	%		34,000,072		5,421,767
CMO Series 2020-191 Class UG
12/20/2050		3.500	%		40,184,438		6,477,426
CMO Series 2021-140 Class IW
08/20/2051		3.500	%		46,760,317		8,532,051
CMO Series 2021-57 Class KI
03/20/2051		3.500	%		43,685,220		7,125,304
CMO Series 2021-89 Class IO
05/20/2051		3.000	%		49,580,011		7,957,894
Government National Mortgage Association^(b),(l)
CMO Series 2016-20 Class SQ
-1.0 x 1-month Term SOFR
+ 5.986%
Cap 6.100%
02/20/2046		0.654	%		9,380,214		846,837
CMO Series 2017-129 Class SA
-1.0 x 1-month Term SOFR
+ 6.086%
Cap 6.200%
08/20/2047		0.754	%		7,489,891		707,211
CMO Series 2017-133 Class SM
-1.0 x 1-month Term SOFR
+ 6.136%
Cap 6.250%
09/20/2047		0.804	%		8,383,178		747,115
CMO Series 2017-141 Class ES
-1.0 x 1-month Term SOFR
+ 6.086%
Cap 6.200%
09/20/2047		0.754	%		11,335,731		1,220,591
CMO Series 2018-124 Class SA
-1.0 x 1-month Term SOFR
+ 6.086%
Cap 6.200%
09/20/2048		0.754	%		13,570,537		1,174,683
CMO Series 2018-155 Class ES
-1.0 x 1-month Term SOFR
+ 5.986%
Cap 6.100%
11/20/2048		0.654	%		10,817,680		884,439
CMO Series 2018-168 Class SA
-1.0 x 1-month Term SOFR
+ 5.986%
Cap 6.100%
12/20/2048		0.654	%		9,421,435		960,176


Residential Mortgage-Backed Securities - Agency (continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
CMO Series 2018-67 Class SP
-1.0 x 1-month Term SOFR
+ 6.086%
Cap 6.200%
05/20/2048		0.754	%		8,238,452		723,786
CMO Series 2019-152 Class BS
-1.0 x 1-month Term SOFR
+ 5.936%
Cap 6.050%
12/20/2049		0.605	%		21,876,085		1,894,084
CMO Series 2019-23 Class LS
-1.0 x 1-month Term SOFR
+ 5.936%
Cap 6.050%
02/20/2049		0.605	%		6,370,135		569,746
CMO Series 2019-23 Class QS
-1.0 x 1-month Term SOFR
+ 6.164%
Cap 6.050%
02/20/2049		0.605	%		18,301,078		1,636,111
CMO Series 2019-29 Class DS
-1.0 x 1-month Term SOFR
+ 5.936%
Cap 6.050%
03/20/2049		0.605	%		15,122,495		1,088,030
CMO Series 2019-41 Class AS
-1.0 x 1-month Term SOFR
+ 5.936%
Cap 6.050%
03/20/2049		0.605	%		14,743,955		1,296,797
CMO Series 2019-5 Class SH
-1.0 x 1-month Term SOFR
+ 6.036%
Cap 6.150%
01/20/2049		0.705	%		10,020,557		919,230
CMO Series 2019-59 Class JS
-1.0 x 1-month Term SOFR
+ 6.036%
Cap 6.150%
05/20/2049		0.705	%		9,612,655		879,008
CMO Series 2020-101 Class SA
-1.0 x 1-month Term SOFR
+ 6.086%
Cap 6.200%
07/20/2050		0.754	%		57,520,682		6,487,637
CMO Series 2020-61 Class SM
-1.0 x 1-month Term SOFR
+ 6.486%
Cap 6.600%
07/20/2043		1.155	%		38,755,632		4,893,565


Residential Mortgage-Backed Securities - Agency (continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
CMO Series 2021-155 Class SG
-1.0 x 1-month Term SOFR
+ 6.186%
Cap 6.300%
09/20/2051		0.855	%		45,982,211		5,171,509
CMO Series 2022-90 Class SD
-1.0 x 1-month Term SOFR
+ 5.936%
Cap 6.050%
05/20/2050		0.605	%		42,842,768		4,658,645
CMO Series 2022-90 Class SM
-1.0 x 1-month Term SOFR
+ 6.036%
Cap 6.150%
07/20/2050		0.705	%		67,883,261		7,004,670
CMO Series 2023-66 Class SK
-1.0 x 1-month Term SOFR
+ 6.086%
Cap 6.200%
07/20/2050		0.754	%		75,836,813		7,456,238
CMO Series 2023-75 Class SB
-1.0 x 1-month Term SOFR
+ 5.936%
Cap 6.050%
06/20/2050		0.605	%		82,467,197		8,031,423
Government National Mortgage Association TBA^(h)
12/20/2053		3.000	%		32,000,000		27,677,927
Uniform Mortgage-Backed Security TBA^(h)
12/18/2038-
12/13/2053		3.000	%		59,000,000		51,213,659
12/13/2053		4.000	%		175,000,000		158,863,770
12/13/2053		4.500	%		200,000,000		187,256,676
12/13/2053		5.000	%		395,000,000		380,093,644
12/13/2053		5.500	%		221,000,000		217,751,925
12/13/2053		6.000	%		262,000,000		262,727,435

Total Residential Mortgage-Backed Securities - Agency (Cost $1,850,460,284)							1,797,326,370


Residential Mortgage-Backed Securities - Non-Agency 15.3%
510 Asset Backed Trust^(a),(d)
CMO Series 2021-NPL2 Class A1
06/25/2061		2.116	%		12,627,265		11,884,570
Bellemeade Re Ltd.^(a),(b)
CMO Series 2019-2A Class M2
1-month Term SOFR +
3.214%
Floor 3.100%
04/25/2029		8.557	%		10,208,580		10,212,148


Residential Mortgage-Backed Securities - Non-Agency (continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
CMO Series 2019-4A Class M1C
1-month Term SOFR +
2.614%
Floor 2.500%
10/25/2029		7.957	%		5,768,205		5,781,694
CMO Series 2020-3A Class M2
30-day Average SOFR +
4.964%
Floor 4.850%
10/25/2030		10.293	%		13,800,000		13,842,247
CMO Series 2020-4A Class M2B
1-month Term SOFR +
3.714%
Floor 3.600%
06/25/2030		9.057	%		1,491,983		1,491,988
CMO Series 2021-1A Class M1C
30-day Average SOFR +
2.950%
Floor 2.950%
03/25/2031		8.278	%		15,000,000		15,015,156
BRAVO Residential Funding Trust^(a),(d)
CMO Series 2021-A Class A1
10/25/2059		1.991	%		9,017,174		8,671,348
CMO Series 2021-B Class A1
04/01/2069		2.115	%		12,503,173		11,999,541
BVRT Financing Trust^(a),(b),(c)
CMO Series 2021-3F Class M2
30-day Average SOFR +
2.900%
Floor 2.900%
07/12/2033		4.187	%		18,017,494		18,017,494
CMO Series 2021-CRT1 Class M4
30-day Average SOFR +
3.614%
Floor 3.500%
07/10/2032		8.927	%		40,797,526		39,254,156
CAFL Issuer LLC^(a),(d)
CMO Series 2021-RTL1 Class A1
03/28/2029		2.239	%		9,360,000		8,724,917
CIM Trust^(a),(d)
CMO Series 2021-NR4 Class A1
10/25/2061		2.816	%		9,241,339		8,818,281
Citigroup Mortgage Loan Trust, Inc.^(a),(d)
CMO Series 2010-6 Class 2A2
09/25/2035		5.310	%		127,159		124,591
Citigroup Mortgage Loan Trust, Inc.^(a)
Subordinated CMO Series 2014-C Class B1
02/25/2054		4.250	%		1,768,044		1,708,432


Residential Mortgage-Backed Securities - Non-Agency (continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Connecticut Avenue Securities Trust^(a),(b)
CMO Series 2019-HRP1 Class M2
30-day Average SOFR +
2.264%
11/25/2039		7.593	%		4,730,818		4,766,950
Subordinated CMO Series 2022-R01 Class 1B2
30-day Average SOFR +
6.000%
12/25/2041		11.328	%		34,900,000		35,451,064
Subordinated CMO Series 2022-R07 Class 1B2
30-day Average SOFR +
12.000%
06/25/2042		17.328	%		11,850,000		14,160,380
CSMC Trust^(a),(d)
CMO Series 2020-RPL2 Class A12
02/25/2060		3.525	%		6,778,566		7,066,589
CTS Corp.^(a)
CMO Series 2015-6R Class 3A2
02/27/2036		3.750	%		1,739,155		1,674,644
Eagle Re Ltd.^(a),(b)
CMO Series 2021-1 Class M1C
30-day Average SOFR +
2.700%
Floor 2.700%
10/25/2033		8.021	%		7,642,008		7,663,221
Subordinated CMO Series 2020-1 Class M1B
1-month Term SOFR +
1.564%
01/25/2030		6.907	%		6,601,633		6,598,843
Fannie Mae Connecticut Avenue Securities^(a),(b)
Subordinated CMO Series 2021-R02 Class 2B1
30-day Average SOFR +
3.300%
11/25/2041		8.628	%		9,800,000		9,818,293
Freddie Mac STACR^(b)
CMO Series 2020-CS02 Class M4
30-day Average SOFR +
0.000%
06/25/2033		4.617	%		8,796,572		8,339,996
Freddie Mac STACR REMIC Trust^(a),(b)
CMO Series 2021-HQA1 Class M2
30-day Average SOFR +
2.250%
08/25/2033		7.578	%		8,741,027		8,698,024
CMO Series 2022-HQA1 Class M2
30-day Average SOFR +
5.250%
03/25/2042		10.578	%		17,250,000		18,298,084
Subordinated CMO Series 2020-DNA4 Class B1
30-day Average SOFR +
6.114%
08/25/2050		11.443	%		15,523,251		17,235,128


