# EDGAR Filing Document

**Accession Number:** 0000277751
**File Stem:** 0001193125-25-301813
**Filing Date:** 2025-11
**Character Count:** 700380
**Document Hash:** a0bdba3364ba90405f4d591a8fe71513
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-301813.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0001193125-25-301813

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JANUS INVESTMENT FUND
- **CENTRAL INDEX KEY:** 0000277751

**ORGANIZATION NAME:**
- **EIN:** 840592523
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01879
- **FILM NUMBER:** 251534226

**BUSINESS ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206
- **BUSINESS PHONE:** 303-333-3863

**MAIL ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JANUS FUND /MD/
- **DATE OF NAME CHANGE:** 19870701

## Series and Classes Contracts Data

### Janus Henderson Multi-Sector Income Fund (Series ID: S000044285)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000137958 | Class A      | JMUAX           |
| C000137959 | Class C      | JMUCX           |
| C000137960 | Class D      | JMUDX           |
| C000137961 | Class I      | JMUIX           |
| C000137962 | Class N      | JMTNX           |
| C000137963 | Class S      | JMUSX           |
| C000137964 | Class T      | JMUTX           |

## Nport-Ex

**Janus Henderson Multi-Sector Income Fund**

**Schedule of Investments (unaudited)**

**September 30, 2025**

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

---

| | | |
|:---|:---|:---|
|  | *Shares or* <br>*Principal Amounts*<br>| *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – 51.0% |  |  |
| &nbsp;&nbsp;&nbsp; Aaset 2019-2 Trust, 6.4130%, 10/16/39<sup>ž</sup> <br>| $4723808 | $4582345 |
| &nbsp;&nbsp;&nbsp; Accelerated Assets 2024-1A D, 7.8500%, 8/22/44<sup>ž</sup> <br>| &nbsp;&nbsp; 7377212 | &nbsp;&nbsp; 7419122 |
| &nbsp;&nbsp;&nbsp; Achieve Mortgage 2024-HE1 B, 7.2600%, 5/25/39<sup>ž</sup> <br>| &nbsp;&nbsp; 4900627 | &nbsp;&nbsp; 5064581 |
| &nbsp;&nbsp;&nbsp; ACHV Trust 2023-1PL D, 8.4700%, 3/18/30<sup>ž</sup> <br>| &nbsp;&nbsp; 1482498 | &nbsp;&nbsp; 1500818 |
| &nbsp;&nbsp;&nbsp; Affirm Asset Securitization Trust 2024-A 1E, 9.1700%, 2/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; 4000000 | &nbsp;&nbsp; 4053052 |
| &nbsp;&nbsp;&nbsp; Affirm Master Trust 2025-3A D, 5.0900%, 10/16/34<sup>ž</sup> <br>| &nbsp;&nbsp; 2726000 | &nbsp;&nbsp; 2715235 |
| &nbsp;&nbsp;&nbsp; Affirm Master Trust 2025-3A E, 6.8000%, 10/16/34<sup>ž</sup> <br>| &nbsp;&nbsp; 8000000 | &nbsp;&nbsp; 7971329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ALA Trust 2025-OANA D, CME Term SOFR 1 Month + 3.0907%, 7.2417%, <br> 6/15/40<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2670000 | &nbsp;&nbsp; 2686907 |
| &nbsp;&nbsp;&nbsp; Ally Bank Auto Credit-Linked Notes 2024-A E, 7.9170%, 5/17/32<sup>ž</sup> <br>| &nbsp;&nbsp; 1488894 | &nbsp;&nbsp; 1519474 |
| &nbsp;&nbsp;&nbsp; Ally Bank Auto Credit-Linked Notes 2024-A G, 12.7480%, 5/17/32<sup>ž</sup> <br>| &nbsp;&nbsp; 2652938 | &nbsp;&nbsp; 2705638 |
| &nbsp;&nbsp;&nbsp; Ally Bank Auto Credit-Linked Notes 2024-B E, 6.6780%, 9/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 1316167 | &nbsp;&nbsp; 1325267 |
| &nbsp;&nbsp;&nbsp; Ally Bank Auto Credit-Linked Notes 2024-B G, 11.3950%, 9/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 4771104 | &nbsp;&nbsp; 4814796 |
| &nbsp;&nbsp;&nbsp; Ally Bank Auto Credit-Linked Notes 2025-A E, 6.0660%, 6/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 8387525 | &nbsp;&nbsp; 8421199 |
| &nbsp;&nbsp;&nbsp; Ally Bank Auto Credit-Linked Notes 2025-A F, 6.9420%, 6/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 2788097 | &nbsp;&nbsp; 2805252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ARES CLO Ltd 2019-53A A1R, CME Term SOFR 3 Month + 1.2800%, 5.5987%, <br> 10/24/36<sup>ž,</sup><sup>‡</sup> <br>| 47575000 | 47649969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ARES CLO Ltd 2024-ALF8 A1, CME Term SOFR 3 Month + 1.2500%, 5.5687%, <br> 1/25/38<sup>ž,</sup><sup>‡</sup> <br>| 20000000 | 20050290 |
| &nbsp;&nbsp;&nbsp; Auxilior Term Funding LLC 2023-1A E, 10.9700%, 12/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 2550000 | &nbsp;&nbsp; 2600422 |
| &nbsp;&nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC 2021-1A D, 3.7100%, 8/20/27<sup>ž</sup> <br>| &nbsp;&nbsp; 6000000 | &nbsp;&nbsp; 5915008 |
| &nbsp;&nbsp;&nbsp; AXIS Equipment Finance Receivables 2024-1A E, 9.6600%, 4/20/32<sup>ž</sup> <br>| &nbsp;&nbsp; 2875000 | &nbsp;&nbsp; 2952759 |
| &nbsp;&nbsp;&nbsp; AXIS Equipment Finance Receivables LLC 2024-2A E, 8.8800%, 10/20/32<sup>ž</sup> <br>| &nbsp;&nbsp; 1400000 | &nbsp;&nbsp; 1433990 |
| &nbsp;&nbsp;&nbsp; AXIS Equipment Finance Receivables LLC 2025-1A E, 8.3500%, 1/20/34<sup>ž</sup> <br>| &nbsp;&nbsp; 1500000 | &nbsp;&nbsp; 1517743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Babson CLO Ltd 2023-3A D2R, CME Term SOFR 3 Month + 3.9000%, 8.0725%, <br> 10/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 5106000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Babson CLO Ltd LP-5A A, CME Term SOFR 3 Month + 1.2200%, 5.5455%, <br> 1/22/35<sup>ž,</sup><sup>‡</sup> <br>| 25000000 | 25066642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bain Capital Credit CLO Ltd 2023-3A A1R, CME Term SOFR 3 Month + <br> 1.3100%, 5.5135%, 10/25/38<sup>ž,</sup><sup>‡</sup> <br>| 62250000 | 62454205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BAMLL Commercial Mortgage Securities Trust 2024-FRR2 E, 1.2731%, <br> 7/27/50<sup>ž,</sup><sup>‡</sup> <br>| 10755758 | &nbsp;&nbsp; 9096234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BAMLL Commercial Mortgage Securities Trust 2024-FRR3 E, 0.4898%, <br> 1/27/50<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 3776872 | &nbsp;&nbsp; 3380072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BAMLL Commercial Mortgage Securities Trust 2024-FRR4 E, 1.1153%, <br> 11/27/48<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 976697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BAMLL Commercial Mortgage Securities Trust 2024-FRR4 F, 1.0466%, <br> 11/27/48<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1779000 | &nbsp;&nbsp; 1732090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BAMLL Commercial Mortgage Securities Trust 2025-FRR5 E736, 0.9471%, <br> 9/27/52<sup>ž,</sup><sup>‡</sup> <br>| 24861668 | 21919476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BAMLL Commercial Mortgage Securities Trust 2025-FRR5 EK73, 0.0099%, <br> 2/27/51<sup>ž,</sup><sup>‡</sup> <br>| 18449665 | 13747244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BAMLL Commercial Mortgage Securities Trust 2025-FRR5 EK86, 0%, <br> 11/27/51<sup>ž,◊</sup> <br>| 19564243 | 14728130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bayview Opportunity Master Fund VII 2024-CAR1 E, US 30 Day Average SOFR + <br> 3.6000%, 7.9560%, 12/26/31<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 811076 | &nbsp;&nbsp;&nbsp;&nbsp; 822881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bayview Opportunity Master Fund VII 2024-EDU1 C, US 30 Day Average SOFR + <br> 1.8000%, 6.1560%, 6/25/47<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2474799 | &nbsp;&nbsp; 2464984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bayview Opportunity Master Fund VII 2024-EDU1 D, US 30 Day Average SOFR + <br> 2.7500%, 7.1060%, 6/25/47<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 989920 | &nbsp;&nbsp; 1013653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bayview Opportunity Master Fund VII 2025-EDU1 C, US 30 Day Average SOFR + <br> 1.8000%, 6.1333%, 7/27/48<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 5825000 | &nbsp;&nbsp; 5825000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Benefit Street Partners CLO Ltd 2022-28A AR, CME Term SOFR 3 Month + <br> 1.3500%, 5.6755%, 10/20/37<sup>ž,</sup><sup>‡</sup> <br>| 40000000 | 40126128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Benefit Street Partners CLO Ltd 2025-43A A, CME Term SOFR 3 Month + <br> 1.2700%, 5.1875%, 10/20/38<sup>ž,</sup><sup>‡</sup> <br>| 29665000 | 29753995 |
| &nbsp;&nbsp;&nbsp; BFLD Trust 2025-5MW D, 6.3710%, 10/10/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 4980716 |
| &nbsp;&nbsp;&nbsp; Blue Bridge Funding LLC 2023-1A B, 9.4800%, 11/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 2800000 | &nbsp;&nbsp; 2857505 |
| &nbsp;&nbsp;&nbsp; Blue Bridge Funding LLC 2023-1A C, 9.5000%, 11/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 2800000 | &nbsp;&nbsp; 2721326 |
| &nbsp;&nbsp;&nbsp; Blue Bridge Funding LLC 2023-1A D, 15.0000%, 11/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 1743000 | &nbsp;&nbsp; 1743998 |
| &nbsp;&nbsp;&nbsp; BPR Trust 2024-PMDW E, 5.8500%, 11/5/41<sup>ž,</sup><sup>‡</sup> <br>| 17000000 | 16124310 |
| &nbsp;&nbsp;&nbsp; Brean Asset Backed Securities Trust 2024-RM8 A2, 4.5000%, 5/25/64<sup>ž</sup> <br>| 12014881 | 11543036 |
| &nbsp;&nbsp;&nbsp; Business Jet Securities LLC 2022-1A C, 6.4130%, 6/15/37<sup>ž</sup> <br>| &nbsp;&nbsp; 1620870 | &nbsp;&nbsp; 1613273 |
| &nbsp;&nbsp;&nbsp; Business Jet Securities LLC 2024-1A B, 6.9240%, 5/15/39<sup>ž</sup> <br>| &nbsp;&nbsp; 1098256 | &nbsp;&nbsp; 1128831 |
| &nbsp;&nbsp;&nbsp; Business Jet Securities LLC 2024-1A C, 9.1320%, 5/15/39<sup>ž</sup> <br>| &nbsp;&nbsp; 4673830 | &nbsp;&nbsp; 4801050 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Business Jet Securities LLC 2024-2A B, 5.7540%, 9/15/39<sup>ž</sup> <br>| $2917467 | $2905962 |
| &nbsp;&nbsp;&nbsp; Business Jet Securities LLC 2024-2A C, 7.9740%, 9/15/39<sup>ž</sup> <br>| &nbsp;&nbsp; 2445209 | &nbsp;&nbsp; 2457837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2021-ARIA E, CME Term SOFR 1 Month + <br> 2.3590%, 6.5090%, 10/15/36<sup>ž,</sup><sup>‡</sup> <br>| 13000000 | 12985801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2021-ARIA F, CME Term SOFR 1 Month + <br> 2.7080%, 6.8580%, 10/15/36<sup>ž,</sup><sup>‡</sup> <br>| 13000000 | 12994455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2021-BXMF G, CME Term SOFR 1 Month + <br> 3.4640%, 7.6140%, 10/15/26<sup>ž,</sup><sup>‡</sup> <br>| 13952992 | 13887295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2021-SOAR G, CME Term SOFR 1 Month + <br> 2.9145%, 7.0655%, 6/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 6224838 | &nbsp;&nbsp; 6221536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2021-SOAR J, CME Term SOFR 1 Month + <br> 3.8645%, 8.0155%, 6/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 8152785 | &nbsp;&nbsp; 8054349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2021-VOLT E, CME Term SOFR 1 Month + <br> 2.1145%, 6.2646%, 9/15/36<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 3633105 | &nbsp;&nbsp; 3625310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2021-VOLT F, CME Term SOFR 1 Month + <br> 2.5145%, 6.6646%, 9/15/36<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 8176909 | &nbsp;&nbsp; 8159494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2021-VOLT G, CME Term SOFR 1 Month + <br> 2.9645%, 7.1146%, 9/15/36<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 5812969 | &nbsp;&nbsp; 5725442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2022-FOX2 A2, CME Term SOFR 1 Month + <br> 0.7492%, 4.8994%, 4/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 6929860 | &nbsp;&nbsp; 6916167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-AIR2 D, CME Term SOFR 1 Month + <br> 2.7905%, 6.9415%, 10/15/41<sup>ž,</sup><sup>‡</sup> <br>| 16987080 | 17007149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-AIRC A, CME Term SOFR 1 Month + <br> 1.6912%, 5.8414%, 8/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 9361952 | &nbsp;&nbsp; 9384663 |
| &nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-BIO2 D, 7.9698%, 8/13/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 7480000 | &nbsp;&nbsp; 7419692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-BRBK A, CME Term SOFR 1 Month + <br> 2.8796%, 7.0266%, 10/15/41<sup>ž,</sup><sup>‡</sup> <br>| 25000000 | 25156947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-BRBK D, CME Term SOFR 1 Month + <br> 5.9705%, 10.1175%, 10/15/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 5006529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-GPA3 C, CME Term SOFR 1 Month + <br> 1.8920%, 6.0421%, 12/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 7652888 | &nbsp;&nbsp; 7672907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-VLT4 E, CME Term SOFR 1 Month + <br> 2.8894%, 7.0396%, 6/17/41<sup>ž,</sup><sup>‡</sup> <br>| 10345000 | 10354209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-VLT4 F, CME Term SOFR 1 Month + <br> 3.9379%, 8.0880%, 6/17/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 8250000 | &nbsp;&nbsp; 8108666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-WPT B, CME Term SOFR 1 Month + <br> 1.8908%, 6.0410%, 3/15/34<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 7663000 | &nbsp;&nbsp; 7692217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2025-ROIC E, CME Term SOFR 1 Month + <br> 2.9413%, 7.0915%, 3/15/30<sup>ž,</sup><sup>‡</sup> <br>| 22827967 | 22768036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2025-VLT7 E, CME Term SOFR 1 Month + <br> 3.7500%, 7.9002%, 7/15/44<sup>ž,</sup><sup>‡</sup> <br>| 16641000 | 16669080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BXHPP Trust 2021-FILM A, CME Term SOFR 1 Month + 0.7645%, 4.9145%, <br> 8/15/36<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 8670000 | &nbsp;&nbsp; 8415461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BXHPP Trust 2021-FILM B, CME Term SOFR 1 Month + 1.0145%, 5.1645%, <br> 8/15/36<sup>ž,</sup><sup>‡</sup> <br>| 14243000 | 13321123 |
| &nbsp;&nbsp;&nbsp; BXP Trust 2017-GM D, 3.5390%, 6/13/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 6870000 | &nbsp;&nbsp; 6615554 |
| &nbsp;&nbsp;&nbsp; CALI Mortgage Trust 2019-101C B, 4.1580%, 3/10/39<sup>ž</sup> <br>| &nbsp;&nbsp; 8311000 | &nbsp;&nbsp; 7690561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carlyle Global Markets Strategies 2017-2A AR2, CME Term SOFR 3 Month + <br> 1.4900%, 5.8155%, 7/20/37<sup>ž,</sup><sup>‡</sup> <br>| 32500000 | 32673368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carlyle Global Markets Strategies 2021-11A A2R, CME Term SOFR 3 Month + <br> 1.6100%, 5.9285%, 7/27/37<sup>ž,</sup><sup>‡</sup> <br>| 13500000 | 13536743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carlyle Global Markets Strategies 2023-4A D, CME Term SOFR 3 Month + <br> 4.1000%, 8.4185%, 10/27/36<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 5250000 | &nbsp;&nbsp; 5285935 |
| &nbsp;&nbsp;&nbsp; Carvana Auto Receivables Trust 2021-N3 E, 3.1600%, 6/12/28<sup>ž</sup> <br>| &nbsp;&nbsp; 7787396 | &nbsp;&nbsp; 7614501 |
| &nbsp;&nbsp;&nbsp; Castlelake Aircraft Securitization Trust 2018-1, 6.6250%, 6/15/43<sup>ž</sup> <br>| &nbsp;&nbsp; 3837432 | &nbsp;&nbsp; 2383813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cedar Funding Ltd 2018-9A AR, CME Term SOFR 3 Month + 1.4200%, <br> 5.7455%, 7/20/37<sup>ž,</sup><sup>‡</sup> <br>| 29000000 | 29088940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cedar Funding Ltd 2021-14A AR, CME Term SOFR 3 Month + 1.3800%, <br> 5.6976%, 10/15/37<sup>ž,</sup><sup>‡</sup> <br>| 37860000 | 37994782 |
| &nbsp;&nbsp;&nbsp; CF Hippolyta Issuer LLC 2022-1A A1, 5.9700%, 8/15/62<sup>ž</sup> <br>| 23081995 | 22288099 |
| &nbsp;&nbsp;&nbsp; CF Hippolyta Issuer LLC 2022-1A A2, 6.1100%, 8/15/62<sup>ž</sup> <br>| 21601682 | 20289762 |
| &nbsp;&nbsp;&nbsp; Chase Auto Credit Linked Notes 2021-2 G, 8.4820%, 12/26/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 568193 | &nbsp;&nbsp;&nbsp;&nbsp; 568762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chase Mortgage Finance Corp 2021-CL1 M1, US 30 Day Average SOFR + <br> 1.2000%, 5.5560%, 2/25/50<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1236958 | &nbsp;&nbsp; 1221005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chase Mortgage Finance Corp 2021-CL1 M4, US 30 Day Average SOFR + <br> 2.6500%, 7.0060%, 2/25/50<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2002387 | &nbsp;&nbsp; 1992586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chase Mortgage Finance Corp 2021-CL1 M5, US 30 Day Average SOFR + <br> 3.2500%, 7.6060%, 2/25/50<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 801054 | &nbsp;&nbsp;&nbsp;&nbsp; 801048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CIFC Funding Ltd 2019-7A A1R, CME Term SOFR 3 Month + 1.2800%, <br> 5.3713%, 10/19/38<sup>ž,</sup><sup>‡</sup> <br>| 49782000 | 49961962 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Citigroup Commercial Mortgage Trust 2018-C5, 0.8174%, 6/10/51<sup>‡</sup><sup>,¤</sup> <br>| $31628416 | &nbsp;&nbsp; $479805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup Commercial Mortgage Trust 2021-PRM2 E, CME Term SOFR 1 Month + <br> 2.5145%, 6.6655%, 10/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 1984476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup Commercial Mortgage Trust 2021-PRM2 F, CME Term SOFR 1 Month + <br> 3.8645%, 8.0155%, 10/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6000000 | &nbsp;&nbsp; 5992509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup Commercial Mortgage Trust 2021-PRM2 G, CME Term SOFR 1 Month <br> + 4.6145%, 8.7655%, 10/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 12600000 | 12616217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup Commercial Mortgage Trust 2021-PRM2 J, CME Term SOFR 1 Month + <br> 5.5145%, 9.6655%, 10/15/36<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6000000 | &nbsp;&nbsp; 5969678 |
| &nbsp;&nbsp;&nbsp; Coinstar Funding LLC 2017-1A A2, 5.2160%, 4/25/47<sup>ž</sup> <br>| &nbsp;&nbsp; 15583737 | 14557367 |
| &nbsp;&nbsp;&nbsp; Cologix Data Centers Issuer LLC 2022-1CAN A2, 4.9400%, 1/25/52<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5000000<br> CAD | &nbsp;&nbsp; 3539562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; COMM Mortgage Trust 2024-WCL1 C, CME Term SOFR 1 Month + 2.8890%, <br> 7.0392%, 6/17/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3750000 | &nbsp;&nbsp; 3732159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; COMM Mortgage Trust 2024-WCL1 D, CME Term SOFR 1 Month + 3.2890%, <br> 7.4392%, 6/17/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 11250000 | 11181698 |
| &nbsp;&nbsp;&nbsp; Compass Datacenters Issuer II LLC 2024-2A B2, 5.9990%, 8/25/49<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 5017581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2019-R04 2B1, US 30 Day Average SOFR + <br> 5.3645%, 9.7205%, 6/27/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3821401 | &nbsp;&nbsp; 3935875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2019-R05, US 30 Day Average SOFR + <br> 4.2145%, 8.5705%, 7/25/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5786816 | &nbsp;&nbsp; 5898475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2021-R01 1B1, US 30 Day Average SOFR + <br> 3.1000%, 7.4560%, 10/25/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 27737621 | 28203353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2021-R02 2B1, US 30 Day Average SOFR + <br> 3.3000%, 7.6560%, 11/25/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8750000 | &nbsp;&nbsp; 8919040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2021-R03 1B1, US 30 Day Average SOFR + <br> 2.7500%, 7.1060%, 12/25/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3442000 | &nbsp;&nbsp; 3495133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2022-R01 1B1, US 30 Day Average SOFR + <br> 3.1500%, 7.5060%, 12/25/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 13477000 | 13794955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2022-R01 1B2, US 30 Day Average SOFR + <br> 6.0000%, 10.3560%, 12/25/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8464000 | &nbsp;&nbsp; 8842729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2022-R02 2B1, US 30 Day Average SOFR + <br> 4.5000%, 8.8560%, 1/27/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 18903000 | 19595337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2023-R06 1B2, US 30 Day Average SOFR + <br> 5.9000%, 10.2560%, 7/27/43<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 14170667 | 15303885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2024-R01 1B1, US 30 Day Average SOFR + <br> 2.7000%, 7.0560%, 1/25/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 14329655 | 14660254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2024-R03 2B1, US 30 Day Average SOFR + <br> 2.8000%, 7.1560%, 3/25/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8290000 | &nbsp;&nbsp; 8561885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2024-R04 1B1, US 30 Day Average SOFR + <br> 2.2000%, 6.5560%, 5/25/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4590000 | &nbsp;&nbsp; 4636343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2024-R06 1M2, US 30 Day Average SOFR <br> + 1.6000%, 5.9560%, 9/26/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4335227 | &nbsp;&nbsp; 4342039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2025-R01 1M2, US 30 Day Average SOFR <br> + 1.5000%, 5.8560%, 1/25/45<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 7908000 | &nbsp;&nbsp; 7901581 |
| &nbsp;&nbsp;&nbsp; CPC Asset Securitization LLC 2024-1A D, 13.4500%, 8/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8437000 | &nbsp;&nbsp; 8507027 |
| &nbsp;&nbsp;&nbsp; CPF IV LLC / CP EF Asset Securitization LLC 2023-1A B, 7.7700%, 3/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6524000 | &nbsp;&nbsp; 6671479 |
| &nbsp;&nbsp;&nbsp; CPF IV LLC / CP EF Asset Securitization LLC 2023-1A C, 7.5600%, 3/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5750000 | &nbsp;&nbsp; 5716929 |
| &nbsp;&nbsp;&nbsp; CPT Mortgage Trust 2019-CPT F, 3.0967%, 11/13/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 11135000 | &nbsp;&nbsp; 8541843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Suisse Commercial Mortgage Trust 2021-BHAR E, CME Term SOFR 1 <br> Month + 3.6145%, 7.7655%, 11/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2989500 | &nbsp;&nbsp; 2925815 |
| &nbsp;&nbsp;&nbsp; Crockett Partners Equipment Co II LLC 2024-1C B, 6.7800%, 1/20/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2206061 | &nbsp;&nbsp; 2263663 |
| &nbsp;&nbsp;&nbsp; Crockett Partners Equipment Co II LLC 2024-1C C, 10.1600%, 1/20/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 945455 | &nbsp;&nbsp;&nbsp;&nbsp; 980206 |
| &nbsp;&nbsp;&nbsp; CSAIL Commercial Mortgage Trust 2021-C20 XA, 1.1123%, 3/15/54<sup>‡</sup><sup>,¤</sup> <br>| &nbsp;&nbsp; 58013092 | &nbsp;&nbsp; 2319124 |
| &nbsp;&nbsp;&nbsp; DC Commercial Mortgage Trust 2023-DC D, 7.3785%, 9/12/40<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 10000000 | 10267111 |
| &nbsp;&nbsp;&nbsp; Diamond Infrastructure Funding LLC 2021-1A B, 2.3550%, 4/15/49<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | &nbsp;&nbsp; 3866988 |
| &nbsp;&nbsp;&nbsp; Diamond Infrastructure Funding LLC 2021-1A C, 3.4750%, 4/15/49<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3420000 | &nbsp;&nbsp; 3287558 |
| &nbsp;&nbsp;&nbsp; Diamond Issuer LLC 2021-1A C, 3.7870%, 11/20/51<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 4667910 |
| &nbsp;&nbsp;&nbsp; Drive Auto Receivables Trust 2025-1 D, 5.4100%, 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2673000 | &nbsp;&nbsp; 2707775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DROP Mortgage Trust 2021-FILE A, CME Term SOFR 1 Month + 1.2645%, <br> 5.4145%, 10/15/43<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2650000 | &nbsp;&nbsp; 2577797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DROP Mortgage Trust 2021-FILE D, CME Term SOFR 1 Month + 2.8645%, <br> 7.0145%, 10/15/43<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 15000000 | 13302355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dryden Senior Loan Fund 2016-42A A2RR, CME Term SOFR 3 Month + <br> 1.6500%, 5.9676%, 7/15/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 12250000 | 12286395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dryden Senior Loan Fund 2022-108A A1R, CME Term SOFR 3 Month + <br> 1.3600%, 5.6890%, 7/20/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 26050000 | 26133024 |
| &nbsp;&nbsp;&nbsp; ECAF I Ltd, 5.8020%, 6/15/40<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3163638 | &nbsp;&nbsp; 1455273 |
| &nbsp;&nbsp;&nbsp; Enva LLC 2024-A A, 7.4300%, 10/21/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486393 | &nbsp;&nbsp;&nbsp;&nbsp; 487733 |
| &nbsp;&nbsp;&nbsp; Exeter Automobile Receivables Trust 2023-1A E, 12.0700%, 9/16/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3337182 |
| &nbsp;&nbsp;&nbsp; Exeter Automobile Receivables Trust 2024-1A E, 7.8900%, 8/15/31<sup>ž</sup> <br>| &nbsp;&nbsp; 10250000 | 10696955 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Exeter Automobile Receivables Trust 2024-3A E, 7.8400%, 10/15/31<sup>ž</sup> <br>| $6670000 | $6963634 |
| &nbsp;&nbsp;&nbsp; Exeter Select Automobile Receivables Trust 2025-2 D, 5.3400%, 1/15/32 | &nbsp;&nbsp; 5970000 | &nbsp;&nbsp; 6006795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust 2021-ESH E, CME Term SOFR 1 Month + <br> 2.9645%, 7.1145%, 7/15/38<sup>ž,</sup><sup>‡</sup> <br>| 12556380 | 12549806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust 2021-ESH F, CME Term SOFR 1 Month + <br> 3.8145%, 7.9645%, 7/15/38<sup>ž,</sup><sup>‡</sup> <br>| 10001253 | &nbsp;&nbsp; 9999140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust 2025-ESH D, CME Term SOFR 1 Month + <br> 2.6000%, 6.7500%, 10/15/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 6021000 | &nbsp;&nbsp; 6016116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust 2025-ESH E, CME Term SOFR 1 Month + <br> 3.3500%, 7.5000%, 10/15/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 9353000 | &nbsp;&nbsp; 9370816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust 2025-ESH F, CME Term SOFR 1 Month + <br> 4.1000%, 8.2500%, 10/15/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2500000 | &nbsp;&nbsp; 2505672 |
| &nbsp;&nbsp;&nbsp; ExteNet Systems 2024-1A C, 9.0500%, 7/25/54<sup>ž</sup> <br>| &nbsp;&nbsp; 5250000 | &nbsp;&nbsp; 5408877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fannie Mae REMICS 2010-109 BS, US 30 Day Average SOFR + 53.7407%, <br> 5.8312%, 10/25/40<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 588203 | &nbsp;&nbsp;&nbsp;&nbsp; 839491 |
| &nbsp;&nbsp;&nbsp; Fannie Mae REMICS 2018-27 EA, 3.0000%, 5/25/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fannie Mae REMICS 2018-56 SB, US 30 Day Average SOFR + 5.9355%, <br> 1.5795%, 8/25/48<sup>‡</sup><sup>,¤</sup> <br>| &nbsp;&nbsp; 5458788 | &nbsp;&nbsp;&nbsp;&nbsp; 630750 |
| &nbsp;&nbsp;&nbsp; Fannie Mae REMICS 2020-100 BI, 2.0000%, 1/25/51<sup>¤</sup> <br>| 12210025 | &nbsp;&nbsp; 1515527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fannie Mae REMICS 2025-12 FC, US 30 Day Average SOFR + 1.1000%, <br> 5.4560%, 3/25/55<sup>‡</sup> <br>| 32435036 | 32471154 |
| &nbsp;&nbsp;&nbsp; First Help Financial LLC 2025-1A C, 5.6900%, 8/15/31<sup>ž</sup> <br>| &nbsp;&nbsp; 6100000 | &nbsp;&nbsp; 6181653 |
| &nbsp;&nbsp;&nbsp; First Help Financial LLC 2025-1A D, 5.9500%, 6/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 4340000 | &nbsp;&nbsp; 4394252 |
| &nbsp;&nbsp;&nbsp; Flagship Credit Auto Trust 2022-4 E, 12.6600%, 1/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 4667842 |
| &nbsp;&nbsp;&nbsp; Flagship Credit Auto Trust 2023-1 E, 11.4400%, 4/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 8000000 | &nbsp;&nbsp; 7914879 |
| &nbsp;&nbsp;&nbsp; Flagship Credit Auto Trust 2023-3 E, 9.7400%, 6/17/30<sup>ž</sup> <br>| &nbsp;&nbsp; 4725000 | &nbsp;&nbsp; 4678060 |
| &nbsp;&nbsp;&nbsp; Flagstar Mortgage Trust 2021-13IN A17, 3.0000%, 12/30/51<sup>ž,</sup><sup>‡</sup> <br>| 13388103 | 11512271 |
| &nbsp;&nbsp;&nbsp; FORA Financial Asset Securitization 2024-1A A, 6.3300%, 8/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; 4962000 | &nbsp;&nbsp; 5003710 |
| &nbsp;&nbsp;&nbsp; Foundation Finance Trust 2023-2A D, 9.1000%, 6/15/49<sup>ž</sup> <br>| &nbsp;&nbsp; 2712565 | &nbsp;&nbsp; 2888304 |
| &nbsp;&nbsp;&nbsp; Freddie Mac - SLST 2020-2 M1, 4.7500%, 9/25/60<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 4905980 | &nbsp;&nbsp; 4875797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 B2, US <br> 30 Day Average SOFR + 6.0000%, 10.3560%, 8/25/33<sup>ž,</sup><sup>‡</sup> <br>| 12308000 | 15043577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA3 B2, US <br> 30 Day Average SOFR + 6.2500%, 10.6060%, 10/25/33<sup>ž,</sup><sup>‡</sup> <br>| 20836000 | 25689399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA6 B1, US <br> 30 Day Average SOFR + 3.4000%, 7.7560%, 10/25/41<sup>ž,</sup><sup>‡</sup> <br>| 14440000 | 14729971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA7 B1, US <br> 30 Day Average SOFR + 3.6500%, 8.0060%, 11/25/41<sup>ž,</sup><sup>‡</sup> <br>| 38921208 | 39866540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA7 B2, US <br> 30 Day Average SOFR + 7.8000%, 12.1560%, 11/25/41<sup>ž,</sup><sup>‡</sup> <br>| 15600000 | 16538306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2021-HQA3 B1, US <br> 30 Day Average SOFR + 3.3500%, 7.7060%, 9/25/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 4734000 | &nbsp;&nbsp; 4815040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2021-HQA3 B2, US <br> 30 Day Average SOFR + 6.2500%, 10.6060%, 9/25/41<sup>ž,</sup><sup>‡</sup> <br>| 50800000 | 52537678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2021-HQA3 M2, US <br> 30 Day Average SOFR + 2.1000%, 6.4560%, 9/25/41<sup>ž,</sup><sup>‡</sup> <br>| 29152135 | 29318773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2021-HQA4 B1, US <br> 30 Day Average SOFR + 3.7500%, 8.1060%, 12/25/41<sup>ž,</sup><sup>‡</sup> <br>| 27058500 | 27741012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2021-HQA4 B2, US <br> 30 Day Average SOFR + 7.0000%, 11.3560%, 12/25/41<sup>ž,</sup><sup>‡</sup> <br>| 19283000 | 20291617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2022-DNA1 B2, US <br> 30 Day Average SOFR + 7.1000%, 11.4560%, 1/27/42<sup>ž,</sup><sup>‡</sup> <br>| 18943000 | 20029563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2022-DNA2 B2, US <br> 30 Day Average SOFR + 8.5000%, 12.8560%, 2/25/42<sup>ž,</sup><sup>‡</sup> <br>| 17740000 | 19204451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2023-HQA3 M2, US <br> 30 Day Average SOFR + 3.3500%, 7.7060%, 11/25/43<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 7490866 | &nbsp;&nbsp; 7900354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2024-DNA3 M2, US <br> 30 Day Average SOFR + 1.4500%, 5.8060%, 10/25/44<sup>ž,</sup><sup>‡</sup> <br>| 10310573 | 10318657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2024-HQA2 M2, US <br> 30 Day Average SOFR + 1.8000%, 6.1560%, 8/25/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 8748096 | &nbsp;&nbsp; 8788592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust 2018-KF45, US 30 Day Average SOFR + 2.0645%, <br> 6.4152%, 3/25/25<sup>ž,</sup><sup>‡</sup><sup>,</sup><sup>€</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 297760 | &nbsp;&nbsp;&nbsp;&nbsp; 303447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust 2018-KSW4 C, US 30 Day Average SOFR + 5.1145%, <br> 9.4692%, 10/25/28<sup>‡</sup> <br>| 18042207 | 17448920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust 2019-KF70 C, US 30 Day Average SOFR + 6.1145%, <br> 10.4692%, 9/25/29<sup>ž,</sup><sup>‡</sup> <br>| 13914000 | 13738127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust 2019-KF72, US 30 Day Average SOFR + 2.2145%, <br> 6.5692%, 11/25/26<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2679587 | &nbsp;&nbsp; 2662098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust 2020-KF78 C, US 30 Day Average SOFR + 7.9845%, <br> 12.3392%, 3/25/30<sup>ž,</sup><sup>‡</sup> <br>| 20863274 | 20674670 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; FREMF Mortgage Trust 2020-KJ32 BFX, 7.0000%, 11/25/33<sup>ž,</sup><sup>‡</sup> <br>| $12054895 | $10821070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust 2021-KF98 CS, US 30 Day Average SOFR + 8.5000%, <br> 12.8547%, 12/25/30<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3330209 | &nbsp;&nbsp;&nbsp;&nbsp; 3406024 |
| &nbsp;&nbsp;&nbsp; FREMF Mortgage Trust 2023-K511 C, 5.8224%, 11/25/28<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 19094019 | &nbsp;&nbsp; 17817416 |
| &nbsp;&nbsp;&nbsp; FS Commercial Mortgage Trust 2023-4SZN D, 9.3828%, 11/10/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5193000 | &nbsp;&nbsp;&nbsp;&nbsp; 5335881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Galaxy Senior Partner Trust 2025-1 A1X, CME Term SOFR 1 Month + 2.3760%, <br> 8.2498%, 7/31/26<sup>‡</sup><sup>,</sup><sup>¢</sup> <br>| &nbsp;&nbsp; 15705858 | &nbsp;&nbsp; 15789823 |
| &nbsp;&nbsp;&nbsp; Gam Resecuritization Trust 2021-FRR2 CK74, 0%, 9/27/51<sup>ž,◊</sup> <br>| &nbsp;&nbsp; 18068494 | &nbsp;&nbsp; 14345425 |
| &nbsp;&nbsp;&nbsp; GCAT 2022-INV1 A26, 3.0000%, 12/25/51<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 14412053 | &nbsp;&nbsp; 12398326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association, CME Term SOFR 1 Month + <br> 5.4355%, 1.3001%, 1/20/44<sup>‡</sup><sup>,¤</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association, CME Term SOFR 1 Month + <br> 6.0355%, 1.8886%, 10/16/55<sup>‡</sup><sup>,¤</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gracie Point International Funding 2023-2A B, US 90 Day Average SOFR + <br> 4.0000%, 8.3556%, 3/1/27<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 7438000 | &nbsp;&nbsp;&nbsp;&nbsp; 7491217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gracie Point International Funding 2023-2A C, US 90 Day Average SOFR + <br> 5.4000%, 9.7556%, 3/1/27<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 5019394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gracie Point International Funding 2024-1A C, US 90 Day Average SOFR + <br> 3.5000%, 7.8555%, 3/1/28<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4400000 | &nbsp;&nbsp;&nbsp;&nbsp; 4405132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gracie Point International Funding 2024-1A D, US 90 Day Average SOFR + <br> 7.1500%, 11.5055%, 3/1/28<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2700000 | &nbsp;&nbsp;&nbsp;&nbsp; 2710112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Great Wolf Trust 2024-WOLF D, CME Term SOFR 1 Month + 2.8900%, <br> 7.0402%, 3/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6684000 | &nbsp;&nbsp;&nbsp;&nbsp; 6715833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GS Mortgage Securities Trust 2025-800D A, CME Term SOFR 1 Month + <br> 2.6500%, 6.7858%, 11/25/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 22910000 | &nbsp;&nbsp; 22970986 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations Trust 2022-1D D, 6.7900%, 6/20/34<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 767640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 768182 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations Trust 2025-1A C, 5.5200%, 5/27/42<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2985550 | &nbsp;&nbsp;&nbsp;&nbsp; 3019842 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations Trust 2025-2A C, 5.1200%, 5/25/44<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6824447 | &nbsp;&nbsp;&nbsp;&nbsp; 6848087 |
| &nbsp;&nbsp;&nbsp; Homeward Opportunities Fund I Trust 2024-RTL1 A2, 8.5700%, 7/25/29<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4359000 | &nbsp;&nbsp;&nbsp;&nbsp; 4372233 |
| &nbsp;&nbsp;&nbsp; Hotwire Funding LLC 2021-1 C, 4.4590%, 11/20/51<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2941757 |
| &nbsp;&nbsp;&nbsp; Hudson Bay Simon JV Trust 2015-HB7 C7, 5.2379%, 8/5/34<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 14134000 | &nbsp;&nbsp; 13964565 |
| &nbsp;&nbsp;&nbsp; Hudson's Bay Simon JV Trust 2015-HB10 A10, 4.1545%, 8/5/34<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3392498 |
| &nbsp;&nbsp;&nbsp; Hudson's Bay Simon JV Trust 2015-HB10 B10, 4.9056%, 8/5/34<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2610923 | &nbsp;&nbsp;&nbsp;&nbsp; 2533215 |
| &nbsp;&nbsp;&nbsp; Hudson's Bay Simon JV Trust 2015-HB10 C10, 5.6286%, 8/5/34<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3864419 | &nbsp;&nbsp;&nbsp;&nbsp; 3615960 |
| &nbsp;&nbsp;&nbsp; Hudson's Bay Simon JV Trust 2015-HB7 A7, 3.9141%, 8/5/34<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 675305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 672098 |
| &nbsp;&nbsp;&nbsp; Hudson's Bay Simon JV Trust 2015-HB7 B7, 4.6662%, 8/5/34<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2979897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Invesco CLO Ltd 2021-2A D, CME Term SOFR 3 Month + 3.1616%, 7.4792%, <br> 7/17/34<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 5022534 |
| &nbsp;&nbsp;&nbsp; Jersey Mikes Funding LLC 2025-1A A2, 5.6100%, 8/16/55<sup>ž</sup> <br>| &nbsp;&nbsp; 14945000 | &nbsp;&nbsp; 15224260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KKR Financial CLO Ltd 35A AR, CME Term SOFR 3 Month + 1.2000%, <br> 5.5255%, 1/20/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 20000000 | &nbsp;&nbsp; 20023812 |
| &nbsp;&nbsp;&nbsp; Lendbuzz Securitization Trust 2023-2A B, 8.6900%, 6/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 9826000 | &nbsp;&nbsp; 10272788 |
| &nbsp;&nbsp;&nbsp; Lendbuzz Securitization Trust 2024-1A B, 6.5800%, 9/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp; 2545577 |
| &nbsp;&nbsp;&nbsp; Lendbuzz Securitization Trust 2024-1A C, 7.5800%, 9/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4981000 | &nbsp;&nbsp;&nbsp;&nbsp; 5084565 |
| &nbsp;&nbsp;&nbsp; Lendbuzz Securitization Trust 2024-2A C, 7.4500%, 5/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2059891 |
| &nbsp;&nbsp;&nbsp; Lendbuzz Securitization Trust 2025-2A C, 5.2800%, 4/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3329000 | &nbsp;&nbsp;&nbsp;&nbsp; 3332916 |
| &nbsp;&nbsp;&nbsp; LHOME Mortgage Trust 2024-RTL1 A1, 7.0170%, 1/25/29<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6076000 | &nbsp;&nbsp;&nbsp;&nbsp; 6109629 |
| &nbsp;&nbsp;&nbsp; LHOME Mortgage Trust 2024-RTL2 A1, 7.1280%, 3/25/29<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5303729 | &nbsp;&nbsp;&nbsp;&nbsp; 5350628 |
| &nbsp;&nbsp;&nbsp; LHOME Mortgage Trust 2024-RTL2 A2, 8.8970%, 3/25/29<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2075000 | &nbsp;&nbsp;&nbsp;&nbsp; 2105707 |
| &nbsp;&nbsp;&nbsp; LHOME Mortgage Trust 2024-RTL3 A2, 8.3730%, 5/25/29<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3600000 | &nbsp;&nbsp;&nbsp;&nbsp; 3664908 |
| &nbsp;&nbsp;&nbsp; LHOME Mortgage Trust 2024-RTL5 A2, 5.7510%, 9/25/39<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 9488000 | &nbsp;&nbsp;&nbsp;&nbsp; 9536929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Life Financial Services Trust 2021-BMR E, CME Term SOFR 1 Month + 1.8645%, <br> 6.0145%, 3/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 12600000 | &nbsp;&nbsp; 12488913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Life Financial Services Trust 2022-BMR2 D, CME Term SOFR 1 Month + <br> 2.5419%, 6.6921%, 5/16/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 8805043 |
| &nbsp;&nbsp;&nbsp; LoanMe Trust SBL 2019-1, 13.0000%, 8/15/30<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4197919 | &nbsp;&nbsp;&nbsp;&nbsp; 1301355 |
| &nbsp;&nbsp;&nbsp; Luxury Lease Partners Auto Lease Trust 2024-4 A, 7.2920%, 7/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2055751 | &nbsp;&nbsp;&nbsp;&nbsp; 2064900 |
| &nbsp;&nbsp;&nbsp; Luxury Lease Partners Auto Lease Trust 2024-4 B, 10.4910%, 7/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5100000 | &nbsp;&nbsp;&nbsp;&nbsp; 5122658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Madison Park Funding Ltd 2018-32A A1R2, CME Term SOFR 3 Month + <br> 1.3600%, 5.6920%, 7/22/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 20000000 | &nbsp;&nbsp; 20062112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Madison Park Funding Ltd 2024-66A A2, CME Term SOFR 3 Month + 1.5800%, <br> 5.9055%, 10/21/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 27000000 | &nbsp;&nbsp; 27069603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Madison Park Funding Ltd 2025-73A A1, CME Term SOFR 3 Month + 1.3000%, <br> 5.2630%, 10/18/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 57500000 | &nbsp;&nbsp; 57646757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Magnetite CLO Ltd 2024-44A A1, CME Term SOFR 3 Month + 1.3500%, <br> 5.6676%, 10/15/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 35700000 | &nbsp;&nbsp; 35807100 |
| &nbsp;&nbsp;&nbsp; Marlette Funding Trust 2023-1A D, 8.1500%, 4/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 14300000 | &nbsp;&nbsp; 14612159 |
| &nbsp;&nbsp;&nbsp; Marlette Funding Trust 2023-2A D, 7.9200%, 6/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 9300000 | &nbsp;&nbsp;&nbsp;&nbsp; 9503525 |
| &nbsp;&nbsp;&nbsp; Marlette Funding Trust 2023-3A D, 8.0400%, 9/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 9571000 | &nbsp;&nbsp;&nbsp;&nbsp; 9870887 |
| &nbsp;&nbsp;&nbsp; Marlette Funding Trust 2023-4A B, 8.1500%, 12/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp; 2588078 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Marlette Funding Trust 2025-1A D, 6.0200%, 7/16/35<sup>ž</sup> <br>| $13864000 | $13921228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mello Warehouse Securitization Trust 2024-1 F, CME Term SOFR 1 Month + <br> 5.2500%, 9.4079%, 10/25/57<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 11458000 | &nbsp;&nbsp; 11414402 |
| &nbsp;&nbsp;&nbsp; Mercury Financial Credit Card Master Trust 2024-1A C, 11.4900%, 2/20/29<sup>ž</sup> <br>| &nbsp;&nbsp; 12000000 | &nbsp;&nbsp; 12170748 |
| &nbsp;&nbsp;&nbsp; Merit 2022-MHIL G, CME Term SOFR 1 Month + 3.9575%, 8.1077%, 1/15/27<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4104000 | &nbsp;&nbsp;&nbsp;&nbsp; 4083767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MHC Commercial Mortgage Trust 2021-MHC F, CME Term SOFR 1 Month + <br> 2.7154%, 6.8654%, 4/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4880000 | &nbsp;&nbsp;&nbsp;&nbsp; 4882647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MHC Commercial Mortgage Trust 2021-MHC G, CME Term SOFR 1 Month + <br> 3.3154%, 7.4654%, 4/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8496000 | &nbsp;&nbsp;&nbsp;&nbsp; 8500668 |
| &nbsp;&nbsp;&nbsp; MKT Mortgage Trust 2020-525M F, 3.0386%, 2/12/40<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 11900000 | &nbsp;&nbsp;&nbsp;&nbsp; 8451380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN Commercial Mortgage Trust 2022-LPFL F, CME Term SOFR 1 Month + <br> 5.2852%, 9.4452%, 3/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 19300000 | &nbsp;&nbsp; 19322356 |
| &nbsp;&nbsp;&nbsp; MVW Owner Trust 2021-1WA D, 3.1700%, 1/22/41<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 726125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 701571 |
| &nbsp;&nbsp;&nbsp; NRZ Excess Spread Collateralized Notes 2024-FNT1 A, 7.3980%, 11/25/31<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp; 14567163 | &nbsp;&nbsp; 14722772 |
| &nbsp;&nbsp;&nbsp; NRZ Excess Spread Collateralized Notes 2025-FHT1 A, 6.5450%, 3/25/32<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp; 43069589 | &nbsp;&nbsp; 43590787 |
| &nbsp;&nbsp;&nbsp; NW Re-Remic Trust 2021-FRR1 BK88, 2.6133%, 12/18/51<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 20000000 | &nbsp;&nbsp; 17084438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oak Hill Credit Partners 2021-8A A2R, CME Term SOFR 3 Month + 1.4800%, <br> 5.8055%, 1/20/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 26000000 | &nbsp;&nbsp; 26046472 |
| &nbsp;&nbsp;&nbsp; Oak Street Investment Grade Net Lease Fund 2020-1A B1, 5.1100%, 11/20/50<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4499000 | &nbsp;&nbsp;&nbsp;&nbsp; 3625921 |
| &nbsp;&nbsp;&nbsp; Oak Street Investment Grade Net Lease Fund 2021-1A B1, 4.2300%, 1/20/51<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6250000 | &nbsp;&nbsp;&nbsp;&nbsp; 4876023 |
| &nbsp;&nbsp;&nbsp; Oasis Securitization 2024-1A A, 5.8800%, 9/30/38<sup>§</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp;&nbsp; 7984929 |
| &nbsp;&nbsp;&nbsp; Oasis Securitization 2024-1A B, 7.9100%, 9/30/38<sup>§</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3001442 |
| &nbsp;&nbsp;&nbsp; Oasis Securitization 2025-1A B, 8.0550%, 8/15/39<sup>ž</sup> <br>| &nbsp;&nbsp; 13752000 | &nbsp;&nbsp; 13792084 |
| &nbsp;&nbsp;&nbsp; Oasis Securitization 2025-1A C, 9.9000%, 8/15/39<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2999221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; OCP CLO Ltd 2017-14A A1R, CME Term SOFR 3 Month + 1.3700%, 5.6955%, <br> 7/20/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 20000000 | &nbsp;&nbsp; 20063606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Octagon Investment Partners 42 Ltd 2019-3A A1RR, CME Term SOFR 3 Month <br> + 1.3600%, 5.6776%, 7/15/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 20000000 | &nbsp;&nbsp; 20063244 |
| &nbsp;&nbsp;&nbsp; Ondeck Asset Securitization Trust LLC 2023-1A B, 8.2500%, 8/19/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6250000 | &nbsp;&nbsp;&nbsp;&nbsp; 6295489 |
| &nbsp;&nbsp;&nbsp; Ondeck Asset Securitization Trust LLC 2024-1A B, 7.1500%, 6/17/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6091627 |
| &nbsp;&nbsp;&nbsp; Ondeck Asset Securitization Trust LLC 2025-1A C, 6.6400%, 4/19/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1287000 | &nbsp;&nbsp;&nbsp;&nbsp; 1292079 |
| &nbsp;&nbsp;&nbsp; Ondeck Asset Securitization Trust LLC 2025-1A D, 8.7700%, 4/19/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2800000 | &nbsp;&nbsp;&nbsp;&nbsp; 2810226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; OPEN Trust 2023-AIR D, CME Term SOFR 1 Month + 6.6838%, 10.8339%, <br> 11/15/40<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 12000000 | &nbsp;&nbsp; 11996043 |
| &nbsp;&nbsp;&nbsp; Pagaya AI Debt Selection Trust 2022-1 C, 4.8880%, 10/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2141898 | &nbsp;&nbsp;&nbsp;&nbsp; 2124693 |
| &nbsp;&nbsp;&nbsp; Pawnee Equipment Receivables 2022-1 D, 7.2300%, 7/17/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4964789 |
| &nbsp;&nbsp;&nbsp; Pawnee Equipment Receivables 2022-1 E, 9.5000%, 9/17/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5379000 | &nbsp;&nbsp;&nbsp;&nbsp; 4707156 |
| &nbsp;&nbsp;&nbsp; Post Road Equipment Finance 2024-1A D, 6.7700%, 10/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1126122 |
| &nbsp;&nbsp;&nbsp; Post Road Equipment Finance 2024-1A E, 8.5000%, 12/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3200000 | &nbsp;&nbsp;&nbsp;&nbsp; 3287030 |
| &nbsp;&nbsp;&nbsp; Post Road Equipment Finance 2025-1A E, 7.0800%, 5/17/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3049077 |
| &nbsp;&nbsp;&nbsp; Prestige Auto Receivables Trust 2023-1A E, 9.8800%, 5/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6362157 |
| &nbsp;&nbsp;&nbsp; Pretium Mortgage Credit Partners LLC 2021-RN4 A1, 5.4871%, 10/25/51<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 11630632 | &nbsp;&nbsp; 11640537 |
| &nbsp;&nbsp;&nbsp; PRIMA Capital Ltd, 4.2500%, 12/25/50<sup>ž</sup> <br>| &nbsp;&nbsp; 10500000 | &nbsp;&nbsp;&nbsp;&nbsp; 9929983 |
| &nbsp;&nbsp;&nbsp; PRIMA Capital Ltd 2019-1S C, 5.5000%, 10/1/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8432000 | &nbsp;&nbsp;&nbsp;&nbsp; 6832146 |
| &nbsp;&nbsp;&nbsp; Project Silver, 6.9000%, 7/15/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 898315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 496714 |
| &nbsp;&nbsp;&nbsp; Rain City Mortgage Trust 2024-RTL1 A2, 8.0210%, 11/25/29<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4440000 | &nbsp;&nbsp;&nbsp;&nbsp; 4483516 |
| &nbsp;&nbsp;&nbsp; Raptor Aircraft Finance I LLC, 4.2130%, 8/23/44<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8561176 | &nbsp;&nbsp;&nbsp;&nbsp; 7750347 |
| &nbsp;&nbsp;&nbsp; Reach Financial LLC 2022-2A D, 9.0000%, 5/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8915806 | &nbsp;&nbsp;&nbsp;&nbsp; 8950092 |
| &nbsp;&nbsp;&nbsp; Reach Financial LLC 2024-1A C, 6.9000%, 2/18/31<sup>ž</sup> <br>| &nbsp;&nbsp; 11152000 | &nbsp;&nbsp; 11548104 |
| &nbsp;&nbsp;&nbsp; Reach Financial LLC 2025-2A C, 5.6900%, 8/18/32<sup>ž</sup> <br>| &nbsp;&nbsp; 13897000 | &nbsp;&nbsp; 14052374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ReadyCap Lending 2023-3 A, Prime Rate by Country United States + 0.0700%, <br> 7.3200%, 4/27/48<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6144852 | &nbsp;&nbsp;&nbsp;&nbsp; 6212693 |
| &nbsp;&nbsp;&nbsp; Saluda Grade Alternative Mortgage Trust 2023-FIG4 C, 8.0070%, 11/25/53<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5302298 | &nbsp;&nbsp;&nbsp;&nbsp; 5432339 |
| &nbsp;&nbsp;&nbsp; Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1, 8.0000%, 4/25/29<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp; 10188835 | &nbsp;&nbsp; 10136384 |
| &nbsp;&nbsp;&nbsp; Saluda Grade Alternative Mortgage Trust 2024-FIG5 C, 6.8510%, 4/25/54<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3242505 | &nbsp;&nbsp;&nbsp;&nbsp; 3227953 |
| &nbsp;&nbsp;&nbsp; Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1, 7.5000%, 2/25/30<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp; 12560275 | &nbsp;&nbsp; 12639736 |
| &nbsp;&nbsp;&nbsp; Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1, 7.7620%, 4/25/30<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8052542 | &nbsp;&nbsp;&nbsp;&nbsp; 8152909 |
| &nbsp;&nbsp;&nbsp; Saluda Grade Alternative Mortgage Trust 2024-RTL6 A2, 8.6830%, 7/25/30<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp; 11300000 | &nbsp;&nbsp; 11424142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sand Trust 2021-1A DR, CME Term SOFR 3 Month + 3.3500%, 7.6676%, <br> 10/16/34<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 10375000 | &nbsp;&nbsp; 10411281 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2023-A E, 10.0680%, 6/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79567 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2023-B E, 8.4080%, 12/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2421335 | &nbsp;&nbsp;&nbsp;&nbsp; 2459972 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2023-B F, 12.2400%, 12/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5469369 | &nbsp;&nbsp;&nbsp;&nbsp; 5697121 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2023-B G, 17.1280%, 12/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2563767 | &nbsp;&nbsp;&nbsp;&nbsp; 2666148 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2024-A E, 7.7620%, 6/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5922338 | &nbsp;&nbsp;&nbsp;&nbsp; 6011444 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2024-A F, 10.1710%, 6/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6707773 | &nbsp;&nbsp;&nbsp;&nbsp; 6808474 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2024-A G, 13.0300%, 6/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6501940 | &nbsp;&nbsp;&nbsp;&nbsp; 6656587 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2024-B E, 6.7990%, 1/18/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6045671 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2024-B F, 8.8810%, 1/18/33<sup>ž</sup> <br>| &nbsp;&nbsp; 16200000 | &nbsp;&nbsp; 16365929 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2024-B G, 12.2310%, 1/18/33<sup>ž</sup> <br>| &nbsp;&nbsp; 10013000 | &nbsp;&nbsp; 10111232 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; SB Multifamily Repack Trust 2020-FRR2 A2, 6.7428%, 12/27/39<sup>ž,</sup><sup>‡</sup> <br>| $15010067 | $14550757 |
| &nbsp;&nbsp;&nbsp; SBNA Auto Receivables Trust 2024-A E, 8.0000%, 4/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6202889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCG Hotel Issuer Inc 2025-DLFN E, CME Term SOFR 1 Month + 2.9500%, <br> 7.1002%, 3/15/35<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6475000 | &nbsp;&nbsp;&nbsp;&nbsp; 6470242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCG Hotel Issuer Inc 2025-FLWR E, CME Term SOFR 1 Month + 2.7500%, <br> 6.9002%, 8/15/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6733000 | &nbsp;&nbsp;&nbsp;&nbsp; 6735426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCG Hotel Issuer Inc 2025-SNIP E, CME Term SOFR 1 Month + 3.4000%, <br> 7.6500%, 9/16/30<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 7875000 | &nbsp;&nbsp;&nbsp;&nbsp; 7904339 |
| &nbsp;&nbsp;&nbsp; SEB Funding LLC 2021-1A A2, 4.9690%, 1/30/52<sup>ž</sup> <br>| &nbsp;&nbsp; 13712633 | &nbsp;&nbsp; 13539660 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2021-1A D, 3.1700%, 11/20/37<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1286593 | &nbsp;&nbsp;&nbsp;&nbsp; 1274940 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2022-3A C, 7.6300%, 7/20/39<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 548306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560599 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2023-1A C, 7.0000%, 1/20/40<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 727687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 742216 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2023-3A D, 9.4400%, 9/20/40<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1053433 | &nbsp;&nbsp;&nbsp;&nbsp; 1082754 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2024-1A D, 8.0200%, 1/20/43<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 972740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 984907 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2024-2A D, 7.4800%, 6/20/41<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2044617 | &nbsp;&nbsp;&nbsp;&nbsp; 2053273 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2024-3A D, 6.9300%, 8/20/41<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3633555 | &nbsp;&nbsp;&nbsp;&nbsp; 3605059 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2025-1A D, 6.8600%, 1/21/42<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6788396 | &nbsp;&nbsp;&nbsp;&nbsp; 6722912 |
| &nbsp;&nbsp;&nbsp; SMRT 2022-MINI E, CME Term SOFR 1 Month + 2.7000%, 6.8510%, 1/17/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 7000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6937914 |
| &nbsp;&nbsp;&nbsp; SMRT 2022-MINI F, CME Term SOFR 1 Month + 3.3500%, 7.5010%, 1/17/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 20073000 | &nbsp;&nbsp; 19737901 |
| &nbsp;&nbsp;&nbsp; SoFi Consumer Loan Program Trust 2025-3 D, 5.3500%, 8/15/34<sup>ž</sup> <br>| &nbsp;&nbsp; 10243000 | &nbsp;&nbsp; 10255079 |
| &nbsp;&nbsp;&nbsp; Sotheby's Artfi Master Trust 2024-1A D, 7.9100%, 12/22/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4015610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Storm King Park CLO Ltd 2022-1A AR, CME Term SOFR 3 Month + 1.3600%, <br> 5.6776%, 10/15/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 23900000 | &nbsp;&nbsp; 23975727 |
| &nbsp;&nbsp;&nbsp; Summit Issuer LLC 2020-1A B, 3.1790%, 12/20/50<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp; 2486515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust 2025-DATA E, CME Term SOFR 1 Month + <br> 3.3402%, 7.4904%, 2/17/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 21830000 | &nbsp;&nbsp; 21731837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust 2025-DATA F, CME Term SOFR 1 Month + <br> 4.2389%, 8.3891%, 2/17/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 24830000 | &nbsp;&nbsp; 24702891 |
| &nbsp;&nbsp;&nbsp; Switch ABS Issuer LLC 2024-2A C, 10.0330%, 6/25/54<sup>ž</sup> <br>| &nbsp;&nbsp; 10000000 | &nbsp;&nbsp; 10462950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The Huntington National Bank 2024-1 C, US 30 Day Average SOFR + 3.1500%, <br> 7.5388%, 5/20/32<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1271107 | &nbsp;&nbsp;&nbsp;&nbsp; 1289324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The Huntington National Bank 2024-1 D, US 30 Day Average SOFR + 5.2500%, <br> 9.6388%, 5/20/32<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The Huntington National Bank 2024-1 E, US 30 Day Average SOFR + 8.2500%, <br> 12.6388%, 5/20/32<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1525328 | &nbsp;&nbsp;&nbsp;&nbsp; 1542730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The Huntington National Bank 2024-2 E, US 30 Day Average SOFR + 7.5000%, <br> 11.8888%, 10/20/32<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1242119 | &nbsp;&nbsp;&nbsp;&nbsp; 1247186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The Huntington National Bank 2025-1 D, US 30 Day Average SOFR + 3.5000%, <br> 7.8888%, 3/21/33<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2263381 | &nbsp;&nbsp;&nbsp;&nbsp; 2263363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The Huntington National Bank 2025-1 E, US 30 Day Average SOFR + 7.1500%, <br> 11.5388%, 3/21/33<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2834358 | &nbsp;&nbsp;&nbsp;&nbsp; 2834309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The Huntington National Bank 2025-2 D, US 30 Day Average SOFR + 3.2500%, <br> 7.6388%, 9/20/33<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3295294 | &nbsp;&nbsp;&nbsp;&nbsp; 3298243 |
| &nbsp;&nbsp;&nbsp; Theorem Funding Trust 2022-3A B, 8.9500%, 4/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4436788 | &nbsp;&nbsp;&nbsp;&nbsp; 4499850 |
| &nbsp;&nbsp;&nbsp; Tricolor Auto Securitization Trust 2024-1A C, 6.9900%, 1/18/28<sup>ž,</sup><sup>€</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1850000 | &nbsp;&nbsp;&nbsp;&nbsp; 1251364 |
| &nbsp;&nbsp;&nbsp; Tricolor Auto Securitization Trust 2024-1A D, 8.6100%, 4/17/28<sup>ž,</sup><sup>€</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3145000 | &nbsp;&nbsp;&nbsp;&nbsp; 1958780 |
| &nbsp;&nbsp;&nbsp; Truist Bank Auto Credit-Linked Notes 2025-1 C, 6.8070%, 9/26/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1950000 | &nbsp;&nbsp;&nbsp;&nbsp; 1951378 |
| &nbsp;&nbsp;&nbsp; Truist Bank Auto Credit-Linked Notes 2025-1 D, 9.6850%, 9/26/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp; 2501005 |
| &nbsp;&nbsp;&nbsp; United Auto Credit Securitization Trust 2024-1 D, 8.3000%, 11/12/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4500000 | &nbsp;&nbsp;&nbsp;&nbsp; 4536473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upland CLO Ltd 2016-1A CR, CME Term SOFR 3 Month + 3.1616%, 7.4871%, <br> 4/21/31<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp;&nbsp; 7980949 |
| &nbsp;&nbsp;&nbsp; Upstart Securitization Trust 2023-3 B, 8.2500%, 10/20/33<sup>ž</sup> <br>| &nbsp;&nbsp; 14500000 | &nbsp;&nbsp; 14961695 |
| &nbsp;&nbsp;&nbsp; Upstart Securitization Trust 2025-3 C, 5.4300%, 9/20/35<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6427000 | &nbsp;&nbsp;&nbsp;&nbsp; 6409828 |
| &nbsp;&nbsp;&nbsp; US Bank National Association 2023-1 C, 9.7850%, 8/25/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1051541 | &nbsp;&nbsp;&nbsp;&nbsp; 1073987 |
| &nbsp;&nbsp;&nbsp; USASF Receivables LLC 2022-1A A, 3.9800%, 4/15/25<sup>ž,</sup><sup>€</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13192 |
| &nbsp;&nbsp;&nbsp; VB-S1 Issuer LLC 2024-1A F, 8.8710%, 5/15/54<sup>ž</sup> <br>| &nbsp;&nbsp; 11000000 | &nbsp;&nbsp; 11351472 |
| &nbsp;&nbsp;&nbsp; VB-S1 Issuer LLC 2025-1A C, 7.4460%, 8/16/55<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5923000 | &nbsp;&nbsp;&nbsp;&nbsp; 5906102 |
| &nbsp;&nbsp;&nbsp; VB-S1 Issuer LLC 2025-1A D, 9.3830%, 8/16/55<sup>ž</sup> <br>| &nbsp;&nbsp; 16900000 | &nbsp;&nbsp; 16753224 |
| &nbsp;&nbsp;&nbsp; Vontive Mortgage Trust 2025-RTL1 A1, 6.5070%, 3/25/30<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp; 16491000 | &nbsp;&nbsp; 16791008 |
| &nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust 2021-C61 XA, 1.4657%, 11/15/54<sup>‡</sup><sup>,¤</sup> <br>| &nbsp;&nbsp; 75668674 | &nbsp;&nbsp;&nbsp;&nbsp; 3939446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust 2024-MGP C11, CME Term SOFR 1 <br> Month + 3.0892%, 7.2393%, 8/15/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 17100000 | &nbsp;&nbsp; 17064395 |
| &nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust 2025-VTT D, 6.3820%, 3/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 11187000 | &nbsp;&nbsp; 11193337 |
| &nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust 2025-VTT E, 7.1375%, 3/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 7617000 | &nbsp;&nbsp;&nbsp;&nbsp; 7650411 |
| &nbsp;&nbsp;&nbsp; Western Funding Auto Loan Trust 2025-1 C, 5.3400%, 11/15/35<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8406000 | &nbsp;&nbsp;&nbsp;&nbsp; 8503230 |
| &nbsp;&nbsp;&nbsp; Westgate Resorts 2022-1A D, 3.8380%, 8/20/36<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1534259 | &nbsp;&nbsp;&nbsp;&nbsp; 1523113 |
| &nbsp;&nbsp;&nbsp; Westgate Resorts 2024-1A C, 7.0600%, 1/20/38<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2731582 | &nbsp;&nbsp;&nbsp;&nbsp; 2770941 |
| &nbsp;&nbsp;&nbsp; Westgate Resorts 2024-1A D, 9.2600%, 1/20/38<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1365791 | &nbsp;&nbsp;&nbsp;&nbsp; 1390543 |
| &nbsp;&nbsp;&nbsp; Westlake Automobile Receivable Trust 2025-2A D, 5.0800%, 5/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4740000 | &nbsp;&nbsp;&nbsp;&nbsp; 4777508 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Woodward Capital Management 2017-280P B, CME Term SOFR 1 Month + <br> 1.3800%, 5.5980%, 9/15/34<sup>ž,</sup><sup>‡</sup> <br>| $5400000 |  | &nbsp;&nbsp;&nbsp;&nbsp; $5366014 |
| &nbsp;&nbsp;&nbsp; Woodward Capital Management 2024-CES1 A1B, 6.3250%, 2/25/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 7666425 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7741120 |
| &nbsp;&nbsp;&nbsp; Worldwide Plaza Trust 2017-WWP A, 3.5263%, 11/10/36<sup>ž</sup> <br>| &nbsp;&nbsp; 6453000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4259599 |
| &nbsp;&nbsp;&nbsp; Worldwide Plaza Trust 2017-WWP F, 3.7154%, 11/10/36<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 4305008 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Z Capital Credit Partners CLO 2018-1 Ltd, CME Term SOFR 3 Month + 2.7116%, <br> 7.0294%, 1/16/31<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1250000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1250488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Z Capital Credit Partners CLO 2018-1A A2 Ltd, CME Term SOFR 3 Month + <br> 1.8216%, 6.1394%, 1/16/31<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 217581 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217625 |
| Total Asset-Backed/Commercial Mortgage-Backed Securities (cost <br> $3,139,569,407)<br>|  |  | 3147351241 |
| Bank Loans and Mezzanine Loans – 10.9% |  |  |  |
| Basic Industry – 0.6% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ahlstrom Holding 3 Oy, CME Term SOFR 1 Month + 4.2500%, 8.6767%, <br> 5/23/30<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| 11458779 |  | &nbsp;&nbsp;&nbsp;&nbsp; 11444456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Herens US Holdco Corp, CME Term SOFR 3 Month + 3.9250%, 8.0265%, <br> 7/3/28<sup>‡</sup> <br>| 13922432 |  | &nbsp;&nbsp;&nbsp;&nbsp; 12531999 |
| &nbsp;&nbsp;&nbsp; INEOS Finance PLC, EURIBOR 1 Month + 3.5000%, 5.4130%, 6/23/31<sup>‡</sup> <br>| &nbsp;&nbsp; 2900000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3181979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Olympus Water US Holding Corp, CME Term SOFR 1 Month + 3.2500%, <br> 7.5931%, 7/23/32<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 4667000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4628684 |
| &nbsp;&nbsp;&nbsp; Spa US Holdco Inc, CME Term SOFR 3 Month + 4.0000%, 8.2631%, 2/4/28<sup>‡</sup> <br>| &nbsp;&nbsp; 3559075 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3544838 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 35331956 |
| Brokerage – 0.1% |  |  |  |
| &nbsp;&nbsp;&nbsp; Osaic Holdings Inc, CME Term SOFR 1 Month + 3.0000%, 7.1634%, 7/30/32<sup>‡</sup> <br>| &nbsp;&nbsp; 4989000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4985308 |
| Capital Goods – 1.5% |  |  |  |
| &nbsp;&nbsp;&nbsp; CP Atlas Buyer Inc, CME Term SOFR 1 Month + 5.2500%, 9.4134%, 7/8/30<sup>‡</sup> <br>| 13014000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 12721185 |
| &nbsp;&nbsp;&nbsp; EMRLD Borrower LP, CME Term SOFR 3 Month + 2.2500%, 6.4489%, 5/31/30<sup>‡</sup> <br>| &nbsp;&nbsp; 9739762 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9706744 |
| &nbsp;&nbsp;&nbsp; EMRLD Borrower LP, CME Term SOFR 3 Month + 2.5000%, 6.5660%, 8/4/31<sup>‡</sup> <br>| 13402675 |  | &nbsp;&nbsp;&nbsp;&nbsp; 13338208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foundation Building Materials Inc, CME Term SOFR 3 Month + 4.0000%, <br> 8.3079%, 1/29/31<sup>‡</sup> <br>| 13649842 |  | &nbsp;&nbsp;&nbsp;&nbsp; 13666904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foundation Building Materials Inc, CME Term SOFR 1 Month + 5.2500%, <br> 9.5456%, 1/29/31<sup>‡</sup> <br>| &nbsp;&nbsp; 3787000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3801883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Park River Holdings Inc, CME Term SOFR 1 Month + 4.5000%, 8.5257%, <br> 9/25/31<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 4685000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4683829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Proampac PG Borrower LLC, CME Term SOFR 3 Month + 4.0000%, 8.3176%, <br> 9/15/28<sup>‡</sup> <br>| 14123608 |  | &nbsp;&nbsp;&nbsp;&nbsp; 14155386 |
| &nbsp;&nbsp;&nbsp; TransDigm Inc, CME Term SOFR 3 Month + 2.5000%, 6.5015%, 1/19/32<sup>‡</sup> <br>| &nbsp;&nbsp; 6778775 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6774098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; White Cap Buyer LLC, CME Term SOFR 1 Month + 3.2500%, 7.4155%, <br> 10/19/29<sup>‡</sup> <br>| 13929938 |  | &nbsp;&nbsp;&nbsp;&nbsp; 13927012 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 92775249 |
| Commercial Services – 0.2% |  |  |  |
| &nbsp;&nbsp;&nbsp; Lernen Bidco Ltd, EURIBOR 6 Month + 4.0000%, 6.1010%, 4/25/29<sup>‡</sup> <br>| &nbsp;&nbsp; 5760000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6800419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lernen US Finco LLC, CME Term SOFR 3 Month + 3.5000%, 7.8400%, <br> 10/27/31<sup>‡</sup> <br>| &nbsp;&nbsp; 5754578 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5768964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lernen US Finco LLC, CME Term SOFR 6 Month + 3.5000%, 7.8400%, <br> 10/27/31<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 898229 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900475 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 13469858 |
| Communications – 0.7% |  |  |  |
| &nbsp;&nbsp;&nbsp; Banijay Entertainment SAS, EURIBOR 3 Month + 3.2500%, 5.1940%, 2/10/32<sup>‡</sup> <br>| 10140000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 11961691 |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC, CME Term SOFR 3 Month + 5.2500%, 9.8195%, 8/2/29<sup>‡</sup> <br>| 10171385 |  | &nbsp;&nbsp;&nbsp;&nbsp; 10178810 |
| &nbsp;&nbsp;&nbsp; Hunter Holdco 3 Ltd, CME Term SOFR 3 Month + 4.2500%, 8.3515%, 8/19/28<sup>‡</sup> <br>| &nbsp;&nbsp; 4286000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4253855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Windstream Services LLC, CME Term SOFR 1 Month + 4.0000%, 8.1358%, <br> 9/25/32<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| 18655000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 18468450 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 44862806 |
| Consumer Cyclical – 1.9% |  |  |  |
| &nbsp;&nbsp;&nbsp; Atlas LuxCo 4 Sarl, EURIBOR 1 Month + 3.7500%, 5.6630%, 8/20/32<sup>‡</sup> <br>| 10200000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 11999422 |
| &nbsp;&nbsp;&nbsp; Boots Group Bidco Ltd, SONIA 1 Month + 4.7500%, 8.7171%, 8/30/32<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 960000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1299794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boots Group Finco LP, CME Term SOFR 3 Month + 3.5000%, 7.7050%, <br> 8/30/32<sup>‡</sup> <br>| &nbsp;&nbsp; 5410000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5421253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CE Intermediate I LLC, CME Term SOFR 3 Month + 3.0000%, 7.3764%, <br> 3/25/32<sup>‡</sup> <br>| 10663415 |  | &nbsp;&nbsp;&nbsp;&nbsp; 10667894 |
| &nbsp;&nbsp;&nbsp; Clarios Global LP, EURIBOR 1 Month + 3.2500%, 5.1630%, 1/28/32<sup>‡</sup> <br>| 11890000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 14013244 |
| &nbsp;&nbsp;&nbsp; Flutter Financing BV, CME Term SOFR 3 Month + 2.0000%, 6.0015%, 6/4/32<sup>‡</sup> <br>| &nbsp;&nbsp; 6632500 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6619633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gategroup US Finance Inc, CME Term SOFR 1 Month + 4.2500%, 8.5563%, <br> 6/10/32<sup>‡</sup> <br>| &nbsp;&nbsp; 4330147 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4362624 |
| &nbsp;&nbsp;&nbsp; Gloves Buyer Inc, CME Term SOFR 1 Month + 4.0000%, 8.1634%, 5/21/32<sup>‡</sup> <br>| 12280000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 11899320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Loire Finco Luxembourg Sarl, EURIBOR 3 Month + 4.0000%, 6.0260%, <br> 1/21/30<sup>‡</sup> <br>| &nbsp;&nbsp; 2660000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3124546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ovg Business Services LLC, CME Term SOFR 1 Month + 3.0000%, 7.1634%, <br> 6/25/31<sup>‡</sup> <br>| 10204509 |  | &nbsp;&nbsp;&nbsp;&nbsp; 10178998 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Bank Loans and Mezzanine Loans – (continued) |  |  |  |
| Consumer Cyclical – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Peer Holding III BV, EURIBOR 3 Month + 2.7500%, 4.7540%, 9/27/32<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 10010000 | EUR | $11765445 |
| &nbsp;&nbsp;&nbsp; Piolin BidCo SA, EURIBOR 6 Month + 4.5000%, 6.5310%, 9/16/29<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4951826 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 5831442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; River Rock Entertainment Authority, CME Term SOFR 1 Month + 9.0000%, <br> 13.3211%, 6/25/31<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| $10866000 |  | &nbsp;&nbsp; 10594350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp, CME Term SOFR 1 Month + 2.0000%, 6.1634%, <br> 5/1/31<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4718917 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4684705 |
| &nbsp;&nbsp;&nbsp; Victra Holdings LLC, CME Term SOFR 3 Month + 3.7500%, 7.7515%, 3/31/29<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4747000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4749991 |
|  |  |  | 117212661 |
| Consumer Non-Cyclical – 2.2% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colosseum Dental Finance BV, EURIBOR 3 Month + 3.5000%, 5.7790%, <br> 3/18/32<sup>‡</sup> <br>| &nbsp;&nbsp; 11060000 | EUR | &nbsp;&nbsp; 12997246 |
| &nbsp;&nbsp;&nbsp; Financiere Mendel SASU, EURIBOR 3 Month + 3.0000%, 5.0000%, 11/8/30<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6350000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 7468589 |
| &nbsp;&nbsp;&nbsp; Froneri Lux Finco Sarl, EURIBOR 3 Month + 3.0000%, 4.9480%, 8/2/32<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 16320000 | EUR | &nbsp;&nbsp; 19174170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Heartland Dental LLC, CME Term SOFR 1 Month + 3.7500%, 7.9134%, <br> 8/25/32<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 24288529 |  | &nbsp;&nbsp; 24234122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lavender US Holdco 1 Inc, CME Term SOFR 1 Month + 3.2500%, 7.3929%, <br> 9/27/32<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 10638970 |  | &nbsp;&nbsp; 10638970 |
| &nbsp;&nbsp;&nbsp; LifePoint Health Inc, CME Term SOFR 3 Month + 3.5000%, 7.6604%, 5/19/31<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 986291 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 981054 |
| &nbsp;&nbsp;&nbsp; Medline Borrower LP, EURIBOR 1 Month + 2.7500%, 4.6630%, 10/23/28<sup>‡</sup> <br>| &nbsp;&nbsp; 13000000 | EUR | &nbsp;&nbsp; 15309711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Medline Borrower LP, CME Term SOFR 1 Month + 2.0000%, 6.1634%, <br> 10/23/30<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 7375267 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7370695 |
| &nbsp;&nbsp;&nbsp; PAX Holdco Spain SL, EURIBOR 3 Month + 4.0000%, 6.0260%, 12/31/29<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 14240000 | EUR | &nbsp;&nbsp; 16768684 |
| &nbsp;&nbsp;&nbsp; Star Parent Inc, CME Term SOFR 3 Month + 4.0000%, 8.0015%, 9/27/30<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 20327249 |  | &nbsp;&nbsp; 20318712 |
|  |  |  | 135261953 |
| Diversified Financial Services – 0% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SK Neptune Husky Finance Sarl, CME Term SOFR 3 Month + 10.0000%, <br> 13.5868%, 4/30/24<sup>‡</sup><sup>,</sup><sup>€</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232620 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SK Neptune Husky Finance Sarl, CME Term SOFR 3 Month + 5.0000%, <br> 11.2500%, 1/3/29<sup>‡</sup><sup>,</sup><sup>€</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 7944281 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188677 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214265 |
| Electric – 0.2% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alpha Generation LLC, CME Term SOFR 1 Month + 2.0000%, 6.1634%, <br> 9/30/31<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4253855 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4245347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long Ridge Energy LLC, CME Term SOFR 3 Month + 4.5000%, 8.5015%, <br> 2/19/32<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 7000455 |  | &nbsp;&nbsp;&nbsp;&nbsp; 6836365 |
|  |  |  | &nbsp;&nbsp; 11081712 |
| Energy – 0.3% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colossus Acquireco LLC, CME Term SOFR 1 Month + 1.7500%, 6.0500%, <br> 7/30/32<sup>‡</sup> <br>| &nbsp;&nbsp; 17321333 |  | &nbsp;&nbsp; 17210303 |
| Finance Companies – 0.2% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Summer (BC) Holdco B Sarl, CME Term SOFR 3 Month + 5.0000%, 9.2615%, <br> 2/15/29<sup>‡</sup> <br>| &nbsp;&nbsp; 11083012 |  | &nbsp;&nbsp; 10879861 |
| Financial Institutions – 0.5% |  |  |  |
| &nbsp;&nbsp;&nbsp; Chrysaor Bidco Sarl, CME Term SOFR 3 Month + 3.0000%, 7.3294%, 10/30/31<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4012 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deep Blue Operating I LLC, CME Term SOFR 1 Month + 2.7500%, 6.9731%, <br> 9/17/32<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 13704460 |  | &nbsp;&nbsp; 13704460 |
| &nbsp;&nbsp;&nbsp; Mermaid Bidco Inc, CME Term SOFR 3 Month + 3.2500%, 7.5721%, 7/3/31<sup>‡</sup> <br>| &nbsp;&nbsp; 16131233 |  | &nbsp;&nbsp; 16094292 |
|  |  |  | &nbsp;&nbsp; 29802779 |
| Industrial – 0.2% |  |  |  |
| &nbsp;&nbsp;&nbsp; Inspired Finco Holdings Ltd, EURIBOR 1 Month + 3.2500%, 5.1630%, 2/28/31<sup>‡</sup> <br>| &nbsp;&nbsp; 10760000 | EUR | &nbsp;&nbsp; 12670719 |
| Insurance – 0.6% |  |  |  |
| &nbsp;&nbsp;&nbsp; Acropole Holdings SAS, EURIBOR 3 Month + 3.5000%, 5.5000%, 7/26/32<sup>‡</sup> <br>| &nbsp;&nbsp; 12058846 | EUR | &nbsp;&nbsp; 14199360 |
| &nbsp;&nbsp;&nbsp; Asurion LLC, CME Term SOFR 1 Month + 4.2500%, 8.4134%, 9/19/30<sup>‡</sup> <br>| &nbsp;&nbsp; 13800000 |  | &nbsp;&nbsp; 13702296 |
| &nbsp;&nbsp;&nbsp; DIOT-SIACI Bidco SAS, EURIBOR 3 Month + 3.5000%, 5.4710%, 7/16/32<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2871154 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 3380800 |
| &nbsp;&nbsp;&nbsp; USI Inc/NY, CME Term SOFR 3 Month + 2.2500%, 6.2515%, 9/29/30<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8633750 |  | &nbsp;&nbsp;&nbsp;&nbsp; 8619936 |
|  |  |  | &nbsp;&nbsp; 39902392 |
| Technology – 1.3% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ahead DB Holdings LLC, CME Term SOFR 3 Month + 2.7500%, 6.7515%, <br> 2/1/31<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6066797 |  | &nbsp;&nbsp;&nbsp;&nbsp; 6069830 |
| &nbsp;&nbsp;&nbsp; Claudius Finance Sarl, EURIBOR 3 Month + 2.7500%, 4.7760%, 7/10/28<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3250000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 3821056 |
| &nbsp;&nbsp;&nbsp; Coherent Corp, CME Term SOFR 1 Month + 2.0000%, 6.3160%, 7/2/29<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2096823 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2092776 |
| &nbsp;&nbsp;&nbsp; Gold Rush Bidco Ltd, EURIBOR 3 Month + 4.0000%, 6.0260%, 5/16/31<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6040000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 7125110 |
| &nbsp;&nbsp;&nbsp; Modena Buyer LLC, CME Term SOFR 3 Month + 4.5000%, 8.8079%, 7/1/31<sup>‡</sup> <br>| &nbsp;&nbsp; 15926647 |  | &nbsp;&nbsp; 15710523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Project Alpha Intermediate Holdings Inc, CME Term SOFR 3 Month + 5.0000%, <br> 9.0015%, 5/9/33<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4952000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4914860 |
| &nbsp;&nbsp;&nbsp; X Corp, 9.5000%, 10/26/29 | &nbsp;&nbsp; 21105000 |  | &nbsp;&nbsp; 21154808 |
| &nbsp;&nbsp;&nbsp; X Corp, CME Term SOFR 3 Month + 6.5000%, 10.9579%, 10/26/29<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 7517000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7367712 |
| &nbsp;&nbsp;&nbsp; Zuora Inc, CME Term SOFR 1 Month + 3.5000%, 7.6634%, 2/14/32<sup>‡</sup> <br>| &nbsp;&nbsp; 13045000 |  | &nbsp;&nbsp; 12953685 |
|  |  |  | &nbsp;&nbsp; 81210360 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Bank Loans and Mezzanine Loans – (continued) |  |  |
| Transportation – 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AAdvantage Loyalty IP Ltd, CME Term SOFR 3 Month + 3.2500%, 7.5755%, <br> 5/28/32<sup>‡</sup> <br>| $2370060 | &nbsp;&nbsp; $2378948 |
| &nbsp;&nbsp;&nbsp; Beacon Mobility Corp, CME Term SOFR 3 Month + 3.2500%, 7.2515%, 8/6/30<sup>‡</sup> <br>| 11115509 | &nbsp;&nbsp; 11143298 |
| &nbsp;&nbsp;&nbsp; Beacon Mobility Corp, CME Term SOFR 3 Month + 3.2500%, 7.2515%, 8/6/30<sup>‡</sup> <br>| &nbsp;&nbsp; 1522673 | &nbsp;&nbsp;&nbsp;&nbsp; 1526479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stonepeak Nile Parent LLC, CME Term SOFR 3 Month + 2.7500%, 7.0794%, <br> 4/9/32<sup>‡</sup> <br>| 13487000 | &nbsp;&nbsp; 13476885 |
|  |  | &nbsp;&nbsp; 28525610 |
| Total Bank Loans and Mezzanine Loans (cost $672,008,671) |  | 675397792 |
| Corporate Bonds – 31.1% |  |  |
| Banking – 1.2% |  |  |
| &nbsp;&nbsp;&nbsp; Ally Financial Inc, SOFR + 1.9600%, 5.7370%, 5/15/29<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250778 |
| &nbsp;&nbsp;&nbsp; Ally Financial Inc, SOFR + 3.2600%, 6.9920%, 6/13/29<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246015 |
| &nbsp;&nbsp;&nbsp; Ally Financial Inc, SOFR + 2.8200%, 6.8480%, 1/3/30<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247535 |
| &nbsp;&nbsp;&nbsp; Ally Financial Inc, 8.0000%, 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 224000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Express Co, US Treasury Yield Curve Rate 5 Year + 2.8540%, <br> 3.5500%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 1536000 | &nbsp;&nbsp;&nbsp;&nbsp; 1506643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria SA, US Treasury Yield Curve Rate 1 Year + <br> 2.7000%, 6.1380%, 9/14/28<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria SA, US Treasury Yield Curve Rate 1 Year + <br> 1.9500%, 6.0330%, 3/13/35<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212664 |
| &nbsp;&nbsp;&nbsp; Bank of New York Mellon Corp/The, SOFR + 1.8450%, 6.4740%, 10/25/34<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256354 |
| &nbsp;&nbsp;&nbsp; BNP Paribas SA, US Treasury Yield Curve Rate 5 Year + 4.9690%, 9.2500%<sup>ž,</sup><sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 2432000 | &nbsp;&nbsp;&nbsp;&nbsp; 2612790 |
| &nbsp;&nbsp;&nbsp; Capital One Financial Corp, SOFR + 2.6000%, 5.8170%, 2/1/34<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254836 |
| &nbsp;&nbsp;&nbsp; Capital One Financial Corp, SOFR + 2.8600%, 6.3770%, 6/8/34<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252030 |
| &nbsp;&nbsp;&nbsp; Capital One Financial Corp, SOFR + 2.2600%, 6.0510%, 2/1/35<sup>‡</sup> <br>| &nbsp;&nbsp; 1220000 | &nbsp;&nbsp;&nbsp;&nbsp; 1295051 |
| &nbsp;&nbsp;&nbsp; Capital One Financial Corp, SOFR + 2.0360%, 6.1830%, 1/30/36<sup>‡</sup> <br>| 17529000 | &nbsp;&nbsp; 18183798 |
| &nbsp;&nbsp;&nbsp; Citigroup Inc, CME Term SOFR 3 Month + 1.6516%, 3.6680%, 7/24/28<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 253000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250768 |
| &nbsp;&nbsp;&nbsp; Citigroup Inc, CME Term SOFR 3 Month + 1.4126%, 3.5200%, 10/27/28<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 258000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254562 |
| &nbsp;&nbsp;&nbsp; Citigroup Inc, CME Term SOFR 3 Month + 1.4536%, 4.0750%, 4/23/29<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 157000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup Inc, US Treasury Yield Curve Rate 5 Year + 1.2800%, 5.5920%, <br> 11/19/34<sup>‡</sup> <br>| 17515000 | &nbsp;&nbsp; 17922981 |
| &nbsp;&nbsp;&nbsp; Citigroup Inc, SOFR + 1.4650%, 5.3330%, 3/27/36<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup Inc, US Treasury Yield Curve Rate 5 Year + 1.7300%, 5.4110%, <br> 9/19/39<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200678 |
| &nbsp;&nbsp;&nbsp; Citigroup Inc, US Treasury Yield Curve Rate 5 Year + 3.4170%, 3.8750%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 5310000 | &nbsp;&nbsp;&nbsp;&nbsp; 5260946 |
| &nbsp;&nbsp;&nbsp; Citigroup Inc, US Treasury Yield Curve Rate 5 Year + 3.5970%, 4.0000%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4980536 |