Residential Mortgage-Backed Securities - Non-Agency (continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Subordinated CMO Series 2020-DNA6 Class B1
30-day Average SOFR +
3.000%
12/25/2050		8.328	%		15,400,000		15,497,054
Subordinated CMO Series 2021-DNA1 Class B1
30-day Average SOFR +
2.650%
01/25/2051		7.978	%		10,400,000		10,267,817
Subordinated CMO Series 2021-DNA5 Class B1
30-day Average SOFR +
3.050%
01/25/2034		8.378	%		15,700,000		15,885,266
Subordinated CMO Series 2021-HQA1 Class B2
30-day Average SOFR +
5.000%
08/25/2033		10.328	%		21,450,000		20,960,419
Freddie Mac Structured Agency Credit Risk Debt Notes^(a),(b)
CMO Series 2019-CS03 Class M2
30-day Average SOFR +
0.114%
10/25/2032		5.443	%		7,451,404		7,394,001
CMO Series 2020-HQA5 Class M2
30-day Average SOFR +
2.600%
11/25/2050		7.928	%		9,180,685		9,332,949
Subordinated CMO Series 2020-HQA5 Class B1
30-day Average SOFR +
4.000%
11/25/2050		9.328	%		18,650,000		19,971,118
Subordinated CMO Series 2022-DNA2 Class B1
30-day Average SOFR +
4.750%
02/25/2042		10.078	%		19,550,000		20,135,255
Subordinated CMO Series 2022-DNA2 Class B2
30-day Average SOFR +
8.500%
02/25/2042		13.828	%		16,300,000		17,180,873
Home Re Ltd.^(a),(b)
CMO Series 2018-1 Class M2
1-month Term SOFR +
3.114%
10/25/2028		8.457	%		3,617,810		3,640,696
New York Mortgage Trust^(a),(d)
CMO Series 2021-BPL1 Class A1
05/25/2026		2.239	%		11,670,802		11,468,535
NRZ Excess Spread-Collateralized Notes^(a)
Series 2020-PLS1 Class A
12/25/2025		3.844	%		5,083,659		4,790,653


Residential Mortgage-Backed Securities - Non-Agency (continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Oaktown Re III Ltd.^(a),(b)
CMO Series 2019-1A Class M1B
30-day Average SOFR +
2.064%
Floor 1.950%
07/25/2029		7.393	%		2,517,358		2,521,594
Oaktown Re VI Ltd.^(a),(b)
CMO Series 2021-1A Class M1C
30-day Average SOFR +
3.000%
Floor 3.000%
10/25/2033		8.328	%		9,800,000		9,910,865
PMT Credit Risk Transfer Trust^(a),(b)
Series 2019-2R Class A
1-month Term SOFR +
3.864%
Floor 3.750%
05/30/2025		9.216	%		4,855,894		4,847,673
PNMAC GMSR Issuer Trust^(a),(b)
CMO Series 2018-GT1 Class A
1-month Term SOFR +
2.964%
Floor 2.850%
02/25/2025		8.307	%		56,500,000		56,500,548
CMO Series 2018-GT2 Class A
1-month Term SOFR +
2.764%
08/25/2025		8.107	%		56,900,000		56,917,070
Point Securitization Trust^(a),(d)
CMO Series 2021-1 Class A1
02/25/2052		3.228	%		18,388,603		16,907,450
Preston Ridge Partners Mortgage^(a),(d)
CMO Series 2021-4 Class A1
04/25/2026		1.867	%		12,117,972		11,529,263
Preston Ridge Partners Mortgage Trust^(a),(d)
CMO Series 2021-1 Class A1
01/25/2026		2.115	%		2,936,236		2,830,410
CMO Series 2021-2 Class A1
03/25/2026		2.115	%		9,403,542		9,046,974
CMO Series 2021-3 Class A1
04/25/2026		1.867	%		9,275,310		8,836,665
CMO Series 2023-RCF1 Class M1
06/25/2053		4.000	%		11,431,000		9,419,687
Pretium Mortgage Credit Partners^(a),(d)
CMO Series 2022-NPL1 Class A1
01/25/2052		2.981	%		14,727,088		14,141,570
Pretium Mortgage Credit Partners I LLC^(a),(d)
CMO Series 2021-NPL1 Class A1
09/27/2060		2.240	%		5,899,979		5,792,647


Residential Mortgage-Backed Securities - Non-Agency (continued)

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Pretium Mortgage Credit Partners LLC^(a),(d)
CMO Series 2021-RN2 Class A1
07/25/2051		1.744	%		8,372,583		7,837,850
Radnor Re Ltd.^(a),(b)
CMO Series 2021-1 Class M2
30-day Average SOFR +
3.150%
12/27/2033		8.828	%		18,984,000		18,835,338
Stonnington Mortgage Trust^{(a),(c),(d),(f)}
CMO Series 2020-1 Class A
07/28/2024		5.500	%		462,495		455,557
Toorak Mortgage Corp., Ltd.^(a),(d)
CMO Series 2021-1 Class A1
06/25/2024		2.240	%		12,036,148		11,849,877
Triangle Re Ltd.^(a),(b)
CMO Series 2021-2 Class M2
1-month Term SOFR +
5.614%
Floor 5.500%
10/25/2033		10.957	%		10,750,000		11,169,184
Unlock HEA Trust^(a)
CMO Series 2023-1 Class A
10/25/2038		7.000	%		13,304,507		12,526,550
VCAT Asset Securitization LLC^(a),(d)
CMO Series 2021-NPL6 Class A1
09/25/2051		1.917	%		17,013,727		16,116,652
VCAT LLC^(a),(d)
CMO Series 2021-NPL5 Class A1
08/25/2051		1.868	%		18,498,951		17,671,724
Vericrest Opportunity Loan Transferee^(a),(d)
CMO Series 2021-NPL4 Class A1
03/27/2051		2.240	%		6,464,179		6,223,375
Verus Securitization Trust^(a),(d)
Subordinated CMO Series 2019-INV3 Class B1
11/25/2059		3.731	%		7,300,000		5,884,851
Visio Trust^(a),(d)
CMO Series 2019-2 Class M1
11/25/2054		3.260	%		4,200,000		3,536,039
Subordinated CMO Series 2019-2 Class B1
11/25/2054		3.910	%		3,600,000		3,075,470

Total Residential Mortgage-Backed Securities - Non-Agency (Cost $771,486,059)							776,227,298

Rights 0.0%

Issuer

Shares

Value ($)

Communication Services 0.0%

Entertainment 0.0%

Cineworld Group PLC^(e)

31,901

606,130

Total Communication Services

606,130

Total Rights

(Cost $391,321)

606,130

Senior Loans 7.8%

Borrower

Coupon
Rate

Principal
Amount ($)

Value ($)

Aerospace & Defense 0.1%

Dynasty Acquisition Co., Inc.^(b),(m)

Tranche B1 Term Loan

1-month Term SOFR + 4.000%

08/24/2028

9.348

1,104,024

1,102,236

Tranche B2 Term Loan

1-month Term SOFR + 4.000%

08/24/2028

9.348

473,153

472,387

TransDigm, Inc.^(b),(m)

Tranche I Term Loan

3-month Term SOFR + 3.250%

08/24/2028

8.640

2,528,215

2,528,771

Total

4,103,394

Airlines 0.2%

AAdvantage Loyalty IP Ltd./American Airlines, Inc.^(b),(m)

Term Loan

3-month Term SOFR + 4.750%

Floor 0.750%

04/20/2028

10.427

2,870,803

2,910,277

AAdvantage Loyalty IP Ltd./American Airlines, Inc.^(b),(m),(n)

Tranche B Term Loan

1-month Term SOFR + 3.500%

05/17/2029

8.869

1,012,937

1,005,978

Air Canada^(b),(m)

Term Loan

3-month Term SOFR + 3.500%

Floor 0.750%

08/11/2028

9.139

997,475

995,520

United AirLines, Inc.^(b),(m)

Tranche B Term Loan

1-month Term SOFR + 3.750%

Floor 0.750%

04/21/2028

9.207

1,608,955

1,607,121

WestJet Airlines Ltd.^(b),(m)