| &nbsp;&nbsp;&nbsp; Citizens Financial Group Inc, SOFR + 2.0100%, 5.8410%, 1/23/30<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250148 |
| &nbsp;&nbsp;&nbsp; Citizens Financial Group Inc, SOFR + 2.3250%, 6.6450%, 4/25/35<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 238000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261874 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG / New York, SOFR + 3.1800%, 6.7200%, 1/18/29<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246783 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG / New York, SOFR + 1.7000%, 4.9990%, 9/11/30<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152148 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG / New York, SOFR + 3.0430%, 3.5470%, 9/18/31<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 271000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG / New York, USD ICE SWAP 11AM NY 5 Year + 2.5530%, <br> 4.8750%, 12/1/32<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 249000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248873 |
| &nbsp;&nbsp;&nbsp; Discover Financial Services, SOFR + 3.3700%, 7.9640%, 11/2/34<sup>‡</sup> <br>| &nbsp;&nbsp; 2030000 | &nbsp;&nbsp;&nbsp;&nbsp; 2400132 |
| &nbsp;&nbsp;&nbsp; HSBC Holdings PLC, SOFR + 1.7320%, 2.0130%, 9/22/28<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 266000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254834 |
| &nbsp;&nbsp;&nbsp; HSBC Holdings PLC, SOFR + 3.3500%, 7.3900%, 11/3/28<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 236000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250647 |
| &nbsp;&nbsp;&nbsp; HSBC Holdings PLC, SOFR + 1.9700%, 6.1610%, 3/9/29<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 239000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249256 |
| &nbsp;&nbsp;&nbsp; HSBC Holdings PLC, CME Term SOFR 3 Month + 1.8716%, 3.9730%, 5/22/30<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256064 |
| &nbsp;&nbsp;&nbsp; ING Groep NV, SOFR + 2.0900%, 6.1140%, 9/11/34<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262838 |
| &nbsp;&nbsp;&nbsp; ING Groep NV, SOFR + 1.7700%, 5.5500%, 3/19/35<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207771 |
| &nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA, 5.7100%, 1/15/26<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 276000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & Co, US Treasury Yield Curve Rate 5 Year + 2.8500%, <br> 3.6500%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 1425000 | &nbsp;&nbsp;&nbsp;&nbsp; 1409375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC, ICE LIBOR USD 3 Month + 1.2050%, 3.5740%, <br> 11/7/28<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 256000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC, US Treasury Yield Curve Rate 1 Year + 1.7000%, <br> 5.8710%, 3/6/29<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC, US Treasury Yield Curve Rate 1 Year + 1.7500%, <br> 5.6790%, 1/5/35<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC, US Treasury Yield Curve Rate 1 Year + 1.2000%, <br> 5.5900%, 11/26/35<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207871 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley, SOFR + 2.2400%, 6.2960%, 10/18/28<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 241000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251143 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley, SOFR + 1.5900%, 5.1640%, 4/20/29<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220081 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services Group Inc/The, SOFR + 1.6200%, 5.3540%, 12/2/28<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 248000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254348 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services Group Inc/The, SOFR + 1.8500%, 4.6260%, 6/6/33<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 248000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246116 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services Group Inc/The, SOFR + 2.2840%, 6.8750%, 10/20/34<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 227000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257180 |
| &nbsp;&nbsp;&nbsp; Regions Financial Corp, SOFR + 2.0600%, 5.5020%, 9/6/35<sup>‡</sup><sup>,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 252000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Santander UK Group Holdings PLC, ICE LIBOR USD 3 Month + 1.4000%, <br> 3.8230%, 11/3/28<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 257000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254401 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Corporate Bonds – (continued) |  |  |  |
| Banking – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Santander UK Group Holdings PLC, SOFR + 2.6000%, 6.5340%, 1/10/29<sup>‡</sup> <br>| &nbsp;&nbsp; $236000 |  | &nbsp;&nbsp;&nbsp;&nbsp; $247002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank/The, US Treasury Yield Curve Rate 5 Year + 2.7210%, <br> 6.3500%, 10/31/85<sup>‡</sup> <br>| 11405000 |  | &nbsp;&nbsp; 11433512 |
| &nbsp;&nbsp;&nbsp; Truist Financial Corp, SOFR + 2.3000%, 6.1230%, 10/28/33<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37709 |
| &nbsp;&nbsp;&nbsp; Truist Financial Corp, SOFR + 2.3610%, 5.8670%, 6/8/34<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 248000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262762 |
|  |  |  | &nbsp;&nbsp; 76610777 |
| Basic Industry – 2.0% |  |  |  |
| &nbsp;&nbsp;&nbsp; ArcelorMittal SA, 6.5500%, 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 243000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253552 |
| &nbsp;&nbsp;&nbsp; Arcosa Inc, 4.3750%, 4/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 195000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189615 |
| &nbsp;&nbsp;&nbsp; ATI Inc, 4.8750%, 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 197000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193684 |
| &nbsp;&nbsp;&nbsp; Cleveland-Cliffs Inc, 7.5000%, 9/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 258000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265930 |
| &nbsp;&nbsp;&nbsp; Compass Minerals International Inc, 6.7500%, 12/1/27<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54051 |
| &nbsp;&nbsp;&nbsp; Compass Minerals International Inc, 8.0000%, 7/1/30<sup>ž</sup> <br>| 14093000 |  | &nbsp;&nbsp; 14729679 |
| &nbsp;&nbsp;&nbsp; CVR Partners LP/CVR Nitrogen Finance Corp, 6.1250%, 6/15/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 183000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182704 |
| &nbsp;&nbsp;&nbsp; First Quantum Minerals Ltd, 7.2500%, 2/15/34<sup>ž</sup> <br>| &nbsp;&nbsp; 8645000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 8938524 |
| &nbsp;&nbsp;&nbsp; FMC Corp, US Treasury Yield Curve Rate 5 Year + 4.3660%, 8.4500%, 11/1/55<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 249000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262791 |
| &nbsp;&nbsp;&nbsp; Hudbay Minerals Inc, 4.5000%, 4/1/26<sup>ž</sup> <br>| &nbsp;&nbsp; 8968000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 8940861 |
| &nbsp;&nbsp;&nbsp; INEOS Finance PLC, 7.5000%, 4/15/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 250000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243224 |
| &nbsp;&nbsp;&nbsp; INEOS Quattro Finance 2 PLC, 9.6250%, 3/15/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197904 |
| &nbsp;&nbsp;&nbsp; Maxam Prill Sarl, 7.7500%, 7/15/30<sup>ž</sup> <br>| 18213000 |  | &nbsp;&nbsp; 18334731 |
| &nbsp;&nbsp;&nbsp; Methanex US Operations Inc, 6.2500%, 3/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 256000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260472 |
| &nbsp;&nbsp;&nbsp; Mineral Resources Ltd, 8.5000%, 5/1/30<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 183000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190347 |
| &nbsp;&nbsp;&nbsp; Novelis Corp, 4.7500%, 1/30/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 462000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445677 |
| &nbsp;&nbsp;&nbsp; Novelis Corp, 6.8750%, 1/30/30<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 426000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441751 |
| &nbsp;&nbsp;&nbsp; Novelis Corp, 3.8750%, 8/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 283000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258008 |
| &nbsp;&nbsp;&nbsp; Olympus Water US Holding Corp, 5.3750%, 10/1/29 | &nbsp;&nbsp; 3540000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 3941245 |
| &nbsp;&nbsp;&nbsp; Olympus Water US Holding Corp, 7.2500%, 2/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 8473000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 8481825 |
| &nbsp;&nbsp;&nbsp; Progroup AG, 5.3750%, 4/15/31 | 13000000 | EUR | &nbsp;&nbsp; 15409058 |
| &nbsp;&nbsp;&nbsp; SunCoke Energy Inc, 4.8750%, 6/30/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 209000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195338 |
| &nbsp;&nbsp;&nbsp; Taseko Mines Ltd, 8.2500%, 5/1/30<sup>ž</sup> <br>| 18640000 |  | &nbsp;&nbsp; 19742443 |
| &nbsp;&nbsp;&nbsp; Verde Purchaser LLC, 10.5000%, 11/30/30<sup>ž</sup> <br>| 19175000 |  | &nbsp;&nbsp; 20579146 |
|  |  |  | 122732560 |
| Brokerage – 1.0% |  |  |  |
| &nbsp;&nbsp;&nbsp; Artec Group Inc, 10.0000%, 8/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 3966000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4320969 |
| &nbsp;&nbsp;&nbsp; Charles Schwab Corp, SOFR + 2.5000%, 5.8530%, 5/19/34<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 240000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256856 |
| &nbsp;&nbsp;&nbsp; Charles Schwab Corp, SOFR + 2.0100%, 6.1360%, 8/24/34<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 233000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253804 |
| &nbsp;&nbsp;&nbsp; Jane Street Group / JSG Finance Inc, 7.1250%, 4/30/31<sup>ž</sup> <br>| &nbsp;&nbsp; 1225000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1284893 |
| &nbsp;&nbsp;&nbsp; Jane Street Group / JSG Finance Inc, 6.1250%, 11/1/32<sup>ž</sup> <br>| &nbsp;&nbsp; 3727000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3777535 |
| &nbsp;&nbsp;&nbsp; Jane Street Group / JSG Finance Inc, 6.7500%, 5/1/33<sup>ž</sup> <br>| 14691000 |  | &nbsp;&nbsp; 15258577 |
| &nbsp;&nbsp;&nbsp; Jefferies Financial Group Inc, 6.2000%, 4/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 102000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108446 |
| &nbsp;&nbsp;&nbsp; Kefferies Finance LLC / JFIN Co-Issuer Corp, 5.0000%, 8/15/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193237 |
| &nbsp;&nbsp;&nbsp; LPL Holdings Inc, 6.0000%, 5/20/34 | &nbsp;&nbsp; 2053000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2145131 |
| &nbsp;&nbsp;&nbsp; LPL Holdings Inc, 5.7500%, 6/15/35 | 12729000 |  | &nbsp;&nbsp; 13052840 |
| &nbsp;&nbsp;&nbsp; Osaic Holdings Inc, 6.7500%, 8/1/32<sup>ž</sup> <br>| &nbsp;&nbsp; 2834000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2927057 |
| &nbsp;&nbsp;&nbsp; Osaic Holdings Inc, 8.0000%, 8/1/33<sup>ž</sup> <br>| &nbsp;&nbsp; 2770000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2870820 |
| &nbsp;&nbsp;&nbsp; Stonex Escrow Issuer LLC, 6.8750%, 7/15/32<sup>ž</sup> <br>| 12451000 |  | &nbsp;&nbsp; 12816019 |
|  |  |  | &nbsp;&nbsp; 59266184 |
| Capital Goods – 1.9% |  |  |  |
| &nbsp;&nbsp;&nbsp; ABC Supply Co Inc, 3.8750%, 11/15/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 201000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190707 |
| &nbsp;&nbsp;&nbsp; Advanced Drainage Systems Inc, 6.3750%, 6/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31549 |
| &nbsp;&nbsp;&nbsp; Amsted Industries Inc, 4.6250%, 5/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 203000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196175 |
| &nbsp;&nbsp;&nbsp; Ardagh Metal Packaging SA, 3.0000%, 9/1/29 | 21585000 | EUR | &nbsp;&nbsp; 23359945 |
| &nbsp;&nbsp;&nbsp; Ardagh Metal Packaging SA, 4.0000%, 9/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 282000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260996 |
| &nbsp;&nbsp;&nbsp; ATS Corp, 4.1250%, 12/15/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 202000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193535 |
| &nbsp;&nbsp;&nbsp; Axon Enterprise Inc, 6.1250%, 3/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 181000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185892 |
| &nbsp;&nbsp;&nbsp; Boeing Co/The, 6.8580%, 5/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 104000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118633 |
| &nbsp;&nbsp;&nbsp; Bombardier Inc, 7.4500%, 5/1/34<sup>ž</sup> <br>| 18481000 |  | &nbsp;&nbsp; 20411839 |
| &nbsp;&nbsp;&nbsp; BWX Technologies Inc, 4.1250%, 6/30/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 202000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197176 |
| &nbsp;&nbsp;&nbsp; BWX Technologies Inc, 4.1250%, 4/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 194000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187817 |
| &nbsp;&nbsp;&nbsp; Caterpillar Inc, 5.2000%, 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206922 |
| &nbsp;&nbsp;&nbsp; Clean Harbors Inc, 5.1250%, 7/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 198000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196355 |
| &nbsp;&nbsp;&nbsp; Clydesdale Acquisition Holdings Inc, 8.7500%, 4/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 184000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189013 |
| &nbsp;&nbsp;&nbsp; Covert Mergeco Inc, 4.8750%, 12/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188094 |
| &nbsp;&nbsp;&nbsp; CP Atlas Buyer Inc, 9.7500%, 7/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 3889000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4072950 |
| &nbsp;&nbsp;&nbsp; Dycom Industries Inc, 4.5000%, 4/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 194000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189469 |
| &nbsp;&nbsp;&nbsp; EnerSys, 4.3750%, 12/15/27<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 198000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195203 |
| &nbsp;&nbsp;&nbsp; Harsco Corp, 5.7500%, 7/31/27<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 187000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185483 |
| &nbsp;&nbsp;&nbsp; Herc Holdings In, 7.0000%, 6/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 6988000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7258617 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Corporate Bonds – (continued) |  |  |
| Capital Goods – (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC, 9.0000%, <br> 2/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; $186000 | &nbsp;&nbsp;&nbsp;&nbsp; $194405 |
| &nbsp;&nbsp;&nbsp; JH North America Holdings Inc, 5.8750%, 1/31/31<sup>ž</sup> <br>| 14410000 | &nbsp;&nbsp; 14630684 |
| &nbsp;&nbsp;&nbsp; JH North America Holdings Inc, 6.1250%, 7/31/32<sup>ž</sup> <br>| &nbsp;&nbsp; 2956000 | &nbsp;&nbsp;&nbsp;&nbsp; 3027754 |
| &nbsp;&nbsp;&nbsp; LBM Acquisition LLC, 6.2500%, 1/15/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268431 |
| &nbsp;&nbsp;&nbsp; LBM Acquisition LLC, 9.5000%, 6/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 248000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260603 |
| &nbsp;&nbsp;&nbsp; Madison IAQ LLC, 5.8750%, 6/30/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62238 |
| &nbsp;&nbsp;&nbsp; MIWD Holdco II LLC / MIWD Finance Corp, 5.5000%, 2/1/30<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 197000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191900 |
| &nbsp;&nbsp;&nbsp; Queen MergerCo Inc, 6.7500%, 4/30/32<sup>ž</sup> <br>| &nbsp;&nbsp; 7630000 | &nbsp;&nbsp;&nbsp;&nbsp; 7900073 |
| &nbsp;&nbsp;&nbsp; Quikrete Holdings Inc, 6.7500%, 3/1/33<sup>ž</sup> <br>| &nbsp;&nbsp; 4755000 | &nbsp;&nbsp;&nbsp;&nbsp; 4943744 |
| &nbsp;&nbsp;&nbsp; Regal Rexnord Corp, 6.0500%, 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 253000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261711 |
| &nbsp;&nbsp;&nbsp; Regal Rexnord Corp, 6.4000%, 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257651 |
| &nbsp;&nbsp;&nbsp; Roller Bearing Company of America Inc, 4.3750%, 10/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Specialty Building Products Holdings LLC / SBP Finance Corp, 7.7500%, <br> 10/15/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 187000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189954 |
| &nbsp;&nbsp;&nbsp; TransDigm Inc, 6.3750%, 3/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 181000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185055 |
| &nbsp;&nbsp;&nbsp; TriMas Corp, 4.1250%, 4/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 198000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191676 |
| &nbsp;&nbsp;&nbsp; Trivium Packaging Finance BV, 8.2500%, 7/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 6366000 | &nbsp;&nbsp;&nbsp;&nbsp; 6790892 |
| &nbsp;&nbsp;&nbsp; Trivium Packaging Finance BV, 12.2500%, 1/15/31<sup>ž</sup> <br>| &nbsp;&nbsp; 5647000 | &nbsp;&nbsp;&nbsp;&nbsp; 6111980 |
| &nbsp;&nbsp;&nbsp; Velocity Vehicle Group LLC, 8.0000%, 6/1/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 193000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193505 |
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies Corp, 5.5000%, 5/29/35 | &nbsp;&nbsp;&nbsp;&nbsp; 252000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260874 |
| &nbsp;&nbsp;&nbsp; Wilsonart LLC, 11.0000%, 8/15/32<sup>ž</sup> <br>| 13125000 | &nbsp;&nbsp; 12776514 |
|  |  | 117157931 |
| Communications – 3.2% |  |  |
| &nbsp;&nbsp;&nbsp; AMC Networks Inc, 10.2500%, 1/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 183000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192836 |
| &nbsp;&nbsp;&nbsp; AMC Networks Inc, 10.5000%, 7/15/32<sup>ž</sup> <br>| 10899000 | &nbsp;&nbsp; 11524984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bell Canada, US Treasury Yield Curve Rate 5 Year + 2.3900%, 6.8750%, <br> 9/15/55<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC / Charter Communications Operating <br> Capital, 6.5500%, 6/1/34<br>| 15369000 | &nbsp;&nbsp; 16378999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC / Charter Communications Operating <br> Capital, 5.5000%, 4/1/63<br>| &nbsp;&nbsp; 2142000 | &nbsp;&nbsp;&nbsp;&nbsp; 1794986 |
| &nbsp;&nbsp;&nbsp; Clear Channel Outdoor Holdings Inc, 7.5000%, 6/1/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 267000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259314 |
| &nbsp;&nbsp;&nbsp; Connect Finco Sarl / Connect US Finco LLC, 9.0000%, 9/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210281 |
| &nbsp;&nbsp;&nbsp; EchoStar Corp, 10.7500%, 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 248000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272842 |
| &nbsp;&nbsp;&nbsp; Electronic Arts Inc, 1.8500%, 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 299000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 283903 |
| &nbsp;&nbsp;&nbsp; Electronic Arts Inc, 2.9500%, 2/15/51 | 16767000 | &nbsp;&nbsp; 14540901 |
| &nbsp;&nbsp;&nbsp; Fox Corp, 6.5000%, 10/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 232000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255420 |
| &nbsp;&nbsp;&nbsp; Frontier Communications Holdings LLC, 8.6250%, 3/15/31<sup>ž</sup> <br>| 10336000 | &nbsp;&nbsp; 10896842 |
| &nbsp;&nbsp;&nbsp; Getty Images Inc, 11.2500%, 2/21/30<sup>ž</sup> <br>| &nbsp;&nbsp; 5796000 | &nbsp;&nbsp;&nbsp;&nbsp; 5534774 |
| &nbsp;&nbsp;&nbsp; Gray Media Inc, 10.5000%, 7/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 398000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 430338 |
| &nbsp;&nbsp;&nbsp; Gray Media Inc, 7.2500%, 8/15/33<sup>ž</sup> <br>| 11587000 | &nbsp;&nbsp; 11482169 |
| &nbsp;&nbsp;&nbsp; Lamar Media Corp, 3.7500%, 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 191000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185690 |
| &nbsp;&nbsp;&nbsp; Lamar Media Corp, 4.8750%, 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 189000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187303 |
| &nbsp;&nbsp;&nbsp; Level 3 Financing Inc, 3.7500%, 7/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; 6822000 | &nbsp;&nbsp;&nbsp;&nbsp; 5815265 |
| &nbsp;&nbsp;&nbsp; Level 3 Financing Inc, 6.8750%, 6/30/33<sup>ž</sup> <br>| &nbsp;&nbsp; 4496346 | &nbsp;&nbsp;&nbsp;&nbsp; 4582586 |
| &nbsp;&nbsp;&nbsp; Level 3 Financing Inc, 7.0000%, 3/31/34<sup>ž</sup> <br>| 13474086 | &nbsp;&nbsp; 13707310 |
| &nbsp;&nbsp;&nbsp; Lions Gate Capital Holdings 1 Inc, 6.0000%, 4/15/30<sup>ž</sup> <br>| 14594000 | &nbsp;&nbsp; 13840074 |
| &nbsp;&nbsp;&nbsp; Lumen Technologies Inc, 4.1250%, 4/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; 5670000 | &nbsp;&nbsp;&nbsp;&nbsp; 5559322 |
| &nbsp;&nbsp;&nbsp; Lumen Technologies Inc, 10.0000%, 10/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 5058291 |
| &nbsp;&nbsp;&nbsp; McGraw-Hill Education Inc, 8.0000%, 8/1/29<sup>ž</sup> <br>| &nbsp;&nbsp; 3455000 | &nbsp;&nbsp;&nbsp;&nbsp; 3518638 |
| &nbsp;&nbsp;&nbsp; McGraw-Hill Education Inc, 7.3750%, 9/1/31<sup>ž</sup> <br>| 11645000 | &nbsp;&nbsp; 12098561 |
| &nbsp;&nbsp;&nbsp; Meta Platforms Inc, 5.7500%, 5/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 186000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191294 |
| &nbsp;&nbsp;&nbsp; Meta Platforms Inc, 5.5500%, 8/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 259000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257097 |
| &nbsp;&nbsp;&nbsp; Midcontinent Communications, 8.0000%, 8/15/32<sup>ž</sup> <br>| 15404000 | &nbsp;&nbsp; 15870787 |
| &nbsp;&nbsp;&nbsp; Nexstar Broadcasting Inc, 4.7500%, 11/1/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23425 |
| &nbsp;&nbsp;&nbsp; Orange SA, 9.0000%, 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Paramount Global, US Treasury Yield Curve Rate 5 Year + 3.9990%, 6.3750%, <br> 3/30/62<sup>‡</sup><sup>,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 189000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188685 |
| &nbsp;&nbsp;&nbsp; Playtika Holding Corp, 4.2500%, 3/15/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 209000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rogers Communications Inc, US Treasury Yield Curve Rate 5 Year + 2.6530%, <br> 7.0000%, 4/15/55<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rogers Communications Inc, US Treasury Yield Curve Rate 5 Year + 2.6200%, <br> 7.1250%, 4/15/55<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TELUS Corp, US Treasury Yield Curve Rate 5 Year + 2.7690%, 6.6250%, <br> 10/15/55<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TELUS Corp, US Treasury Yield Curve Rate 5 Year + 2.7090%, 7.0000%, <br> 10/15/55<sup>‡</sup><sup>,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 183000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192958 |
| &nbsp;&nbsp;&nbsp; Time Warner Cable Enterprises LLC, 8.3750%, 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 213000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249889 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Corporate Bonds – (continued) |  |  |  |
| Communications – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Time Warner Cable LLC, 6.5500%, 5/1/37 | &nbsp;&nbsp; $247000 |  | &nbsp;&nbsp;&nbsp;&nbsp; $256945 |
| &nbsp;&nbsp;&nbsp; Time Warner Cable LLC, 7.3000%, 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 229000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250226 |
| &nbsp;&nbsp;&nbsp; Univision Communications Inc, 8.5000%, 7/31/31<sup>ž</sup> <br>| &nbsp;&nbsp; 8845000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 9133719 |
| &nbsp;&nbsp;&nbsp; Univision Communications Inc, 9.3750%, 8/1/32<sup>ž</sup> <br>| &nbsp;&nbsp; 9854000 |  | &nbsp;&nbsp; 10501083 |
| &nbsp;&nbsp;&nbsp; Viasat Inc, 5.6250%, 4/15/27<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 193000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192223 |
| &nbsp;&nbsp;&nbsp; Viasat Inc, 7.5000%, 5/30/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 270000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253368 |
| &nbsp;&nbsp;&nbsp; Virgin Media Finance PLC, 5.0000%, 7/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 271000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251707 |
| &nbsp;&nbsp;&nbsp; Vmed O2 UK Financing I PLC, 4.7500%, 7/15/31<sup>ž</sup> <br>| 11857000 |  | &nbsp;&nbsp; 11160357 |
| &nbsp;&nbsp;&nbsp; Warnermedia Holdings Inc, 4.0540%, 3/15/29 | &nbsp;&nbsp; 8681000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 8073330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Windstream Services LLC / Windstream Escrow Finance Corp, 8.2500%, <br> 10/1/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 237000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245503 |
|  |  |  | 196761969 |
| Consumer Cyclical – 7.4% |  |  |  |
| &nbsp;&nbsp;&nbsp; Adient Global Holdings Ltd, 7.5000%, 2/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 249000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257831 |
| &nbsp;&nbsp;&nbsp; American Axle & Manufacturing Inc, 6.3750%, 10/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 7278000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7265712 |
| &nbsp;&nbsp;&nbsp; ANGI Group LLC, 3.8750%, 8/15/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp, 7.0000%, <br> 4/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 195000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197340 |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp, 9.7500%, 4/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 430000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aptiv Swiss Holdings Ltd, US Treasury Yield Curve Rate 5 Year + 3.3850%, <br> 6.8750%, 12/15/54<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204330 |
| &nbsp;&nbsp;&nbsp; Aston Martin Capital Holdings Ltd, 10.0000%, 3/31/29<sup>ž</sup> <br>| &nbsp;&nbsp; 9452000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 9254035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Atlas LuxCo 4 Sarl / Allied Universal Holdco LLC / Allied Universal Finance Corp, <br> 4.6250%, 6/1/28<sup>ž</sup> <br>| &nbsp;&nbsp; 5577000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 5468600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Atlas LuxCo 4 Sarl / Allied Universal Holdco LLC / Allied Universal Finance Corp, <br> 4.6250%, 6/1/28<sup>ž</sup> <br>| &nbsp;&nbsp; 6789000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 6654357 |
| &nbsp;&nbsp;&nbsp; Beazer Homes USA Inc, 7.2500%, 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 187000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190219 |
| &nbsp;&nbsp;&nbsp; Beazer Homes USA Inc, 7.5000%, 3/15/31<sup>ž,#</sup> <br>| &nbsp;&nbsp; 8537000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 8650747 |
| &nbsp;&nbsp;&nbsp; Boots Group Finco LP, 7.3750%, 8/31/32<sup>ž</sup> <br>| &nbsp;&nbsp; 6180000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 8465840 |
| &nbsp;&nbsp;&nbsp; Boyne USA Inc, 4.7500%, 5/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 193000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189351 |
| &nbsp;&nbsp;&nbsp; Brookfield Residential Properties Inc/CA, 5.0000%, 6/15/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 214000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203936 |
| &nbsp;&nbsp;&nbsp; Brookfield Residential Properties Inc/CA, 4.8750%, 2/15/30<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 500000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468920 |
| &nbsp;&nbsp;&nbsp; Caesars Entertainment Inc, 6.0000%, 10/15/32<sup>ž,#</sup> <br>| 20980000 |  | &nbsp;&nbsp; 20664457 |
| &nbsp;&nbsp;&nbsp; Carnival Corp, 5.7500%, 8/1/32<sup>ž</sup> <br>| 16280000 |  | &nbsp;&nbsp; 16567798 |
| &nbsp;&nbsp;&nbsp; Carriage Services Inc, 4.2500%, 5/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 201000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190426 |
| &nbsp;&nbsp;&nbsp; Carvana Co, 9.0000%, 6/1/30<sup>ž</sup> <br>| 11442000 |  | &nbsp;&nbsp; 11971471 |
| &nbsp;&nbsp;&nbsp; Century Communities Inc, 6.6250%, 9/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 9327000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 9408697 |
| &nbsp;&nbsp;&nbsp; Fertitta Entertainment Inc, 4.6250%, 1/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 195000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185589 |
| &nbsp;&nbsp;&nbsp; Fertitta Entertainment Inc, 6.7500%, 1/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 269000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252438 |
| &nbsp;&nbsp;&nbsp; Flutter Treasury DAC, 6.1250%, 6/4/31<sup>ž</sup> <br>| &nbsp;&nbsp; 7340000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 9947123 |
| &nbsp;&nbsp;&nbsp; Flutter Treasury DAC, 6.1250%, 6/4/31 | &nbsp;&nbsp; 3800000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 5149737 |
| &nbsp;&nbsp;&nbsp; Ford Motor Credit Co LLC, 4.1250%, 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 255000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250830 |
| &nbsp;&nbsp;&nbsp; Ford Motor Credit Co LLC, 3.8150%, 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 268000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261448 |
| &nbsp;&nbsp;&nbsp; Ford Motor Credit Co LLC, 2.9000%, 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 260000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247190 |
| &nbsp;&nbsp;&nbsp; Ford Motor Credit Co LLC, 7.3500%, 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 248000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258661 |
| &nbsp;&nbsp;&nbsp; Ford Motor Credit Co LLC, 6.5000%, 2/7/35<sup>#</sup> <br>| 19361000 |  | &nbsp;&nbsp; 19890623 |
| &nbsp;&nbsp;&nbsp; Forvia SE, 8.0000%, 6/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211617 |
| &nbsp;&nbsp;&nbsp; Full House Resorts Inc, 8.2500%, 2/15/28<sup>ž</sup> <br>| &nbsp;&nbsp; 3493000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3241692 |
| &nbsp;&nbsp;&nbsp; Garda World Security Corp, 8.3750%, 11/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 249000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258469 |
| &nbsp;&nbsp;&nbsp; Garda World Security Corp, 6.0000%, 6/1/29<sup>ž</sup> <br>| 13999000 |  | &nbsp;&nbsp; 13878945 |
| &nbsp;&nbsp;&nbsp; General Motors Co, 6.6000%, 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 238000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256883 |
| &nbsp;&nbsp;&nbsp; General Motors Financial Co Inc, 5.9500%, 4/4/34 | &nbsp;&nbsp;&nbsp;&nbsp; 245000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254445 |
| &nbsp;&nbsp;&nbsp; General Motors Financial Co Inc, 5.9000%, 1/7/35 | &nbsp;&nbsp;&nbsp;&nbsp; 255000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263094 |
| &nbsp;&nbsp;&nbsp; General Motors Financial Co Inc, 6.1500%, 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 249000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co Inc, ICE LIBOR USD 3 Month + 3.5980%, <br> 5.7500%<sup>‡</sup><sup>,μ</sup> <br>| 13680000 |  | &nbsp;&nbsp; 13554992 |
| &nbsp;&nbsp;&nbsp; GEO Group Inc/The, 10.2500%, 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247572 |
| &nbsp;&nbsp;&nbsp; GLP Capital LP / GLP Financing II Inc, 3.2500%, 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 288000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259105 |
| &nbsp;&nbsp;&nbsp; Hilton Domestic Operating Company Inc, 5.8750%, 4/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 183000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186782 |
| &nbsp;&nbsp;&nbsp; Hilton Domestic Operating Company Inc, 3.7500%, 5/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 197000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower <br> Esc, 4.8750%, 7/1/31<sup>ž</sup> <br>| 18955000 |  | &nbsp;&nbsp; 17689585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc, <br> 5.0000%, 6/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 260000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250032 |
| &nbsp;&nbsp;&nbsp; K Hovnanian Enterprises Inc, 8.0000%, 4/1/31<sup>ž</sup> <br>| 11841000 |  | &nbsp;&nbsp; 12142155 |
| &nbsp;&nbsp;&nbsp; Kohl's Corp, 10.0000%, 6/1/30<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 175000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190284 |
| &nbsp;&nbsp;&nbsp; Las Vegas Sands Corp, 5.6250%, 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 254000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259677 |
| &nbsp;&nbsp;&nbsp; LCM Investments Holdings II LLC, 4.8750%, 5/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57805 |
| &nbsp;&nbsp;&nbsp; LGI Homes Inc, 4.0000%, 7/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; 6159000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 5619902 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Corporate Bonds – (continued) |  |  |  |
| Consumer Cyclical – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; LGI Homes Inc, 7.0000%, 11/15/32<sup>ž,#</sup> <br>| $7537000 |  | &nbsp;&nbsp; $7359315 |
| &nbsp;&nbsp;&nbsp; Lithia Motors Inc, 3.8750%, 6/1/29<sup>ž</sup> <br>| &nbsp;&nbsp; 3700000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3534001 |
| &nbsp;&nbsp;&nbsp; Lithia Motors Inc, 4.3750%, 1/15/31<sup>ž</sup> <br>| &nbsp;&nbsp; 6689000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 6351991 |
| &nbsp;&nbsp;&nbsp; Marriot International Inc/MD, 5.5000%, 4/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 251000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256507 |
| &nbsp;&nbsp;&nbsp; Match Group Holdings II LLC, 4.6250%, 6/1/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 187000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183695 |
| &nbsp;&nbsp;&nbsp; Midwest Gaming Borrower LLC, 4.8750%, 5/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 454000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441334 |
| &nbsp;&nbsp;&nbsp; Millrose Properties Inc, 6.3750%, 8/1/30<sup>ž</sup> <br>| 12640000 |  | &nbsp;&nbsp; 12854754 |
| &nbsp;&nbsp;&nbsp; Millrose Properties Inc, 6.2500%, 9/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 7479000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7498547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC, <br> 8.2500%, 4/15/30<sup>ž</sup> <br>| 13956000 |  | &nbsp;&nbsp; 14500842 |
| &nbsp;&nbsp;&nbsp; NCL Corporation Ltd, 7.7500%, 2/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 409000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435464 |
| &nbsp;&nbsp;&nbsp; NCL Corporation Ltd, 5.8750%, 1/15/31<sup>ž</sup> <br>| 25683000 |  | &nbsp;&nbsp; 25682038 |
| &nbsp;&nbsp;&nbsp; New Flyer Holdings Inc, 9.2500%, 7/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 180000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192666 |
| &nbsp;&nbsp;&nbsp; New Home Company Inc/The, 9.2500%, 10/1/29<sup>ž</sup> <br>| &nbsp;&nbsp; 6538000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 6865122 |
| &nbsp;&nbsp;&nbsp; New Home Company Inc/The, 8.5000%, 11/1/30<sup>ž</sup> <br>| 10367000 |  | &nbsp;&nbsp; 10761578 |
| &nbsp;&nbsp;&nbsp; Nordstrom Inc, 4.3750%, 4/1/30<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 275000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258759 |
| &nbsp;&nbsp;&nbsp; Ontario Gaming GTA LP / OTG Co-Issuer Inc, 8.0000%, 8/1/30<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 191000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189791 |
| &nbsp;&nbsp;&nbsp; O'Reilly Automotive Inc, 3.6000%, 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 253000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250746 |
| &nbsp;&nbsp;&nbsp; Parkland Corp, 4.5000%, 10/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 196000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190881 |
| &nbsp;&nbsp;&nbsp; Penn Entertainment Inc, 4.1250%, 7/1/29<sup>ž,#</sup> <br>| 18113000 |  | &nbsp;&nbsp; 16977616 |
| &nbsp;&nbsp;&nbsp; Pinnacle Bidco PLC, 8.2500%, 10/11/28 | &nbsp;&nbsp; 5150000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6334746 |
| &nbsp;&nbsp;&nbsp; Rakuten Group Inc, 9.7500%, 4/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 232000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rakuten Group Inc, US Treasury Yield Curve Rate 5 Year + 4.2500%, <br> 8.1250%<sup>ž,</sup><sup>‡</sup><sup>,#,μ</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207899 |
| &nbsp;&nbsp;&nbsp; Raven Acquisition Holdings LLC, 6.8750%, 11/15/31<sup>ž</sup> <br>| 15414000 |  | &nbsp;&nbsp; 15840475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp, 6.2500%, <br> 10/15/30<sup>ž</sup> <br>| 13449000 |  | &nbsp;&nbsp; 13568917 |
| &nbsp;&nbsp;&nbsp; Royal Caribbean Cruises Ltd, 5.3750%, 1/15/36 | 21536000 |  | &nbsp;&nbsp; 21661592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Scientific Games Holdings LP / Scientific Games US FinCo Inc, 6.6250%, <br> 3/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 452000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp / Six Flags Theme Parks Inc / Canada's <br> Wonderland Co, 6.6250%, 5/1/32<sup>ž,#</sup> <br>| &nbsp;&nbsp; 9541000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 9720495 |
| &nbsp;&nbsp;&nbsp; Tapestry Inc, 5.5000%, 3/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76611 |
| &nbsp;&nbsp;&nbsp; Tenneco Inc, 8.0000%, 11/17/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 392000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392716 |
| &nbsp;&nbsp;&nbsp; VF Corp, 2.9500%, 4/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264299 |
| &nbsp;&nbsp;&nbsp; VICI Properties LP, 5.1250%, 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 261000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263569 |
| &nbsp;&nbsp;&nbsp; VICI Properties LP, 5.6250%, 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 257000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263145 |
| &nbsp;&nbsp;&nbsp; Victra Holdings LLC / Victra Finance Corp, 8.7500%, 9/15/29<sup>ž,#</sup> <br>| 15646000 |  | &nbsp;&nbsp; 16402844 |
| &nbsp;&nbsp;&nbsp; Villa Dutch Bidco BV, 9.0000%, 11/3/29 | 12000000 | EUR | &nbsp;&nbsp; 13897440 |
| &nbsp;&nbsp;&nbsp; Voyager Parent LLC, 9.2500%, 7/1/32<sup>ž</sup> <br>| 11118000 |  | &nbsp;&nbsp; 11757175 |
| &nbsp;&nbsp;&nbsp; VT Topco Inc, 8.5000%, 8/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 235000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239092 |
| &nbsp;&nbsp;&nbsp; Wayfair LLC, 7.2500%, 10/31/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 447000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460875 |
| &nbsp;&nbsp;&nbsp; Wayfair LLC, 7.7500%, 9/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 150000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157312 |
| &nbsp;&nbsp;&nbsp; Weekley Homes LLC / Weekly Finance Corp, 4.8750%, 9/15/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 192000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187990 |
| &nbsp;&nbsp;&nbsp; Wynn Macau Ltd, 5.6250%, 8/26/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199797 |
| &nbsp;&nbsp;&nbsp; Wynn Macau Ltd, 5.1250%, 12/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196247 |
| &nbsp;&nbsp;&nbsp; Wynn Macau Ltd, 6.7500%, 2/15/34<sup>ž</sup> <br>| 14817000 |  | &nbsp;&nbsp; 15020833 |
|  |  |  | 455228724 |
| Consumer Non-Cyclical – 2.2% |  |  |  |
| &nbsp;&nbsp;&nbsp; AMN Healthcare Inc, 6.5000%, 1/15/31<sup>ž</sup> <br>| 12521000 |  | &nbsp;&nbsp; 12559690 |
| &nbsp;&nbsp;&nbsp; B&G Foods Inc, 8.0000%, 9/15/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 260000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251917 |
| &nbsp;&nbsp;&nbsp; CHS/Community Health Systems Inc, 10.8750%, 1/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 247000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261597 |
| &nbsp;&nbsp;&nbsp; CHS/Community Health Systems Inc, 9.7500%, 1/15/34<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 256000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CVS Health Corp, US Treasury Yield Curve Rate 5 Year + 2.8860%, 7.0000%, <br> 3/10/55<sup>‡</sup> <br>| &nbsp;&nbsp; 7179000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7536105 |
| &nbsp;&nbsp;&nbsp; HAH Group Holding Co LLC, 9.7500%, 10/1/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87407 |
| &nbsp;&nbsp;&nbsp; HCA Inc, 4.1250%, 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49567 |
| &nbsp;&nbsp;&nbsp; HLF Financing Sarl LLC / Herbalife International Inc, 12.2500%, 4/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; 4327000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4693925 |
| &nbsp;&nbsp;&nbsp; HLF Financing Sarl LLC / Herbalife International Inc, 4.8750%, 6/1/29<sup>ž</sup> <br>| &nbsp;&nbsp; 2933000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2578816 |
| &nbsp;&nbsp;&nbsp; Kedrion SpA, 6.5000%, 9/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197364 |
| &nbsp;&nbsp;&nbsp; Kraft Heinz Food Co, 6.8750%, 1/26/39 | &nbsp;&nbsp;&nbsp;&nbsp; 187000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208637 |
| &nbsp;&nbsp;&nbsp; LifePoint Health Inc, 11.0000%, 10/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 5887000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 6488398 |