Term Loan

1-month Term SOFR + 3.000%

Floor 1.000%

12/11/2026

8.443

1,429,331

1,401,187

Total

7,920,083


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Automotive 0.1%
American Axle & Manufacturing, Inc.^(b),(m)
Tranche B Term Loan
3-month Term SOFR + 3.500%
Floor 0.500%
12/13/2029		8.973	%		554,898		553,683
Clarios Global LP^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 3.750%
05/06/2030		9.098	%		2,136,721		2,138,323
First Brands Group LLC^(b),(m)
1st Lien Term Loan
6-month Term SOFR + 5.000%
Floor 1.000%
03/30/2027		10.881	%		2,210,304		2,171,071
1st Lien Term Loan
6-month Term SOFR + 5.000%
Floor 1.000%
03/30/2027		10.881	%		373,916		367,373

Total							5,230,450

Brokerage/Asset Managers/Exchanges 0.2%
AlixPartners LLP^(b),(m)
Term Loan
1-month Term SOFR + 2.750%
Floor 0.500%
02/04/2028		8.213	%		1,457,550		1,458,731
Allspring Buyer LLC^(b),(m)
Term Loan
3-month Term SOFR + 3.250%
Floor 0.500%
11/01/2028		8.949	%		1,310,686		1,289,859
Cetera Financial Group^(b),(m),(n)
Tranche B Term Loan
1-month Term SOFR + 4.500%
08/09/2030		9.948	%		764,170		751,614
Citadel Securities LP^(b),(m)
Term Loan
1-month Term SOFR + 2.500%
07/29/2030		7.963	%		2,920,244		2,918,667
Hightower Holding LLC ^(b),(m)
Term Loan
3-month Term SOFR + 4.000%
Floor 0.750%
04/21/2028		9.380	%		1,246,819		1,239,551
Russell Investments US Institutional Holdco, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 3.500%
Floor 1.000%
05/30/2025		8.948	%		1,427,861		1,335,407


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
VFH Parent LLC^(b),(m)
Term Loan
1-month Term SOFR + 3.000%
01/13/2029		8.448	%		2,265,430		2,257,501

Total							11,251,330

Building Materials 0.3%
Cornerstone Building Brands, Inc.^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 3.250%
Floor 0.500%
04/12/2028		8.673	%		1,385,200		1,347,883
Covia Holdings LLC^(b),(m)
Term Loan
3-month Term SOFR + 4.000%
Floor 1.000%
07/31/2026		9.676	%		1,750,241		1,733,054
CPG International LLC^(b),(m)
Term Loan
1-month Term SOFR + 2.500%
Floor 0.500%
04/28/2029		7.948	%		748,111		747,550
Hunter Douglas Holding BV^(b),(m)
Tranche B1 Term Loan
3-month Term SOFR + 3.500%
Floor 0.500%
02/26/2029		8.880	%		2,173,914		2,096,653
LBM Acquisition LLC^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 3.750%
Floor 0.750%
12/17/2027		9.198	%		997,447		957,798
Park River Holdings, Inc.^(b),(m)
1st Lien Term Loan
3-month Term SOFR + 3.250%
Floor 0.750%
12/28/2027		8.907	%		1,253,965		1,207,230
QUIKRETE Holdings, Inc.^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 2.625%
02/01/2027		8.088	%		2,171,064		2,172,323
SRS Distribution, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 3.500%
Floor 0.500%
06/02/2028		8.963	%		1,955,000		1,927,806
Standard Building Solutions, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 2.250%
Floor 0.500%
09/22/2028		7.699	%		996,001		996,001


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Summit Materials, Inc.^(b),(m),(n)
Term Loan
1-Month Term SOFR + 2.500%
11/30/2028		7.852	%		1,000,000		1,000,000
White Cap Supply Holdings LLC^(b),(m)
Term Loan
1-month Term SOFR + 3.750%
Floor 0.500%
10/19/2027		9.098	%		1,845,847		1,843,964

Total							16,030,262

Cable and Satellite 0.2%
CSC Holdings LLC^(b),(m)
Term Loan
1-month Term SOFR + 4.500%
01/18/2028		9.823	%		1,435,747		1,381,016
DirectTV Financing LLC^(b),(m)
Term Loan
1-month Term SOFR + 5.000%
Floor 0.750%
08/02/2027		10.645	%		2,720,612		2,673,219
Iridium Satellite LLC^(b),(m)
Tranche B3 Term Loan
1-month Term SOFR + 2.500%
Floor 0.750%
09/20/2030		7.848	%		2,178,650		2,177,735
Radiate Holdco LLC^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 3.250%
Floor 0.750%
09/25/2026		8.713	%		1,632,918		1,249,476
Telesat Canada^(b),(m)
Tranche B5 Term Loan
3-month Term SOFR + 2.750%
12/07/2026		8.400	%		2,179,765		1,469,532
Virgin Media Bristol LLC^(b),(m)
Tranche N Term Loan
1-month Term SOFR + 2.500%
01/31/2028		7.937	%		1,175,000		1,155,272
Tranche Q Term Loan
1-month Term SOFR + 3.250%
01/31/2029		8.687	%		1,000,000		990,280

Total							11,096,530

Chemicals 0.3%
Ascend Performance Materials Operations LLC^(b),(m)
Term Loan
3-month Term SOFR + 4.750%
Floor 0.750%
08/27/2026		10.317	%		1,162,879		1,079,443


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Herens Holdco SARL^(b),(m)
Tranche B Term Loan
3-month Term SOFR + 3.925%
Floor 0.750%
07/03/2028		9.415	%		1,060,199		898,296
Ineos Quattro Holdings UK Limited^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 4.250%
04/02/2029		9.698	%		1,955,000		1,898,794
Ineos US Finance LLC^(b),(m)
Term Loan
1-month Term SOFR + 3.750%
11/08/2027		9.198	%		1,674,241		1,671,797
Term Loan
1-month Term SOFR + 3.500%
02/18/2030		8.948	%		650,713		644,512
Innophos Holdings, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 3.250%
02/05/2027		8.713	%		603,125		590,912
Nouryon Finance BV^(b),(m)
Term Loan
1-month Term SOFR + 4.000%
04/03/2028		9.423	%		1,128,408		1,119,470
3-month Term SOFR + 4.000%
04/03/2028		9.467	%		1,180,151		1,170,191
Olympus Water US Holding Corp.^(b),(m)
Term Loan
3-month Term SOFR + 5.000%
Floor 0.500%
11/09/2028		10.390	%		777,347		777,930
PMHC II, Inc.^(b),(m)
Term Loan
3-month Term SOFR + 4.250%
Floor 0.500%
04/23/2029		9.807	%		1,120,582		1,001,172
Sparta US Holdco LLC^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 3.250%
Floor 0.750%
08/02/2028		8.684	%		980,038		969,541
Tronox Finance LLC^(b),(m)
Term Loan
1-month Term SOFR + 3.500%
08/16/2028		8.848	%		478,290		475,751
Windsor Holdings III LLC^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 4.500%
08/01/2030		9.820	%		2,317,357		2,320,578


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
WR Grace Holdings LLC^(b),(m)
Term Loan
3-month Term SOFR + 3.750%
Floor 0.500%
09/22/2028		9.402	%		1,246,827		1,241,217

Total							15,859,604

Construction Machinery 0.0%
Columbus McKinnon Corp.^(b),(m)
Term Loan
3-month Term SOFR + 2.750%
Floor 0.500%
05/14/2028		8.422	%		1,150,634		1,149,195

Consumer Cyclical Services 0.5%
8th Avenue Food & Provisions, Inc.^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 3.750%
10/01/2025		9.213	%		868,072		817,229
2nd Lien Term Loan
1-month Term SOFR + 7.750%
10/01/2026		13.213	%		1,686,397		1,275,338
Allied Universal Holdco LLC^(b),(m)
Term Loan
1-month Term SOFR + 3.750%
Floor 0.500%
05/12/2028		9.198	%		2,383,897		2,320,318
Amentum Government Services Holdings LLC^(b),(m)
Tranche 1 1st Lien Term Loan
1-month Term SOFR + 4.000%
01/29/2027		9.463	%		951,480		948,387
Tranche 3 1st Lien Term Loan
1-month Term SOFR + 4.000%
Floor 0.500%
02/15/2029		9.331	%		1,642,066		1,634,266
Arches Buyer, Inc.^(b),(m),(n)
Term Loan
1-month Term SOFR + 3.250%
Floor 0.500%
12/06/2027		8.698	%		2,959,293		2,907,506
Cast & Crew LLC^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 3.750%
Floor 0.500%
12/29/2028		9.098	%		1,375,368		1,365,631
Conservice Midco LLC^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 4.250%
05/13/2027		9.698	%		1,917,655		1,915,277


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Corporation Service Co.^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 3.250%
Floor 0.500%
11/02/2029		8.698	%		1,017,025		1,016,069
Cushman & Wakefield US Borrower LLC^(b),(m)
Term Loan
1-month Term SOFR + 4.000%
Floor 0.500%
01/31/2030		9.348	%		806,923		788,767
Go Daddy Operating Co. LLC/GD Finance Co., Inc.^(b),(m)
Term Loan
1-month Term SOFR + 2.500%
11/09/2029		7.848	%		510,556		511,143
Prime Security Services Borrower LLC^(b),(m)
Tranche B1 1st Lien Term Loan
1-month Term SOFR + 2.500%
10/13/2030		7.830	%		769,506		769,560
Signal Parent, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 3.500%
Floor 0.750%
04/03/2028		8.948	%		1,829,742		1,520,973
Sotheby’s^(b),(m)
Term Loan
3-month Term SOFR + 4.500%
Floor 0.500%
01/15/2027		10.155	%		1,346,815		1,308,512
TruGreen LP^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 4.000%
Floor 0.750%
11/02/2027		9.448	%		1,076,741		1,008,680
Uber Technologies, Inc.^(b),(m)
Term Loan
3-month Term SOFR + 2.750%
03/03/2030		8.159	%		1,247,388		1,249,733
WaterBridge Midstream Operating LLC^(b),(m)
Term Loan
3-month Term SOFR + 5.750%
Floor 1.000%
06/22/2026		11.390	%		1,139,537		1,139,536
WW International, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 3.500%
Floor 0.500%
04/13/2028		8.963	%		1,171,875		785,895