| &nbsp;&nbsp;&nbsp; LifePoint Health Inc, 10.0000%, 6/1/32<sup>ž</sup> <br>| &nbsp;&nbsp; 6673000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7006376 |
| &nbsp;&nbsp;&nbsp; Mozart Debt Merger Sub Inc, 5.2500%, 10/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 190000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188357 |
| &nbsp;&nbsp;&nbsp; Organon & Co / Organon Foreign Debt Co-Issuer BV, 7.8750%, 5/15/34<sup>ž</sup> <br>| 18438000 |  | &nbsp;&nbsp; 17080982 |
| &nbsp;&nbsp;&nbsp; Performance Food Group Inc, 4.2500%, 8/1/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 197000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191363 |
| &nbsp;&nbsp;&nbsp; Pilgrim's Pride Corp, 6.2500%, 7/1/33 | 20016000 |  | &nbsp;&nbsp; 21365879 |
| &nbsp;&nbsp;&nbsp; Post Holdings Inc, 4.6250%, 4/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91581 |
| &nbsp;&nbsp;&nbsp; Post Holdings Inc, 4.5000%, 9/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 272000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254116 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Corporate Bonds – (continued) |  |  |  |
| Consumer Non-Cyclical – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Royalty Pharma PLC, 1.7500%, 9/2/27 | &nbsp;&nbsp; $265000 |  | &nbsp;&nbsp;&nbsp;&nbsp; $253196 |
| &nbsp;&nbsp;&nbsp; Solventum Corp, 5.6000%, 3/23/34 | 20779000 |  | &nbsp;&nbsp; 21633627 |
| &nbsp;&nbsp;&nbsp; Somnigroup International Inc, 4.0000%, 4/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 198000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190030 |
| &nbsp;&nbsp;&nbsp; Sotera Health Holdings LLC, 7.3750%, 6/1/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 233000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244654 |
| &nbsp;&nbsp;&nbsp; Star Parent Inc, 9.0000%, 10/1/30<sup>ž</sup> <br>| &nbsp;&nbsp; 4342000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4590332 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Co LLC, 6.1500%, 2/1/36 | 10878000 |  | &nbsp;&nbsp; 11390136 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Industries Ltd, 4.3750%, 5/9/30 | 13996000 | EUR | &nbsp;&nbsp; 16820766 |
| &nbsp;&nbsp;&nbsp; Universal Health Services Inc, 2.6500%, 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 293000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264524 |
| &nbsp;&nbsp;&nbsp; US Foods Inc, 4.7500%, 2/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 189000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186174 |
| &nbsp;&nbsp;&nbsp; Viking Baked Goods Acquisition Corp, 8.6250%, 11/1/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 100000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100022 |
|  |  |  | 137027810 |
| Electric – 2.4% |  |  |  |
| &nbsp;&nbsp;&nbsp; AES Corp/The, 5.8000%, 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 252000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AES Corp/The, US Treasury Yield Curve Rate 5 Year + 3.2010%, 7.6000%, <br> 1/15/55<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 433000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 448526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AES Corp/The, US Treasury Yield Curve Rate 5 Year + 2.8900%, 6.9500%, <br> 7/15/55<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Algonquin Power & Utilities Corp, US Treasury Yield Curve Rate 5 Year + <br> 3.2490%, 4.7500%, 1/18/82<sup>‡</sup> <br>| &nbsp;&nbsp; 8480000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 8274358 |
| &nbsp;&nbsp;&nbsp; Ameren Corp, 5.3750%, 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Electric Power Co Inc, US Treasury Yield Curve Rate 5 Year + 2.6750%, <br> 3.8750%, 2/15/62<sup>‡</sup> <br>| 12055000 |  | &nbsp;&nbsp; 11662514 |
| &nbsp;&nbsp;&nbsp; Berkshire Hathaway Energy Co, 6.1250%, 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 236000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy Inc, US Treasury Yield Curve Rate 5 Year + 2.2230%, <br> 5.9500%, 4/1/56<sup>‡</sup> <br>| 17369000 |  | &nbsp;&nbsp; 17369000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CMS Energy Corp, US Treasury Yield Curve Rate 5 Year + 4.1160%, 4.7500%, <br> 6/1/50<sup>‡</sup> <br>| &nbsp;&nbsp; 1910000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1862759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CMS Energy Corp, US Treasury Yield Curve Rate 5 Year + 1.9610%, 6.5000%, <br> 6/1/55<sup>‡</sup> <br>| 16512000 |  | &nbsp;&nbsp; 17095683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Duke Energy Corp, US Treasury Yield Curve Rate 5 Year + 2.5880%, 6.4500%, <br> 9/1/54<sup>‡</sup> <br>| &nbsp;&nbsp; 4470000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4721563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EUSHI Finance Inc, US Treasury Yield Curve Rate 5 Year + 3.1360%, 7.6250%, <br> 12/15/54<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 161000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168794 |
| &nbsp;&nbsp;&nbsp; Lightning Power LLC, 7.2500%, 8/15/32<sup>ž</sup> <br>| 12968000 |  | &nbsp;&nbsp; 13729429 |
| &nbsp;&nbsp;&nbsp; Long Ridge Energy LLC, 8.7500%, 2/15/32<sup>ž</sup> <br>| 21748000 |  | &nbsp;&nbsp; 22354946 |
| &nbsp;&nbsp;&nbsp; NRG Energy Inc, 3.3750%, 2/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 198000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187173 |
| &nbsp;&nbsp;&nbsp; NRG Energy Inc, 5.7500%, 1/15/34<sup>ž</sup> <br>| 14308000 |  | &nbsp;&nbsp; 14293396 |
| &nbsp;&nbsp;&nbsp; NRG Energy Inc, 6.0000%, 1/15/36<sup>ž</sup> <br>| 16623000 |  | &nbsp;&nbsp; 16625387 |
| &nbsp;&nbsp;&nbsp; PacifiCorp, 5.4500%, 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 247000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253009 |
| &nbsp;&nbsp;&nbsp; PacifiCorp, 5.8000%, 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 268000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262672 |
| &nbsp;&nbsp;&nbsp; Public Service Co of Colorado, 5.3500%, 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 256000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264411 |
| &nbsp;&nbsp;&nbsp; Public Service Co of Colorado, 5.1500%, 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 261000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264340 |
| &nbsp;&nbsp;&nbsp; Southern Co, 5.7000%, 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 247000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260870 |
| &nbsp;&nbsp;&nbsp; Vistra Operations Co LLC, 4.3750%, 5/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 150000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146859 |
| &nbsp;&nbsp;&nbsp; Vistra Operations Co LLC, 6.9500%, 10/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 3265000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3641585 |
| &nbsp;&nbsp;&nbsp; Vistra Operations Co LLC, 6.0000%, 4/15/34<sup>ž</sup> <br>| 13541000 |  | &nbsp;&nbsp; 14276371 |
| &nbsp;&nbsp;&nbsp; Xcel Energy Inc, 5.5000%, 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154787 |
|  |  |  | 149119247 |
| Electronics – 0% |  |  |  |
| &nbsp;&nbsp;&nbsp; VM Consolidated Inc, 5.5000%, 4/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 191000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189994 |
| Energy – 3.7% |  |  |  |
| &nbsp;&nbsp;&nbsp; Aethon United BR LP / Aethon United Finance Corp, 7.5000%, 10/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 242000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252381 |
| &nbsp;&nbsp;&nbsp; Baytex Energy Corp, 8.5000%, 4/30/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 186000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191127 |
| &nbsp;&nbsp;&nbsp; Blue Racer Midstream LLC / Blue Racer Finance Corp, 7.0000%, 7/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 178000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184574 |
| &nbsp;&nbsp;&nbsp; California Resources Corp, 8.2500%, 6/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 180000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187712 |
| &nbsp;&nbsp;&nbsp; Civitas Resources Inc, 8.7500%, 7/1/31<sup>ž</sup> <br>| 13644000 |  | &nbsp;&nbsp; 13978428 |
| &nbsp;&nbsp;&nbsp; Civitas Resources Inc, 9.6250%, 6/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 5932000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 6265421 |
| &nbsp;&nbsp;&nbsp; Comstock Resources Inc, 5.8750%, 1/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 175000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168535 |
| &nbsp;&nbsp;&nbsp; Crescent Energy Finance LLC, 8.3750%, 1/15/34<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 256000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259379 |
| &nbsp;&nbsp;&nbsp; CVR Energy Inc, 8.5000%, 1/15/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 448000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 457882 |
| &nbsp;&nbsp;&nbsp; Delek Logistics Partners LP / Delek Logistics Finance Corp, 8.6250%, 3/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 181000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188747 |
| &nbsp;&nbsp;&nbsp; DT Midstream Inc, 4.1250%, 6/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; 2935000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2863574 |
| &nbsp;&nbsp;&nbsp; DT Midstream Inc, 5.8000%, 12/15/34<sup>ž</sup> <br>| 14931000 |  | &nbsp;&nbsp; 15393716 |
| &nbsp;&nbsp;&nbsp; Enerflex Ltd, 9.0000%, 10/15/27<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy Transfer LP, US Treasury Yield Curve Rate 5 Year + 4.0200%, 8.0000%, <br> 5/15/54<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 238000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254332 |
| &nbsp;&nbsp;&nbsp; Expand Energy Corp, 5.7000%, 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 259000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266203 |
| &nbsp;&nbsp;&nbsp; Ferrellgas LP / Ferrellgas Finance Corp, 5.8750%, 4/1/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 276000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256857 |
| &nbsp;&nbsp;&nbsp; Hess Midstream Operations LP, 5.1250%, 6/15/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66924 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Corporate Bonds – (continued) |  |  |
| Energy – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Hess Midstream Operations LP, 4.2500%, 2/15/30<sup>ž</sup> <br>| $17579000 | $17038230 |
| &nbsp;&nbsp;&nbsp; Hilcorp Energy I LP / Hilcorp Finance Co, 5.7500%, 2/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188154 |
| &nbsp;&nbsp;&nbsp; Hilcorp Energy I LP / Hilcorp Finance Co, 7.2500%, 2/15/35<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249208 |
| &nbsp;&nbsp;&nbsp; Howard Midstream Energy Partners LLC, 6.6250%, 1/15/34<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8714000 | &nbsp;&nbsp;&nbsp;&nbsp; 8884580 |
| &nbsp;&nbsp;&nbsp; Ithaca Energy (North Sea) PLC, 8.1250%, 10/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208953 |
| &nbsp;&nbsp;&nbsp; ITT Holdings LLC, 6.5000%, 8/1/29<sup>ž</sup> <br>| &nbsp;&nbsp; 14443000 | &nbsp;&nbsp; 14199413 |
| &nbsp;&nbsp;&nbsp; Kimmeridge Texas Gas LLC, 8.5000%, 2/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188451 |
| &nbsp;&nbsp;&nbsp; Kraken Oil & Gas Partners LLC, 7.6250%, 8/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148677 |
| &nbsp;&nbsp;&nbsp; Moss Creek Resources Holdings Inc, 8.2500%, 9/1/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262615 |
| &nbsp;&nbsp;&nbsp; Nabors Industries Inc, 9.1250%, 1/31/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190320 |
| &nbsp;&nbsp;&nbsp; NGL Energy Operating LLC / NGL Energy Finance Corp, 8.1250%, 2/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194810 |
| &nbsp;&nbsp;&nbsp; NGL Energy Operating LLC / NGL Energy Finance Corp, 8.3750%, 2/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273580 |
| &nbsp;&nbsp;&nbsp; Noble Finance II LLC, 8.0000%, 4/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449216 |
| &nbsp;&nbsp;&nbsp; Occidental Petroleum Corp, 8.8750%, 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264573 |
| &nbsp;&nbsp;&nbsp; Occidental Petroleum Corp, 5.5500%, 10/1/34<sup>#</sup> <br>| &nbsp;&nbsp; 17717000 | &nbsp;&nbsp; 17976004 |
| &nbsp;&nbsp;&nbsp; Occidental Petroleum Corp, 6.4500%, 9/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Bow Canadian Infrastructure Holdings Ltd, US Treasury Yield Curve Rate 5 <br> Year + 3.9490%, 7.6250%, 3/1/55<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190151 |
| &nbsp;&nbsp;&nbsp; Summit Midstream Holdings LLC, 8.6250%, 10/31/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260275 |
| &nbsp;&nbsp;&nbsp; Sunoco LP, US Treasury Yield Curve Rate 5 Year + 4.2300%, 7.8750%<sup>ž,</sup><sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 35276000 | &nbsp;&nbsp; 35830186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp, 6.0000%, <br> 12/31/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp, 6.7500%, <br> 3/15/34<sup>ž</sup> <br>| &nbsp;&nbsp; 39393000 | &nbsp;&nbsp; 38991106 |
| &nbsp;&nbsp;&nbsp; TGNR Intermediate Holdings LLC, 5.5000%, 10/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191795 |
| &nbsp;&nbsp;&nbsp; TGS ASA, 8.5000%, 1/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205446 |
| &nbsp;&nbsp;&nbsp; Tidewater Inc, 9.1250%, 7/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USA Compression Partners LP / USA Compression Finance Corp, 6.2500%, <br> 10/1/33<sup>ž</sup> <br>| &nbsp;&nbsp; 16659000 | &nbsp;&nbsp; 16722724 |
| &nbsp;&nbsp;&nbsp; Valero Energy Corp, 6.6250%, 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258366 |
| &nbsp;&nbsp;&nbsp; Viper Energy Partners LLC, 5.7000%, 8/1/35 | &nbsp;&nbsp; 21071000 | &nbsp;&nbsp; 21423307 |
| &nbsp;&nbsp;&nbsp; Vital Energy Inc, 7.8750%, 4/15/32<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253362 |
| &nbsp;&nbsp;&nbsp; WBI Operating LLC, 6.2500%, 10/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 14300000 | &nbsp;&nbsp; 14300000 |
| &nbsp;&nbsp;&nbsp; Weatherford International Ltd, 8.6250%, 4/30/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121648 |
| &nbsp;&nbsp;&nbsp; Wildfire Intermediate Holdings LLC, 7.5000%, 10/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196013 |
|  |  | 231748711 |
| Finance Companies – 0.6% |  |  |
| &nbsp;&nbsp;&nbsp; Azorra Finance, 7.7500%, 4/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258888 |
| &nbsp;&nbsp;&nbsp; Azorra Finance, 7.2500%, 1/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210341 |
| &nbsp;&nbsp;&nbsp; Enova International Inc, 9.1250%, 8/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 397000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 416917 |
| &nbsp;&nbsp;&nbsp; FirstCash Inc, 4.6250%, 9/1/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191188 |
| &nbsp;&nbsp;&nbsp; FirstCash Inc, 5.6250%, 1/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49927 |
| &nbsp;&nbsp;&nbsp; Freedom Mortgage Holdings LLC, 9.1250%, 5/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258443 |
| &nbsp;&nbsp;&nbsp; Freedom Mortgage Holdings LLC, 8.3750%, 4/1/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256797 |
| &nbsp;&nbsp;&nbsp; GGAM Finance Ltd, 5.8750%, 3/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 7790000 | &nbsp;&nbsp;&nbsp;&nbsp; 7887348 |
| &nbsp;&nbsp;&nbsp; goeasy Ltd, 7.6250%, 7/1/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244229 |
| &nbsp;&nbsp;&nbsp; Golub Capital BDC Inc, 6.0000%, 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248302 |
| &nbsp;&nbsp;&nbsp; Midcap Financial Issuer Trust, 5.6250%, 1/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189525 |
| &nbsp;&nbsp;&nbsp; Navient Corp, 5.5000%, 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2668000 | &nbsp;&nbsp;&nbsp;&nbsp; 2615467 |
| &nbsp;&nbsp;&nbsp; Navient Corp, 9.3750%, 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247580 |
| &nbsp;&nbsp;&nbsp; Navient Corp, 7.8750%, 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272535 |
| &nbsp;&nbsp;&nbsp; OneMain Finance Corp, 6.6250%, 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191184 |
| &nbsp;&nbsp;&nbsp; OneMain Finance Corp, 7.8750%, 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 236000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249724 |
| &nbsp;&nbsp;&nbsp; OneMain Finance Corp, 6.1250%, 5/15/30 | &nbsp;&nbsp; 10858000 | &nbsp;&nbsp; 10995734 |
| &nbsp;&nbsp;&nbsp; OneMain Finance Corp, 7.5000%, 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254023 |
| &nbsp;&nbsp;&nbsp; OneMain Finance Corp, 6.7500%, 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253612 |
| &nbsp;&nbsp;&nbsp; PennyMac Financial Services Inc, 6.8750%, 2/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251045 |
| &nbsp;&nbsp;&nbsp; PennyMac Financial Services Inc, 6.7500%, 2/15/34<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 9232000 | &nbsp;&nbsp;&nbsp;&nbsp; 9417434 |
| &nbsp;&nbsp;&nbsp; Planet Financial Group LLC, 10.5000%, 12/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244983 |
| &nbsp;&nbsp;&nbsp; Provident Funding Associates LP / PFG Finance Corp, 9.7500%, 9/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171175 |
| &nbsp;&nbsp;&nbsp; RFNA LP, 7.8750%, 2/15/30<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248603 |
|  |  | &nbsp;&nbsp; 35625004 |
| Financial Institutions – 0.7% |  |  |
| &nbsp;&nbsp;&nbsp; Atlas Warehouse Lending Co LP, 6.2500%, 1/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 20806000 | &nbsp;&nbsp; 21392875 |
| &nbsp;&nbsp;&nbsp; Burford Capital Global Finance LLC, 6.2500%, 4/15/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4962000 | &nbsp;&nbsp;&nbsp;&nbsp; 4970827 |
| &nbsp;&nbsp;&nbsp; Burford Capital Global Finance LLC, 6.8750%, 4/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4025000 | &nbsp;&nbsp;&nbsp;&nbsp; 4046165 |
| &nbsp;&nbsp;&nbsp; Burford Capital Global Finance LLC, 7.5000%, 7/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6620000 | &nbsp;&nbsp;&nbsp;&nbsp; 6736512 |
| &nbsp;&nbsp;&nbsp; GGAM Finance Ltd, 8.0000%, 6/15/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2977000 | &nbsp;&nbsp;&nbsp;&nbsp; 3151018 |
| &nbsp;&nbsp;&nbsp; Howard Hughes Corp, 4.1250%, 2/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196653 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Corporate Bonds – (continued) |  |  |
| Financial Institutions – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Jefferson Capital Holdings LLC, 8.2500%, 5/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; $343000 | &nbsp;&nbsp; $358718 |
| &nbsp;&nbsp;&nbsp; Kennedy-Wilson Inc, 4.7500%, 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 205000 | &nbsp;&nbsp;&nbsp;&nbsp; 191409 |
|  |  | 41044177 |
| Industrial – 0% |  |  |
| &nbsp;&nbsp;&nbsp; APi Group DE Inc, 4.1250%, 7/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 203000 | &nbsp;&nbsp;&nbsp;&nbsp; 195654 |
| &nbsp;&nbsp;&nbsp; Hillenbrand Inc, 6.2500%, 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 445000 | &nbsp;&nbsp;&nbsp;&nbsp; 456237 |
| &nbsp;&nbsp;&nbsp; TopBuild Corp, 3.6250%, 3/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 202000 | &nbsp;&nbsp;&nbsp;&nbsp; 193659 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 845550 |
| Insurance – 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 <br> Somerset Investor 2 LLC, 7.8750%, 11/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 187000 | &nbsp;&nbsp;&nbsp;&nbsp; 195157 |
| &nbsp;&nbsp;&nbsp; Ardonagh Group Finance Ltd, 8.8750%, 2/15/32<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 235000 | &nbsp;&nbsp;&nbsp;&nbsp; 247054 |
| &nbsp;&nbsp;&nbsp; Broadstreet Partners Inc, 5.8750%, 4/15/29<sup>ž</sup> <br>| 10225000 | 10195220 |
| &nbsp;&nbsp;&nbsp; Enact Holdings Inc, 6.2500%, 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 244000 | &nbsp;&nbsp;&nbsp;&nbsp; 255134 |
| &nbsp;&nbsp;&nbsp; Fairfax Financial Holdings Ltd, 5.6250%, 8/16/32 | &nbsp;&nbsp;&nbsp;&nbsp; 245000 | &nbsp;&nbsp;&nbsp;&nbsp; 254590 |
| &nbsp;&nbsp;&nbsp; HUB International Ltd, 7.3750%, 1/31/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44778 |
| &nbsp;&nbsp;&nbsp; Humana Inc, 5.8750%, 3/1/33 | 20508000 | 21576536 |
| &nbsp;&nbsp;&nbsp; UnitedHealth Group Inc, 5.3000%, 6/15/35 | 14762000 | 15259814 |
|  |  | 48028283 |
| Natural Gas – 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NiSource Inc, US Treasury Yield Curve Rate 5 Year + 2.4510%, 6.9500%, <br> 11/30/54<sup>‡</sup> <br>| &nbsp;&nbsp; 9416000 | &nbsp;&nbsp; 9798610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NiSource Inc, US Treasury Yield Curve Rate 5 Year + 2.5270%, 6.3750%, <br> 3/31/55<sup>‡</sup> <br>| &nbsp;&nbsp; 7093000 | &nbsp;&nbsp; 7341173 |
|  |  | 17139783 |
| Professional Services – 0.3% |  |  |
| &nbsp;&nbsp;&nbsp; Booz Allen Hamilton Inc, 5.9500%, 4/15/35<sup>#</sup> <br>| 17048000 | 17772654 |
| Real Estate Investment Trusts (REITs) – 0.3% |  |  |
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate Finance Inc, 4.6250%, 6/15/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 195000 | &nbsp;&nbsp;&nbsp;&nbsp; 187398 |
| &nbsp;&nbsp;&nbsp; Arbor Realty SR Inc, 7.8750%, 7/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82012 |
| &nbsp;&nbsp;&nbsp; Diversified Healthcare Trust, 4.3750%, 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 299000 | &nbsp;&nbsp;&nbsp;&nbsp; 264134 |
| &nbsp;&nbsp;&nbsp; Global Net Lease Inc, 4.5000%, 9/30/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 142000 | &nbsp;&nbsp;&nbsp;&nbsp; 138909 |
| &nbsp;&nbsp;&nbsp; Hudson Pacific Properties Inc, 4.6500%, 4/1/29<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 491000 | &nbsp;&nbsp;&nbsp;&nbsp; 456905 |
| &nbsp;&nbsp;&nbsp; Hudson Pacific Properties Inc, 3.2500%, 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 156000 | &nbsp;&nbsp;&nbsp;&nbsp; 133967 |
| &nbsp;&nbsp;&nbsp; Hudson Pacific Properties LP, 5.9500%, 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 196000 | &nbsp;&nbsp;&nbsp;&nbsp; 193185 |
| &nbsp;&nbsp;&nbsp; MPT Operating Partnership LP/MPT Finance Corp, 5.0000%, 10/15/27<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 267000 | &nbsp;&nbsp;&nbsp;&nbsp; 258650 |
| &nbsp;&nbsp;&nbsp; Rithm Capital Corp, 8.0000%, 4/1/29<sup>ž</sup> <br>| &nbsp;&nbsp; 9813000 | 10044214 |
| &nbsp;&nbsp;&nbsp; Rithm Capital Corp, 8.0000%, 7/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 5643000 | &nbsp;&nbsp; 5777021 |
| &nbsp;&nbsp;&nbsp; Starwood Property Trust Inc, 6.5000%, 7/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41374 |
|  |  | 17577769 |
| Software – 0.1% |  |  |
| &nbsp;&nbsp;&nbsp; TeraWulf Inc, 1.0000%, 9/1/31<sup>ž</sup> <br>| &nbsp;&nbsp; 7736000 | &nbsp;&nbsp; 9205840 |
| Technology – 1.9% |  |  |
| &nbsp;&nbsp;&nbsp; Alphabet Inc, 5.2500%, 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 257000 | &nbsp;&nbsp;&nbsp;&nbsp; 257560 |
| &nbsp;&nbsp;&nbsp; Alphabet Inc, 5.3000%, 5/15/65 | &nbsp;&nbsp;&nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp; 258708 |
| &nbsp;&nbsp;&nbsp; CA Magnum Holdings, 5.3750%, 10/31/26<sup>ž</sup> <br>| &nbsp;&nbsp; 6237000 | &nbsp;&nbsp; 6209671 |
| &nbsp;&nbsp;&nbsp; Capstone Borrower Inc, 8.0000%, 6/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 6939000 | &nbsp;&nbsp; 7256744 |
| &nbsp;&nbsp;&nbsp; Cloud Software Group Inc, 6.5000%, 3/31/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 433000 | &nbsp;&nbsp;&nbsp;&nbsp; 436906 |
| &nbsp;&nbsp;&nbsp; Cloud Software Group Inc, 9.0000%, 9/30/29<sup>ž</sup> <br>| 13095000 | 13582218 |
| &nbsp;&nbsp;&nbsp; Consensus Cloud Solutions Inc, 6.5000%, 10/15/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 188000 | &nbsp;&nbsp;&nbsp;&nbsp; 188827 |
| &nbsp;&nbsp;&nbsp; Corelogic Inc, 4.5000%, 5/1/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 199000 | &nbsp;&nbsp;&nbsp;&nbsp; 192951 |
| &nbsp;&nbsp;&nbsp; CoreWeave Inc, 9.2500%, 6/1/30<sup>ž</sup> <br>| 16573000 | 17116495 |
| &nbsp;&nbsp;&nbsp; CoreWeave Inc, 9.0000%, 2/1/31<sup>ž</sup> <br>| 11384000 | 11667222 |
| &nbsp;&nbsp;&nbsp; Dell International LLC / EMC Corp, 8.1000%, 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 207000 | &nbsp;&nbsp;&nbsp;&nbsp; 252241 |
| &nbsp;&nbsp;&nbsp; Ellucian Holdings Inc, 6.5000%, 12/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 192000 | &nbsp;&nbsp;&nbsp;&nbsp; 195056 |
| &nbsp;&nbsp;&nbsp; Fortress Intermediate 3 Inc, 7.5000%, 6/1/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 234000 | &nbsp;&nbsp;&nbsp;&nbsp; 245008 |
| &nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise Co, 6.3500%, 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 180000 | &nbsp;&nbsp;&nbsp;&nbsp; 189597 |
| &nbsp;&nbsp;&nbsp; Imola Merger Corp, 4.7500%, 5/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 454000 | &nbsp;&nbsp;&nbsp;&nbsp; 441572 |
| &nbsp;&nbsp;&nbsp; ION Platform Finance US Inc, 7.8750%, 9/30/32<sup>ž</sup> <br>| 16211000 | 16104494 |
| &nbsp;&nbsp;&nbsp; Kioxia Holdings Corp, 6.2500%, 7/24/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 544000 | &nbsp;&nbsp;&nbsp;&nbsp; 554882 |
| &nbsp;&nbsp;&nbsp; Kioxia Holdings Corp, 6.6250%, 7/24/33<sup>ž</sup> <br>| 14518000 | 14924939 |
| &nbsp;&nbsp;&nbsp; McAfee Corp, 7.3750%, 2/15/30<sup>ž</sup> <br>| 13201000 | 12245134 |
| &nbsp;&nbsp;&nbsp; Micron Technology Inc, 5.8000%, 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 252000 | &nbsp;&nbsp;&nbsp;&nbsp; 265113 |
| &nbsp;&nbsp;&nbsp; Micron Technology Inc, 6.0500%, 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 241000 | &nbsp;&nbsp;&nbsp;&nbsp; 257494 |
| &nbsp;&nbsp;&nbsp; Minerva Merger Sub Inc, 6.5000%, 2/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 254000 | &nbsp;&nbsp;&nbsp;&nbsp; 251922 |
| &nbsp;&nbsp;&nbsp; Motorola Solutions Inc, 2.3000%, 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84064 |
| &nbsp;&nbsp;&nbsp; Motorola Solutions Inc, 5.4000%, 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 253000 | &nbsp;&nbsp;&nbsp;&nbsp; 262246 |
| &nbsp;&nbsp;&nbsp; Motorola Solutions Inc, 5.5500%, 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 253000 | &nbsp;&nbsp;&nbsp;&nbsp; 263568 |
| &nbsp;&nbsp;&nbsp; Open Text Inc, 4.1250%, 2/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 197000 | &nbsp;&nbsp;&nbsp;&nbsp; 186617 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Corporate Bonds – (continued) |  |  |
| Technology – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Oracle Corp, 6.5000%, 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; $239000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $262084 |
| &nbsp;&nbsp;&nbsp; Oracle Corp, 6.1250%, 7/8/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265526 |
| &nbsp;&nbsp;&nbsp; Pagaya US Holding Co LLC, 8.8750%, 8/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186228 |
| &nbsp;&nbsp;&nbsp; Pitney Bowes Inc, 7.2500%, 3/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195317 |
| &nbsp;&nbsp;&nbsp; Rocket Software Inc, 6.5000%, 2/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; 13233000 | &nbsp;&nbsp;&nbsp;&nbsp; 12886817 |
| &nbsp;&nbsp;&nbsp; Trimble Inc, 6.1000%, 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254771 |
| &nbsp;&nbsp;&nbsp; VeriSign Inc, 2.7000%, 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264087 |
|  |  | &nbsp;&nbsp; 118206079 |
| Transportation – 1.1% |  |  |
| &nbsp;&nbsp;&nbsp; American Airlines Inc, 8.5000%, 5/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8589322 |
| &nbsp;&nbsp;&nbsp; Beacon Mobility Corp, 7.2500%, 8/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5579000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5800257 |
| &nbsp;&nbsp;&nbsp; Delta Air Lines Inc, 5.2500%, 7/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264230 |
| &nbsp;&nbsp;&nbsp; LATAM Airlines Group SA, 7.6250%, 1/7/31<sup>ž</sup> <br>| &nbsp;&nbsp; 16656000 | &nbsp;&nbsp;&nbsp;&nbsp; 17246222 |
| &nbsp;&nbsp;&nbsp; OneSky Flight LLC, 8.8750%, 12/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115671 |
| &nbsp;&nbsp;&nbsp; Rand Parent LLC, 8.5000%, 2/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 20498000 | &nbsp;&nbsp;&nbsp;&nbsp; 21298754 |
| &nbsp;&nbsp;&nbsp; Seaspan Corp, 5.5000%, 8/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196691 |
| &nbsp;&nbsp;&nbsp; Star Leasing Co LLC, 7.6250%, 2/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191431 |
| &nbsp;&nbsp;&nbsp; Watco Cos LLC / Watco Finance Corp, 7.1250%, 8/1/32<sup>ž</sup> <br>| &nbsp;&nbsp; 14222000 | &nbsp;&nbsp;&nbsp;&nbsp; 14720767 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 68423345 |
| Total Corporate Bonds (cost $1,875,652,439) |  | 1919712391 |
| Convertible Corporate Bonds – 0% |  |  |
| Advertising – 0% |  |  |
| &nbsp;&nbsp;&nbsp; Authentic Brands Group LLC, 2.7500% (2.75% PIK), 9/1/29<sup>Ç</sup><sup>,Ø,</sup><sup>¢</sup> (cost $9,257) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9257 |
| Promissory Notes – 0% |  |  |
| Development – 0% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; University of Michigan Student Housing Land Loan, 9.3900%, 11/21/28<sup>¢</sup> (cost <br> $588,307)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 588307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 588307 |
| Mortgage-Backed Securities – 19.8% |  |  |
| Fannie Mae: |  |  |
| &nbsp;&nbsp;&nbsp; 2.5000%, TBA, 30 Year Maturity | &nbsp;&nbsp;&nbsp;&nbsp; 8292606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6986388 |
| &nbsp;&nbsp;&nbsp; 3.0000%, TBA, 30 Year Maturity | 127088381 | &nbsp;&nbsp; 111620454 |
| &nbsp;&nbsp;&nbsp; 3.5000%, TBA, 30 Year Maturity | 216140409 | &nbsp;&nbsp; 197525100 |
| &nbsp;&nbsp;&nbsp; 4.0000%, TBA, 30 Year Maturity | &nbsp;&nbsp; 85660947 | &nbsp;&nbsp;&nbsp;&nbsp; 80730389 |
| &nbsp;&nbsp;&nbsp; 4.5000%, TBA, 30 Year Maturity | 145645836 | &nbsp;&nbsp; 141274422 |
| &nbsp;&nbsp;&nbsp; 5.0000%, TBA, 30 Year Maturity | &nbsp;&nbsp; 65838280 | &nbsp;&nbsp;&nbsp;&nbsp; 65292481 |
| &nbsp;&nbsp;&nbsp; 5.5000%, TBA, 30 Year Maturity | 254042652 | &nbsp;&nbsp; 256181691 |
| &nbsp;&nbsp;&nbsp; 6.0000%, TBA, 30 Year Maturity | 123331000 | &nbsp;&nbsp; 126001116 |
| &nbsp;&nbsp;&nbsp; 6.5000%, TBA, 30 Year Maturity | &nbsp;&nbsp;&nbsp;&nbsp; 9400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9714148 |
|  |  | &nbsp;&nbsp; 995326189 |
| Fannie Mae Pool: |  |  |
| &nbsp;&nbsp;&nbsp; BO3223, 3.0000%, 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80015 |
| &nbsp;&nbsp;&nbsp; 995757, 6.0000%, 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 483 |
| &nbsp;&nbsp;&nbsp; AB6280, 3.0000%, 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 780570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 713130 |
| &nbsp;&nbsp;&nbsp; MA1327, 3.0000%, 1/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 961738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 878645 |
| &nbsp;&nbsp;&nbsp; MA1363, 3.0000%, 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375697 |
| &nbsp;&nbsp;&nbsp; AB8517, 3.0000%, 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24993 |
| &nbsp;&nbsp;&nbsp; AR9225, 3.0000%, 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 1349276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1235056 |
| &nbsp;&nbsp;&nbsp; MA1384, 3.0000%, 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337592 |
| &nbsp;&nbsp;&nbsp; MA1447, 3.0000%, 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284726 |
| &nbsp;&nbsp;&nbsp; AT2957, 3.0000%, 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1406 |
| &nbsp;&nbsp;&nbsp; AL5942, 5.0000%, 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4121 |
| &nbsp;&nbsp;&nbsp; AL5887, 4.5000%, 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2536 |
| &nbsp;&nbsp;&nbsp; AL6542, 4.5000%, 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4197 |
| &nbsp;&nbsp;&nbsp; AL8438, 3.0000%, 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 1592038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1457268 |
| &nbsp;&nbsp;&nbsp; BM3511, 4.5000%, 2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5854 |
| &nbsp;&nbsp;&nbsp; BM5836, 3.0000%, 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 670659 |
| &nbsp;&nbsp;&nbsp; AS8547, 3.0000%, 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257776 |
| &nbsp;&nbsp;&nbsp; MA2894, 3.0000%, 1/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31324 |
| &nbsp;&nbsp;&nbsp; BE3616, 4.0000%, 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 614084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593814 |
| &nbsp;&nbsp;&nbsp; BJ4559, 3.5000%, 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2080 |
| &nbsp;&nbsp;&nbsp; BJ4566, 4.0000%, 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8272 |
| &nbsp;&nbsp;&nbsp; BJ4960, 3.5000%, 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 2720622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2528606 |
| &nbsp;&nbsp;&nbsp; BK1964, 4.0000%, 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2543 |
| &nbsp;&nbsp;&nbsp; ZN4240, 4.5000%, 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 397217 |
| &nbsp;&nbsp;&nbsp; BO2983, 3.0000%, 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277054 |
| &nbsp;&nbsp;&nbsp; FS5362, 4.5000%, 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 3893166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3828118 |
| &nbsp;&nbsp;&nbsp; FA2021, 5.0000%, 6/1/55 | &nbsp;&nbsp; 38201758 | &nbsp;&nbsp;&nbsp;&nbsp; 38374355 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Mortgage-Backed Securities – (continued) |  |  |
| Fannie Mae Pool – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; BF0167, 3.0000%, 2/1/57 | $4278082 | &nbsp;&nbsp;&nbsp;&nbsp; $3730343 |
| &nbsp;&nbsp;&nbsp; BF0189, 3.0000%, 6/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16346 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 56124226 |
| Freddie Mac Pool: |  |  |
| &nbsp;&nbsp;&nbsp; ZS7403, 3.0000%, 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 713696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 698326 |
| &nbsp;&nbsp;&nbsp; ZK8962, 3.0000%, 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 123208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119750 |
| &nbsp;&nbsp;&nbsp; ZK9163, 3.0000%, 1/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69817 |
| &nbsp;&nbsp;&nbsp; QN0786, 3.0000%, 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 223823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216002 |
| &nbsp;&nbsp;&nbsp; QN0783, 3.0000%, 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97150 |
| &nbsp;&nbsp;&nbsp; ZS3695, 6.0000%, 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9568 |
| &nbsp;&nbsp;&nbsp; ZN0627, 3.0000%, 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2535 |
| &nbsp;&nbsp;&nbsp; ZT1926, 3.0000%, 11/1/43 | &nbsp;&nbsp; 3314546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3028174 |
| &nbsp;&nbsp;&nbsp; ZT1145, 4.5000%, 5/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1874 |
| &nbsp;&nbsp;&nbsp; ZM1434, 3.5000%, 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1825 |
| &nbsp;&nbsp;&nbsp; ZT1633, 4.0000%, 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4711 |
| &nbsp;&nbsp;&nbsp; ZT0534, 3.5000%, 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29736 |
| &nbsp;&nbsp;&nbsp; ZM5707, 3.5000%, 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1861 |
| &nbsp;&nbsp;&nbsp; ZM6276, 4.0000%, 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1097 |
| &nbsp;&nbsp;&nbsp; ZN4528, 4.5000%, 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 861421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 846978 |
| &nbsp;&nbsp;&nbsp; QA1615, 3.5000%, 8/1/49 | &nbsp;&nbsp; 1748597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1617744 |
| &nbsp;&nbsp;&nbsp; QA5622, 3.0000%, 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 355654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316989 |
| &nbsp;&nbsp;&nbsp; QA4936, 3.0000%, 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 227046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202363 |
| &nbsp;&nbsp;&nbsp; RJ3069, 5.5000%, 12/1/54 | 28338615 | &nbsp;&nbsp;&nbsp;&nbsp; 28681488 |
| &nbsp;&nbsp;&nbsp; SL1631, 5.0000%, 7/1/55 | 21408360 | &nbsp;&nbsp;&nbsp;&nbsp; 21505083 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 57453071 |
| Ginnie Mae: |  |  |
| &nbsp;&nbsp;&nbsp; 3.5000%, TBA, 30 Year Maturity | 98660539 | &nbsp;&nbsp;&nbsp;&nbsp; 89946742 |
| &nbsp;&nbsp;&nbsp; 4.0000%, TBA, 30 Year Maturity | 16054402 | &nbsp;&nbsp;&nbsp;&nbsp; 15095408 |
| &nbsp;&nbsp;&nbsp; 5.0000%, TBA, 30 Year Maturity | &nbsp;&nbsp; 7343765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7304043 |
|  |  | &nbsp;&nbsp; 112346193 |
| Ginnie Mae I Pool: |  |  |
| &nbsp;&nbsp;&nbsp; 784182, 4.5000%, 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8338 |
| &nbsp;&nbsp;&nbsp; BB4357, 4.0000%, 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2526 |
| &nbsp;&nbsp;&nbsp; BC7161, 4.0000%, 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 312 |
| &nbsp;&nbsp;&nbsp; BD7109, 4.0000%, 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442 |
| &nbsp;&nbsp;&nbsp; BD7135, 4.0000%, 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1375 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12993 |
| Ginnie Mae II Pool: |  |  |
| &nbsp;&nbsp;&nbsp; MA5021, 4.5000%, 2/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76868 |
| &nbsp;&nbsp;&nbsp; BH3673, 4.5000%, 5/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1528 |
| &nbsp;&nbsp;&nbsp; BH3672, 4.5000%, 5/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 521 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78917 |
| Total Mortgage-Backed Securities (cost $1,225,973,439) |  | 1221341589 |
| Common Stocks – 0.1% |  |  |
| Hotels, Restaurants & Leisure – 0.1% |  |  |
| &nbsp;&nbsp;&nbsp; Churchill Downs Inc (cost $5,341,900) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4358756 |
| Preferred Stocks – 0.1% |  |  |
| Finance Companies – 0% |  |  |
| &nbsp;&nbsp;&nbsp; Castlelake Aircraft Securitization Trust 2018-1, 6/15/43<sup>‡</sup> <br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45000 |
| Industrial – 0.1% |  |  |
| &nbsp;&nbsp;&nbsp; Project Silver, 3/15/44<sup>ž</sup> <br>| &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258750 |
| &nbsp;&nbsp;&nbsp; START Ireland, 3/15/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1125000 |
| &nbsp;&nbsp;&nbsp; Thunderbolt II Aircraft Lease Ltd, 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1427241 |
| &nbsp;&nbsp;&nbsp; Thunderbolt III Aircraft Lease Ltd, 11/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257500 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3068491 |
| Total Preferred Stocks (cost $11,007,961) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3113491 |
| Private Placements – 0.2% |  |  |
| Diversified Telecommunication Services – 0.2% |  |  |
| &nbsp;&nbsp;&nbsp; GCI/Liberty - Series A<sup>\*,</sup><sup>¢</sup><sup>,</sup><sup>§</sup> (cost $9,750,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9750000 |
| Private Preferred Equity – 0.3% |  |  |
| Real Estate Preferred Equity – 0.3% |  |  |
| &nbsp;&nbsp;&nbsp; Dawson Forest, 13.0000% (6.50% Cash and 6.50% PIK), 4/2/29<sup>Ø,</sup><sup>¢</sup> <br>| &nbsp;&nbsp; 4395002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4438952 |
| &nbsp;&nbsp;&nbsp; Avondale Hill Holdings LP, 13.0000% (7% Cash and 6% PIK), 12/11/29<sup>Ø,</sup><sup>¢</sup> <br>| &nbsp;&nbsp; 4462897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4507526 |
| &nbsp;&nbsp;&nbsp; Blackbird Apartments, 13.0000% (6.50% Cash and 6.50% PIK), 2/2/30<sup>Ø,</sup><sup>¢</sup> <br>| &nbsp;&nbsp; 7720877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7720877 |
| Total Private Preferred Equity (cost $16,578,776) |  | &nbsp;&nbsp;&nbsp;&nbsp; 16667355 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Investment Companies<sup>£</sup> – 8.9% |  |  |
| Exchange-Traded Funds (ETFs) – 4.0% |  |  |
| &nbsp;&nbsp;&nbsp; Janus Henderson Emerging Markets Debt Hard Currency | &nbsp;&nbsp;&nbsp;&nbsp; 4662146 | &nbsp;&nbsp;&nbsp; $248041552 |
| Money Markets – 4.9% |  |  |
| &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup> <br>| 300954445 | &nbsp;&nbsp;&nbsp;&nbsp; 301014636 |
| Total Investment Companies (cost $538,261,060) |  | &nbsp;&nbsp;&nbsp;&nbsp; 549056188 |
| Investments Purchased with Cash Collateral from Securities Lending – 0.6% |  |  |
| Investment Companies – 0.5% |  |  |
| &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº,</sup><sup>£</sup> <br>| &nbsp;&nbsp; 31426332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31426332 |
| Time Deposits – 0.1% |  |  |
| &nbsp;&nbsp;&nbsp; Royal Bank of Canada, 4.0800%, 10/1/25 | &nbsp;&nbsp; $7856583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7856583 |
| Total Investments Purchased with Cash Collateral from Securities Lending (cost $39,282,915) | Total Investments Purchased with Cash Collateral from Securities Lending (cost $39,282,915) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39282915 |
| Total Investments (total cost $7,534,024,132) – 123.0% |  | &nbsp;&nbsp; 7586629282 |
| Liabilities, net of Cash, Receivables and Other Assets – (23.0)% |  | (1418485746) |
| Net Assets – 100% |  | $6168143536 |

---

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

---

| | | |
|:---|:---|:---|
| ***Summary of Investments by Country - (Long Positions) (unaudited)*** |  |  |
| *Country* | *Value* | &nbsp;&nbsp; *% of* <br>*Investment* <br>*Securities*<br>|
| United States | $6973001907 | &nbsp;&nbsp;&nbsp;&nbsp; 91.9<br> %<br>|
| United Kingdom | 114436130 | &nbsp;&nbsp;&nbsp;&nbsp;1.5 |
| Cayman Islands | 81925725 | &nbsp;&nbsp;&nbsp;&nbsp;1.1 |
| Canada | 80910860 | &nbsp;&nbsp;&nbsp;&nbsp;1.1 |
| Luxembourg | 42764137 | &nbsp;&nbsp;&nbsp;&nbsp;0.6 |
| Netherlands | 40268167 | &nbsp;&nbsp;&nbsp;&nbsp;0.5 |
| France | 40089988 | &nbsp;&nbsp;&nbsp;&nbsp;0.5 |
| Jersey | 33229762 | &nbsp;&nbsp;&nbsp;&nbsp;0.4 |
| Israel | 28210902 | &nbsp;&nbsp;&nbsp;&nbsp;0.4 |
| Ireland | 27590499 | &nbsp;&nbsp;&nbsp;&nbsp;0.4 |
| Chile | 17246222 | &nbsp;&nbsp;&nbsp;&nbsp;0.2 |
| Spain | 17188160 | &nbsp;&nbsp;&nbsp;&nbsp;0.2 |
| Germany | 16313766 | &nbsp;&nbsp;&nbsp;&nbsp;0.2 |
| Japan | 15948596 | &nbsp;&nbsp;&nbsp;&nbsp;0.2 |
| Macao | 15416877 | &nbsp;&nbsp;&nbsp;&nbsp;0.2 |
| Finland | 11444456 | &nbsp;&nbsp;&nbsp;&nbsp;0.2 |
| Peru | 8940861 | &nbsp;&nbsp;&nbsp;&nbsp;0.1 |
| Zambia | 8938524 | &nbsp;&nbsp;&nbsp;&nbsp;0.1 |
| India | 6209671 | &nbsp;&nbsp;&nbsp;&nbsp;0.1 |
| Switzerland | 4362624 | &nbsp;&nbsp;&nbsp;&nbsp;0.1 |
| Bermuda | 1125000 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Italy | 473964 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Norway | 205446 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Hong Kong | 196691 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Australia | 190347 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Total | $7586629282 | &nbsp;&nbsp;&nbsp;&nbsp; 100.0<br> %<br>|

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** |
| *Affiliate* | *Affiliated* <br>*Investments,* <br>*at Value at* <br>*6/30/25*<br>| *Purchases* | *Sales* <br>*Proceeds*<br>| *Realized* <br>*Gain/(Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation/* <br>*Depreciation*<br>| *Affiliated* <br>*Investments,* <br>*at Value at* <br>*9/30/25*<br>| *Ending* <br>*Shares*<br>| *Dividend* <br>*Income*<br>|
| Investment Companies - 8.9% | Investment Companies - 8.9% | Investment Companies - 8.9% | Investment Companies - 8.9% | Investment Companies - 8.9% | Investment Companies - 8.9% | Investment Companies - 8.9% | Investment Companies - 8.9% | Investment Companies - 8.9% |
| Exchange-Traded Funds (ETFs) - 4.0% | Exchange-Traded Funds (ETFs) - 4.0% | Exchange-Traded Funds (ETFs) - 4.0% | Exchange-Traded Funds (ETFs) - 4.0% | Exchange-Traded Funds (ETFs) - 4.0% | Exchange-Traded Funds (ETFs) - 4.0% | Exchange-Traded Funds (ETFs) - 4.0% | Exchange-Traded Funds (ETFs) - 4.0% | Exchange-Traded Funds (ETFs) - 4.0% |
| &nbsp;&nbsp;&nbsp; Janus Henderson Emerging Markets Debt Hard Currency | &nbsp;&nbsp;&nbsp; Janus Henderson Emerging Markets Debt Hard Currency | &nbsp;&nbsp;&nbsp; Janus Henderson Emerging Markets Debt Hard Currency | &nbsp;&nbsp;&nbsp; Janus Henderson Emerging Markets Debt Hard Currency | &nbsp;&nbsp;&nbsp; Janus Henderson Emerging Markets Debt Hard Currency | &nbsp;&nbsp;&nbsp; Janus Henderson Emerging Markets Debt Hard Currency | &nbsp;&nbsp;&nbsp; Janus Henderson Emerging Markets Debt Hard Currency | &nbsp;&nbsp;&nbsp; Janus Henderson Emerging Markets Debt Hard Currency | &nbsp;&nbsp;&nbsp; Janus Henderson Emerging Markets Debt Hard Currency |
|  | &nbsp;&nbsp; $241262326 | &nbsp;&nbsp; $- | &nbsp;&nbsp; $- | &nbsp;&nbsp; $- | &nbsp;&nbsp; $6779226 | &nbsp;&nbsp; $248041552 | &nbsp;&nbsp; 4662146 | &nbsp;&nbsp; $3838461 |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliate* | *Affiliated*<br> *Investments,*<br> *at Value at*<br> *6/30/25*<br>| *Purchases* | *Sales*<br> *Proceeds*<br>| *Realized*<br> *Gain/(Loss)*<br>| *Change in*<br> *Unrealized*<br> *Appreciation/*<br> *Depreciation*<br>| *Affiliated*<br> *Investments,*<br> *at Value at*<br> *9/30/25*<br>| *Ending*<br> *Shares*<br>| *Dividend*<br> *Income*<br>|
| Investment Companies - (continued) | Investment Companies - (continued) | Investment Companies - (continued) | Investment Companies - (continued) | Investment Companies - (continued) | Investment Companies - (continued) | Investment Companies - (continued) | Investment Companies - (continued) | Investment Companies - (continued) |
| Money Markets - 4.9% | Money Markets - 4.9% | Money Markets - 4.9% | Money Markets - 4.9% | Money Markets - 4.9% | Money Markets - 4.9% | Money Markets - 4.9% | Money Markets - 4.9% | Money Markets - 4.9% |
| &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  |
|  | &nbsp;&nbsp; $101246616 | &nbsp;&nbsp; $837739871 | &nbsp;&nbsp; $(637971155) | &nbsp;&nbsp; $(696) | &nbsp;&nbsp; $- | &nbsp;&nbsp; $301014636 | &nbsp;&nbsp; 300954445 | &nbsp;&nbsp; $4367497 |
| Total Investment Companies - 8.9% | Total Investment Companies - 8.9% | Total Investment Companies - 8.9% | Total Investment Companies - 8.9% | Total Investment Companies - 8.9% | Total Investment Companies - 8.9% | Total Investment Companies - 8.9% | Total Investment Companies - 8.9% | Total Investment Companies - 8.9% |
|  | &nbsp;&nbsp; $342508942 | &nbsp;&nbsp; $837739871 | &nbsp;&nbsp; $(637971155) | &nbsp;&nbsp; $(696) | &nbsp;&nbsp; $6779226 | &nbsp;&nbsp; $549056188 | &nbsp;&nbsp; 305616591 | &nbsp;&nbsp; $8205958 |
| Investments Purchased with Cash Collateral from Securities Lending - 0.5% | Investments Purchased with Cash Collateral from Securities Lending - 0.5% | Investments Purchased with Cash Collateral from Securities Lending - 0.5% | Investments Purchased with Cash Collateral from Securities Lending - 0.5% | Investments Purchased with Cash Collateral from Securities Lending - 0.5% | Investments Purchased with Cash Collateral from Securities Lending - 0.5% | Investments Purchased with Cash Collateral from Securities Lending - 0.5% | Investments Purchased with Cash Collateral from Securities Lending - 0.5% | Investments Purchased with Cash Collateral from Securities Lending - 0.5% |
| Investment Companies - 0.5% | Investment Companies - 0.5% | Investment Companies - 0.5% | Investment Companies - 0.5% | Investment Companies - 0.5% | Investment Companies - 0.5% | Investment Companies - 0.5% | Investment Companies - 0.5% | Investment Companies - 0.5% |
| &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  |
|  | &nbsp;&nbsp; 5868156 | &nbsp;&nbsp; 111456212 | &nbsp;&nbsp; (85898036) | &nbsp;&nbsp; - | &nbsp;&nbsp; - | &nbsp;&nbsp; 31426332 | &nbsp;&nbsp; 31426332 | &nbsp;&nbsp; 42812 <br><sup>∆</sup><br>|
| Total Affiliated Investments - 9.4% | Total Affiliated Investments - 9.4% | Total Affiliated Investments - 9.4% | Total Affiliated Investments - 9.4% | Total Affiliated Investments - 9.4% | Total Affiliated Investments - 9.4% | Total Affiliated Investments - 9.4% | Total Affiliated Investments - 9.4% | Total Affiliated Investments - 9.4% |
|  | &nbsp;&nbsp; $348377098 | &nbsp;&nbsp; $949196083 | &nbsp;&nbsp; $(723869191) | &nbsp;&nbsp; $(696) | &nbsp;&nbsp; $6779226 | &nbsp;&nbsp; $580482520 | &nbsp;&nbsp; 337042923 | &nbsp;&nbsp; $8248770 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| ***Schedule of Forward Foreign Currency Exchange Contracts*** | ***Schedule of Forward Foreign Currency Exchange Contracts*** | ***Schedule of Forward Foreign Currency Exchange Contracts*** | ***Schedule of Forward Foreign Currency Exchange Contracts*** | ***Schedule of Forward Foreign Currency Exchange Contracts*** |
| *Counterparty/* <br>*Foreign Currency*<br>| *Settlement* <br>*Date*<br>| &nbsp;&nbsp; *Foreign Currency* <br>*Amount (Sold)/* <br>*Purchased*<br>| &nbsp;&nbsp; *USD Currency* <br>*Amount (Sold)/* <br>*Purchased*<br>| &nbsp;&nbsp; *Market Value and* <br>*Unrealized* <br>*Appreciation/* <br>*(Depreciation)*<br>|
| BNP Paribas: | BNP Paribas: | BNP Paribas: | BNP Paribas: | BNP Paribas: |
| &nbsp;&nbsp;&nbsp; British Pound | 12/11/25 | &nbsp;&nbsp;&nbsp; (14160349) | &nbsp;&nbsp;&nbsp; $19210695 | &nbsp;&nbsp;&nbsp; $167500 |
| &nbsp;&nbsp;&nbsp; Canadian Dollar | 12/11/25 | &nbsp;&nbsp;&nbsp; (4524607) | &nbsp;&nbsp;&nbsp; 3283080 | &nbsp;&nbsp;&nbsp; 20439 |
| &nbsp;&nbsp;&nbsp; Euro | 12/11/25 | &nbsp;&nbsp;&nbsp; 3818724 | &nbsp;&nbsp;&nbsp; (4491907) | &nbsp;&nbsp;&nbsp; 9342 |
| &nbsp;&nbsp;&nbsp; Euro | 12/11/25 | &nbsp;&nbsp;&nbsp; 1970386 | &nbsp;&nbsp;&nbsp; (2342222) | &nbsp;&nbsp;&nbsp; (19668) |
| &nbsp;&nbsp;&nbsp; Euro | 12/11/25 | &nbsp;&nbsp;&nbsp; (208391226) | &nbsp;&nbsp;&nbsp; 245892338 | &nbsp;&nbsp;&nbsp; 255146 |
| Total |  |  |  | &nbsp;&nbsp;&nbsp; $432759 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| ***Schedule of Futures*** | ***Schedule of Futures*** | ***Schedule of Futures*** | ***Schedule of Futures*** | ***Schedule of Futures*** |
| *Description* | *Number of* <br>*Contracts*<br>| &nbsp;&nbsp; *Expiration* <br>*Date*<br>| &nbsp;&nbsp; *Notional* <br>*Amount*<br>| &nbsp;&nbsp; *Value and* <br>*Unrealized* <br>*Appreciation/(Depreciation)*<br>|
| *Futures Long:* |  |  |  |  |
| 10 Year US Treasury Note | 2064 | &nbsp;&nbsp;&nbsp; 12/31/25 | &nbsp;&nbsp;&nbsp; $232200000 | &nbsp;&nbsp;&nbsp; $518182 |
| 2 Year US Treasury Note | 3058 | &nbsp;&nbsp;&nbsp; 1/6/26 | &nbsp;&nbsp;&nbsp; 637282423 | &nbsp;&nbsp;&nbsp; (113907) |
| 5 Year US Treasury Note | 11569 | &nbsp;&nbsp;&nbsp; 1/6/26 | &nbsp;&nbsp;&nbsp; 1263280576 | &nbsp;&nbsp;&nbsp; (987466) |
| Total - Futures Long |  |  |  | &nbsp;&nbsp;&nbsp; (583191) |
| *Futures Short:* |  |  |  |  |
| Ultra 10-Year Treasury Note | 2908 | &nbsp;&nbsp;&nbsp; 12/31/25 | &nbsp;&nbsp;&nbsp; (334647188) | &nbsp;&nbsp;&nbsp; (2733120) |
| Ultra Long Term US Treasury Bond | 864 | &nbsp;&nbsp;&nbsp; 12/31/25 | &nbsp;&nbsp;&nbsp; (103734000) | &nbsp;&nbsp;&nbsp; (2944028) |
| US Treasury Long Bond | 25 | &nbsp;&nbsp;&nbsp; 12/31/25 | &nbsp;&nbsp;&nbsp; (2914844) | &nbsp;&nbsp;&nbsp; (79805) |
| Total - Futures Short |  |  |  | &nbsp;&nbsp;&nbsp; (5756953) |
| Total |  |  |  | &nbsp;&nbsp;&nbsp; $(6340144) |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| ***Schedule of Total Return Swaps*** | ***Schedule of Total Return Swaps*** | ***Schedule of Total Return Swaps*** | ***Schedule of Total Return Swaps*** | ***Schedule of Total Return Swaps*** | ***Schedule of Total Return Swaps*** |  |
| *Counterparty/* <br>*Return Paid* <br>*by the Fund*<br>| *Return Received* <br>*by the Fund*<br>| &nbsp;&nbsp; *Payment* <br>*Frequency*<br>| &nbsp;&nbsp; *Termination* <br>*Date*<br>| &nbsp;&nbsp; *Notional* <br>*Amount*<br>|  | &nbsp;&nbsp; *Swap* <br>*Contracts, at* <br>*Value and* <br>*Unrealized* <br>*Appreciation/* <br>*(Depreciation)*<br>|
| JPMorgan Chase Bank, National <br> Association:<br>|  |  |  |  |  |  |
| USD SOFR + 0.19% | Janus Henderson AAA CLO ETF | Quarterly | &nbsp;&nbsp;&nbsp; 1/23/26 | &nbsp;&nbsp;&nbsp; $278636273 | &nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; $(2029626) |

---

------

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

---

| | |
|:---|:---|
| **Average Ending Monthly Value of Derivative Instruments During the Period Ended September 30, 2025** | **Average Ending Monthly Value of Derivative Instruments During the Period Ended September 30, 2025** |
| Forward foreign currency exchange contracts: |  |
| Average amounts purchased - in USD | $74125815 |
| Average amounts sold - in USD | 313586494 |
| Futures contracts: |  |
| Average notional amount of contracts - long | 2008946093 |
| Average notional amount of contracts - short | 484435520 |
| Total return swaps: |  |
| Average notional amount | 257045502 |

---

------

**Notes to Schedule of Investments (unaudited)** 

---

| | |
|:---|:---|
| ETF | Exchange-Traded Fund |
| EURIBOR | Euro Interbank Offered Rate |
| ICE | Intercontinental Exchange |
| LIBOR | London Interbank Offered Rate |
| LLC | Limited Liability Company |
| LP | Limited Partnership |
| OTC | Over-the-Counter |
| PIK | Pay-in-kind (PIK) bonds give the issuer an option to make the interest payment in cash or additional securities. |
| PLC | Public Limited Company |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Interbank Average Rate |
| TBA | &nbsp;&nbsp; (To Be Announced) Securities are purchased/sold on a forward commitment basis with an approximate <br> principal amount and no defined maturity date. The actual principal and maturity date will be determined upon <br> settlement when specific mortgage pools are assigned.<br>|

---

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

---

| |
|:---|
| &nbsp;&nbsp; Securities sold under Rule 144A of the Securities Act of 1933, as amended, are subject to legal and/or contractual restrictions on resale <br> and may not be publicly sold without registration under the 1933 Act. Unless otherwise noted, these securities have been determined to be <br> liquid under guidelines established by the Board of Trustees. The total value of 144A securities as of the period ended September 30, <br> 2025 is $4,432,648,905, which represents 71.9% of net assets.<br>|
| Non-income producing security. |
| &nbsp;&nbsp; All or a portion of this position is not funded, or has been purchased on a delayed delivery or when-issued basis. If applicable, interest rates <br> will be determined and interest will begin to accrue at a future date.<br>|
| &nbsp;&nbsp; Variable or floating rate security. Rate shown is the current rate as of September 30, 2025. Certain variable rate securities are not based <br> on a published reference rate and spread; they are determined by the issuer or agent and current market conditions. Reference rate is as <br> of reset date and may vary by security, which may not indicate a reference rate and/or spread in their description.<br>|
| Rate shown is the 7-day yield as of September 30, 2025. |
| Loaned security; a portion of the security is on loan at September 30, 2025. |
| &nbsp;&nbsp; Perpetual security. Perpetual securities have no stated maturity date, but they may be called/redeemed by the issuer. The date indicated, if <br> any, represents the next call date.<br>|
| &nbsp;&nbsp; Step bond. The coupon rate will increase or decrease periodically based upon a predetermined schedule. The rate shown reflects the <br> current rate.<br>|
| Zero coupon bond. |
| &nbsp;&nbsp; Interest only security. An interest only security represents the interest only portion of a pool of underlying mortgages or mortgage-backed <br> securities which are separated and sold individually from the principal portion of the securities. Principal amount shown represents the par <br> value on which interest payments are based.<br>|
| &nbsp;&nbsp; Payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and <br> possible payment rates.<br>|
| Security is in default, thus not accruing interest income. The rate and maturity date shown is as of the contractual maturity date. |
| &nbsp;&nbsp; Security is valued using significant unobservable inputs. The total value of Level 3 securities as of the period ended September 30, 2025 is <br> $42,804,742, which represents 0.7% of net assets.<br>|
| £&nbsp;&nbsp; The Fund may invest in certain securities that are considered affiliated companies. As defined by the Investment Company Act of 1940, as <br> amended, an affiliated company is one in which the Fund owns 5% or more of the outstanding voting securities, or a company which is <br> under common ownership or control.<br>|
| Net of income paid to the securities lending agent and rebates paid to the borrowing counterparties. |
| Schedule of Restricted Securities (as of September 30, 2025) |

---

------

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Acquisition* <br>*Date*<br>| *Cost* | *Value* | &nbsp;&nbsp; *Value as a* <br>*% of Net* <br>*Assets*<br>|
| GCI/Liberty - Series A | 7/14/25 | &nbsp;&nbsp;&nbsp; $9750000 | $9750000 | &nbsp;&nbsp;&nbsp;&nbsp; 0.2<br> %<br>|
| Oasis Securitization 2024-1A A, 5.8800%, 9/30/38 | 9/24/24 | &nbsp;&nbsp;&nbsp; 7998810 | 7984929 | &nbsp;&nbsp;&nbsp;&nbsp;0.1 |
| Oasis Securitization 2024-1A B, 7.9100%, 9/30/38 | 9/24/24 | &nbsp;&nbsp;&nbsp; 2999213 | 3001442 | &nbsp;&nbsp;&nbsp;&nbsp;0.1 |
| Total |  | &nbsp;&nbsp;&nbsp; $20748023 | $20736371 | &nbsp;&nbsp;&nbsp; 0.4% |

---

The following is a summary of the inputs that were used to value the Fund's investments in securities and other financial

instruments as of September 30, 2025.

---

| | | | |
|:---|:---|:---|:---|
| **Valuation Inputs Summary** | **Valuation Inputs Summary** | **Valuation Inputs Summary** | **Valuation Inputs Summary** |
|  | ***Level 1 -*** <br>***Quoted Prices***<br>| &nbsp;&nbsp; ***Level 2 -*** <br>***Other Significant*** <br>***Observable Inputs***<br>| &nbsp;&nbsp; ***Level 3 -*** <br>***Significant*** <br>***Unobservable Inputs***<br>|
| **Assets** |  |  |  |
| **Investments In Securities:** |  |  |  |
| *Asset-Backed/Commercial Mortgage-Backed Securities* | $- | &nbsp;&nbsp;&nbsp; $3131561418 | &nbsp;&nbsp;&nbsp; $15789823 |
| *Bank Loans and Mezzanine Loans* | - | &nbsp;&nbsp;&nbsp; 675397792 | &nbsp;&nbsp;&nbsp; - |
| *Corporate Bonds* | - | &nbsp;&nbsp;&nbsp; 1919712391 | &nbsp;&nbsp;&nbsp; - |
| *Convertible Corporate Bonds* | - | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 9257 |
| *Promissory Notes* | - | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 588307 |
| *Mortgage-Backed Securities* | - | &nbsp;&nbsp;&nbsp; 1221341589 | &nbsp;&nbsp;&nbsp; - |
| *Common Stocks* | 4358756 | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; - |
| *Preferred Stocks* | - | &nbsp;&nbsp;&nbsp; 3113491 | &nbsp;&nbsp;&nbsp; - |
| *Private Placements* | - | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 9750000 |
| *Private Preferred Equity* | - | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 16667355 |
| *Investment Companies* | 248041552 | &nbsp;&nbsp;&nbsp; 301014636 | &nbsp;&nbsp;&nbsp; - |
| *Investments Purchased with Cash Collateral from Securities Lending* | - | &nbsp;&nbsp;&nbsp; 39282915 | &nbsp;&nbsp;&nbsp; - |
| Total Investments in Securities | $252400308 | &nbsp;&nbsp;&nbsp; $7291424232 | &nbsp;&nbsp;&nbsp; $42804742 |
| **Other Financial Instruments**<sup>(a)</sup>**:** |  |  |  |
| *Forward Foreign Currency Exchange Contracts* | - | &nbsp;&nbsp;&nbsp; 452427 | &nbsp;&nbsp;&nbsp; - |
| *Futures Contracts* | 518182 | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; - |
| **Total Assets** | $252918490 | &nbsp;&nbsp;&nbsp; $7291876659 | &nbsp;&nbsp;&nbsp; $42804742 |
| **Liabilities** |  |  |  |
| **Other Financial Instruments**<sup>(a)</sup>**:** |  |  |  |
| *Forward Foreign Currency Exchange Contracts* | $- | &nbsp;&nbsp;&nbsp; $19668 | &nbsp;&nbsp;&nbsp; $- |
| *Futures Contracts* | 6858326 | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; - |
| *OTC Swaps* | - | &nbsp;&nbsp;&nbsp; 2029626 | &nbsp;&nbsp;&nbsp; - |
| **Total Liabilities** | $6858326 | &nbsp;&nbsp;&nbsp; $2049294 | &nbsp;&nbsp;&nbsp; $- |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) Other financial instruments may include forward foreign currency exchange contracts,
 futures, written options, written swaptions, and swap contracts. Forward foreign currency exchange contracts, futures contracts, and centrally
 cleared swap contracts are reported at their unrealized appreciation/(depreciation) at measurement date, which represents the change in the
 contract's value from trade date. Written options, written swaptions, and OTC swaps are reported at their market value at measurement date.

------

**Investment Valuation**

Fund holdings are valued in accordance with policies and procedures established by the Adviser pursuant to Rule 2a-5 under the 1940 Act and approved by and subject to the oversight of the Trustees (the "Valuation Procedures"). Equity securities traded on a domestic securities exchange are generally valued at readily available market quotations, which are (i) the official close prices or (ii) last sale prices on the primary market or exchange in which the securities trade. If such price is lacking for the trading period immediately preceding the time of determination, such securities are generally valued at their current bid price. Equity securities that are traded on a foreign exchange are generally valued at the closing prices on such markets. In the event that there is no current trading volume on a particular security in such foreign exchange, the bid price from the primary exchange is generally used to value the security. Foreign securities and currencies are converted to U.S. dollars using the current spot USD dollar exchange rate in effect at the close of the New York Stock Exchange ("NYSE"). The Adviser will determine the market value of individual securities held by it by using prices provided by one or more Adviser-approved professional pricing services or, as needed, by obtaining market quotations from independent broker-dealers. Most debt securities are valued in accordance with the evaluated bid price supplied by the pricing service that is intended to reflect market value. The evaluated bid price supplied by the pricing service is an evaluation that may consider factors such as security prices, yields, maturities, and ratings. Certain short-term securities maturing within 60 days or less may be evaluated and valued on an amortized cost basis provided that the amortized cost determined approximates market value. Securities for which market quotations or evaluated prices are not readily available or deemed unreliable are valued at fair value determined in good faith by the Adviser pursuant to the Valuation Procedures. Circumstances in which fair valuation may be utilized include, but are not limited to: (i) a significant event that may affect the securities of a single issuer, such as a merger, bankruptcy, or significant issuer-specific development; (ii) an event that may affect an entire market, such as a natural disaster or significant governmental action; (iii) a nonsignificant event such as a market closing early or not opening, or a security trading halt; and (iv) pricing of a non-valued security and a restricted or nonpublic security. Special valuation considerations may apply with respect to "odd-lot" fixed-income transactions which, due to their small size, may receive evaluated prices by pricing services which reflect a large block trade and not what actually could be obtained for the odd-lot position. The value of the securities of other mutual funds held by the Fund, if any, will be calculated using the NAV of such mutual funds, and the prospectuses for such mutual funds explain the circumstances under which they use fair valuation and the effects of using fair valuation. The value of the securities of any cash management pooled investment vehicles that

operate as money market funds held by the Fund, if any, will be calculated using the NAV of such funds.

**Valuation Inputs Summary**

FASB ASC 820, *Fair Value Measurements and Disclosures* ("ASC 820"), defines fair value, establishes a framework for measuring fair value, and expands disclosure requirements regarding fair value measurements. This standard emphasizes that fair value is a market-based measurement that should be determined based on the assumptions that market participants would use in pricing an asset or liability and establishes a hierarchy that prioritizes inputs to valuation techniques used to measure fair value. These inputs are summarized into three broad levels:

Level 1 – Unadjusted quoted prices in active markets the Fund has the ability to access for identical assets or liabilities.

Level 2 – Observable inputs other than unadjusted quoted prices included in Level 1 that are observable for the asset or liability either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default

rates and similar data.

Assets or liabilities categorized as Level 2 in the hierarchy generally include: debt securities fair valued in accordance with the evaluated bid or ask prices supplied by a pricing service; securities traded on OTC markets and listed securities for which no sales are reported that are fair valued at the latest bid price (or yield equivalent thereof) obtained from one or more dealers transacting in a market for such securities or by a pricing service approved by the Fund's Trustees; certain short-term debt securities with maturities of 60 days or less that are fair valued at amortized cost; and equity securities of foreign issuers whose fair value is determined by using systematic fair valuation models provided by independent third parties in order to adjust for stale pricing which may occur between the close of certain foreign exchanges and the close of the NYSE. Other securities that may be categorized as Level 2 in the hierarchy include, but are not limited to, preferred stocks, bank loans, swaps,

investments in unregistered investment companies, options, and forward contracts.

Level 3 – Unobservable inputs for the asset or liability to the extent that relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions that a market participant would use in valuing the asset or liability, and that would be based on the best information available.

There have been no significant changes in valuation techniques used in valuing any such positions held by the Fund since the beginning of the fiscal period.

------

The inputs or methodology used for fair valuing securities are not necessarily an indication of the risk associated with investing in those securities. The summary of inputs used as of September 30, 2025 to fair value the Fund's investments in securities and other financial instruments is included in the "Valuation Inputs Summary" in the Notes to

Schedule of Investments.

The following describes the amounts of transfers into or out of Level 3 of the fair value hierarchy during the period.

Financial assets of $232,500 were transferred out of Level 3 to Level 2 since certain securities prices were determined using other significant observable inputs at the end of the current period and significant unobservable inputs at the end

of the prior fiscal year.

The Fund's management has determined the Fund did not hold a significant amount of Level 3 securities as of September 30, 2025.

------

For additional information on the Fund, please refer to the Fund's most recent semiannual or annual financial

statements.