Total							23,282,820


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Consumer Products 0.2%
Bombardier Recreational Products, Inc.^(b),(m),(n)
Term Loan
1-month Term SOFR + 2.750%
Floor 0.500%
12/13/2029		8.098	%		1,942,277		1,932,080
Bombardier Recreational Products, Inc. ^(b),(m)
Term Loan
1-month Term SOFR + 2.000%
05/24/2027		7.448	%		496,134		489,005
Kronos Acquisition Holdings, Inc.^(b),(m)
Tranche B1 Term Loan
3-month Term SOFR + 3.750%
Floor 0.500%
12/22/2026		9.402	%		997,436		987,092
Osmosis Buyer Ltd.^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 3.750%
Floor 0.500%
07/31/2028		9.071	%		748,106		733,705
SRAM LLC^(b),(m)
Term Loan
1-month Term SOFR + 2.750%
Floor 0.500%
05/18/2028		8.213	%		1,597,765		1,587,779
SWF Holdings I Corp.^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 4.000%
Floor 0.750%
10/06/2028		9.463	%		1,545,360		1,315,488
Thor Industries, Inc. ^(b),(m)
Tranche B2 Term Loan
Prime Rate + 1.750%
11/15/2030		10.250	%		945,647		948,011
Topgolf Callaway Brands Corp.^(b),(m)
Term Loan
1-month Term SOFR + 3.500%
Floor 0.100%
03/15/2030		8.948	%		1,628,114		1,623,034
Weber-Stephen Products LLC^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 3.250%
Floor 0.750%
10/30/2027		8.713	%		2,407,312		2,055,676

Total							11,671,870

Diversified Manufacturing 0.3%
Barnes Group, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 3.000%
09/03/2030		8.448	%		946,790		944,659


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Brookfield WEC Holdings, Inc.^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 2.750%
Floor 0.500%
08/01/2025		8.213	%		2,139,889		2,141,130
DXP Enterprises, Inc.^(b),(m)
Term Loan
6-month Term SOFR + 4.750%
Floor 1.000%
10/11/2030		10.291	%		1,369,416		1,365,992
Emrld Borrower LP^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 3.000%
05/31/2030		8.348	%		2,348,067		2,349,101
Filtration Group Corp.^(b),(m)
Term Loan
1-month Term SOFR + 3.500%
Floor 0.500%
10/21/2028		8.963	%		613,853		612,662
Term Loan
1-month Term SOFR + 4.250%
Floor 0.500%
10/21/2028		9.713	%		2,031,240		2,033,352
Gates Global LLC^(b),(m)
Tranche B3 Term Loan
1-month Term SOFR + 2.500%
Floor 0.750%
03/31/2027		7.948	%		1,489,183		1,487,471
Madison IAQ LLC^(b),(m)
Term Loan
1-month Term SOFR + 3.250%
06/21/2028		8.699	%		1,646,915		1,622,014
TK Elevator Midco GmbH^(b),(m)
Tranche B1 Term Loan
6-month Term SOFR + 3.500%
Floor 0.500%
07/30/2027		9.381	%		1,260,076		1,258,766
Vertiv Group Corp.^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 2.750%
03/02/2027		8.184	%		1,435,499		1,436,762

Total							15,251,909

Electric 0.2%
Calpine Construction Finance Co. LP^(b),(m)
Term Loan
1-month Term SOFR + 2.250%
07/31/2030		7.598	%		730,665		727,808
Calpine Corp.^(b),(m)
Term Loan
1-month Term SOFR + 2.500%
12/16/2027		7.963	%		717,949		718,006


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Carroll County Energy LLC^(b),(m)
Term Loan
3-month Term SOFR + 3.500%
02/13/2026		8.990	%		383,743		371,832
Constellation Renewables LLC^(b),(m)
Term Loan
3-month Term SOFR + 2.500%
Floor 1.000%
12/15/2027		8.150	%		2,609,840		2,601,854
Generation Bridge Northeast LLC^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 4.250%
08/22/2029		9.598	%		1,128,585		1,131,406
Nautilus Power LLC^(b),(m)
Term Loan
3-month Term SOFR + 5.250%
Floor 2.000%
11/16/2026		10.902	%		474,876		362,488
New Frontera Holdings LLC^(b),(m)
1st Lien Term Loan
3-month Term SOFR + 13.000%
Floor 1.000%
07/28/2026		18.652	%		217,161		226,390
2nd Lien Term Loan
3-month Term SOFR + 1.500%
Floor 1.000%
07/28/2028		7.152	%		75,277		38,391
PG&E Corp.^(b),(m)
Term Loan
1-month Term SOFR + 3.000%
Floor 1.000%
06/23/2025		8.463	%		1,911,647		1,910,748

Total							8,088,923

Environmental 0.1%
Covanta Holdings Corp. ^(b),(m),(n)
Tranche B Term Loan
1-month Term SOFR + 2.500%
Floor 0.500%
11/30/2028		7.848	%		992,248		987,128
Tranche C Term Loan
1-month Term SOFR + 2.500%
Floor 0.500%
11/30/2028		7.848	%		75,458		75,068
EnergySolutions LLC/Envirocare of Utah LLC ^(b),(m)
Term Loan
3-month Term SOFR + 4.000%
Floor 0.500%
09/20/2030		9.382	%		1,354,550		1,349,471


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Rockwood Service Corp.^(b),(m)
Term Loan
1-month Term SOFR + 4.250%
01/23/2027		9.713	%		1,287,851		1,287,529

Total							3,699,196

Finance Companies 0.0%
Avolon Borrower 1 LLC^(b),(m)
Tranche B6 Term Loan
1-month Term SOFR + 2.500%
Floor 0.500%
06/22/2028		7.831	%		736,571		737,411

Food and Beverage 0.1%
Aramark Intermediate HoldCo Corp.^(b),(m)
Tranche B6 Term Loan
1-month Term SOFR + 2.500%
06/22/2030		7.963	%		997,500		997,081
Del Monte Foods, Inc.^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 4.250%
Floor 0.500%
05/16/2029		9.704	%		1,704,100		1,680,669
Naked Juice LLC^(b),(m)
1st Lien Term Loan
3-month Term SOFR + 3.250%
Floor 0.500%
01/24/2029		8.740	%		296,250		277,041
Primary Products Finance LLC^(b),(m)
Tranche B Term Loan
3-month Term SOFR + 4.000%
Floor 0.500%
04/01/2029		9.546	%		1,944,519		1,943,703
Triton Water Holdings, Inc.^(b),(m)
1st Lien Term Loan
3-month Term SOFR + 3.250%
Floor 0.500%
03/31/2028		8.902	%		1,351,456		1,327,805
Utz Quality Foods LLC^(b),(m)
1st Lien Term Loan
3-month Term SOFR + 3.000%
01/20/2028		8.640	%		994,886		993,334

Total							7,219,633

Gaming 0.4%
Caesars Entertainment, Inc.^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 3.250%
Floor 0.500%
02/06/2030		8.698	%		2,482,415		2,481,720


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Entain PLC^(b),(m)
Tranche B2 Term Loan
3-month Term SOFR + 3.500%
Floor 0.500%
10/31/2029		8.990	%		2,017,035		2,018,709
Fertitta Entertainment LLC^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 4.000%
Floor 0.500%
01/27/2029		9.348	%		2,125,761		2,109,031
Flutter Entertainment PLC^(b),(m)
Tranche B Term Loan
3-month Term SOFR + 3.250%
07/22/2028		8.902	%		421,564		421,707
Flutter Entertainment PLC^(b),(m),(n)
Tranche B Term Loan
1-month Term SOFR + 2.250%
Floor 0.500%
11/25/2030		7.598	%		3,062,548		3,047,236
HRNI Holdings LLC^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 4.250%
Floor 0.750%
12/11/2028		9.698	%		2,803,000		2,729,421
Light and Wonder International, Inc.^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 3.000%
Floor 0.500%
04/14/2029		8.421	%		1,321,814		1,322,052
Ontario Gaming GTA LP^(b),(m)
Tranche B 1st Lien Term Loan
3-month Term SOFR + 4.250%
Floor 0.500%
08/01/2030		9.640	%		1,412,108		1,414,763
PCI Gaming Authority^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 2.500%
05/29/2026		7.963	%		1,188,266		1,187,458
Penn Entertainment, Inc.^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 2.750%
Floor 0.500%
05/03/2029		8.198	%		997,475		996,906
Scientific Games Holdings LP^(b),(m)
1st Lien Term Loan
3-month Term SOFR + 3.250%
Floor 0.500%
04/04/2029		8.914	%		2,471,835		2,457,498