125-25-70288 11-25

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JANUS INVESTMENT FUND

- **b. Investment Company Act file number:** 811-01879

- **c. CIK number of Registrant:** 0000277751

- **d. LEI of Registrant:** W6UYDZFUOFJ4HQQ32382

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

  - **Street Address 1:** 151 Detroit Street

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

  - **Telephone number:** 303-333-3863

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

- **a. Name of Series:** Janus Henderson Multi-Sector Income Fund

- **b. EDGAR series identifier (if any):** S000044285

- **c. LEI of Series:** 549300WARVMK66TM8315

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7616055874.14

**Total Liabilities:** $1447912337.97

**Net Assets:** $6168143536.17

**Delayed Delivery Securities:** $294428450.13

**Cash Not Reported:** $18299284.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6197.003851621226 | **1-Year:** -153882.884073469850 | **5-Year:** -619562.047790384400 | **10-Year:** -723372.582536581900 | **30-Year:** -208366.442671482900

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

- **3-Month:** -11903.460899609625 | **1-Year:** -330981.315234834900 | **5-Year:** -708467.984789102700 | **10-Year:** -419576.887231728350 | **30-Year:** -80013.268424060500

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000137958 | 0.29%                | 1.47%                | 0.64%                |
| Class ID C000137959 | 0.11%                | 1.41%                | 0.69%                |
| Class ID C000137960 | 0.19%                | 1.49%                | 0.77%                |
| Class ID C000137961 | 0.31%                | 1.49%                | 0.65%                |
| Class ID C000137962 | 0.20%                | 1.50%                | 0.66%                |
| Class ID C000137963 | 0.16%                | 1.46%                | 0.73%                |
| Class ID C000137964 | 0.30%                | 1.37%                | 0.76%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7030796.00              | $-22873109.00                              |
| Month 2  | $20822528.00             | $22260611.00                               |
| Month 3  | $19179907.00             | $2484413.00                                |

**Designated Index Information**

- **Index Name:** 55%Bloomberg US Corp High Yld Bond/25%Bloomberg US Corp/20%Bloomberg Securitized