Total							20,186,501


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Health Care 0.3%
CHG Healthcare Services, Inc.^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 3.250%
Floor 0.500%
09/29/2028		8.713	%		765,168		762,206
Element Materials Technology Group US Holdings Inc./EM Midco 2 LLC^(b),(m)
Tranche B 1st Lien Delayed Draw Term Loan
3-month Term SOFR + 4.250%
Floor 0.500%
06/22/2029		9.740	%		537,219		524,127
Tranche B 1st Lien Term Loan
3-month Term SOFR + 4.250%
Floor 0.500%
06/22/2029		9.740	%		1,163,973		1,135,607
ICON PLC^(b),(m)
Term Loan
3-month Term SOFR + 2.250%
Floor 0.500%
07/03/2028		7.902	%		1,232,636		1,234,436
3-month Term SOFR + 2.250%
Cap 0.500%
07/03/2028		7.902	%		307,112		307,561
Medline Borrower LP^(b),(m)
Term Loan
1-month Term SOFR + 3.000%
Floor 0.500%
10/23/2028		8.463	%		4,133,669		4,133,131
Phoenix Guarantor, Inc.^(b),(m)
Tranche B1 1st Lien Term Loan
1-month Term SOFR + 3.250%
03/05/2026		8.713	%		947,460		945,783
Pluto Acquisition I, Inc.^(b),(m)
1st Lien Term Loan
3-month Term SOFR + 4.000%
06/22/2026		9.650	%		1,916,755		1,495,069
Star Parent, Inc.^(b),(m)
Term Loan
3-month Term SOFR + 4.000%
09/27/2030		9.386	%		1,042,297		1,017,835
Surgery Center Holdings, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 3.750%
Floor 0.750%
08/31/2026		9.205	%		2,000,000		1,999,760
Upstream Newco, Inc.^(b),(m)
1st Lien Term Loan
3-month Term SOFR + 4.250%
11/20/2026		9.894	%		1,992,360		1,846,260

Total							15,401,775


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Independent Energy 0.1%
Hamilton Projects Acquiror LLC^(b),(m)
Term Loan
1-month Term SOFR + 4.500%
Floor 1.000%
06/17/2027		9.963	%		1,498,627		1,500,710
Parkway Generation LLC^(b),(m)
Tranche B Term Loan
3-month Term SOFR + 4.750%
Floor 0.750%
02/18/2029		10.395	%		2,338,056		2,242,032
Tranche C Term Loan
3-month Term SOFR + 4.750%
Floor 0.750%
02/18/2029		10.395	%		309,020		296,328

Total							4,039,070

Leisure 0.3%
Alterra Mountain Co.^(b),(m)
Tranche B2 Term Loan
1-month Term SOFR + 3.500%
Floor 0.500%
08/17/2028		8.963	%		1,875,434		1,875,434
Tranche B3 Term Loan
1-month Term SOFR + 3.750%
05/31/2030		9.198	%		429,230		429,411
Carnival Corp.^(b),(m)
Term Loan
1-month Term SOFR + 3.000%
Floor 0.750%
08/09/2027		8.321	%		354,353		351,989
Tranche B Term Loan
1-month Term SOFR + 3.250%
Floor 0.750%
10/18/2028		8.713	%		2,361,459		2,346,700
Cinemark USA, Inc.^(b),(m)
Term Loan
3-month Term SOFR + 3.750%
Floor 0.500%
05/24/2030		9.140	%		1,896,129		1,896,129
Crown Finance US, Inc.^(b),(m)
Term Loan
6-month Term SOFR + 8.500%
07/31/2028		14.381	%		794,893		809,304
Formula One Management Ltd.^(b),(m),(n)
Tranche B 1st Lien Term Loan
1-month Term SOFR + 2.250%
Floor 0.500%
01/15/2030		7.598	%		2,409,923		2,410,670


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Life Time, Inc.^(b),(m)
Term Loan
6-month Term SOFR + 4.750%
Floor 0.500%
01/15/2026		10.611	%		1,170,727		1,170,727
NAI Entertainment Holdings LLC^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 5.000%
Floor 1.000%
05/08/2025		10.444	%		1,812,609		1,770,702
UFC Holdings LLC^(b),(m)
Tranche B3 1st Lien Term Loan
3-month Term SOFR + 2.750%
Floor 0.750%
04/29/2026		8.399	%		2,625,419		2,628,412
William Morris Endeavor Entertainment LLC/IMG Worldwide Holdings LLC^(b),(m)
Tranche B1 1st Lien Term Loan
1-month Term SOFR + 2.750%
05/18/2025		8.213	%		1,304,868		1,303,054

Total							16,992,532

Lodging 0.1%
Four Seasons Holdings, Inc.^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 2.500%
Floor 0.500%
11/30/2029		7.948	%		1,508,490		1,510,195
Hilton Grand Vacations Borrower LLC^(b),(m)
Term Loan
1-month Term SOFR + 2.750%
Floor 0.500%
08/02/2028		8.213	%		2,216,949		2,214,178
Playa Resorts Holding BV^(b),(m)
Term Loan
1-month Term SOFR + 4.250%
01/05/2029		9.580	%		1,267,580		1,268,264
Travel + Leisure Co.^(b),(m)
Term Loan
3-month Term SOFR + 4.000%
Floor 0.500%
12/14/2029		9.655	%		735,678		735,906

Total							5,728,543

Media and Entertainment 0.5%
AppLovin Corp.^(b),(m)
Term Loan
1-month Term SOFR + 3.100%
Floor 0.500%
10/25/2028		8.448	%		1,596,164		1,595,270


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Cengage Learning, Inc.^(b),(m)
Tranche B 1st Lien Term Loan
3-month Term SOFR + 4.750%
Floor 1.000%
07/14/2026		10.405	%		1,943,312		1,940,164
Clear Channel Outdoor Holdings, Inc.^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 3.500%
08/21/2026		8.998	%		94,915		93,017
CMG Media Corp.^(b),(m)
Tranche B 1st Lien Term Loan
3-month Term SOFR + 3.500%
12/17/2026		8.990	%		1,065,949		977,785
Creative Artists Agency LLC^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 3.500%
11/27/2028		8.848	%		2,420,996		2,425,378
Cumulus Media New Holdings, Inc.^(b),(m)
Term Loan
3-month Term SOFR + 3.750%
Floor 1.000%
03/31/2026		9.400	%		1,418,469		1,075,668
Diamond Sports Group LLC^(m),(o)
2nd Lien Term Loan
08/24/2026		10.680	%		1,693,519		35,987
Dotdash Meredith, Inc.^(b),(c),(m)
Tranche B Term Loan
1-month Term SOFR + 4.000%
Floor 0.500%
12/01/2028		9.420	%		1,864,383		1,836,417
E.W. Scripps Co. (The)^(b),(m)
Tranche B2 Term Loan
1-month Term SOFR + 2.563%
05/01/2026		8.025	%		2,905,464		2,853,892
Emerald X, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 5.000%
05/22/2026		10.448	%		1,307,900		1,309,260
Gray Television, Inc.^(b),(m)
Tranche E Term Loan
1-month Term SOFR + 2.500%
01/02/2026		7.935	%		1,701,415		1,697,638
iHeartCommunications, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 3.000%
05/01/2026		8.463	%		1,108,872		922,215
Lions Gate Capital Holdings LLC^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 2.250%
03/24/2025		7.698	%		1,457,438		1,454,100


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Nielsen Consumer, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 3.750%
03/06/2028		9.098	%		1,970,847		1,893,255
Playtika Holding Corp.^(b),(m)
Tranche B1 Term Loan
1-month Term SOFR + 2.750%
03/13/2028		8.213	%		2,586,523		2,567,771
Pug LLC^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 3.500%
02/12/2027		8.963	%		1,104,023		1,067,458
Sinclair Television Group, Inc.^(b),(m)
Tranche B3 Term Loan
1-month Term SOFR + 3.000%
04/01/2028		8.463	%		1,224,772		943,515
Univision Communications, Inc.^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 3.250%
Floor 0.750%
03/15/2026		8.713	%		977,500		975,789
1-month Term SOFR + 3.250%
Floor 0.750%
01/31/2029		8.713	%		1,231,250		1,218,322
3-month Term SOFR + 4.250%
Floor 0.500%
06/24/2029		9.640	%		197,500		197,131

Total							27,080,032

Midstream 0.2%
AL GCX Holdings LLC^(b),(m)
Term Loan
1-month Term SOFR + 3.500%
Floor 0.500%
05/17/2029		8.930	%		1,115,852		1,114,636
CQP Holdco LP^(b),(m)
Term Loan
3-month Term SOFR + 3.500%
Floor 0.500%
06/05/2028		8.990	%		2,061,423		2,064,783
GIP III Stetson I LP/II^(b),(m)
Term Loan
1-month Term SOFR + 4.250%
10/31/2028		9.698	%		1,262,625		1,258,421
ITT Holdings LLC^(b),(m)
Term Loan
1-month Term SOFR + 3.250%
Floor 0.500%
10/11/2030		8.698	%		1,896,114		1,894,540


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Oryx Midstream Services Permian Basin LLC^(b),(m)
Term Loan
1-month Term SOFR + 3.250%
Floor 0.500%
10/05/2028		8.694	%		1,113,407		1,113,151
Traverse Midstream Partners LLC^(b),(m)
Term Loan
3-month Term SOFR + 3.750%
02/16/2028		9.240	%		1,674,101		1,671,656

Total							9,117,187

Oil Field Services 0.0%
ChampionX Corp.^(b),(m)
Tranche B1 Term Loan
1-month Term SOFR + 2.750%
Floor 0.500%
06/07/2029		8.202	%		1,000,000		1,002,500
Lealand Finance Co. BV^(b),(c),(m)
Term Loan
1-month Term SOFR + 3.000%
06/28/2024		8.463	%		8,649		6,054
Lealand Finance Co. BV^(b),(m)
Term Loan
1-month Term SOFR + 1.000%
06/30/2025		6.463	%		118,863		52,745
MRC Global, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 3.000%
09/20/2024		8.463	%		1,019,950		1,017,829

Total							2,079,128

Other Financial Institutions 0.2%
19th Holdings Golf LLC^(b),(m)
Term Loan
1-month Term SOFR + 3.250%
Floor 0.500%
02/07/2029		8.680	%		748,106		708,830
Citco Funding LLC^(b),(m)
Tranche B Term Loan
3-month Term SOFR + 3.250%
Floor 0.500%
04/27/2028		8.637	%		824,568		825,599
FinCo I LLC^(b),(m)
Term Loan
3-month Term SOFR + 3.000%
06/27/2029		8.383	%		941,116		941,897
Freeport LNG Investments LLP^(b),(m)
Tranche B Term Loan
3-month Term SOFR + 3.500%
Floor 0.500%
12/21/2028		9.177	%		1,456,337		1,436,502


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
GIP Pilot Acquisition Partners LP^(b),(m)
Term Loan
3-month Term SOFR + 3.000%
10/04/2030		8.388	%		1,271,471		1,268,293
IGT Holding IV AB/IFS^(b),(c),(m)
Tranche B2 Term Loan
3-month Term SOFR + 3.400%
Floor 0.500%
03/31/2028		8.962	%		1,815,076		1,812,807
Trans Union LLC^(b),(m)
Tranche B6 Term Loan
1-month Term SOFR + 2.250%
Floor 0.500%
12/01/2028		7.713	%		939,537		939,218

Total							7,933,146

Other Industry 0.1%
APi Group DE, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 2.250%
10/01/2026		7.713	%		1,083,625		1,084,644
Hillman Group, Inc. (The)^(b),(m)
Term Loan
1-month Term SOFR + 2.750%
Floor 0.500%
07/14/2028		8.213	%		1,590,675		1,588,432
WireCo WorldGroup, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 4.250%
Floor 0.500%
11/13/2028		9.696	%		1,145,835		1,142,970

Total							3,816,046

Packaging 0.2%
Charter Next Generation, Inc.^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 3.750%
Floor 0.750%
12/01/2027		9.213	%		2,493,778		2,482,357
Clydesdale Acquisition Holdings, Inc.^(b),(m)
Tranche B 1st Lien Term Loan
1-month Term SOFR + 4.175%
Floor 0.500%
04/13/2029		9.623	%		1,496,212		1,483,584
Flint Group Packaging Inks North America Holdings LLC^(b),(m)
2nd Lien Term Loan
3-month Term SOFR + 0.362%
12/31/2027		5.774	%		825,179		119,651
Term Loan
3-month Term SOFR + 0.362%
12/31/2027		5.774	%		618,782		436,242


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Tranche B Term Loan
3-month Term SOFR + 4.512%
12/31/2026		9.924	%		1,268,997		1,173,822
Mauser Packaging Solutions Holding Co.^(b),(m)
Term Loan
1-month Term SOFR + 4.000%
08/14/2026		9.320	%		498,747		494,727
Pactiv Evergreen, Inc.^(b),(m)
Tranche B3 Term Loan
1-month Term SOFR + 3.250%
Floor 0.500%
09/24/2028		8.713	%		1,141,238		1,141,192
Tosca Services LLC^(b),(m)
Term Loan
3-month Term SOFR + 3.500%
Floor 0.750%
08/18/2027		9.145	%		972,500		799,881

Total							8,131,456

Pharmaceuticals 0.1%
Elanco Animal Health, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 1.750%
08/01/2027		7.170	%		1,131,316		1,112,322
Jazz Pharmaceuticals PLC^(b),(m)
Term Loan
1-month Term SOFR + 3.500%
Floor 0.500%
05/05/2028		8.963	%		2,417,929		2,421,289
Organon & Co.^(b),(m)
Term Loan
1-month Term SOFR + 3.000%
Floor 0.500%
06/02/2028		8.436	%		1,439,164		1,435,567
Sunshine Luxembourg VII SARL^(b),(m)
Tranche B3 Term Loan
3-month Term SOFR + 3.750%
Floor 0.750%
10/01/2026		8.990	%		2,103,302		2,109,443

Total							7,078,621

Property & Casualty 0.2%
AssuredPartners^(b),(m),(n)
Tranche B4 Term Loan
1-month Term SOFR + 3.750%
Floor 0.500%
02/12/2027		9.098	%		780,849		781,239
Asurion LLC^(b),(m)
Tranche B4 2nd Lien Term Loan
1-month Term SOFR + 5.250%
01/20/2029		10.713	%		1,644,019		1,451,669


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Tranche B8 Term Loan
1-month Term SOFR + 3.250%
12/23/2026		8.713	%		819,486		807,505
Hub International Ltd.^(b),(m)
Term Loan
3-month Term SOFR + 4.250%
Floor 0.750%
06/20/2030		9.662	%		2,522,153		2,531,511
Sedgwick Claims Management Services, Inc./Lightning Cayman Merger Sub Ltd.^(b),(m)
Term Loan
1-month Term SOFR + 3.750%
02/24/2028		9.098	%		2,198,268		2,199,917
USI, Inc.^(b),(m)
Term Loan
3-month Term SOFR + 3.750%
Floor 0.500%
11/22/2029		9.140	%		1,686,139		1,684,386
Term Loan
3-month Term SOFR + 3.250%
09/27/2030		8.640	%		115,755		115,523
3-month Term SOFR + 3.250%
09/27/2030		8.640	%		976,085		973,488

Total							10,545,238

Restaurants 0.2%
1011778 BC ULC^(b),(m)
Tranche B5 Term Loan
1-month Term SOFR + 2.250%
09/23/2030		7.598	%		2,001,024		1,991,960
Carrols Restaurant Group, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 3.250%
04/30/2026		8.698	%		878,687		852,326
Dave & Buster’s, Inc.^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 3.750%
Floor 0.500%
06/29/2029		9.250	%		967,731		967,576
IRB Holding Corp.^(b),(m),(n)
Tranche B Term Loan
1-month Term SOFR + 3.000%
Floor 0.750%
12/15/2027		8.448	%		2,056,533		2,052,378
Whatabrands LLC^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 3.000%
Floor 0.500%
08/03/2028		8.463	%		2,169,587		2,167,331

Total							8,031,571


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Retailers 0.1%
Great Outdoors Group LLC^(b),(m)
Tranche B2 Term Loan
3-month Term SOFR + 3.750%
Floor 0.750%
03/06/2028		9.402	%		3,042,954		3,014,167
Harbor Freight Tools USA, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 2.750%
Floor 0.500%
10/19/2027		8.213	%		1,425,536		1,414,146
PetSmart LLC^(b),(m)
Term Loan
1-month Term SOFR + 3.750%
Floor 0.750%
02/11/2028		9.198	%		1,930,203		1,898,837
Restoration Hardware, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 3.250%
Floor 0.500%
10/20/2028		8.698	%		992,481		944,723

Total							7,271,873

Technology 1.9%
Adeia, Inc.^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 3.500%
06/08/2028		8.966	%		2,654,139		2,645,009
Ascend Learning LLC^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 3.500%
Floor 0.500%
12/11/2028		8.948	%		1,883,633		1,838,370
2nd Lien Term Loan
1-month Term SOFR + 5.750%
Floor 0.500%
12/10/2029		11.198	%		1,753,172		1,493,018
athenahealth Group, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 3.250%
Floor 0.500%
02/15/2029		8.598	%		1,879,793		1,843,250
Atlas CC Acquisition Corp.^(b),(m)
Tranche B 1st Lien Term Loan
3-month Term SOFR + 4.250%
Floor 0.750%
05/25/2028		9.900	%		1,698,572		1,571,417
Tranche C 1st Lien Term Loan
3-month Term SOFR + 4.250%
Floor 0.750%
05/25/2028		9.900	%		345,472		319,610