- **Index Identifier:** INTRNL-1465165005

### Schedule of Portfolio Investments

| Name                                                                                       | Title                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AASET 2019-2 TRUST                                                                         | AASET 2019-2 C                                                                                 | CUSIP: 00038RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4723808 | PA      | $4582345.10   | 0.07%             | 2039-10-16      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Angi Group Llc                                                                             | ANGI 3.875 08/15/28 144A                                                                       | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $187970.00    | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| APi Group DE Inc                                                                           | APG 4.125 07/15/29 144A                                                                        | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    203000 | PA      | $195653.69    | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| APH Somerset Inv 2 LLC / APH2 Somerset Inv 2 LLC / APH3 Somerset Inv 2                     | AQUARI 7.875 11/01/29 144A                                                                     | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $195156.94    | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc.                                                                              | GOOGL 5.25 05/15/55                                                                            | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    257000 | PA      | $257560.11    | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                              | GOOGL 5.3 05/15/65                                                                             | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258708.41    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                               | AEE 5.375 03/15/35                                                                             | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   9302000 | PA      | $9550660.23   | 0.15%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                           | AEP V3.875 02/15/62                                                                            | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  12055000 | PA      | $11662514.27  | 0.19%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                   | AXP V3.55 PERP                                                                                 | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1506642.74   | 0.02%             | 2099-12-31      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                             | AMSIND 4.625 05/15/30 144A                                                                     | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    203000 | PA      | $196175.02    | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                                | ARI 4.625 06/15/29 144A                                                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187397.46    | 0.00%             | 2029-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Arbor Realty Senior Incorporated                                                           | ABR 7.875 07/15/30 144A                                                                        | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |     78000 | PA      | $82012.26     | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Arcosa Inc                                                                                 | ACA 4.375 04/15/29 144A                                                                        | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189615.29    | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC                | AMPBEV 4 09/01/29 144A                                                                         | CUSIP: 03969YAB4<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | N/A       |    282000 | PA      | $260995.70    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                         | ARCC 5.1 01/15/31                                                                              | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |  18124000 | PA      | $17993275.94  | 0.29%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Aretec Escrow Issuer 2 Inc.                                                                | RCAP 10 08/15/30 144A                                                                          | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3966000 | PA      | $4320968.90   | 0.07%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Asurion                                                                                    | Asurion First-lien Term Loan B-13 425 2030-09-01                                               | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  13800000 | PA      | $13702296.00  | 0.22%             | 2030-09-19      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING 2023-1 LLC                                                           | XCAP 2023-1A E                                                                                 | CUSIP: 05335JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2550000 | PA      | $2600422.17   | 0.04%             | 2032-12-15      | Fixed         | 10.97%                | Yes           |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2024-FRR2                                                             | BAMLL 2024-FRR2 E                                                                              | CUSIP: 05493UAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10755758 | PA      | $9096233.81   | 0.15%             | 2050-07-27      | Variable      | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Banc Of America Alternative Loan Trust                                                     | BAMLL 2024-FRR4 E                                                                              | CUSIP: 05493VAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976697.10    | 0.02%             | 2048-11-27      | Variable      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Banc Of America Alternative Loan Trust                                                     | BAMLL 2024-FRR3 E                                                                              | CUSIP: 054988AJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3776872 | PA      | $3380072.32   | 0.05%             | 2050-01-27      | Variable      | 0.49%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust 2017-CC                                                                          | BXP 2017-GM D                                                                                  | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6870000 | PA      | $6615553.73   | 0.11%             | 2039-06-13      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| BXHPP LTD                                                                                  | BXHPP 2021-FILM A                                                                              | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8670000 | PA      | $8415461.28   | 0.14%             | 2036-08-15      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| BXHPP LTD                                                                                  | BXHPP 2021-FILM B                                                                              | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14243000 | PA      | $13321123.28  | 0.22%             | 2036-08-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                         | BX 2025-VLT7 E                                                                                 | CUSIP: 123913AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16641000 | PA      | $16669080.06  | 0.27%             | 2044-07-15      | Variable      | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Clubessential                                                                              | Clubessential Term Loan B 300 2032-01-26                                                       | CUSIP: 12523EAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10663415 | PA      | $10667893.63  | 0.17%             | 2032-03-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                    | SORT 2022-1A A1                                                                                | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23081995 | PA      | $22288099.24  | 0.36%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                    | SORT 2022-1A A2                                                                                | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21601682 | PA      | $20289762.05  | 0.33%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                           | CYH 10.875 01/15/32 144A                                                                       | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    247000 | PA      | $261596.96    | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                           | CYH 9.75 01/15/34 144A                                                                         | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    256000 | PA      | $262272.00    | 0.00%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| CPC ASSET SECURITIZATION III LLC                                                           | CPCAS 2024-1A D                                                                                | CUSIP: 126203AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8437000 | PA      | $8507027.10   | 0.14%             | 2030-08-15      | Fixed         | 13.45%                | Yes           |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                                    | CSV 4.25 05/15/29 144A                                                                         | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $190426.09    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Century Communities Inc                                                                    | CCS 6.625 09/15/33 144A                                                                        | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   9327000 | PA      | $9408697.24   | 0.15%             | 2033-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.       | CHTR 5.5 04/01/63                                                                              | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2142000 | PA      | $1794986.40   | 0.03%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.       | CHTR 6.55 06/01/34                                                                             | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $6181156.45   | 0.10%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                          | CHH 5.85 08/01/34                                                                              | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   4605000 | PA      | $4709721.71   | 0.08%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                                     | CITSEC 5.5 06/18/30                                                                            | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    961000 | PA      | $986330.11    | 0.02%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                                     | CITSEC 6.2 06/18/35                                                                            | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    967000 | PA      | $1015809.75   | 0.02%             | 2035-06-18      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018 C5                                                | CGCMT 2021-PRM2 E                                                                              | CUSIP: 17291HAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1984476.36   | 0.03%             | 2038-10-15      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018 C5                                                | CGCMT 2021-PRM2 F                                                                              | CUSIP: 17291HAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5992508.95   | 0.10%             | 2038-10-15      | Variable      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018 C5                                                | CGCMT 2021-PRM2 G                                                                              | CUSIP: 17291HAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12600000 | PA      | $12616217.43  | 0.20%             | 2038-10-15      | Variable      | 8.77%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018 C5                                                | CGCMT 2021-PRM2 J                                                                              | CUSIP: 17291HAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5969677.80   | 0.10%             | 2036-10-15      | Variable      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                        | ALLY 8 11/01/31 *                                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    224000 | PA      | $255353.20    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Kimmeridge Texas Gas LLC                                                                   | KTGLLC 8.5 02/15/30 144A                                                                       | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    181000 | PA      | $188451.51    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp.                                    | HOUS 7 04/15/30 144A                                                                           | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197340.48    | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp.                                    | HOUS 9.75 04/15/30 144A                                                                        | CUSIP: 75606DAV3<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    430000 | PA      | $469273.19    | 0.01%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                   | AESOP 2021-1A D                                                                                | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5915008.02   | 0.10%             | 2027-08-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                        | AXON 6.125 03/15/30 144A                                                                       | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    181000 | PA      | $185891.97    | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Alter Domus                                                                                | Alter Domus Term Loan B 350 2031-05-02                                                         | CUSIP: L1588MAD8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      4012 | PA      | $4027.19      | 0.00%             | 2031-10-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Global Financing DAC                                                     | APTV V6.875 12/15/54                                                                           | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $204329.80    | 0.00%             | 2054-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Bx Commercial Mortgage Trust 2018-Bioa                                                     | BX 2021-SOAR J                                                                                 | CUSIP: 05608WAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8152785 | PA      | $8054349.47   | 0.13%             | 2038-06-15      | Variable      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                         | BX 2021-VOLT E                                                                                 | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3633105 | PA      | $3625309.61   | 0.06%             | 2036-09-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                         | BX 2021-VOLT F                                                                                 | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8176909 | PA      | $8159494.01   | 0.13%             | 2036-09-15      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                         | BX 2021-VOLT G                                                                                 | CUSIP: 05609VAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5812969 | PA      | $5725441.74   | 0.09%             | 2036-09-15      | Variable      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                         | MTNA 6.55 11/29/27                                                                             | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    243000 | PA      | $253551.87    | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd.                                                                | ARDGRP 8.875 02/15/32 144A                                                                     | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    235000 | PA      | $247054.16    | 0.00%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| CSMC 2021-BHAR                                                                             | CSMC 2021-BHAR E                                                                               | CUSIP: 12659VAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2989500 | PA      | $2925815.43   | 0.05%             | 2038-11-15      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                          | CMPDC 2024-2A B2                                                                               | CUSIP: 20469AAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5017580.91   | 0.08%             | 2049-08-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc                                                              | CCSI 6.5 10/15/28 144A                                                                         | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $188827.39    | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                             | CRWV 9.25 06/01/30 144A                                                                        | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16573000 | PA      | $17116494.96  | 0.28%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Ares Lv Clo Ltd / Ares Lv Clo Llc                                                          | ARES 2019-53A A1R                                                                              | CUSIP: 04009GAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  47575000 | PA      | $47649968.69  | 0.77%             | 2036-10-24      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                         | ARES 2024-ALF8 A1                                                                              | CUSIP: 04021MAA6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20050290.00  | 0.33%             | 2038-01-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                             | CRWV 9 02/01/31 144A                                                                           | CUSIP: 21873SAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11384000 | PA      | $11667222.54  | 0.19%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2024-H5 MORTGAGE TRUST                                                               | EQS 2024-1C B                                                                                  | CUSIP: 22689LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2206061 | PA      | $2263663.15   | 0.04%             | 2031-01-20      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                                         | ASTONM 10 03/31/29 144A                                                                        | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   9452000 | PA      | $9254035.42   | 0.15%             | 2029-03-31      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2024-1 Ltd/ LLC                                                    | BCC 2023-3A A1R                                                                                | CUSIP: 05682CAL1<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | KY        |  62250000 | PA      | $62454204.90  | 1.01%             | 2038-10-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2024-H5 MORTGAGE TRUST                                                               | EQS 2024-1C C                                                                                  | CUSIP: 22689LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    945455 | PA      | $980205.86    | 0.02%             | 2031-01-20      | Fixed         | 10.16%                | Yes           |                  2 | On Loan: No      |
| DT Midstream Inc                                                                           | DTMINC 4.125 06/15/29 144A                                                                     | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2863574.28   | 0.05%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BARINGS LN PARTNERS CLO LTD 5                                                              | BABSN LP-5A A                                                                                  | CUSIP: 06764CAA4<br>LEI: 2549006Y8VRIV10TBW72 | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25066642.50  | 0.41%             | 2035-01-22      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Barings Clo 2021-I Ltd.                                                                    | BABSN 2023-3A D2R                                                                              | CUSIP: 067932AY9<br>LEI: 5493001QIXQNVJN0QT95 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5106000.00   | 0.08%             | 2038-10-15      | Variable      | 8.07%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream Inc                                                                           | DTMINC 5.8 12/15/34 144A                                                                       | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4440000 | PA      | $4577596.98   | 0.07%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-D                                                        | DC 2023-DC D                                                                                   | CUSIP: 24023AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10267111.09  | 0.17%             | 2040-09-12      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING 2019-VII LTD/LLC                                                              | CIFC 2019-7A A1R                                                                               | CUSIP: 171935AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  49782000 | PA      | $49961961.93  | 0.81%             | 2038-10-19      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC                | AMPBEV 3 09/01/29 REGs                                                                         | CUSIP: G05210AA0<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | N/A       |  21585000 | PA      | $23359945.50  | 0.38%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP/ Delek Logistics Finance Corp.                                 | DKL 8.625 03/15/29 144A                                                                        | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    181000 | PA      | $188746.80    | 0.00%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                         | DELL 8.1 07/15/36                                                                              | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    207000 | PA      | $252241.38    | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                                       | DAL 5.25 07/10/30                                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    259000 | PA      | $264229.78    | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                             | DNFRA 2021-1A B                                                                                | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3866988.40   | 0.06%             | 2049-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV                                                                                    | DIRECTV Term Loan B 525 2029-08-01                                                             | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10171385 | PA      | $10178809.85  | 0.17%             | 2029-08-02      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                               | DHC 4.375 03/01/31                                                                             | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299000 | PA      | $264134.24    | 0.00%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                                     | DY 4.5 04/15/29 144A                                                                           | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    194000 | PA      | $189468.96    | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-3                                                 | EART 2024-3A E                                                                                 | CUSIP: 30165AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6670000 | PA      | $6963634.07   | 0.11%             | 2031-10-15      | Fixed         | 7.84%                 | Yes           |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLE                                                        | ESART 2025-2 D                                                                                 | CUSIP: 30185EAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5970000 | PA      | $6006795.35   | 0.10%             | 2032-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GCI LIBERTY 12% SERIES A CUMULATIVE PREFERRED                                              | GCI LIBERTY 12% SERIES A CUMULATIVE PREFERRED                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      9750 | NS      | $9750000.00   | 0.16%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ACCELERATED 2024-1 LLC                                                                     | AALLC 2024-1A D                                                                                | CUSIP: 00440MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7377212 | PA      | $7419121.50   | 0.12%             | 2044-08-22      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| ACHM TR 2024-HE1                                                                           | ACHM 2024-HE1 B                                                                                | CUSIP: 00449TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4900627 | PA      | $5064580.63   | 0.08%             | 2039-05-25      | Fixed         | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Advanced Drainage System Inc                                                               | WMS 6.375 06/15/30 144A                                                                        | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31549.04     | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                        | AFRMT 2025-3A D                                                                                | CUSIP: 00833BAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2726000 | PA      | $2715235.26   | 0.04%             | 2034-10-16      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Dawson Forest Holdings LLC                                                                 | Dawson Forest                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   4371324 | NS      | $4415037.36   | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                              | STACR 2021-HQA3 M2                                                                             | CUSIP: 35564KJP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  29152135 | PA      | $29318772.77  | 0.48%             | 2041-09-25      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                        | EXE 5.7 01/15/35                                                                               | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    259000 | PA      | $266203.01    | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                                        | Churchill Downs Inc COM NPV                                                                    | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     44931 | NS      | $4358756.31   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018 C5                                                | CGCMT 2018-C5 XA                                                                               | CUSIP: 17291DAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31628416 | PA      | $479804.96    | 0.01%             | 2051-06-10      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                             | C V3.668 07/24/28                                                                              | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    253000 | PA      | $250767.74    | 0.00%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                             | C V5.333 03/27/36 .                                                                            | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    169000 | PA      | $172752.10    | 0.00%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | CAS 2021-R03 1B1                                                                               | CUSIP: 20754AAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3442000 | PA      | $3495133.00   | 0.06%             | 2041-12-25      | Variable      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | CAS 2022-R02 2B1                                                                               | CUSIP: 20754BAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18903000 | PA      | $19595336.63  | 0.32%             | 2042-01-27      | Variable      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | CAS 2023-R06 1B2                                                                               | CUSIP: 20754EAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14170667 | PA      | $15303884.91  | 0.25%             | 2043-07-27      | Variable      | 10.26%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | CAS 2021-R02 2B1                                                                               | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8750000 | PA      | $8919040.25   | 0.14%             | 2041-11-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | CAS 2022-R01 1B1                                                                               | CUSIP: 20754LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13477000 | PA      | $13794954.80  | 0.22%             | 2041-12-25      | Variable      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | CAS 2022-R01 1B2                                                                               | CUSIP: 20754LAJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8464000 | PA      | $8842729.44   | 0.14%             | 2041-12-25      | Variable      | 10.36%                | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                        | CAS 2021-R01 1B1                                                                               | CUSIP: 20754RAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27737621 | PA      | $28203353.21  | 0.46%             | 2041-10-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America, Inc.                                                                | ESA 2021-ESH E                                                                                 | CUSIP: 30227FAL4<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |  12556380 | PA      | $12549806.41  | 0.20%             | 2038-07-15      | Variable      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America, Inc.                                                                | ESA 2021-ESH F                                                                                 | CUSIP: 30227FAN0<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |  10001253 | PA      | $9999140.40   | 0.16%             | 2038-07-15      | Variable      | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America, Inc.                                                                | ESA 2025-ESH D                                                                                 | CUSIP: 30227TAG5<br>LEI: 549300IESZBC3BJUJW64 | Long             | DBT              | CORP              | US        |   6021000 | PA      | $6016115.70   | 0.10%             | 2042-10-15      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America, Inc.                                                                | ESA 2025-ESH E                                                                                 | CUSIP: 30227TAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | DBT              | CORP              | US        |   9353000 | PA      | $9370816.27   | 0.15%             | 2042-10-15      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America, Inc.                                                                | ESA 2025-ESH F                                                                                 | CUSIP: 30227TAL4<br>LEI: 549300IESZBC3BJUJW64 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2505672.20   | 0.04%             | 2042-10-15      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Extenet Issuer Llc                                                                         | EXTNT 2024-1A C                                                                                | CUSIP: 30227XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5408876.62   | 0.09%             | 2054-07-25      | Fixed         | 9.05%                 | Yes           |                  2 | On Loan: No      |
| FMC Corp.                                                                                  | FMC V8.45 11/01/55                                                                             | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    249000 | PA      | $262790.62    | 0.00%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                             | FREMF 2018-KSW4 C                                                                              | CUSIP: 302960AH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18042207 | PA      | $17448919.59  | 0.28%             | 2028-10-25      | Variable      | 9.47%                 | No            |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                             | FREMF 2018-KF45 B                                                                              | CUSIP: 30296TAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297760 | PA      | $303447.27    | 0.00%             | 2025-03-25      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                             | FREMF 2020-KF78 C                                                                              | CUSIP: 302979AG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20863274 | PA      | $20674670.49  | 0.34%             | 2030-03-25      | Variable      | 12.34%                | Yes           |                  2 | On Loan: No      |
| FREMF 2019-K98 MTG TR                                                                      | FREMF 2019-KF70 C                                                                              | CUSIP: 30298UAJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13914000 | PA      | $13738127.07  | 0.22%             | 2029-09-25      | Variable      | 10.47%                | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                             | FREMF 2019-KF72 B                                                                              | CUSIP: 30314JAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2679587 | PA      | $2662098.07   | 0.04%             | 2026-11-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2020-KJ32 MTG TR                                                                     | FREMF 2020-KJ32 BFX                                                                            | CUSIP: 30317BAC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12054895 | PA      | $10821070.15  | 0.18%             | 2033-11-25      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                         | META 5.75 05/15/63                                                                             | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    186000 | PA      | $191293.73    | 0.00%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                         | META 5.55 08/15/64                                                                             | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    259000 | PA      | $257097.03    | 0.00%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                           | HACLN 2025-1 D                                                                                 | CUSIP: 446438TA1<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   2263381 | PA      | $2263362.57   | 0.04%             | 2033-03-21      | Variable      | 7.89%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                           | HACLN 2024-1 C                                                                                 | CUSIP: 44644NAC3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   1271107 | PA      | $1289324.38   | 0.02%             | 2032-05-20      | Variable      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                           | HACLN 2024-1 D                                                                                 | CUSIP: 44644NAD1<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |    508443 | PA      | $519893.85    | 0.01%             | 2032-05-20      | Variable      | 9.64%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                             | FREMF 2021-KF98 CS                                                                             | CUSIP: 30318HAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3330209 | PA      | $3406024.46   | 0.06%             | 2030-12-25      | Variable      | 12.85%                | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR ZM5707                                                                                      | CUSIP: 3131Y0KU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1995 | PA      | $1860.73      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                           | HACLN 2024-1 E                                                                                 | CUSIP: 44644NAE9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   1525328 | PA      | $1542730.27   | 0.03%             | 2032-05-20      | Variable      | 12.64%                | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                           | HACLN 2024-2 E                                                                                 | CUSIP: 44644NAL3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   1242119 | PA      | $1247185.72   | 0.02%             | 2032-10-20      | Variable      | 11.89%                | Yes           |                  2 | On Loan: No      |
| Mhp Commercial Mortgage Trust 2022-Mhil                                                    | MHP 2022-MHIL G                                                                                | CUSIP: 55293DAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4104000 | PA      | $4083767.38   | 0.07%             | 2027-01-15      | Variable      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| MKT 2020-525M MORTGAGE TRUST                                                               | MKT 2020-525M F                                                                                | CUSIP: 55316PAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11900000 | PA      | $8451379.55   | 0.14%             | 2040-02-12      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR ZN0627                                                                                      | CUSIP: 3131Y6VU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2775 | PA      | $2535.15      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR ZN4528                                                                                      | CUSIP: 3131YBA57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    861421 | PA      | $846978.29    | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MTG PASS THRU CTF CL E 144A                                                                | MHC 2021-MHC F                                                                                 | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4880000 | PA      | $4882646.99   | 0.08%             | 2038-04-15      | Variable      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| MTG PASS THRU CTF CL E 144A                                                                | MHC 2021-MHC G                                                                                 | CUSIP: 55316VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8496000 | PA      | $8500667.68   | 0.14%             | 2038-04-15      | Variable      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR ZS3695                                                                                      | CUSIP: 3132A4C89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9071 | PA      | $9568.15      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR ZS7403                                                                                      | CUSIP: 3132A8GL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    713696 | PA      | $698326.51    | 0.01%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                        | AFRMT 2025-3A E                                                                                | CUSIP: 00833BAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7971329.14   | 0.13%             | 2034-10-16      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2                                                        | AFFRM 2024-A 1E                                                                                | CUSIP: 00834BAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4053052.14   | 0.07%             | 2029-02-15      | Fixed         | 9.17%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                     | ABCLN 2024-A G                                                                                 | CUSIP: 02007G2A0<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   2652938 | PA      | $2705637.84   | 0.04%             | 2032-05-17      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                     | ABCLN 2024-B E                                                                                 | CUSIP: 02007G4F7<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   1316167 | PA      | $1325266.83   | 0.02%             | 2032-09-15      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC & MIWD Finance Corp.                                                    | MIWIDO 5.5 02/01/30 144A                                                                       | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |    197000 | PA      | $191900.33    | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| MPT Operating Partnership LP / MPT Finance Corporation                                     | MPW 5 10/15/27                                                                                 | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    267000 | PA      | $258650.30    | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Ally Bank Sandy (Utah)                                                                     | ABCLN 2024-B G                                                                                 | CUSIP: 02007G4H3<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   4771104 | PA      | $4814796.38   | 0.08%             | 2032-09-15      | Fixed         | 11.39%                | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                     | ABCLN 2025-A E                                                                                 | CUSIP: 02007G5H2<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   8387525 | PA      | $8421198.50   | 0.14%             | 2033-06-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                     | ABCLN 2024-A E                                                                                 | CUSIP: 02007GZ89<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   1488894 | PA      | $1519474.05   | 0.02%             | 2032-05-17      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables VI LLC                                                  | AXIS 2024-1A E                                                                                 | CUSIP: 03237CAF9<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |   2875000 | PA      | $2952759.26   | 0.05%             | 2032-04-20      | Fixed         | 9.66%                 | Yes           |                  2 | On Loan: No      |
| Mvw 2019-2 LLC                                                                             | MVWOT 2021-1WA D                                                                               | CUSIP: 55389TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    726125 | PA      | $701570.69    | 0.01%             | 2041-01-22      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                                                              | MFT 2025-1A D                                                                                  | CUSIP: 570920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13864000 | PA      | $13921227.74  | 0.23%             | 2035-07-16      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables VI LLC                                                  | AXIS 2025-1A E                                                                                 | CUSIP: 03237FAF2<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1517742.90   | 0.02%             | 2034-01-20      | Fixed         | 8.35%                 | Yes           |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables VI LLC                                                  | AXIS 2024-2A E                                                                                 | CUSIP: 03238BAF0<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1433990.46   | 0.02%             | 2032-10-20      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust 2017-1                                                              | MFT 2023-4A B                                                                                  | CUSIP: 57108UAB0<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2588077.71   | 0.04%             | 2033-12-15      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust 2017-1                                                              | MFT 2023-2A D                                                                                  | CUSIP: 57109LAD5<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |   9300000 | PA      | $9503525.42   | 0.15%             | 2033-06-15      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                                | BJETS 2024-2A C                                                                                | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2445209 | PA      | $2457837.00   | 0.04%             | 2039-09-15      | Fixed         | 7.97%                 | Yes           |                  2 | On Loan: No      |
| Cali Mortgage Trust 2019-101C                                                              | CALI 2019-101C B                                                                               | CUSIP: 129890AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8311000 | PA      | $7690560.93   | 0.12%             | 2039-03-10      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust 2017-1                                                              | MFT 2023-3A D                                                                                  | CUSIP: 57109RAD2<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |   9571000 | PA      | $9870887.41   | 0.16%             | 2033-09-15      | Fixed         | 8.04%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                               | MAR 5.5 04/15/37                                                                               | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    251000 | PA      | $256506.64    | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                     | MRVL 4.75 07/15/30                                                                             | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1734000 | PA      | $1756585.38   | 0.03%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                     | MRVL 5.45 07/15/35                                                                             | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1773204.67   | 0.03%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower Inc.                                                                     | CVT 8 06/15/30 144A                                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |   6939000 | PA      | $7256743.75   | 0.12%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2018-1                                                | CLAST 2018-1 C                                                                                 | CUSIP: 14856CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3837432 | PA      | $2383812.51   | 0.04%             | 2043-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                                                            | CUSIP: 58503UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13000000 | PA      | $15309710.52  | 0.25%             | 2028-10-23      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Medline Industries                                                                         | Medline Industries Term Loan B (Incremental) 200 2030-10-01                                    | CUSIP: 58503UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7375268 | PA      | $7370694.83   | 0.12%             | 2030-10-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                            | CAT 5.2 05/15/35                                                                               | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206921.82    | 0.00%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AVOLDALE HILLS PREFERRED USD (PRIVATE DEAL)                                                | Avondale Hill Holdings LP                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   4440694 | NS      | $4485100.61   | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| MELLO WHSE SECURITIZATION TR 19-1                                                          | MWST 2024-1 F                                                                                  | CUSIP: 58553FAF2<br>LEI: 549300MG3C2ML9FTA089 | Long             | ABS-O            | CORP              | US        |  11458000 | PA      | $11414402.31  | 0.19%             | 2057-10-25      | Variable      | 9.41%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDITCARD                                                               | MFCC 2024-1A C                                                                                 | CUSIP: 58940BAX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $12170747.86  | 0.20%             | 2029-02-20      | Fixed         | 11.49%                | Yes           |                  2 | On Loan: No      |
| Essential Home                                                                             | Essential Home Term Loan B 325 2032-09-15                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  10638970 | PA      | $10638970.00  | 0.17%             | 2032-09-27      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| ATS Corporation (Canada)                                                                   | ATSCN 4.125 12/15/28 144A                                                                      | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    202000 | PA      | $193535.27    | 0.00%             | 2028-12-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Datasite (fka Merrill Corp)                                                                | Datasite (fka Merrill Corp) Term Loan B 325 2031-06-19                                         | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |  16131233 | PA      | $16094292.00  | 0.26%             | 2031-07-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Methanex US Operations Inc.                                                                | MXCN 6.25 03/15/32 144A                                                                        | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256000 | PA      | $260471.81    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR ZT0534                                                                                      | CUSIP: 3132ACSX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31789 | PA      | $29735.52     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR ZT1145                                                                                      | CUSIP: 3132ADHW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1884 | PA      | $1874.03      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                                        | AZORRA 7.75 04/15/30 144A                                                                      | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    246000 | PA      | $258887.69    | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                                        | AZORRA 7.25 01/15/31 144A                                                                      | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    202000 | PA      | $210340.78    | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                     | MU 5.8 01/15/35                                                                                | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    252000 | PA      | $265113.51    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                     | MU 6.05 11/01/35                                                                               | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    241000 | PA      | $257493.61    | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ca Magnum Holdings                                                                         | HEXWIN 5.375 10/31/26 144A                                                                     | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |   6237000 | PA      | $6209670.71   | 0.10%             | 2026-10-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding IX CLO                                                                       | CEDF 2018-9A AR                                                                                | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  29000000 | PA      | $29088940.10  | 0.47%             | 2037-07-20      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Midcontinent Communications/Midcontinent Communications Finance Corp                       | MIDCON 8 08/15/32 144A                                                                         | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |  15404000 | PA      | $15870787.41  | 0.26%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MidCap Financial Issuer Trust                                                              | MIDCAP 5.625 01/15/30                                                                          | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $189524.91    | 0.00%             | 2030-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR ZT1633                                                                                      | CUSIP: 3132ADY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4877 | PA      | $4711.18      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR ZT1926                                                                                      | CUSIP: 3132AED78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3314546 | PA      | $3028174.50   | 0.05%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING CLO LTD                                                                      | CEDF 2021-14A AR                                                                               | CUSIP: 15034AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  37860000 | PA      | $37994781.60  | 0.62%             | 2037-10-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                                                | MWGAME 4.875 05/01/29 144A                                                                     | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |    454000 | PA      | $441333.58    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties Inc.                                                                   | MRP 6.375 08/01/30 144A                                                                        | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12640000 | PA      | $12854753.60  | 0.21%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                    | FR QA1615                                                                                      | CUSIP: 31334XYL7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |   1748597 | PA      | $1617743.91   | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR QA5622                                                                                      | CUSIP: 3133A0G73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    355654 | PA      | $316988.80    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Millrose Properties Inc.                                                                   | MRP 6.25 09/15/32 144A                                                                         | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7479000 | PA      | $7498547.26   | 0.12%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Athenahealth Group Inc.                                                                    | ATHENA 6.5 02/15/30 144A                                                                       | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    254000 | PA      | $251921.76    | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR QN0783                                                                                      | CUSIP: 3133G62Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100762 | PA      | $97150.03     | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR QN0786                                                                                      | CUSIP: 3133G62T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223823 | PA      | $216002.42    | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR QA4936                                                                                      | CUSIP: 31346YPV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227046 | PA      | $202362.83    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BO3223                                                                                      | CUSIP: 3140JXSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82913 | PA      | $80015.00     | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUC (End User Computing)                                                                   | EUC (End User Computing) Term Loan B 450 2031-04-01                                            | CUSIP: 60753DAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15926648 | PA      | $15710522.89  | 0.25%             | 2031-07-01      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Mohegan Escrow Issuer LLC                                                                  | MOHEGN 8.25 04/15/30 144A                                                                      | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13956000 | PA      | $14500842.24  | 0.24%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                           | FN FA2021                                                                                      | CUSIP: 3140W2G70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  38201758 | PA      | $38374354.57  | 0.62%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN FS5362                                                                                      | CUSIP: 3140XL5Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3893166 | PA      | $3828117.61   | 0.06%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                                          | MOLX 5.25 04/30/32 144A                                                                        | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1744207.57   | 0.03%             | 2032-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                             | MS V4.431 01/23/30 GMTN                                                                        | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2732000 | PA      | $2745078.47   | 0.04%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN 995757                                                                                      | CUSIP: 31416CE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       459 | PA      | $482.54       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AB6280                                                                                      | CUSIP: 31417C6S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    780570 | PA      | $713129.74    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                             | MS V3.622 04/01/31 MTN                                                                         | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1049868.24   | 0.02%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                             | MS V6.296 10/18/28                                                                             | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    241000 | PA      | $251143.44    | 0.00%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AB8517                                                                                      | CUSIP: 31417FPB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27304 | PA      | $24992.91     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                    | FN MA1327                                                                                      | CUSIP: 31418APM4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    961738 | PA      | $878645.05    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                    | FN MA1363                                                                                      | CUSIP: 31418AQR2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    411227 | PA      | $375697.45    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                    | FN MA1384                                                                                      | CUSIP: 31418ARE0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    368813 | PA      | $337592.32    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                             | MS V5.948 01/19/38                                                                             | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    427000 | PA      | $447700.95    | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                             | MS V5.164 04/20/29 MTN                                                                         | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220080.78    | 0.00%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Moss Creek Resources Holdings Inc                                                          | MSSCRK 8.25 09/01/31 144A                                                                      | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    268000 | PA      | $262615.45    | 0.00%             | 2031-09-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                     | MSI 2.3 11/15/30                                                                               | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     93000 | PA      | $84064.49     | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                    | FN MA1447                                                                                      | CUSIP: 31418ATD0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    311058 | PA      | $284725.63    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN MA2894                                                                                      | CUSIP: 31418CGC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34808 | PA      | $31323.79     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MTN COML MTG TR 2022-LPFL                                                                  | MTN 2022-LPFL F                                                                                | CUSIP: 62475WAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19300000 | PA      | $19322355.50  | 0.31%             | 2039-03-15      | Variable      | 9.45%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                                        | MEDIND 5.25 10/01/29 144A                                                                      | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188357.11    | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR SL1631                                                                                      | CUSIP: 31427NY52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21408360 | PA      | $21505083.30  | 0.35%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR RJ3069                                                                                      | CUSIP: 3142GTMT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28338615 | PA      | $28681487.77  | 0.46%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockcliff Energy II LLC                                                                    | RCKENE 5.5 10/15/29 144A                                                                       | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    196000 | PA      | $191794.72    | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT LINKED N                                                        | SBCLN 2024-B E                                                                                 | CUSIP: 80280BAE8<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6045671.21   | 0.10%             | 2033-01-18      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Ferrellgas, L.P. / Ferrellgas Finance Corp.                                                | FGP 5.875 04/01/29 144A                                                                        | CUSIP: 315289AC2<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |    276000 | PA      | $256857.16    | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc.                        | FRTITA 4.625 01/15/29 144A                                                                     | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $185588.93    | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT LINKED N                                                        | SBCLN 2024-B F                                                                                 | CUSIP: 80280BAF5<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-O            | CORP              | US        |  16200000 | PA      | $16365928.50  | 0.27%             | 2033-01-18      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT LINKED N                                                        | SBCLN 2024-B G                                                                                 | CUSIP: 80280BAG3<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-O            | CORP              | US        |  10013000 | PA      | $10111231.54  | 0.16%             | 2033-01-18      | Fixed         | 12.23%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                      | SBCLN 2023-A E                                                                                 | CUSIP: 80290CBX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79191 | PA      | $79566.75     | 0.00%             | 2033-06-15      | Fixed         | 10.07%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                      | SBCLN 2023-B E                                                                                 | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2421335 | PA      | $2459971.82   | 0.04%             | 2033-12-15      | Fixed         | 8.41%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                      | SBCLN 2023-B F                                                                                 | CUSIP: 80290CCF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5469369 | PA      | $5697121.43   | 0.09%             | 2033-12-15      | Fixed         | 12.24%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                      | SBCLN 2023-B G                                                                                 | CUSIP: 80290CCG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2563767 | PA      | $2666148.04   | 0.04%             | 2033-12-15      | Fixed         | 17.13%                | Yes           |                  2 | On Loan: No      |
| FORA FINANCIAL ASSET SECURITIZATION                                                        | FORA 2024-1A A                                                                                 | CUSIP: 34512PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4962000 | PA      | $5003710.08   | 0.08%             | 2029-08-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                              | F 4.125 08/17/27                                                                               | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250830.40    | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                      | SBCLN 2024-A E                                                                                 | CUSIP: 80290CCM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5922338 | PA      | $6011444.37   | 0.10%             | 2032-06-15      | Fixed         | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                      | SBCLN 2024-A F                                                                                 | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6707773 | PA      | $6808474.36   | 0.11%             | 2032-06-15      | Fixed         | 10.17%                | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                              | F 3.375 11/13/25                                                                               | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1838611.84   | 0.03%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                              | F 2.9 02/16/28                                                                                 | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247189.90    | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                      | SBCLN 2024-A G                                                                                 | CUSIP: 80290CCP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6501940 | PA      | $6656587.09   | 0.11%             | 2032-06-15      | Fixed         | 13.03%                | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                            | SRFC 2024-2A D                                                                                 | CUSIP: 82650DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2044617 | PA      | $2053272.87   | 0.03%             | 2041-06-20      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                              | F 7.35 11/04/27                                                                                | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4159000 | PA      | $4337790.54   | 0.07%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                              | F 6.5 02/07/35                                                                                 | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  19361000 | PA      | $19890623.06  | 0.32%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                            | SRFC 2021-1A D                                                                                 | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1286593 | PA      | $1274939.75   | 0.02%             | 2037-11-20      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                            | SRFC 2024-3A D                                                                                 | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3633555 | PA      | $3605058.72   | 0.06%             | 2041-08-20      | Fixed         | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                              | F 3.815 11/02/27                                                                               | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    268000 | PA      | $261447.99    | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                                               | PSDO 7.5 06/01/31 144A                                                                         | CUSIP: 34966MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $245007.59    | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                            | SRFC 2025-1A D                                                                                 | CUSIP: 82653CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6788396 | PA      | $6722912.42   | 0.11%             | 2042-01-21      | Fixed         | 6.86%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                            | SRFC 2022-3A C                                                                                 | CUSIP: 826934AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    548306 | PA      | $560599.02    | 0.01%             | 2039-07-20      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Foundation Building Materials                                                              | Foundation Building Materials Term Loan B-2 (Incremental) 400 2031-01-16                       | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |  13649842 | PA      | $13666904.01  | 0.22%             | 2031-01-29      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials                                                              | Foundation Building Materials Term Loan B-3 (Incremental) 525 2031-01-01                       | CUSIP: 35039KAE6<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |   3787000 | PA      | $3801882.91   | 0.06%             | 2031-01-29      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2024-1 RECEIVABLES                                                        | SRFC 2024-1A D                                                                                 | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    972740 | PA      | $984907.09    | 0.02%             | 2043-01-20      | Fixed         | 8.02%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                            | SRFC 2023-1A C                                                                                 | CUSIP: 826943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    727687 | PA      | $742216.19    | 0.01%             | 2040-01-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | SLST 2020-2 M1                                                                                 | CUSIP: 35564CGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4905980 | PA      | $4875796.79   | 0.08%             | 2060-09-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                              | STACR 2021-DNA2 B2                                                                             | CUSIP: 35564KDY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12308000 | PA      | $15043576.57  | 0.24%             | 2033-08-25      | Variable      | 10.36%                | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-3 RECEIVABLES                                                        | SRFC 2023-3A D                                                                                 | CUSIP: 826944AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1053433 | PA      | $1082753.83   | 0.02%             | 2040-09-20      | Fixed         | 9.44%                 | Yes           |                  2 | On Loan: No      |
| Southern Co.                                                                               | SO 5.7 03/15/34                                                                                | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    247000 | PA      | $260870.03    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                              | STACR 2021-DNA3 B2                                                                             | CUSIP: 35564KFH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20836000 | PA      | $25689399.20  | 0.42%             | 2033-10-25      | Variable      | 10.61%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                              | STACR 2021-DNA6 B1                                                                             | CUSIP: 35564KLU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14440000 | PA      | $14729970.83  | 0.24%             | 2041-10-25      | Variable      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Tapestry Inc                                                                               | TPR 5.5 03/11/35                                                                               | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76611.52     | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                              | SGI 4 04/15/29 144A                                                                            | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    198000 | PA      | $190030.01    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                              | STACR 2021-DNA7 B1                                                                             | CUSIP: 35564KND7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  38921208 | PA      | $39866540.48  | 0.65%             | 2041-11-25      | Variable      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                              | FREMOR 9.125 05/15/31 144A                                                                     | CUSIP: 35641AAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $258443.14    | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Tenneco LLC                                                                                | TENINC 8 11/17/28 144A                                                                         | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    392000 | PA      | $392715.66    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Terawulf Inc                                                                               | WULF 1 09/01/31                                                                                | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   7736000 | PA      | $9205840.00   | 0.15%             | 2031-09-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                              | FREMOR 8.375 04/01/32 144A                                                                     | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $256796.75    | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GN BB4357                                                                                      | CUSIP: 3617AUZW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2643 | PA      | $2525.86      | 0.00%             | 2047-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Company LLC                                                    | TEVA 6.15 02/01/36                                                                             | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |  10878000 | PA      | $11390136.24  | 0.18%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                          | CHTR 8.375 07/15/33                                                                            | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $249889.30    | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GN BC7161                                                                                      | CUSIP: 3617BA5W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       326 | PA      | $311.92       | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | G2 BH3672                                                                                      | CUSIP: 3617H1CH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       530 | PA      | $520.55       | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | G2 BH3673                                                                                      | CUSIP: 3617H1CJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1556 | PA      | $1528.06      | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                               | HESM 4.25 02/15/30 144A                                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17579000 | PA      | $17038229.53  | 0.28%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                      | CHTR 6.55 05/01/37                                                                             | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    247000 | PA      | $256944.64    | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                      | CHTR 7.3 07/01/38                                                                              | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    229000 | PA      | $250226.27    | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                               | HESM 5.125 06/15/28 144A                                                                       | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $66924.31     | 0.00%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                    | HILCRP 5.75 02/01/29 144A                                                                      | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    191000 | PA      | $188153.91    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                            | TDG 6.375 03/01/29 144A                                                                        | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    181000 | PA      | $185054.58    | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm                                                                                  | TransDigm Term Loan L (Incremental) 250 2032-01-01                                             | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   6778775 | PA      | $6774097.65   | 0.11%             | 2032-01-19      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                    | HILCRP 7.25 02/15/35 144A                                                                      | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249208.11    | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                                          | HI 6.25 02/15/29                                                                               | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    445000 | PA      | $456237.14    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Trimas Corporation                                                                         | TRS 4.125 04/15/29 144A                                                                        | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    198000 | PA      | $191675.62    | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXII Ltd.                                                            | MDPK 2018-32A A1R2                                                                             | CUSIP: 55817AAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20062112.00  | 0.33%             | 2037-07-22      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                          | HLT 3.75 05/01/29 144A                                                                         | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    197000 | PA      | $189512.93    | 0.00%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-1D                                                       | HGVT 2022-1D D                                                                                 | CUSIP: 43283BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    767640 | PA      | $768182.04    | 0.01%             | 2034-06-20      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                     | MINAU 8.5 05/01/30 144A                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    183000 | PA      | $190347.45    | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| STORM KING PARK CLO LTD                                                                    | STKPK 2022-1A AR                                                                               | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  23900000 | PA      | $23975727.15  | 0.39%             | 2037-10-15      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Inc                                                                 | HGVT 2025-1A C                                                                                 | CUSIP: 43283CAC5<br>LEI: 549300O9K6MFD8D07574 | Long             | ABS-O            | CORP              | US        |   2985550 | PA      | $3019841.98   | 0.05%             | 2042-05-27      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-1D                                                       | HGVT 2025-2A C                                                                                 | CUSIP: 43285JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6824447 | PA      | $6848086.56   | 0.11%             | 2044-05-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TGS ASA                                                                                    | TGSNO 8.5 01/15/30 144A                                                                        | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $205445.61    | 0.00%             | 2030-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Taseko Mines Limited                                                                       | TKOCN 8.25 05/01/30 144A                                                                       | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |  18640000 | PA      | $19742443.41  | 0.32%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                                        | HOF 2024-RTL1 A2                                                                               | CUSIP: 43789FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4359000 | PA      | $4372232.62   | 0.07%             | 2029-07-25      | Variable      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                        | HWIRE 2021-1 C                                                                                 | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2941757.18   | 0.05%             | 2051-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Telus Corp.                                                                                | TCN V6.625 10/15/55 **                                                                         | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51475.51     | 0.00%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Telus Corp.                                                                                | TCN V7 10/15/55                                                                                | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    183000 | PA      | $192958.31    | 0.00%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Hudson's Bay Simon JV Trust                                                                | HBCT 2015-HB7 A7                                                                               | CUSIP: 44422PAU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675305 | PA      | $672097.65    | 0.01%             | 2034-08-05      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Hudson's Bay Simon JV Trust                                                                | HBCT 2015-HB7 B7                                                                               | CUSIP: 44422PBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2979897.28   | 0.05%             | 2034-08-05      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                               | TRIVIU 12.25 01/15/31 144A                                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   5647000 | PA      | $6111979.63   | 0.10%             | 2031-01-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                               | TRIVIU 8.25 07/15/30 144A                                                                      | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   6366000 | PA      | $6790892.30   | 0.11%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Hudson's Bay Simon JV Trust                                                                | HBCT 2015-HB7 C7                                                                               | CUSIP: 44422PBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14134000 | PA      | $13964565.47  | 0.23%             | 2034-08-05      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Hudson's Bay Simon JV Trust                                                                | HBCT 2015-HB10 A10                                                                             | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3392497.87   | 0.06%             | 2034-08-05      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Hudson's Bay Simon JV Trust                                                                | HBCT 2015-HB10 B10                                                                             | CUSIP: 44422PBW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2610923 | PA      | $2533215.22   | 0.04%             | 2034-08-05      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Hudson's Bay Simon JV Trust                                                                | HBCT 2015-HB10 C10                                                                             | CUSIP: 44422PBY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3864419 | PA      | $3615960.35   | 0.06%             | 2034-08-05      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V                                             | TEVA 4.375 05/09/30                                                                            | CUSIP: N8539TAL8<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |  13996000 | PA      | $16820765.96  | 0.27%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                                | HUM 5.875 03/01/33                                                                             | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   4928000 | PA      | $5184765.51   | 0.08%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc.                                                                          | IM 4.75 05/15/29 144A                                                                          | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |    454000 | PA      | $441571.57    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                  | CHASE 2021-CL1 M1                                                                              | CUSIP: 46591HBX7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |   1236958 | PA      | $1221004.94   | 0.02%             | 2050-02-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                  | CHASE 2021-CL1 M4                                                                              | CUSIP: 46591HCA6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |   2002387 | PA      | $1992586.30   | 0.03%             | 2050-02-25      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                  | CHASE 2021-CL1 M5                                                                              | CUSIP: 46591HCB4<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |    801054 | PA      | $801048.22    | 0.01%             | 2050-02-25      | Variable      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                  | CACLN 2021-2 G                                                                                 | CUSIP: 48128U2S7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |    568193 | PA      | $568761.54    | 0.01%             | 2028-12-26      | Fixed         | 8.48%                 | Yes           |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                             | SCHW V5.853 05/19/34                                                                           | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $256856.21    | 0.00%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                             | SCHW V6.136 08/24/34                                                                           | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    233000 | PA      | $253804.37    | 0.00%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                              | STACR 2021-HQA3 B1                                                                             | CUSIP: 35564KKK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4734000 | PA      | $4815040.45   | 0.08%             | 2041-09-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                              | STACR 2021-HQA3 B2                                                                             | CUSIP: 35564KKL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  50800000 | PA      | $52537678.31  | 0.85%             | 2041-09-25      | Variable      | 10.61%                | Yes           |                  2 | On Loan: No      |
| Flutter Entertainment                                                                      | Flutter Entertainment Term Loan B (Incremental) 200 2032-05-17                                 | CUSIP: N3313EAJ9<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | NL        |   6632500 | PA      | $6619632.95   | 0.11%             | 2032-06-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                                  | EOFP 8 06/15/30 144A                                                                           | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $211616.80    | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                          | INEGRP 7.5 04/15/29 144a                                                                       | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $243224.35    | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| INEOS Quattro Finance 2 PLC                                                                | STYRO 9.625 03/15/29 144A                                                                      | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197903.85    | 0.00%             | 2029-03-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| ING Groep N.V.                                                                             | INTNED V6.114 09/11/34                                                                         | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    243000 | PA      | $262837.91    | 0.00%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                             | INTNED V5.55 03/19/35                                                                          | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207770.60    | 0.00%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Ithaca Energy (North Sea) plc                                                              | IAECN 8.125 10/15/29 144A                                                                      | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208953.20    | 0.00%             | 2029-10-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                                                            | CUSIP: G4768PAR2<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2900000 | PA      | $3181979.43   | 0.05%             | 2031-06-23      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                                                            | CUSIP: G4800AAF1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |  10760000 | PA      | $12670719.14  | 0.21%             | 2031-02-28      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Lonza Specialty Ingredients                                                                | Lonza Specialty Ingredients Term Loan B 400 2028-04-17                                         | CUSIP: L4780EAC8<br>LEI: 2221002FZ55AMAUX4G64 | Long             | LON              | CORP              | US        |  13922432 | PA      | $12531998.97  | 0.20%             | 2028-07-03      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Co.                                                   | FLTR 6.125 06/04/31 144a                                                                       | CUSIP: YO7612626<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   7340000 | PA      | $9947123.07   | 0.16%             | 2031-06-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                                        | ADVGRO 6.75 08/01/32 144A                                                                      | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   2834000 | PA      | $2927057.22   | 0.05%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                           | HACLN 2025-1 E                                                                                 | CUSIP: 446438TB9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   2834358 | PA      | $2834308.87   | 0.05%             | 2033-03-21      | Variable      | 11.54%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                              | STACR 2021-DNA7 B2                                                                             | CUSIP: 35564KNE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15600000 | PA      | $16538305.74  | 0.27%             | 2041-11-25      | Variable      | 12.16%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                              | STACR 2021-HQA4 B1                                                                             | CUSIP: 35564KPN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27058500 | PA      | $27741012.47  | 0.45%             | 2041-12-25      | Variable      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                           | HACLN 2025-2 D                                                                                 | CUSIP: 44644NAR0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   3295294 | PA      | $3298243.12   | 0.05%             | 2033-09-20      | Variable      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST 2021-1                                                               | THRM 2022-3A B                                                                                 | CUSIP: 882925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4436788 | PA      | $4499849.74   | 0.07%             | 2029-04-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| THUNDERBOLT III AIR LEASE 2019                                                             | TBOLT 2019-1 E                                                                                 | CUSIP: 88607BAA5<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |   5000000 | NS      | $257500.00    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tidewater Inc New                                                                          | TDW 9.125 07/15/30 144A                                                                        | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    252000 | PA      | $270257.33    | 0.00%             | 2030-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Topbuild Corporation                                                                       | BLD 3.625 03/15/29 144A                                                                        | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    202000 | PA      | $193659.21    | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                         | TAST 2024-1A C                                                                                 | CUSIP: 89616LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1251363.81   | 0.02%             | 2028-01-18      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                         | TAST 2024-1A D                                                                                 | CUSIP: 89616LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3145000 | PA      | $1958780.06   | 0.03%             | 2028-04-17      | Fixed         | 8.61%                 | Yes           |                  2 | On Loan: No      |
| Trimble Inc                                                                                | TRMB 6.1 03/15/33                                                                              | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    237000 | PA      | $254770.72    | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                                        | ADVGRO 8 08/01/33 144A                                                                         | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2870819.69   | 0.05%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                        | USLBMH 6.25 01/15/29 144A                                                                      | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    290000 | PA      | $268431.19    | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac Stacr Remic Trust                                                              | STACR 2021-HQA4 B2                                                                             | CUSIP: 35564KPP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19283000 | PA      | $20291617.22  | 0.33%             | 2041-12-25      | Variable      | 11.36%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                              | STACR 2022-DNA1 B2                                                                             | CUSIP: 35564KQZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18943000 | PA      | $20029562.59  | 0.32%             | 2042-01-27      | Variable      | 11.46%                | Yes           |                  2 | On Loan: No      |
| LV Collective LLC                                                                          | University of Michigan Student Housing Land Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    655336 | PA      | $655335.62    | 0.01%             | 2028-11-21      | Fixed         | 9.39%                 | No            |                  3 | On Loan: No      |
| ITT Holdings LLC                                                                           | INTMAT 6.5 08/01/29 144A                                                                       | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |  14443000 | PA      | $14199413.03  | 0.23%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                             | JHXAU 5.875 01/31/31 144A                                                                      | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |  14410000 | PA      | $14630683.82  | 0.24%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                             | JHXAU 6.125 07/31/32 144A                                                                      | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   2956000 | PA      | $3027753.94   | 0.05%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                       | JPM V5.14 01/24/31                                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $2164603.84   | 0.04%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Janus Detroit Street Trust                                                                 | Janus Detroit Street Trust HENDERSON EMERGING MARKETS DEBT HARD CURRENCY ETF                   | CUSIP: 47103U738<br>LEI: 5493003MM7OCK5UJW595 | Long             | EC               | RF                | US        |   4662146 | NS      | $248041552.28 | 4.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thunderbolt Aircraft Lease Limited / Thunderbolt Aircraft Lease US LLC                     | TBOLT 2018-A G                                                                                 | CUSIP: 88606X100<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |        10 | NS      | $1427241.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                  | TD V6.35 10/31/85                                                                              | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  11405000 | PA      | $11433512.50  | 0.19%             | 2085-10-31      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC/JFIN Co-Issuer Corp                                                  | JEFFIN 5 08/15/28                                                                              | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193236.94    | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                              | JEF 6.2 04/14/34                                                                               | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    102000 | PA      | $108446.05    | 0.00%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                             | JEFCAP 8.25 05/15/30 144A                                                                      | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    343000 | PA      | $358717.98    | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                                  | JMIKE 2025-1A A2                                                                               | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14945000 | PA      | $15224259.91  | 0.25%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                       | JPM V3.65 PERP KK                                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1409374.59   | 0.02%             | 2099-12-31      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| K Hovnanian Enterprises Inc                                                                | HOV 8 04/01/31 144A                                                                            | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |  11841000 | PA      | $12142154.64  | 0.20%             | 2031-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Wilson Inc                                                                         | KW 4.75 02/01/30                                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    205000 | PA      | $191408.50    | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                               | KSS 10 06/01/30 144A                                                                           | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $190283.80    | 0.00%             | 2030-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: —       |
| Kraken Oil & Gas Partners LLC                                                              | KRAOIG 7.625 08/15/29 144A                                                                     | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148677.20    | 0.00%             | 2029-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                  | KHC 6.875 01/26/39                                                                             | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    187000 | PA      | $208636.86    | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LGI Homes Inc                                                                              | LGIH 4 07/15/29 144A                                                                           | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |   6159000 | PA      | $5619902.11   | 0.09%             | 2029-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LGI Homes Inc                                                                              | LGIH 7 11/15/32 144A                                                                           | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |   7537000 | PA      | $7359315.23   | 0.12%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| LCM Investments Holdings II LLC                                                            | MAGLLC 4.875 05/01/29 144A                                                                     | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57805.41     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL1                                                                     | LHOME 2024-RTL1 A1                                                                             | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6076000 | PA      | $6109628.84   | 0.10%             | 2029-01-25      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL3                                                                     | LHOME 2024-RTL3 A2                                                                             | CUSIP: 50205GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3664908.00   | 0.06%             | 2029-05-25      | Variable      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL2                                                             | LHOME 2024-RTL2 A1                                                                             | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5303729 | PA      | $5350627.75   | 0.09%             | 2029-03-25      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL2                                                             | LHOME 2024-RTL2 A2                                                                             | CUSIP: 50205JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2075000 | PA      | $2105707.10   | 0.03%             | 2029-03-25      | Variable      | 8.90%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                       | LHOME 2024-RTL5 A2                                                                             | CUSIP: 50205WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9488000 | PA      | $9536928.67   | 0.15%             | 2039-09-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                          | LPLA 6 05/20/34                                                                                | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2053000 | PA      | $2145130.82   | 0.03%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                          | LPLA 5.75 06/15/35                                                                             | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3457000 | PA      | $3544950.06   | 0.06%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                          | LAMR 3.75 02/15/28                                                                             | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $185690.26    | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                          | LAMR 4.875 01/15/29                                                                            | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $187303.18    | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                       | LVS 5.625 06/15/28                                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    254000 | PA      | $259677.02    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                        | USLBMH 9.5 06/15/31 144A                                                                       | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    248000 | PA      | $260603.05    | 0.00%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                              | LBZZ 2024-1A B                                                                                 | CUSIP: 525935AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2545576.85   | 0.04%             | 2029-09-15      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                              | LBZZ 2024-1A C                                                                                 | CUSIP: 525935AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4981000 | PA      | $5084564.96   | 0.08%             | 2030-09-15      | Fixed         | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Tr 2023-2                                                          | LBZZ 2023-2A B                                                                                 | CUSIP: 52608MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9826000 | PA      | $10272788.17  | 0.17%             | 2029-06-15      | Fixed         | 8.69%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                              | LBZZ 2025-2A C                                                                                 | CUSIP: 52611JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3329000 | PA      | $3332915.86   | 0.05%             | 2031-04-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                    | LVLT 3.75 07/15/29 144A                                                                        | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   6822000 | PA      | $5815265.45   | 0.09%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                    | LVLT 6.875 06/30/33 144A                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   4496346 | PA      | $4582585.92   | 0.07%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                              | STACR 2022-DNA2 B2                                                                             | CUSIP: 35564KSQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17740000 | PA      | $19204450.56  | 0.31%             | 2042-02-25      | Variable      | 12.86%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                              | STACR 2023-HQA3 M2                                                                             | CUSIP: 35564NAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7490866 | PA      | $7900354.09   | 0.13%             | 2043-11-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Huntsworth/UDG Healthcare                                                                  | Huntsworth/UDG Healthcare Term Loan B 425 2028-07-21                                           | CUSIP: 12509YAE6<br>LEI: 984500803A2B056E7D30 | Long             | LON              | CORP              | GB        |   4286000 | PA      | $4253855.00   | 0.07%             | 2028-08-19      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                    | LVLT 7 03/31/34 144A                                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |  13474086 | PA      | $13707310.17  | 0.22%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OASIS SECURITISATION 24-1A                                                                 | OASIS 2024-1A A                                                                                | CUSIP: 53161XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7984928.80   | 0.13%             | 2038-09-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OASIS SECURITISATION 24-1A                                                                 | OASIS 2024-1A B                                                                                | CUSIP: 53161XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3001441.50   | 0.05%             | 2038-09-30      | Fixed         | 7.91%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                                                              | LIFE 2021-BMR E                                                                                | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12600000 | PA      | $12488913.30  | 0.20%             | 2038-03-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                                                              | LIFE 2022-BMR2 D                                                                               | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $8805043.39   | 0.14%             | 2039-05-16      | Variable      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                      | RGCARE 11 10/15/30 144A                                                                        | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   5887000 | PA      | $6488398.26   | 0.11%             | 2030-10-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                      | RGCARE 10 06/01/32 144A                                                                        | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   6673000 | PA      | $7006376.41   | 0.11%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Lightning Power LLC                                                                        | LIGPLL 7.25 08/15/32 144A                                                                      | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |  12968000 | PA      | $13729429.09  | 0.22%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                                                      | LONRID 8.75 02/15/32 144A                                                                      | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21748000 | PA      | $22354945.58  | 0.36%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                     | MSI 5.4 04/15/34                                                                               | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    253000 | PA      | $262246.48    | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                              | STACR 2024-HQA2 M2                                                                             | CUSIP: 35564NEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8748096 | PA      | $8788591.92   | 0.14%             | 2044-08-25      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                              | STACR 2024-DNA3 M2                                                                             | CUSIP: 35564NFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10310573 | PA      | $10318656.89  | 0.17%             | 2044-10-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                     | MSI 5.55 08/15/35                                                                              | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    253000 | PA      | $263567.67    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OVG Business Services                                                                      | OVG Business Services Term Loan B 300 2031-06-03                                               | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10204509 | PA      | $10178998.03  | 0.17%             | 2031-06-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                    | NBR 9.125 01/31/30 144A                                                                        | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    183000 | PA      | $190320.00    | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| New Flyer Holdings Inc.                                                                    | NFICN 9.25 07/01/30 144A                                                                       | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $192666.31    | 0.00%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| OAK STREET INVESTMENT                                                                      | OAKIG 2020-1A B1                                                                               | CUSIP: 67181DAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4499000 | PA      | $3625920.91   | 0.06%             | 2050-11-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| OAK STREET INVESTMENT GRADE NE                                                             | OAKIG 2021-1A B1                                                                               | CUSIP: 67190AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $4876023.13   | 0.08%             | 2051-01-20      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                             | SOLEIN 7.25 02/15/33 144*                                                                      | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   8473000 | PA      | $8481824.97   | 0.14%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                              | OMF 7.875 03/15/30                                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    236000 | PA      | $249724.58    | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                              | OMF 7.5 05/15/31                                                                               | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    243000 | PA      | $254022.92    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                              | OMF 6.625 05/15/29                                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    186000 | PA      | $191184.01    | 0.00%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                              | OMF 6.75 03/15/32                                                                              | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    249000 | PA      | $253611.73    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                              | OMF 6.125 05/15/30                                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  10858000 | PA      | $10995733.73  | 0.18%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                                          | FLXJET 8.875 12/15/29 144A                                                                     | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115670.83    | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                                     | OTEXCN 4.125 02/15/30 144A                                                                     | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $186617.49    | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Open Trust 2023-AIR                                                                        | OPEN 2023-AIR D                                                                                | CUSIP: 68373BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $11996042.52  | 0.19%             | 2040-11-15      | Variable      | 10.83%                | Yes           |                  2 | On Loan: No      |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV                                          | OGN 7.875 05/15/34 144a                                                                        | CUSIP: 68622FAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |  18438000 | PA      | $17080981.64  | 0.28%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                          | PNC V4.626 06/06/33                                                                            | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    248000 | PA      | $246115.93    | 0.00%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                          | PNC V5.354 12/02/28                                                                            | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    248000 | PA      | $254348.22    | 0.00%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2019-R04                                               | CAS 2019-R04 2B1                                                                               | CUSIP: 20753TAC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3821401 | PA      | $3935874.76   | 0.06%             | 2039-06-27      | Variable      | 9.72%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                          | PNC V6.875 10/20/34                                                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1702828.03   | 0.03%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                             | PAID 2022-1 C                                                                                  | CUSIP: 69546MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2141898 | PA      | $2124692.82   | 0.03%             | 2029-10-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | CAS 2019-R05 1B1                                                                               | CUSIP: 20754HAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5786816 | PA      | $5898474.85   | 0.10%             | 2039-07-25      | Variable      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                     | TFC V6.123 10/28/33 MTN                                                                        | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37709.45     | 0.00%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES                                                               | PWNE 2022-1 D                                                                                  | CUSIP: 70410DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4964789.00   | 0.08%             | 2028-07-17      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES                                                               | PWNE 2022-1 E                                                                                  | CUSIP: 70410DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5379000 | PA      | $4707155.91   | 0.08%             | 2029-09-17      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                     | TFC V5.867 06/08/34 MTN                                                                        | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    248000 | PA      | $262762.40    | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                               | TACLN 2025-1 C                                                                                 | CUSIP: 897926CC3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1951378.46   | 0.03%             | 2033-09-26      | Fixed         | 6.81%                 | Yes           |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                                     | PENN 4.125 07/01/29 144A                                                                       | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18113000 | PA      | $16977615.58  | 0.28%             | 2029-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| Pennymac Financial Services Inc                                                            | PFSI 6.875 02/15/33 144A                                                                       | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    243000 | PA      | $251045.00    | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                               | TACLN 2025-1 D                                                                                 | CUSIP: 897926CE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2501004.75   | 0.04%             | 2033-09-26      | Fixed         | 9.69%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                               | USFOOD 4.75 02/15/29 144A                                                                      | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    189000 | PA      | $186173.68    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                            | PFSI 6.75 02/15/34 144A                                                                        | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   9232000 | PA      | $9417433.95   | 0.15%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                                 | PFGC 4.25 08/01/29 144A                                                                        | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    197000 | PA      | $191363.14    | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| USI Inc                                                                                    | USI Inc Term Loan B 225 2030-09-01                                                             | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   8633750 | PA      | $8619935.61   | 0.14%             | 2030-09-29      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. AUTO FD TR 2022-1                                                                     | USAUT 2022-1A A                                                                                | CUSIP: 90355FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13201 | PA      | $13191.83     | 0.00%             | 2025-04-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                 | PPC 6.25 07/01/33                                                                              | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   8897000 | PA      | $9497013.68   | 0.15%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Planet Financial Group LLC                                                                 | PLNFIN 10.5 12/15/29 144A                                                                      | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $244982.72    | 0.00%             | 2029-12-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| U S Bank National Assn Minneapolis Minnesota                                               | USCLN 2023-1 C                                                                                 | CUSIP: 90357PAW4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   1051541 | PA      | $1073987.46   | 0.02%             | 2032-08-25      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                     | UAL 3.75 09/03/26 A                                                                            | CUSIP: 90932QAA4<br>LEI: 549300MKG4NHSVSIVR18 | Long             | ABS-O            | CORP              | US        |   7222995 | PA      | $7172100.91   | 0.12%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                                      | PLTK 4.25 03/15/29 144A                                                                        | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    209000 | PA      | $191876.63    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Post Holdings Inc.                                                                         | POST 4.625 04/15/30 144A                                                                       | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91581.18     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust 2012-1                                             | UACST 2024-1 D                                                                                 | CUSIP: 90945DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4536473.15   | 0.07%             | 2029-11-12      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                              | USB V5.678 01/23/35                                                                            | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2638000 | PA      | $2777527.67   | 0.05%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                         | POST 4.5 09/15/31 144A                                                                         | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    272000 | PA      | $254115.79    | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Prima Capital Cre Securitization 2019-VII Ltd.                                             | PRIMA 2019-7A D                                                                                | CUSIP: 74166VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10500000 | PA      | $9929983.35   | 0.16%             | 2050-12-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                              | UVN 8.5 07/31/31 144A                                                                          | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   8845000 | PA      | $9133718.49   | 0.15%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                              | UVN 9.375 08/01/32 144A                                                                        | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   9854000 | PA      | $10501082.62  | 0.17%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| ProAmpac                                                                                   | ProAmpac Term Loan B 400 2028-09-01                                                            | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |  14123608 | PA      | $14155386.40  | 0.23%             | 2028-09-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates LP / PFG Finance Corp                                         | PROFUN 9.75 09/15/29 144A                                                                      | CUSIP: 74387UAK7<br>LEI: 54930043BMDE130FJ617 | Long             | DBT              | CORP              | US        |    162000 | PA      | $171174.71    | 0.00%             | 2029-09-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                                 | USAC 6.25 10/01/33 144A                                                                        | CUSIP: 91740PAH1<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |  16659000 | PA      | $16722724.17  | 0.27%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                         | XEL 5.35 05/15/34                                                                              | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    256000 | PA      | $264411.11    | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                         | XEL 5.15 09/15/35                                                                              | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    261000 | PA      | $264340.05    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LifePoint Health                                                                           | LifePoint Health Term Loan B (Incremental) 350 2031-05-01                                      | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    986291 | PA      | $981054.05    | 0.02%             | 2031-05-19      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                           | PARA V6.375 03/30/62                                                                           | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    189000 | PA      | $188684.58    | 0.00%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                        | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   4951826 | PA      | $5831442.38   | 0.09%             | 2029-09-16      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   5760000 | PA      | $6800418.85   | 0.11%             | 2029-04-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Qlik Technologies                                                                          | Qlik Technologies Second-lien Term Loan 500 2032-11-09                                         | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4952000 | PA      | $4914860.00   | 0.08%             | 2033-05-09      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy                                                                          | Long Ridge Energy Term Loan B 450 2032-01-21                                                   | CUSIP: 54288BAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7000455 | PA      | $6836364.33   | 0.11%             | 2032-02-19      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Osaic                                                                                      | Osaic Term Loan B 300 2032-07-07                                                               | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   4989000 | PA      | $4985308.14   | 0.08%             | 2032-07-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Cognita Schools                                                                            | Cognita Schools Term Loan B 350 2031-10-01                                                     | CUSIP: N/A<br>LEI: 894500YKKF2CXAP6DR25       | Long             | LON              | CORP              | GB        |    898229 | PA      | $900475.02    | 0.01%             | 2031-10-27      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Cognita Schools                                                                            | Cognita Schools Term Loan B 350 2031-10-01                                                     | CUSIP: N/A<br>LEI: 894500YKKF2CXAP6DR25       | Long             | LON              | CORP              | GB        |   5754578 | PA      | $5768963.94   | 0.09%             | 2031-10-27      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Solenis                                                                                    | Solenis Term Loan B (Incremental) 325 2032-07-15                                               | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   4667000 | PA      | $4628683.93   | 0.08%             | 2032-07-23      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                                                | PROGRP 5.375 04/15/31 REGS                                                                     | CUSIP: D6S035AH1<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |  13000000 | PA      | $15409057.52  | 0.25%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                     | ISPIM 5.71 01/15/26                                                                            | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    276000 | PA      | $276600.32    | 0.00%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO 2021-2 Ltd.                                                                    | INVCO 2021-2A D                                                                                | CUSIP: 46149MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5022533.50   | 0.08%             | 2034-07-17      | Variable      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.            | JBSSBZ 5.5 01/15/36 144A                                                                       | CUSIP: 472140AE2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |   6191000 | PA      | $6322311.11   | 0.10%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                    | JBSSBZ 6.75 03/15/34                                                                           | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   2262000 | PA      | $2500649.03   | 0.04%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KKR CLO 24 LTD                                                                             | KKR 35A AR                                                                                     | CUSIP: 48254LAN5<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20023812.00  | 0.32%             | 2038-01-20      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Kedrion S.p.A.                                                                             | KEDRIM 6.5 09/01/29 144A                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $197364.24    | 0.00%             | 2029-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                                      | KIOXIA 6.25 07/24/30 144A                                                                      | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   3769000 | PA      | $3844395.08   | 0.06%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                                      | KIOXIA 6.625 07/24/33 144A                                                                     | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |  13940000 | PA      | $14330738.20  | 0.23%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LATAM Airlines Group SA                                                                    | LTMCI 7.625 01/07/31 144A                                                                      | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |  16656000 | PA      | $17246222.35  | 0.28%             | 2031-01-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                   | LLOYDS V3.574 11/07/28                                                                         | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    256000 | PA      | $252638.45    | 0.00%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                   | LLOYDS V5.871 03/06/29                                                                         | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207455.22    | 0.00%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                   | LLOYDS V5.59 11/26/35                                                                          | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207871.06    | 0.00%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                       | NCLH 7.75 02/15/29 144A                                                                        | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    409000 | PA      | $435463.53    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                                                                       | GCAT 2022-INV1 A26                                                                             | CUSIP: 36168YBC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14412053 | PA      | $12398325.51  | 0.20%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                       | GM V5.75 PERP A                                                                                | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  13680000 | PA      | $13554992.16  | 0.22%             | 2099-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Cpts 2019-Cpt Mtg Trust                                                                    | CPTS 2019-CPT F                                                                                | CUSIP: 12654YAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11135000 | PA      | $8541842.92   | 0.14%             | 2039-11-13      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                               | CAS 2024-R04 1B1                                                                               | CUSIP: 20753GAG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4590000 | PA      | $4636343.24   | 0.08%             | 2044-05-25      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | CAS 2025-R01 1M2                                                                               | CUSIP: 20755JAC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7908000 | PA      | $7901581.48   | 0.13%             | 2045-01-25      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | CAS 2024-R06 1M2                                                                               | CUSIP: 20755RAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4335227 | PA      | $4342038.54   | 0.07%             | 2044-09-26      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Gracie Point International Funding 2020-B                                                  | GPIF 2023-2A C                                                                                 | CUSIP: 38410JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5019393.50   | 0.08%             | 2027-03-01      | Variable      | 9.76%                 | Yes           |                  2 | On Loan: No      |