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Autodata^(b),(m),(n)
Tranche B Term Loan
1-month Term SOFR + 3.500%
Floor 0.500%
05/30/2026		8.934	%		354,121		352,793
Avaya, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 8.500%
Floor 1.000%
08/01/2028		13.848	%		1,289,867		1,135,083
Barracuda Parent LLC^(b),(m),(n)
1st Lien Term Loan
3-month Term SOFR + 4.500%
Floor 0.500%
08/15/2029		9.883	%		1,496,222		1,416,428
Camelot U.S. Acquisition LLC^(b),(m)
Term Loan
1-month Term SOFR + 3.000%
10/30/2026		8.463	%		1,081,959		1,081,959
1-month Term SOFR + 3.000%
Floor 1.000%
10/30/2026		8.463	%		837,998		838,417
Central Parent LLC^(b),(m)
1st Lien Term Loan
3-month Term SOFR + 4.000%
07/06/2029		9.406	%		2,956,716		2,957,248
Cloud Software Group, Inc.^(b),(m),(n)
Tranche A Term Loan
3-month Term SOFR + 4.500%
09/29/2028		9.996	%		901,086		860,438
Tranche B 1st Lien Term Loan
3-month Term SOFR + 4.500%
Floor 0.500%
03/30/2029		9.990	%		1,815,985		1,736,917
Cloudera, Inc.^(b),(c),(m)
1st Lien Term Loan
1-month Term SOFR + 3.750%
Floor 0.500%
10/08/2028		9.198	%		1,543,783		1,516,767
Coherent Corp.^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 2.750%
Floor 0.500%
07/02/2029		8.213	%		1,881,542		1,879,190
CoreLogic, Inc.^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 3.500%
Floor 0.500%
06/02/2028		8.963	%		1,952,613		1,829,364
Cyxtera DC Holdings, Inc.^(m),(o)
1st Lien Term Loan
05/01/2024		10.500	%		928,759		571,521


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Cyxtera DC Holdings, Inc.^(b),(m),(p)
Debtor In Possession Term Loan
1-month Term SOFR + 8.500%
Floor 1.000%
12/07/2023		13.936	%		305,056		305,039
Dawn Acquisition LLC^(b),(m)
Term Loan
3-month Term SOFR + 3.750%
12/31/2025		9.402	%		2,766,157		2,531,034
DCert Buyer, Inc.^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 4.000%
10/16/2026		9.348	%		2,549,567		2,516,831
Dun & Bradstreet Corp. (The)^(b),(m)
Term Loan
1-month Term SOFR + 2.750%
02/06/2026		8.193	%		1,924,104		1,924,411
Tranche B2 Term Loan
1-month Term SOFR + 3.000%
01/18/2029		8.343	%		488,731		488,731
Endurance International Group Holdings, Inc.^(b),(m)
Term Loan
3-month Term SOFR + 3.500%
Floor 0.750%
02/10/2028		9.422	%		2,096,799		2,017,792
Entegris, Inc.^(b),(m)
Tranche B Term Loan
3-month Term SOFR + 2.500%
07/06/2029		7.890	%		1,207,842		1,209,182
Everi Holdings, Inc.^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 2.500%
Floor 0.500%
08/03/2028		7.963	%		1,845,620		1,846,395
Gen Digital, Inc.^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 2.000%
Floor 0.500%
09/12/2029		7.448	%		2,475,714		2,468,114
GoTo Group, Inc.^(b),(m)
1st Lien Term Loan
3-month Term SOFR + 4.750%
08/31/2027		10.283	%		2,426,270		1,589,207
Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL^(b),(m)
Term Loan
3-month Term SOFR + 4.250%
07/18/2030		9.740	%		1,625,172		1,613,325
Idemia Group SAS^(b),(m)
Tranche B4 Term Loan
3-month Term SOFR + 4.750%
Floor 0.750%
09/30/2028		10.140	%		1,754,109		1,756,302


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Idera, Inc.^(b),(m)
Tranche B1 1st Lien Term Loan
3-month Term SOFR + 3.750%
Floor 0.750%
03/02/2028		9.277	%		1,704,715		1,683,406
Informatica LLC^(b),(m)
Term Loan
1-month Term SOFR + 2.750%
10/27/2028		8.213	%		2,240,896		2,233,053
Ingram Micro, Inc.^(b),(m)
Tranche B Term Loan
3-month Term SOFR + 3.000%
Floor 0.500%
06/30/2028		8.653	%		1,311,813		1,308,534
ION Trading Finance Ltd.^(b),(m)
Term Loan
3-month Term SOFR + 4.750%
04/01/2028		10.240	%		1,264,794		1,254,625
Loyalty Ventures, Inc.^(m),(o)
Tranche B Term Loan
11/03/2027		14.000	%		1,604,304		14,711
Lummus Technology Holdings V LLC^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 3.500%
Floor 1.000%
06/30/2027		8.963	%		1,852,205		1,847,575
McAfee Corp.^(b),(m)
Tranche B1 Term Loan
1-month Term SOFR + 3.750%
Floor 0.500%
03/01/2029		9.170	%		2,771,790		2,731,710
Mitchell International, Inc.^(b),(m)
1st Lien Term Loan
3-month Term SOFR + 3.750%
Floor 0.500%
10/15/2028		9.400	%		1,138,755		1,129,975
Mitnick Corporate Purchaser, Inc.^(b),(m)
Term Loan
3-month Term SOFR + 4.500%
Floor 0.500%
05/02/2029		9.983	%		784,161		727,309
MKS Instruments, Inc.^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 2.500%
Floor 0.500%
08/17/2029		7.823	%		1,167,010		1,163,602
Monotype Imaging Holdings, Inc.^(b),(m)
1st Lien Term Loan
3-month Term SOFR + 5.000%
Floor 0.750%
10/09/2026		10.490	%		1,414,875		1,417,238


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Natel Engineering Co., Inc.^(b),(m)
Term Loan
1-month Term SOFR + 6.250%
Floor 1.000%
04/30/2026		11.699	%		2,440,312		2,084,441
Neptune BidCo US, Inc.^(b),(m)
Tranche A 1st Lien Term Loan
3-month Term SOFR + 4.750%
10/11/2028		10.257	%		934,253		832,886
Nielsen Consumer, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 6.250%
Floor 0.500%
03/06/2028		11.598	%		306,859		294,840
Open Text Corp.^(b),(m)
Term Loan
1-month Term SOFR + 2.750%
01/31/2030		8.198	%		2,320,632		2,322,953
Peraton Corp.^(b),(m)
Tranche B 1st Lien Term Loan
1-month Term SOFR + 3.750%
Floor 0.750%
02/01/2028		9.198	%		1,583,305		1,572,285
Tranche B1 2nd Lien Term Loan
3-month Term SOFR + 7.750%
Floor 0.750%
02/01/2029		13.222	%		995,348		970,962
Presidio Holdings, Inc.^(b),(m)
Term Loan
3-month Term SOFR + 3.500%
01/22/2027		8.982	%		2,446,657		2,445,434
Proofpoint, Inc.^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 3.250%
Floor 0.500%
08/31/2028		8.713	%		1,965,000		1,949,142
Rackspace Technology Global, Inc.^(b),(m)
Tranche B 1st Lien Term Loan
1-month Term SOFR + 2.750%
Floor 0.750%
02/15/2028		8.186	%		1,208,902		493,002
Riverbed Technology LLC^(b),(m)
Term Loan
3-month Term SOFR + 4.500%
07/01/2028		9.890	%		669,954		456,406
Sabre GLBL, Inc.^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 4.250%
Floor 0.500%
06/30/2028		9.698	%		209,158		178,203


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Tranche B1 Term Loan
1-month Term SOFR + 3.500%
Floor 0.500%
12/17/2027		8.963	%		623,346		529,532
Tranche B2 Term Loan
1-month Term SOFR + 3.500%
Floor 0.500%
12/17/2027		8.963	%		974,056		827,460
Sophia LP^(b),(m)
Tranche B 1st Lien Term Loan
1-month Term SOFR + 3.500%
Floor 0.500%
10/07/2027		8.948	%		2,139,830		2,140,493
Sovos Compliance LLC^(b),(m)
1st Lien Term Loan
1-month Term SOFR + 4.500%
Floor 0.500%
08/11/2028		9.963	%		2,773,646		2,716,010
SS&C Technologies Holdings, Inc.^(b),(m)
Tranche B3 Term Loan
1-month Term SOFR + 1.750%
04/16/2025		7.213	%		149,021		149,015
Tranche B4 Term Loan
1-month Term SOFR + 1.750%
04/16/2025		7.213	%		140,717		140,712
Tranche B5 Term Loan
1-month Term SOFR + 1.750%
04/16/2025		7.213	%		1,277,301		1,277,301
Tempo Acquisition LLC^(b),(m)
Term Loan
1-month Term SOFR + 2.750%
Floor 0.500%
08/31/2028		8.098	%		2,603,782		2,605,005
UKG, Inc.^(b),(m)
1st Lien Term Loan
3-month Term SOFR + 3.250%
Floor 0.500%
05/04/2026		8.764	%		955,494		955,493
3-month Term SOFR + 3.750%
05/04/2026		9.233	%		1,173,886		1,176,328
2nd Lien Term Loan
3-month Term SOFR + 5.250%
Floor 0.500%
05/03/2027		10.764	%		1,147,411		1,146,700
Veritas US, Inc.^(b),(m)
Tranche B Term Loan
1-month Term SOFR + 5.000%
Floor 1.000%
09/01/2025		10.463	%		1,290,695		1,009,969


Senior Loans (continued)

Borrower	Coupon Rate			Principal Amount ($)		Value ($)
Verscend Holdings Corp.^(b),(m)
Tranche B1 Term Loan
1-month Term SOFR + 4.000%
08/27/2025		9.463	%		2,448,627		2,448,113
Virtusa Corp.^(b),(m)
Tranche B1 Term Loan
1-month Term SOFR + 3.750%
Floor 0.750%
02/15/2029		9.198	%		1,695,738		1,690,973
Worldpay^(b),(m),(n)
Tranche B Term Loan
1-month Term SOFR + 3.000%
Floor 0.500%
09/20/2030		8.334	%		1,631,947		1,629,907

Total							95,708,465

Transportation Services 0.0%
First Student Bidco, Inc.^(b),(m)
Tranche B Term Loan
3-month Term SOFR + 3.000%
Floor 0.500%
07/21/2028		8.501	%		895,854		880,552
3-month Term SOFR + 4.000%
Floor 0.500%
07/21/2028		9.490	%		751,804		744,692
Tranche C Term Loan
3-month Term SOFR + 3.000%
Floor 0.500%
07/21/2028		8.652	%		336,710		330,959

Total							1,956,203

Wireless 0.1%
Altice France SA^(b),(m)
Tranche B14 Term Loan
3-month Term SOFR + 5.500%
08/15/2028		10.894	%		1,894,244		1,613,669
Crown Subsea Communications Holding, Inc.^(b),(m)
Term Loan
1-month Term SOFR + 5.000%
Floor 0.750%
04/27/2027		10.435	%		1,000,000		1,005,000
SBA Senior Finance II LLC^(b),(m)
Term Loan
1-month Term SOFR + 1.750%
04/11/2025		7.200	%		1,404,645		1,405,586

Total							4,024,255

Total Senior Loans (Cost $408,377,341)							397,714,252


U.S. Government & Agency Obligations 0.1%

Issuer	Coupon Rate			Principal Amount ($)		Value ($)
Federal Farm Credit Banks Funding Corp.
10/20/2026		1.140	%		2,000,000		1,804,786
11/30/2026		1.540	%		2,500,000		2,280,640

Total U.S. Government & Agency Obligations (Cost $4,500,000)							4,085,426


Call Option Contracts Purchased 0.1%

						Value ($)
(Cost $4,755,000)							4,755,000



Money Market Funds 7.3%

	Shares		Value ($)
Columbia Short-Term Cash Fund, 5.605%^(q),(r)		373,688,940		373,614,203

Total Money Market Funds (Cost $373,525,212)				373,614,203

Total Investments in Securities (Cost: $6,603,446,695)				6,313,562,912

Other Assets & Liabilities, Net				(1,226,319,961	)

Net Assets				5,087,242,951

At November 30, 2023, securities and/or cash totaling $38,937,143 were pledged as collateral.

Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.

You may at any time request, free of charge, to receive a paper copy of this report by calling 800.345.6611.


Not FDIC or NCUA Insured • No Financial Institution Guarantee • May Lose Value


10		Columbia Strategic Income Fund \| First Quarter Report 2023


Long futures contracts

Description	Number of contracts		Expiration date		Trading currency		Notional amount		Value/Unrealized appreciation ($)		Value/Unrealized depreciation ($)
3-Month SONIA		2,907		03/2026		GBP		698,297,738		4,322,200		—
Long Gilt		399		03/2024		GBP		38,575,320		—		(434,887	)
U.S. Treasury 5-Year Note		14,160		03/2024		USD		1,513,018,132		8,073,438		—

Total										12,395,638		(434,887	)


Short futures contracts

Description	Number of contracts			Expiration date		Trading currency		Notional amount			Value/Unrealized appreciation ($)		Value/Unrealized depreciation ($)
3-Month SOFR		(3,175	)		03/2025		USD		(760,372,813	)		—		(539,257	)
3-Month SOFR		(3,584	)		03/2026		USD		(863,923,200	)		—		(5,465,905	)
U.S. Long Bond		(2,120	)		03/2024		USD		(246,847,500	)		—		(1,702,892	)
U.S. Treasury 10-Year Note		(6,904	)		03/2024		USD		(758,037,625	)		—		(7,112,846	)
U.S. Treasury 2-Year Note		(2,193	)		03/2024		USD		(448,382,837	)		—		(1,424,402	)
U.S. Treasury Ultra Bond		(546	)		03/2024		USD		(67,158,000	)		—		(753,637	)

Total												—		(16,998,939	)


Cleared interest rate swap contracts

Fund receives	Fund pays	Payment frequency	Counterparty	Maturity date		Notional currency		Notional amount		Value ($)			Upfront payments ($)		Upfront receipts ($)		Unrealized appreciation ($)		Unrealized depreciation ($)
Fixed rate of 6.230%	28-Day MXN TIIE-Banxico	Receives Monthly, Pays Monthly	Morgan Stanley		01/09/2026		MXN		580,000,000		(2,403,531	)		—		—		—		(2,403,531	)
Fixed rate of 5.985%	28-Day MXN TIIE-Banxico	Receives Monthly, Pays Monthly	Morgan Stanley		01/21/2026		MXN		211,000,000		(917,700	)		—		—		—		(917,700	)
SOFR plus 0.262%	Fixed rate of 1.781%	Receives Quarterly, Pays SemiAnnually Morgan Stanley			08/09/2049		USD		53,500,000		20,422,134			—		—		20,422,134		—

Total											17,100,903			—		—		20,422,134		(3,321,231	)


Credit default swap contracts - buy protection

Reference entity	Counterparty	Maturity date		Pay fixed rate (%)		Payment frequency		Notional currency		Notional amount		Value ($)		Periodic payments receivable (payable) ($)			Upfront payments ($)		Upfront receipts ($)		Unrealized appreciation ($)		Unrealized depreciation ($)
Markit CMBX North America Index, Series 11 BBB-	Citi		11/18/2054		3.000		Monthly		USD		13,000,000		2,567,195		(6,500	)		3,235,808		—		—		(675,113	)
Markit CMBX North America Index, Series 12 BBB-	Citi		08/17/2061		3.000		Monthly		USD		11,100,000		3,099,377		(5,550	)		2,994,314		—		99,513		—
Markit CMBX North America Index, Series 11 BBB-	Goldman Sachs International		11/18/2054		3.000		Monthly		USD		4,400,000		868,897		(2,200	)		656,839		—		209,858		—
Markit CMBX North America Index, Series 11 BBB-	JPMorgan		11/18/2054		3.000		Monthly		USD		4,400,000		868,896		(2,200	)		145,218		—		721,478		—
Markit CMBX North America Index, Series 16 BBB-	Morgan Stanley		04/17/2065		3.000		Monthly		USD		11,150,000		2,472,410		(5,575	)		2,573,262		—		—		(106,427	)

Total													9,876,775		(22,025	)		9,605,441		—		1,030,849		(781,540	)


Credit default swap contracts - sell protection

Reference entity	Counterparty	Maturity date	Receive fixed rate (%)		Payment frequency		Implied credit spread (%)*		Notional currency		Notional amount		Value ($)			Periodic payments receivable (payable) ($)		Upfront payments ($)		Upfront receipts ($)			Unrealized appreciation ($)		Unrealized depreciation ($)
Markit CMBX North America Index, Series 10 BBB-	Citi	11/17/2059		3.000		Monthly		17.069		USD		18,000,000		(5,386,068	)		9,000		—		(2,101,166	)		—		(3,275,902	)
Markit CMBX North America Index, Series 10 BBB-	JPMorgan	11/17/2059		3.000		Monthly		17.069		USD		9,500,000		(2,842,647	)		4,750		—		(2,001,580	)		—		(836,317	)
Markit CMBX North America Index, Series 10 BBB-	JPMorgan	11/17/2059		3.000		Monthly		17.069		USD		9,500,000		(2,842,647	)		4,750		—		(1,550,491	)		—		(1,287,406	)
Markit CMBX North America Index, Series 10 BBB-	Morgan Stanley	11/17/2059		3.000		Monthly		17.069		USD		8,000,000		(2,393,807	)		4,000		—		(1,525,465	)		—		(864,342	)
Markit CMBX North America Index, Series 8 BBB-	Morgan Stanley	10/17/2057		3.000		Monthly		25.804		USD		5,000,000		(810,190	)		2,500		—		(1,001,522	)		193,832		—

Total														(14,275,359	)		25,000		—		(8,180,224	)		193,832		(6,263,967	)


Affiliated issuers	Beginning of period($)		Purchases($)		Sales($)			Net change in unrealized appreciation (depreciation)($)		End of period($)		Realized gain (loss)($)		Dividends($)		End of period shares
Columbia Short-Term Cash Fund, 5.605%
		284,775,725		488,115,246		(399,290,231	)		13,463		373,614,203		25,842		3,937,288		373,688,940


CMO		Collateralized Mortgage Obligation
SOFR		Secured Overnight Financing Rate
STRIPS		Separate Trading of Registered Interest and Principal Securities
TBA		To Be Announced


EUR		Euro
GBP		British Pound
IDR		Indonesian Rupiah
INR		Indian Rupee
KRW		South Korean Won
MXN		Mexican Peso
USD		US Dollar
ZAR		South African Rand