| Gracie Point International Funding 2020-B                                                  | GPIF 2024-1A C                                                                                 | CUSIP: 38410KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4405132.16   | 0.07%             | 2028-03-01      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | CAS 2024-R03 2B1                                                                               | CUSIP: 207941AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8290000 | PA      | $8561884.61   | 0.14%             | 2044-03-25      | Variable      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION II LLC                                                          | CPEF 2023-1A B                                                                                 | CUSIP: 224092AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6524000 | PA      | $6671479.01   | 0.11%             | 2032-03-15      | Fixed         | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Gracie Point International Funding 2020-B                                                  | GPIF 2024-1A D                                                                                 | CUSIP: 38410KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2710111.77   | 0.04%             | 2028-03-01      | Variable      | 11.51%                | Yes           |                  2 | On Loan: No      |
| Great Wolf Trust 2015-Wolf Mz                                                              | GWT 2024-WOLF D                                                                                | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6684000 | PA      | $6715833.04   | 0.11%             | 2039-03-15      | Variable      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| American Airlines                                                                          | American Airlines Term Loan B (Incremental) 325 2032-05-04                                     | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | CY        |   2370060 | PA      | $2378947.73   | 0.04%             | 2032-05-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                            | BGS 8 09/15/28 144A                                                                            | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    260000 | PA      | $251917.07    | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                           | ABCSUP 3.875 11/15/29 144A                                                                     | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    201000 | PA      | $190707.07    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| DROP MTGE TST                                                                              | DROP 2021-FILE A                                                                               | CUSIP: 26210YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2650000 | PA      | $2577796.95   | 0.04%             | 2043-10-15      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION II LLC                                                          | CPEF 2023-1A C                                                                                 | CUSIP: 224092AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5716928.88   | 0.09%             | 2032-03-15      | Fixed         | 7.56%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2023-K511 MORTGAGE TRUST                                                             | FREMF 2023-K511 C                                                                              | CUSIP: 30334FAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19094019 | PA      | $17817415.80  | 0.29%             | 2028-11-25      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| DROP MTGE TST                                                                              | DROP 2021-FILE D                                                                               | CUSIP: 26210YAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $13302354.72  | 0.22%             | 2043-10-15      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| NW 2021-FRR1 BK88                                                                          | NW 2021-FRR1 BK88                                                                              | CUSIP: 62955LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $17084438.00  | 0.28%             | 2051-12-18      | Variable      | 2.61%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                       | NCLH 5.875 01/15/31 144A                                                                       | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  25683000 | PA      | $25682037.66  | 0.42%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OCP Clo 2017-14 Ltd / LLC                                                                  | OCP 2017-14A A1R                                                                               | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20063606.00  | 0.33%             | 2037-07-20      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Ahlstrom-Munksjo                                                                           | Ahlstrom-Munksjo Term Loan B (Incremental) 425 2030-05-18                                      | CUSIP: 78475BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | FI        |  11458779 | PA      | $11444455.53  | 0.19%             | 2030-05-23      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Swch Commercial Mortgage Trust 2025-Data                                                   | SWCH 2025-DATA E                                                                               | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21830000 | PA      | $21731837.23  | 0.35%             | 2042-02-17      | Variable      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| Swch Commercial Mortgage Trust 2025-Data                                                   | SWCH 2025-DATA F                                                                               | CUSIP: 78489CAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24830000 | PA      | $24702891.24  | 0.40%             | 2042-02-17      | Variable      | 8.39%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                        | GRADE 2023-FIG4 C                                                                              | CUSIP: 79581UAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5302298 | PA      | $5432339.20   | 0.09%             | 2053-11-25      | Variable      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| Sofi Consumer Ln Program 2016-5 Llc                                                        | SCLP 2025-3 D                                                                                  | CUSIP: 83390JAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10243000 | PA      | $10255079.44  | 0.17%             | 2034-08-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                                                            | SOLV 5.6 03/23/34                                                                              | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   4057000 | PA      | $4223861.89   | 0.07%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARTFI 2024-1A C                                                                            | ARTFI 2024-1A D                                                                                | CUSIP: 83589CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4015610.00   | 0.07%             | 2031-12-22      | Fixed         | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                                 | STENOR 7.375 06/01/31 144A                                                                     | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    233000 | PA      | $244654.19    | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Specialty Building Products Holding Llc / Sbp Finance                                      | SBPLLC 7.75 10/15/29 144A                                                                      | CUSIP: 84749AAC1<br>LEI: 549300ICFD46O3KMJC06 | Long             | DBT              | CORP              | US        |    187000 | PA      | $189954.23    | 0.00%             | 2029-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| Star Leasing Co LLC                                                                        | TRAILR 7.625 02/15/30 144A                                                                     | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    197000 | PA      | $191431.14    | 0.00%             | 2030-02-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Star Parent Inc.                                                                           | SYNH 9 10/01/30 144A                                                                           | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |   4342000 | PA      | $4590332.01   | 0.07%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                              | STWD 6.5 07/01/30 144A                                                                         | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41373.73     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Oha Credit Partners Xv Limited                                                             | OAKC 2021-8A A2R                                                                               | CUSIP: 67707GAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  26000000 | PA      | $26046472.40  | 0.42%             | 2038-01-20      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Ontario Gaming GTA LP / OTG Co Issuer Inc.                                                 | ONGAME 8 08/01/30 144A                                                                         | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |    191000 | PA      | $189790.80    | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| FS COMMERCIAL MORTGAGE TRUST 2023-4                                                        | FS 2023-4SZN D                                                                                 | CUSIP: 30334RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5193000 | PA      | $5335880.81   | 0.09%             | 2039-11-10      | Variable      | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2025-1                                                                    | FHF 2025-1A C                                                                                  | CUSIP: 30340RAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6100000 | PA      | $6181653.10   | 0.10%             | 2031-08-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Air Transport                                                                              | Air Transport Term Loan B 275 2032-01-23                                                       | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |  13487000 | PA      | $13476884.75  | 0.22%             | 2032-04-09      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| StoneX Escrow Issuer LLC                                                                   | SNEX 6.875 07/15/32 144A                                                                       | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12451000 | PA      | $12816018.87  | 0.21%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Summit Midstream Holdings, LLC / Summit Midstream Finance Corp.                            | SUMMPL 8.625 10/31/29 144A                                                                     | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $260274.80    | 0.00%             | 2029-10-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                                       | SXC 4.875 06/30/29 144A                                                                        | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    209000 | PA      | $195337.77    | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                  | SUN V7.875 PERP 144A                                                                           | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  35276000 | PA      | $35830185.96  | 0.58%             | 2099-12-31      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Syneos Health fka INC Research/inVentiv Health                                             | Syneos Health fka INC Research/inVentiv Health Term Loan B 400 2030-09-04                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |  20327249 | PA      | $20318711.73  | 0.33%             | 2030-09-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                   | HCA 4.125 06/15/29                                                                             | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49566.66     | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                                                  | HAHGRO 9.75 10/01/31 144A                                                                      | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87407.22     | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| 280 Park Avenue Trust                                                                      | PRK 2017-280P B                                                                                | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5400000 | PA      | $5366013.73   | 0.09%             | 2034-09-15      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Ahlstrom-Munksjo                                                                           | Ahlstrom-Munksjo Term Loan B 400 2028-02-29                                                    | CUSIP: BL3566777<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |   3559074 | PA      | $3544838.15   | 0.06%             | 2028-02-04      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                            | SOBOCN V7.625 03/01/55                                                                         | CUSIP: 836720AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    182000 | PA      | $190150.87    | 0.00%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Start II Ltd                                                                               | Start II Ltd COM                                                                               | CUSIP: 85572H101<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |   1500000 | NS      | $1125000.00   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kantar                                                                                     | Kantar Term Loan B (Incremental) 500 2029-02-01                                                | CUSIP: L8869UAC7<br>LEI: 213800CCW2O2WZ7YV169 | Long             | LON              | CORP              | LU        |  11083013 | PA      | $10879860.97  | 0.18%             | 2029-02-15      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                                       | PKICN 4.5 10/01/29 144A                                                                        | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    196000 | PA      | $190880.90    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PRIMA CAP LTD                                                                              | PRIMA 2019-1S C                                                                                | CUSIP: 74166KAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8432000 | PA      | $6832146.05   | 0.11%             | 2033-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                                                            | CUSIP: L7000HAH7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2660000 | PA      | $3124546.05   | 0.05%             | 2030-01-21      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                             | SOLEIN 5.375 10/01/29 REGs                                                                     | CUSIP: U68195AC7<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3941245.20   | 0.06%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco PLC                                                                         | PURGYM 8.25 10/11/28 REGS                                                                      | CUSIP: G7113BAC1<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |   5150000 | PA      | $6334745.99   | 0.10%             | 2028-10-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Heartland Dental                                                                           | Heartland Dental Term Loan B 375 2032-07-28                                                    | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |  24288529 | PA      | $24234122.29  | 0.39%             | 2032-08-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                          | HRI 7 06/15/30 144A                                                                            | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   6988000 | PA      | $7258617.29   | 0.12%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2025-1                                                                    | FHF 2025-1A D                                                                                  | CUSIP: 30340RAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4340000 | PA      | $4394252.04   | 0.07%             | 2032-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR ZK8962                                                                                      | CUSIP: 3131XC5X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123208 | PA      | $119749.85    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR ZK9163                                                                                      | CUSIP: 3131XDFC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71893 | PA      | $69816.87     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR ZM1434                                                                                      | CUSIP: 3131XUSX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1944 | PA      | $1825.07      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR ZM6276                                                                                      | CUSIP: 3131Y06M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1137 | PA      | $1097.11      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR ZN4240                                                                                      | CUSIP: 3131YAV98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    401270 | PA      | $397217.19    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                                     | LUMN 4.125 04/15/29 144A                                                                       | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   5670000 | PA      | $5559321.71   | 0.09%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                                     | LUMN 10 10/15/32 144A                                                                          | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5058290.95   | 0.08%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| LUXURY LEASE PT AUTO 2021-ARC2                                                             | LLP 2024-4 A                                                                                   | CUSIP: 55068XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2055751 | PA      | $2064899.98   | 0.03%             | 2030-07-15      | Fixed         | 7.29%                 | Yes           |                  2 | On Loan: No      |
| LUXURY LEASE PT AUTO 2021-ARC2                                                             | LLP 2024-4 B                                                                                   | CUSIP: 55068XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $5122658.28   | 0.08%             | 2030-07-15      | Fixed         | 10.49%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AL5887                                                                                      | CUSIP: 3138ENRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2543 | PA      | $2535.71      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AL5942                                                                                      | CUSIP: 3138ENS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4068 | PA      | $4121.33      | 0.00%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                            | MADIAQ 5.875 06/30/29 144A                                                                     | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62237.71     | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust 2017-1                                                              | MFT 2023-1A D                                                                                  | CUSIP: 57110PAD3<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |  14300000 | PA      | $14612158.51  | 0.24%             | 2033-04-15      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AL6542                                                                                      | CUSIP: 3138EPHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4209 | PA      | $4197.23      | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AL8438                                                                                      | CUSIP: 3138ETLU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1592038 | PA      | $1457267.80   | 0.02%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | CAS 2024-R01 1B1                                                                               | CUSIP: 20753UAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14329655 | PA      | $14660254.22  | 0.24%             | 2044-01-25      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNR 2018-27 EA                                                                                 | CUSIP: 3136B1N26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11456 | PA      | $10399.48     | 0.00%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNR 2018-56 SB                                                                                 | CUSIP: 3136B2SN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5458788 | PA      | $630750.43    | 0.01%             | 2048-08-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FNR 2020-100 BI                                                                                | CUSIP: 3136BDDN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12210025 | PA      | $1515526.60   | 0.02%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                                | MTCHII 4.625 06/01/28 144A                                                                     | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    187000 | PA      | $183695.50    | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education Inc.                                                                 | MHED 8 08/01/29 144A                                                                           | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3518637.65   | 0.06%             | 2029-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                                | MCFE 7.375 02/15/30 144A                                                                       | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |  13201000 | PA      | $12245134.07  | 0.20%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education Inc.                                                                 | MHED 7.375 09/01/31 144A                                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |  11645000 | PA      | $12098561.11  | 0.20%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNMA-30YR                                                                                      | CUSIP: 01F0226A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8292606 | PA      | $6986387.87   | 0.11%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNMA-30YR                                                                                      | CUSIP: 01F0306A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 127088381 | PA      | $111620454.15 | 1.81%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNMA-30YR                                                                                      | CUSIP: 01F0326A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 216140409 | PA      | $197525100.13 | 3.20%             | 2051-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNMA-30YR                                                                                      | CUSIP: 01F0406A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  85660947 | PA      | $80730388.55  | 1.31%             | 2052-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNMA-30YR                                                                                      | CUSIP: 01F0426A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 145645836 | PA      | $141274421.88 | 2.29%             | 2054-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNMA-30YR                                                                                      | CUSIP: 01F0506A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  65838280 | PA      | $65292480.66  | 1.06%             | 2055-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNMA-30YR                                                                                      | CUSIP: 01F0526A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 254042652 | PA      | $256181691.13 | 4.15%             | 2055-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNMA-30YR                                                                                      | CUSIP: 01F0606A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 123331000 | PA      | $126001116.15 | 2.04%             | 2055-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNMA-30YR                                                                                      | CUSIP: 01F0626A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9400000 | PA      | $9714148.00   | 0.16%             | 2055-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | G2-30YR-Multi                                                                                  | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16054402 | PA      | $15095408.35  | 0.24%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | G2-30YR-Multi                                                                                  | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7343765 | PA      | $7304042.58   | 0.12%             | 2055-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT ISSUER                                                                              | FIBER 2020-1A B                                                                                | CUSIP: 86613XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2486514.88   | 0.04%             | 2050-12-20      | Fixed         | 3.18%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                               | SWTCH 2024-2A C                                                                                | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10462950.00  | 0.17%             | 2054-06-25      | Fixed         | 10.03%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNR 2025-12 FC                                                                                 | CUSIP: 3136BVFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32435036 | PA      | $32471154.25  | 0.53%             | 2055-03-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNR 2010-109 BS                                                                                | CUSIP: 31398NTM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588203 | PA      | $839490.73    | 0.01%             | 2040-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Victra (fka A Wireless)                                                                    | Victra (fka A Wireless) Term Loan B 375 2029-03-01                                             | CUSIP: 50226BAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4747000 | PA      | $4749990.61   | 0.08%             | 2029-03-31      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Vital Energy Inc                                                                           | VTLE 7.875 04/15/32 144A                                                                       | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    261000 | PA      | $253362.44    | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| LENDBUZZ SECURITIZATION TRUST                                                              | LBZZ 2024-2A C                                                                                 | CUSIP: 525920AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2059890.58   | 0.03%             | 2031-05-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                  | WBD 4.054 03/15/29                                                                             | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   8681000 | PA      | $8073330.00   | 0.13%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                           | TEP 6 12/31/30 144A                                                                            | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251819.96    | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                           | TEP 6.75 03/15/34 144A                                                                         | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |  39393000 | PA      | $38997627.43  | 0.63%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                | RCKT 2024-CES1 A1B                                                                             | CUSIP: 749424AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7666425 | PA      | $7741120.17   | 0.13%             | 2044-02-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Sbna Auto Receivables Trust 2024-A                                                         | SBAT 2024-A E                                                                                  | CUSIP: 78437PAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6202888.99   | 0.10%             | 2032-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| gategroup                                                                                  | gategroup Term Loan B 425 2032-05-13                                                           | CUSIP: N/A<br>LEI: 529900Y8BGAFVVVYVN24       | Long             | LON              | CORP              | US        |   4330148 | PA      | $4362623.61   | 0.07%             | 2032-06-10      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating                                                                        | Deep Blue Operating Term Loan B 275 2032-09-06                                                 | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13704460 | PA      | $13704460.00  | 0.22%             | 2032-09-17      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AR9225                                                                                      | CUSIP: 3138W7HB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1349276 | PA      | $1235055.99   | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AS8547                                                                                      | CUSIP: 3138WJP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286448 | PA      | $257776.49    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Twitter Inc                                                                                | TWTR L 10/29/29 1                                                                              | CUSIP: 90184NAG3<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |   7517000 | PA      | $7367712.38   | 0.12%             | 2029-10-26      | Variable      | 10.96%                | No            |                  2 | On Loan: No      |
| Twitter Inc                                                                                | Twitter Inc                                                                                    | CUSIP: 90184NAK4<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |  21105000 | PA      | $21154807.80  | 0.34%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ACHV 2023-1PL D MTGE 144A                                                                  | ACHV 2023-1PL D                                                                                | CUSIP: 00091XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1482498 | PA      | $1500818.18   | 0.02%             | 2030-03-18      | Fixed         | 8.47%                 | Yes           |                  2 | On Loan: No      |
| AES Corp.                                                                                  | AES V7.6 01/15/55                                                                              | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    433000 | PA      | $448525.65    | 0.01%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Six Flags                                                                                  | Six Flags Term Loan B (Add-on) 200 2031-05-01                                                  | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   4718917 | PA      | $4684704.73   | 0.08%             | 2031-05-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                           | DB V4.875 12/01/32                                                                             | CUSIP: 251526BN8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    249000 | PA      | $248873.17    | 0.00%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                           | DB V3.547 09/18/31                                                                             | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    271000 | PA      | $256903.62    | 0.00%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AT2957                                                                                      | CUSIP: 3138WQJB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1536 | PA      | $1405.97      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BE3616                                                                                      | CUSIP: 3140FPAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    614084 | PA      | $593814.36    | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                    | UNH 5.3 06/15/35                                                                               | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1128825.13   | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| V.F. Corp                                                                                  | VFC 2.95 04/23/30                                                                              | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264298.74    | 0.00%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Vb-S1 Issuer Llc 2016-1                                                                    | VBTEL 2024-1A F                                                                                | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11351472.00  | 0.18%             | 2054-05-15      | Fixed         | 8.87%                 | Yes           |                  2 | On Loan: No      |
| VM Consolidated Inc.                                                                       | VRRM 5.5 04/15/29 144A                                                                         | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    191000 | PA      | $189994.33    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VT Topco Inc.                                                                              | VERCOR 8.5 08/15/30 144A                                                                       | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239091.59    | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                        | VLO 6.625 06/15/37                                                                             | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    233000 | PA      | $258366.04    | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                           | DB V6.72 01/18/29                                                                              | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    235000 | PA      | $246782.68    | 0.00%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                           | DB V4.999 09/11/30                                                                             | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152148.06    | 0.00%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                                                 | VLCYVG 8 06/01/29 144A                                                                         | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $193504.89    | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Verde Purchaser LLC                                                                        | VRTV 10.5 11/30/30 144A                                                                        | CUSIP: 92339LAA0<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | DBT              | CORP              | US        |  19175000 | PA      | $20579146.32  | 0.33%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BF0189                                                                                      | CUSIP: 3140FXF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18845 | PA      | $16346.35     | 0.00%             | 2057-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BF0167                                                                                      | CUSIP: 3140FXFH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4278082 | PA      | $3730343.18   | 0.06%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                        | RITM 8 04/01/29 144A                                                                           | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   9813000 | PA      | $10044213.91  | 0.16%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                        | RITM 8 07/15/30 144A                                                                           | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   5643000 | PA      | $5777021.25   | 0.09%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                               | RCL 5.375 01/15/36                                                                             | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   9700000 | PA      | $9756567.59   | 0.16%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SB MULTIFAMILY REPACK TRUST                                                                | SB 2020-FRR2 A2                                                                                | CUSIP: 78397JAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15010067 | PA      | $14550757.34  | 0.24%             | 2039-12-27      | Variable      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Verisign, Inc.                                                                             | VRSN 2.7 06/15/31                                                                              | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    293000 | PA      | $264086.63    | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Vertical Bridge Llc 2016-1                                                                 | VBTOW 2025-1A C                                                                                | CUSIP: 92535VAU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5923000 | PA      | $5906101.68   | 0.10%             | 2055-08-16      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Vertical Bridge Llc 2016-1                                                                 | VBTOW 2025-1A D                                                                                | CUSIP: 92535VAW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16900000 | PA      | $16753223.50  | 0.27%             | 2055-08-16      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| ViaSat, Inc.                                                                               | VSAT 5.625 04/15/27 144A                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    193000 | PA      | $192222.50    | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| ViaSat, Inc.                                                                               | VSAT 7.5 05/30/31 144A                                                                         | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    270000 | PA      | $253367.95    | 0.00%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                                                         | VICI 5.125 05/15/32                                                                            | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    785000 | PA      | $792726.38    | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | US T-NOTE 2YR                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      3058 | NC      | $-113906.99   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                                                         | VICI 5.625 04/01/35                                                                            | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3875498.71   | 0.06%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC / Victra Finance Corp.                                                 | VICTRA 8.75 09/15/29 144A                                                                      | CUSIP: 92648DAA4<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | DBT              | CORP              | US        |  15646000 | PA      | $16402843.96  | 0.27%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| N/A                                                                                        | US T-BOND 30YR                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -25 | NC      | $-79805.43    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                        | US T-NOTE ULTRA 10Y                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -2908 | NC      | $-2733119.90  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Viking Baked Goods Acquisition Corp                                                        | RISBAK 8.625 11/01/31 144A                                                                     | CUSIP: 92676AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100021.60    | 0.00%             | 2031-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                  | VNOM 5.7 08/01/35                                                                              | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   4418000 | PA      | $4491868.96   | 0.07%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | US T-BOND ULTRA                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -864 | NC      | $-2944027.81  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Garda World Security Corporation                                                           | GWCN 6 06/01/29 144A                                                                           | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |  13999000 | PA      | $13878944.58  | 0.23%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corporation                                                           | GWCN 8.375 11/15/32 144A                                                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    249000 | PA      | $258468.64    | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                   | VST 4.375 05/01/29 144A                                                                        | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146859.14    | 0.00%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                   | VST 6.95 10/15/33 144A                                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3641585.10   | 0.06%             | 2033-10-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                   | VST 6 04/15/34 144A                                                                            | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   7811000 | PA      | $8235191.98   | 0.13%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VONTIVE MORTGAGE TRUST                                                                     | VNTV 2025-RTL1 A1                                                                              | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16491000 | PA      | $16791007.57  | 0.27%             | 2030-03-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust 2025-DLFN                                                    | SCG 2025-DLFN E                                                                                | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6475000 | PA      | $6470242.37   | 0.10%             | 2035-03-15      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION II                                                      | SCG 2025-SNIP E                                                                                | CUSIP: 78398JAJ3<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |   7875000 | PA      | $7904338.86   | 0.13%             | 2030-09-16      | Variable      | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent LLC                                                                         | EVRI 9.25 07/01/32 144A                                                                        | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |  11118000 | PA      | $11757175.15  | 0.19%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Watco Companies, L.L.C. / Watco Finance Corp.                                              | WATCOS 7.125 08/01/32 144A                                                                     | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |  14222000 | PA      | $14720766.82  | 0.24%             | 2032-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                            | SEB4P 2021-1A A2                                                                               | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13712632 | PA      | $13539659.97  | 0.22%             | 2052-01-30      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| SCG COMMERICAL MORTGAGE TRUST 2025-FLWR                                                    | SCG 2025-FLWR E                                                                                | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6733000 | PA      | $6735425.85   | 0.11%             | 2042-08-15      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                                | W 7.25 10/31/29 144A                                                                           | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    447000 | PA      | $460875.17    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                                | W 7.75 09/15/30 144A                                                                           | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157311.82    | 0.00%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Weekley Homes LLC/Weekley Finance Corp.                                                    | WEEKHM 4.875 09/15/28 144A                                                                     | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |    192000 | PA      | $187990.35    | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                             | WFCM 2025-VTT D                                                                                | CUSIP: 94990GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11187000 | PA      | $11193337.04  | 0.18%             | 2038-03-15      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                             | WFCM 2025-VTT E                                                                                | CUSIP: 94990GAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7617000 | PA      | $7650411.21   | 0.12%             | 2038-03-15      | Variable      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp.                                                                      | WDC 2.85 02/01/29                                                                              | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3544375.68   | 0.06%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTERN FUNDING AUTO LOAN TRUST 202                                                        | WEFUN 2025-1 C                                                                                 | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8406000 | PA      | $8503229.70   | 0.14%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts 2022-1 Llc                                                                | WESTR 2022-1A D                                                                                | CUSIP: 96034JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1534259 | PA      | $1523112.80   | 0.02%             | 2036-08-20      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 202                                                        | GRADE 2024-RTL6 A2                                                                             | CUSIP: 79585UAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11300000 | PA      | $11424141.80  | 0.19%             | 2030-07-25      | Variable      | 8.68%                 | Yes           |                  2 | On Loan: No      |
| Scientific Games Holdings LP / Scientific Games US Finco Inc                               | SCGALO 6.625 03/01/30 144A                                                                     | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    452000 | PA      | $420230.30    | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts 2020-1 Llc                                                                | WESTR 2024-1A C                                                                                | CUSIP: 96034KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2731582 | PA      | $2770941.04   | 0.04%             | 2038-01-20      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts 2020-1 Llc                                                                | WESTR 2024-1A D                                                                                | CUSIP: 96034KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1365791 | PA      | $1390542.63   | 0.02%             | 2038-01-20      | Fixed         | 9.26%                 | Yes           |                  2 | On Loan: No      |
| Wabtec Corp                                                                                | WAB 5.5 05/29/35                                                                               | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    252000 | PA      | $260874.37    | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automboile Receivables Trust 2018-3                                               | WLAKE 2025-2A D                                                                                | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4740000 | PA      | $4777507.99   | 0.08%             | 2031-05-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                              | SIXSLP 6.5 03/11/29                                                                            | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1443858.54   | 0.02%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                              | FUN 6.625 05/01/32 144A                                                                        | CUSIP: 83002YAA7<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   9541000 | PA      | $9720494.83   | 0.16%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| White Cap                                                                                  | White Cap Term Loan B 325 2029-10-01                                                           | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13929938 | PA      | $13927012.52  | 0.23%             | 2029-10-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| WildFire Intermediate Holdings LLC                                                         | WILDFI 7.5 10/15/29 144A                                                                       | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    194000 | PA      | $196012.75    | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Wilsonart LLC                                                                              | WLSNRT 11 08/15/32 144A                                                                        | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |  13125000 | PA      | $12776514.19  | 0.21%             | 2032-08-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp.                                  | WIN 8.25 10/01/31 144A                                                                         | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    237000 | PA      | $245502.70    | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Worldwide Plaza Tst                                                                        | WPT 2017-WWP A                                                                                 | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6453000 | PA      | $4259598.73   | 0.07%             | 2036-11-10      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Worldwide Plaza Tst                                                                        | WPT 2017-WWP F                                                                                 | CUSIP: 98162JAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4305008 | PA      | $172979.59    | 0.00%             | 2036-11-10      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | Receive Performance on Equity.JAAA UN/Pay: USD/SOF                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 278636273 | OU      | $347218.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell EUR / Buy USD                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $232898.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                   | LLOYDS V5.679 01/05/35                                                                         | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    243000 | PA      | $254737.34    | 0.00%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Lxvi Ltd.                                                             | MDPK 2024-66A A2                                                                               | CUSIP: 55822YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  27000000 | PA      | $27069603.30  | 0.44%             | 2037-10-21      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                            | XEL 5.5 03/15/34                                                                               | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154786.92    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Z Capital Credit Partners CLO 2015-1 Ltd./Z Capital Credit Partners CLO 2015-1 LLC         | ZCCP 2018-1A A2                                                                                | CUSIP: 98878CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    217581 | PA      | $217624.82    | 0.00%             | 2031-01-16      | Variable      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | Sell GBP / Buy USD                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $167500.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20439.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zuora Inc                                                                                  | Zuora Inc Term Loan B 350 2031-12-04                                                           | CUSIP: 98980XAC9<br>LEI: 549300ISVGC1YZWQJ420 | Long             | LON              | CORP              | US        |  13045000 | PA      | $12953685.00  | 0.21%             | 2032-02-14      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Uniti                                                                                      | Uniti Term Loan B 400 2032-09-16                                                               | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  18655000 | PA      | $18468450.00  | 0.30%             | 2032-09-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |  12058846 | PA      | $14199360.00  | 0.23%             | 2032-07-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                                 | ADNT 7.5 02/15/33 144A                                                                         | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    249000 | PA      | $257830.81    | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                                   | VMED 5 07/15/30 144A                                                                           | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    271000 | PA      | $251706.89    | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                 | VMED 4.75 07/15/31 144A                                                                        | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |  11857000 | PA      | $11160357.38  | 0.18%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                 | RCICN V7 04/15/55                                                                              | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    244000 | PA      | $254370.24    | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                 | RCICN V7.125 04/15/55                                                                          | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $53008.16     | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6631.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Weatherford International Ltd Bermuda                                                      | WFRD 8.625 04/30/30 144A                                                                       | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    119000 | PA      | $121647.87    | 0.00%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                            | WYNMAC 5.125 12/15/29 144A                                                                     | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196247.00    | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                            | WYNMAC 5.625 08/26/28 144A                                                                     | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199796.80    | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Z Capital Credit Partners CLO 2015-1 Ltd./Z Capital Credit Partners CLO 2015-1 LLC         | ZCCP 2018-1A B                                                                                 | CUSIP: 98878CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250487.50   | 0.02%             | 2031-01-16      | Variable      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                         | RPRX 1.75 09/02/27                                                                             | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $253195.85    | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                         | RPRX 5.2 09/25/35                                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |  24924000 | PA      | $24902839.03  | 0.40%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BJ4559                                                                                      | CUSIP: 3140H6B57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2221 | PA      | $2079.72      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BJ4566                                                                                      | CUSIP: 3140H6CC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8554 | PA      | $8271.67      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Xxxiv Ltd.                                                            | MDPK 2025-73A A1                                                                               | CUSIP: 55823HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  57500000 | PA      | $57646757.25  | 0.93%             | 2038-10-18      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE LTD 2024-44                                                                      | MAGNE 2024-44A A1                                                                              | CUSIP: 55955UAA0<br>LEI: 529900QN6D2QU338OD40 | Long             | ABS-CBDO         | CORP              | KY        |  35700000 | PA      | $35807100.00  | 0.58%             | 2037-10-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| House Of HR Group BV                                                                       | HOUSEH 9 11/03/29 REGS                                                                         | CUSIP: N93531AA4<br>LEI: 724500AWBTX8I880X774 | Long             | DBT              | CORP              | NL        |  12000000 | PA      | $13897440.10  | 0.23%             | 2029-11-03      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SAND TRUST                                                                                 | SAND 2021-1A DR                                                                                | CUSIP: 800130AW6<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |  10375000 | PA      | $10411281.38  | 0.17%             | 2034-10-16      | Variable      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                            | SANUK V3.823 11/03/28                                                                          | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    257000 | PA      | $254401.52    | 0.00%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Maxam Prill S.a r.l.                                                                       | MXPRLL 7.75 07/15/30 144A                                                                      | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |  18213000 | PA      | $18334731.50  | 0.30%             | 2030-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BJ4960                                                                                      | CUSIP: 3140H6QN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2720622 | PA      | $2528605.59   | 0.04%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BK1964                                                                                      | CUSIP: 3140HFFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2631 | PA      | $2542.65      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BM3511                                                                                      | CUSIP: 3140J73V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5868 | PA      | $5854.21      | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BM5836                                                                                      | CUSIP: 3140JAPW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    734083 | PA      | $670659.03    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                                  | AES V6.95 07/15/55                                                                             | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26497.13     | 0.00%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                            | SANUK V6.534 01/10/29                                                                          | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    236000 | PA      | $247002.43    | 0.00%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Seaspan Corporation                                                                        | SSW 5.5 08/01/29 144A                                                                          | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    204000 | PA      | $196690.70    | 0.00%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AES Corp.                                                                                  | AES 5.8 03/15/32                                                                               | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    252000 | PA      | $260842.39    | 0.00%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                           | AMCX 10.25 01/15/29 144A                                                                       | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    183000 | PA      | $192836.25    | 0.00%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Aethon United Br Lp / Aethon United Finance Corporation                                    | AETUNI 7.5 10/01/29 144A                                                                       | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |    242000 | PA      | $252380.83    | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings                                                                          | Ahead DB Holdings Term Loan B-3 350 2031-02-01                                                 | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |   6066797 | PA      | $6069830.00   | 0.10%             | 2031-02-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BO2983                                                                                      | CUSIP: 3140JXJ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307050 | PA      | $277054.47    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc.                        | FRTITA 6.75 01/15/30 144A                                                                      | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $252438.43    | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                        | ALA 2025-OANA D                                                                                | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2670000 | PA      | $2686907.10   | 0.04%             | 2040-06-15      | Variable      | 7.24%                 | Yes           |                  2 | On Loan: No      |
| Alaska Airlines Pass Through Trust 2020-1A                                                 | ALK 4.8 08/15/27 144A                                                                          | CUSIP: 01166VAA7<br>LEI: PG4W4UTDTMMEBRGLO537 | Long             | ABS-O            | CORP              | US        |   4082505 | PA      | $4088219.35   | 0.07%             | 2027-08-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Firstcash Inc                                                                              | FCFS 5.625 01/01/30 144A                                                                       | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49927.50     | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Firstcash Inc                                                                              | FCFS 4.625 09/01/28 144A                                                                       | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191188.55    | 0.00%             | 2028-09-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                       | Alpha Generation LLC Term Loan B 275 2031-09-08                                                | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   4253855 | PA      | $4245347.29   | 0.07%             | 2031-09-30      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Atlas Luxco 4 S A R L / Allied Universal Holdco Llc / Allied Universal Finance Corporation | UNSEAM 4.625 06/01/28 144a                                                                     | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | N/A       |   5577000 | PA      | $5468600.30   | 0.09%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| RAIN CITY MORTGAGE TRUST                                                                   | RCITY 2024-RTL1 A2                                                                             | CUSIP: 75079KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4440000 | PA      | $4483516.00   | 0.07%             | 2029-11-25      | Variable      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| Raptor Aircraft Fin I Ltd/LLC                                                              | RPTOR 2019-1 A                                                                                 | CUSIP: 75383HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   8561176 | PA      | $7750346.71   | 0.13%             | 2044-08-23      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TR 2022-2                                                                        | REACH 2025-2A C                                                                                | CUSIP: 75525QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13897000 | PA      | $14052374.11  | 0.23%             | 2032-08-18      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TR 2022-2                                                                        | REACH 2022-2A D                                                                                | CUSIP: 75526GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8915806 | PA      | $8950092.32   | 0.15%             | 2030-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST 2023-1                                                                     | REACH 2024-1A C                                                                                | CUSIP: 75526PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11152000 | PA      | $11548103.99  | 0.19%             | 2031-02-18      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| READYCAP LENDING                                                                           | RCLT 2023-3 A                                                                                  | CUSIP: 75576AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6144852 | PA      | $6212692.53   | 0.10%             | 2048-04-27      | Variable      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                  | RRX 6.05 04/15/28                                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    253000 | PA      | $261711.34    | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                  | RRX 6.3 02/15/30 *                                                                             | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    771000 | PA      | $817490.54    | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                  | RRX 6.4 04/15/33                                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   4546000 | PA      | $4880341.48   | 0.08%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                              | RF V5.502 09/06/35                                                                             | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    252000 | PA      | $259073.48    | 0.00%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: —       |
| SMRT MINI                                                                                  | SMRT 2022-MINI E                                                                               | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6937914.11   | 0.11%             | 2039-01-17      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| SMRT MINI                                                                                  | SMRT 2022-MINI F                                                                               | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20073000 | PA      | $19737900.86  | 0.32%             | 2039-01-17      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                | FI 5.15 08/12/34                                                                               | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2148000 | PA      | $2173674.27   | 0.04%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2023-1                                                          | FCAT 2023-1 E                                                                                  | CUSIP: 337955AN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7914879.20   | 0.13%             | 2030-04-15      | Fixed         | 11.44%                | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                        | GRADE 2024-FIG5 C                                                                              | CUSIP: 79582MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3242505 | PA      | $3227953.14   | 0.05%             | 2054-04-25      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                        | GRADE 2023-RTL3 A1                                                                             | CUSIP: 79583YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10188835 | PA      | $10136384.27  | 0.16%             | 2029-04-25      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 202                                                        | GRADE 2024-RTL4 A1                                                                             | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12560275 | PA      | $12639736.32  | 0.20%             | 2030-02-25      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 202                                                        | GRADE 2024-RTL5 A1                                                                             | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8052542 | PA      | $8152908.88   | 0.13%             | 2030-04-25      | Variable      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| SK NEPTURE HUSKY GROUP                                                                     | SK Neptune Husky Finance Sarl                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    232620 | PA      | $25588.25     | 0.00%             | 2024-04-30      | Variable      | 13.59%                | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corporation                                                    | AQNCN V4.75 01/18/82                                                                           | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   8480000 | PA      | $8274357.63   | 0.13%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp / Atlas Luxco 4 SARL           | UNSEAM 4.625 06/01/28 144A                                                                     | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | N/A       |   6789000 | PA      | $6654357.16   | 0.11%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                         | RAKUTN 9.75 04/15/29 144A                                                                      | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    232000 | PA      | $260875.83    | 0.00%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                         | RAKUTN V8.125 PERP 144A                                                                        | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207899.14    | 0.00%             | 2099-12-31      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: —       |
| Heubach Group                                                                              | Heubach Group Term Loan B 500 2028-10-06                                                       | CUSIP: L6124KAC4<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   7944280 | PA      | $188676.66    | 0.00%             | 2029-01-03      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trst                                                                  | FCAT 2022-4 E                                                                                  | CUSIP: 33843XAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4667841.50   | 0.08%             | 2030-01-15      | Fixed         | 12.66%                | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trst                                                                  | FCAT 2023-3 E                                                                                  | CUSIP: 33846BAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4725000 | PA      | $4678060.43   | 0.08%             | 2030-06-17      | Fixed         | 9.74%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mtg Tr 2017-1                                                                     | FSMT 2021-13IN A17                                                                             | CUSIP: 33853HAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13388103 | PA      | $11512270.90  | 0.19%             | 2051-12-30      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                            | FFIN 2023-2A D                                                                                 | CUSIP: 35042RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2712565 | PA      | $2888304.37   | 0.05%             | 2049-06-15      | Fixed         | 9.10%                 | Yes           |                  2 | On Loan: No      |
| AMC Networks Inc                                                                           | AMCX 10.5 07/15/32 144A                                                                        | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |  10899000 | PA      | $11524984.07  | 0.19%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| AMN Healthcare Allied Inc                                                                  | AMN 6.5 01/15/31 144A                                                                          | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |  12521000 | PA      | $12559689.64  | 0.20%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ATI Inc                                                                                    | ATI 4.875 10/01/29                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    197000 | PA      | $193683.88    | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                            | FOXA 6.5 10/13/33                                                                              | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    232000 | PA      | $255419.65    | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings Llc                                                       | FYBR 8.625 03/15/31 144A                                                                       | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10336000 | PA      | $10896841.70  | 0.18%             | 2031-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                        | ALLY V6.992 06/13/29                                                                           | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    233000 | PA      | $246014.87    | 0.00%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                        | ALLY V6.848 01/03/30                                                                           | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    234000 | PA      | $247535.16    | 0.00%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                        | ALLY V5.737 05/15/29                                                                           | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250778.14    | 0.00%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                     | ABCLN 2025-A F                                                                                 | CUSIP: 02007G5J8<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   2788097 | PA      | $2805251.56   | 0.05%             | 2033-06-15      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Full House Resorts Inc.                                                                    | FLL 8.25 02/15/28 144A                                                                         | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   3493000 | PA      | $3241691.92   | 0.05%             | 2028-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| HLF Financing SaRL LLC and Herbalife International Inc.                                    | HLF 4.875 06/01/29 144A                                                                        | CUSIP: 40390DAC9<br>LEI: ST81INWBFR1E54KGC135 | Long             | DBT              | CORP              | US        |   2933000 | PA      | $2578815.61   | 0.04%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                    | AAL 8.5 05/15/29 144A                                                                          | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   8234000 | PA      | $8589321.80   | 0.14%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                        | AXL 6.375 10/15/32 144A                                                                        | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   7278000 | PA      | $7265711.61   | 0.12%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                                      | ATH 2.646 10/04/31 144A                                                                        | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $2074260.64   | 0.03%             | 2031-10-04      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                             | ATWALD 6.25 01/15/30                                                                           | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   4204000 | PA      | $4322582.31   | 0.07%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HLF Financing SaRL LLC and Herbalife International Inc.                                    | HLF 12.25 04/15/29 144A                                                                        | CUSIP: 40390DAD7<br>LEI: 549300VKVJUV5OGV2R51 | Long             | DBT              | CORP              | US        |   4327000 | PA      | $4693925.27   | 0.08%             | 2029-04-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                             | HPE 6.35 10/15/45                                                                              | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189596.99    | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Banc Of America Alternative Loan Trust                                                     | BAMLL 2024-FRR4 F                                                                              | CUSIP: 05493VAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1732090.08   | 0.03%             | 2048-11-27      | Variable      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10                         | BAMLL 2025-FRR5 E736                                                                           | CUSIP: 05494BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24861668 | PA      | $21919476.05  | 0.36%             | 2052-09-27      | Variable      | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10                         | BAMLL 2025-FRR5 EK73                                                                           | CUSIP: 05494BAW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18449665 | PA      | $13747243.90  | 0.22%             | 2051-02-27      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10                         | BAMLL 2025-FRR5 EK86                                                                           | CUSIP: 05494BBJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19564243 | PA      | $14728130.38  | 0.24%             | 2051-11-27      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                      | BAC V5.744 02/12/36                                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7774000 | PA      | $8076941.90   | 0.13%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                      | BAC V6.25 PERP                                                                                 | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  17055000 | PA      | $17272904.06  | 0.28%             | 2099-12-31      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                          | BK V4.967 04/26/34 J                                                                           | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2032000 | PA      | $2070918.04   | 0.03%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                          | BK V6.474 10/25/34 MTN                                                                         | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    230000 | PA      | $256353.91    | 0.00%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund IVB LP                                                     | BVCLN 2024-CAR1 E                                                                              | CUSIP: 07336QAE2<br>LEI: 549300PYZPV2K342TZ72 | Long             | ABS-O            | CORP              | US        |    811076 | PA      | $822881.33    | 0.01%             | 2031-12-26      | Variable      | 7.96%                 | Yes           |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII                                                        | BVCLN 2025-EDU1 C                                                                              | CUSIP: 07337GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5825000 | PA      | $5825000.00   | 0.09%             | 2048-07-27      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                          | HLT 5.875 04/01/29 144A                                                                        | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    183000 | PA      | $186781.88    | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc     | HGVLLC 5 06/01/29 144A                                                                         | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $250031.93    | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Blue Bridge Financial LLC                                                                  | BBEF 2023-1A B                                                                                 | CUSIP: 09531MAB6<br>LEI: 549300UZCOJ7LHE4T940 | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2857505.28   | 0.05%             | 2030-11-15      | Fixed         | 9.48%                 | Yes           |                  2 | On Loan: No      |
| Blue Bridge Financial LLC                                                                  | BBEF 2023-1A C                                                                                 | CUSIP: 09531MAC4<br>LEI: 549300UZCOJ7LHE4T940 | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2721326.16   | 0.04%             | 2030-11-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Blue Bridge Financial LLC                                                                  | BBEF 2023-1A D                                                                                 | CUSIP: 09531MAD2<br>LEI: 549300UZCOJ7LHE4T940 | Long             | ABS-O            | CORP              | US        |   1743000 | PA      | $1743997.52   | 0.03%             | 2030-11-15      | Fixed         | 15.00%                | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                         | BA 6.858 05/01/54                                                                              | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    104000 | PA      | $118633.12    | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECS TR 24-RM8                                                          | BABS 2024-RM8 A2                                                                               | CUSIP: 10637YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12014881 | PA      | $11543036.20  | 0.19%             | 2064-05-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                               | AVGO 4.9 02/15/38                                                                              | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  18903000 | PA      | $18801721.32  | 0.30%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                                | BJETS 2024-2A B                                                                                | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2917467 | PA      | $2905961.77   | 0.05%             | 2039-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                                | BJETS 2022-1A C                                                                                | CUSIP: 12327AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1620870 | PA      | $1613273.24   | 0.03%             | 2037-06-15      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc     | HGVLLC 4.875 07/01/31 144A                                                                     | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18955000 | PA      | $17689584.86  | 0.29%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Howard Hughes Holdings Inc.                                                                | HHH 4.125 02/01/29 144A                                                                        | CUSIP: 44267DAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $196652.83    | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                                | BJETS 2024-1A B                                                                                | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1098256 | PA      | $1128830.95   | 0.02%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                                | BJETS 2024-1A C                                                                                | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4673830 | PA      | $4801050.31   | 0.08%             | 2039-05-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                     | CMS V4.75 06/01/50                                                                             | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1862759.02   | 0.03%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                     | CMS V6.5 06/01/55                                                                              | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |  16512000 | PA      | $17095682.85  | 0.28%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                                        | AMBATH 9.75 07/15/30 144A                                                                      | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |   3889000 | PA      | $4072949.70   | 0.07%             | 2030-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| American Bath                                                                              | American Bath Term Loan B 525 2030-06-24                                                       | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |  13014000 | PA      | $12721185.00  | 0.21%             | 2030-07-08      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| CVR Energy Inc.                                                                            | CVI 8.5 01/15/29 144A                                                                          | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    448000 | PA      | $457881.98    | 0.01%             | 2029-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| CVR Partners, LP and CVR Nitrogen Finance Corporation                                      | UAN 6.125 06/15/28 144A                                                                        | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |    183000 | PA      | $182703.70    | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners Llc                                                       | HOWARD 6.625 01/15/34 144A                                                                     | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8714000 | PA      | $8884579.86   | 0.14%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd.                                                                     | HBGCN 7.375 01/31/32 144A                                                                      | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44777.58     | 0.00%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                      | CIVI 8.75 07/01/31 144A                                                                        | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  13644000 | PA      | $13978428.49  | 0.23%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                      | CIVI 9.625 06/15/33 144A                                                                       | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   5932000 | PA      | $6265420.64   | 0.10%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                                        | CCO 7.5 06/01/29 144A                                                                          | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    267000 | PA      | $259313.98    | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Cloud Software Group Inc.                                                                  | TIBX 9 09/30/29 144A                                                                           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |  13095000 | PA      | $13582217.81  | 0.22%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                       | NOVHOL 8.75 04/15/30 144A                                                                      | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    184000 | PA      | $189012.71    | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Colonial Enterprises                                                                       | Colonial Enterprises Term Loan B 175 2032-06-03                                                | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |  17321333 | PA      | $17210303.58  | 0.28%             | 2032-07-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                         | CPGX 5.097 10/01/31 144A                                                                       | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2103000 | PA      | $2135452.15   | 0.03%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                                  | COMM 2024-WCL1 C                                                                               | CUSIP: 20047DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3732159.29   | 0.06%             | 2041-06-17      | Variable      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                               | HPP 4.65 04/01/29                                                                              | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    491000 | PA      | $456904.57    | 0.01%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Hudson Pacific Properties LP                                                               | HPP 3.25 01/15/30                                                                              | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    156000 | PA      | $133966.52    | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                                  | COMM 2024-WCL1 D                                                                               | CUSIP: 20047DAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11250000 | PA      | $11181697.95  | 0.18%             | 2041-06-17      | Variable      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International Inc.                                                        | CMP 6.75 12/01/27 144A                                                                         | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54051.08     | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International Inc.                                                        | CMP 8 07/01/30 144A                                                                            | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |  14093000 | PA      | $14729679.46  | 0.24%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                   | CRK 5.875 01/15/30 144A                                                                        | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168534.70    | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                               | HPP 5.95 02/15/28                                                                              | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    196000 | PA      | $193184.93    | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                   | JANEST 7.125 04/30/31 144A                                                                     | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1284893.01   | 0.02%             | 2031-04-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Connect Finco SARL/Connect US Finco LLC                                                    | ISATLN 9 09/15/29 144A                                                                         | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $210280.96    | 0.00%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                                            | CLGX 4.5 05/01/28 144A                                                                         | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    199000 | PA      | $192950.84    | 0.00%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Covanta Holding Corporation                                                                | CVA 4.875 12/01/29 144A                                                                        | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188093.54    | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CSAIL 2017-Cx10 Commercial Mortgage Trust                                                  | CSAIL 2021-C20 XA                                                                              | CUSIP: 22945EAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  58013092 | PA      | $2319124.18   | 0.04%             | 2054-03-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                   | JANEST 6.125 11/01/32 144A                                                                     | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   3727000 | PA      | $3777535.03   | 0.06%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                   | JANEST 6.75 05/01/33 144A                                                                      | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |  14691000 | PA      | $15258576.65  | 0.25%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                | CRGYFN 8.375 01/15/34 144A                                                                     | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    256000 | PA      | $259378.56    | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Tibco Software Inc                                                                         | TIBX 6.5 03/31/29 144A                                                                         | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    433000 | PA      | $436905.79    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                                                            | CUSIP: C8000CAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11890000 | PA      | $14013244.20  | 0.23%             | 2032-01-28      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   3250000 | PA      | $3821056.28   | 0.06%             | 2028-07-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    960000 | PA      | $1299793.99   | 0.02%             | 2032-08-30      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                                                            | CUSIP: 01957TAY3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10200000 | PA      | $11999422.44  | 0.19%             | 2032-08-20      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| COLOSSEUM DENTAL FINANCE                                                                   | COLOSSEUM DENTAL FINANCE                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |  11060000 | PA      | $12997246.26  | 0.21%             | 2032-03-18      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners Clo VIII Limited                                                   | BSP 2022-28A AR                                                                                | CUSIP: 08179KAN3<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | JE        |  40000000 | PA      | $40126128.00  | 0.65%             | 2037-10-20      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| OASIS SECURITISATION 21-2A                                                                 | OASIS 2025-1A B                                                                                | CUSIP: 53161AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13752000 | PA      | $13792084.33  | 0.22%             | 2039-08-15      | Fixed         | 8.05%                 | Yes           |                  2 | On Loan: No      |
| OASIS SECURITISATION 21-2A                                                                 | OASIS 2025-1A C                                                                                | CUSIP: 53161AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2999220.60   | 0.05%             | 2039-08-15      | Fixed         | 9.90%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd.                                                        | BSP 2025-43A A                                                                                 | CUSIP: 08179QAA8<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |  29665000 | PA      | $29753995.00  | 0.48%             | 2038-10-20      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Lions Gate Television Inc.                                                                 | LGF 6 04/15/30 144a                                                                            | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14594000 | PA      | $13840073.96  | 0.22%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors Incorporated                                                                 | LAD 4.375 01/15/31 144A                                                                        | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   6689000 | PA      | $6351990.79   | 0.10%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Quiksilver Inc                                                                             | Authentic Brands Group LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      9257 | PA      | $9257.31      | 0.00%             | 2029-09-01      | Variable      | 2.75%                 | No            |                  3 | On Loan: No      |
| Pret 2021-Rn4 LLC                                                                          | PRET 2021-RN4 A1                                                                               | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11630632 | PA      | $11640537.13  | 0.19%             | 2051-10-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Pitney Bowes Inc.                                                                          | PBI 7.25 03/15/29 144A                                                                         | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    193000 | PA      | $195316.58    | 0.00%             | 2029-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2024-1                                                         | PREF 2024-1A D                                                                                 | CUSIP: 737473AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1126121.93   | 0.02%             | 2030-10-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2024-1                                                         | PREF 2024-1A E                                                                                 | CUSIP: 737473AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3287029.76   | 0.05%             | 2031-12-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT 2025-1 LLC                                                             | PREF 2025-1A E                                                                                 | CUSIP: 73747LAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3049077.00   | 0.05%             | 2032-05-17      | Fixed         | 7.08%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST 202                                                        | PART 2023-1A E                                                                                 | CUSIP: 74113GAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6362157.31   | 0.10%             | 2030-05-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products Inc.                                                                 | BECN 6.75 04/30/32 144A                                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   7630000 | PA      | $7900072.93   | 0.13%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                      | QUIKHO 6.75 03/01/33 144A                                                                      | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   4755000 | PA      | $4943743.59   | 0.08%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rfna LP                                                                                    | RFNALP 7.875 02/15/30 144A                                                                     | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    244000 | PA      | $248602.89    | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Rand Parent LLC                                                                            | AAWW 8.5 02/15/30 144A                                                                         | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20498000 | PA      | $21298754.37  | 0.35%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holding LLC                                                              | RCM 6.875 11/15/31 144A                                                                        | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15414000 | PA      | $15840474.55  | 0.26%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                                              | RTOLN 5.625 04/28/35 144A                                                                      | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2423585.03   | 0.04%             | 2035-04-28      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                              | RIVLEN 6.25 10/15/30 144A                                                                      | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13449000 | PA      | $13568917.34  | 0.22%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software Inc                                                                        | ROCSOF 6.5 02/15/29 144A                                                                       | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |  13233000 | PA      | $12886816.78  | 0.21%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Roller Bearing Company of America Inc.                                                     | RBC 4.375 10/15/29 144A                                                                        | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    455000 | PA      | $441916.66    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Silver Aircraft Lease Investment Ltd/Silver Aircraft Leasing Inc                           | SLVRR 2019-1 C                                                                                 | CUSIP: 827304AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    898315 | PA      | $496714.32    | 0.01%             | 2044-07-15      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors Incorporated                                                                 | LAD 3.875 06/01/29 144A                                                                        | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3534000.61   | 0.06%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LOANME TRUST SBL                                                                           | LMTBL 2019-1 B                                                                                 | CUSIP: 53947KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4197919 | PA      | $1301354.80   | 0.02%             | 2030-08-15      | Variable      | 13.00%                | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC/ NGL Energy Finance Corp                                          | NGL 8.125 02/15/29 144A                                                                        | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $194810.42    | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC/ NGL Energy Finance Corp                                          | NGL 8.375 02/15/32 144A                                                                        | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $273580.48    | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                           | NRG 3.375 02/15/29 144A                                                                        | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    198000 | PA      | $187172.92    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                           | NRG 5.75 01/15/34 144A                                                                         | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  14308000 | PA      | $14293396.25  | 0.23%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                           | NRG 6 01/15/36 144A                                                                            | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  16623000 | PA      | $16625387.56  | 0.27%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mtg LLC / Nrm Fnt1 Excess LLC                                              | NZES 2024-FNT1 A                                                                               | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14567163 | PA      | $14722772.01  | 0.24%             | 2031-11-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust 2018-1                                            | CLAST 2018-1 E                                                                                 | CUSIP: 12563AAA9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1000000 | NS      | $45000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                            | CVS 4.78 03/25/38                                                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3251000 | PA      | $3046958.43   | 0.05%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                        | NAVI 5.5 03/15/29                                                                              | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   2668000 | PA      | $2615467.59   | 0.04%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                        | NAVI 9.375 07/25/30                                                                            | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    224000 | PA      | $247580.26    | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SILVER HLDGS LTD                                                                           | SLVRR 2019-1 E                                                                                 | CUSIP: 82774HAA2<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |   1500000 | NS      | $258750.00    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                            | UHS 2.65 10/15/30                                                                              | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   6195000 | PA      | $5592924.92   | 0.09%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                        | NAVI 7.875 06/15/32                                                                            | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    259000 | PA      | $272534.82    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| New Home Company Inc                                                                       | NWHM 9.25 10/01/29 144A                                                                        | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |   6538000 | PA      | $6865122.29   | 0.11%             | 2029-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust 2018-2                                                        | UPST 2025-3 C                                                                                  | CUSIP: 91684FAD0<br>LEI: 549300MM4LHW6AKJUZ51 | Long             | ABS-O            | CORP              | US        |   6427000 | PA      | $6409827.54   | 0.10%             | 2035-09-20      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust 2018-2                                                        | UPST 2023-3 B                                                                                  | CUSIP: 91684MAB9<br>LEI: 549300MM4LHW6AKJUZ51 | Long             | ABS-O            | CORP              | US        |  14500000 | PA      | $14961694.94  | 0.24%             | 2033-10-20      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                          | WFC V5.244 01/24/31                                                                            | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3949000 | PA      | $4085666.16   | 0.07%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                             | WFCM 2021-C61 XA                                                                               | CUSIP: 95003QBC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  75668674 | PA      | $3939446.20   | 0.06%             | 2054-11-15      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Global Net Lease Inc / Global Net Lease Operating Partnership LP                           | GNL 4.5 09/30/28 144A                                                                          | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    142000 | PA      | $138909.41    | 0.00%             | 2028-09-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                            | CVS V7 03/10/55                                                                                | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   7179000 | PA      | $7536104.57   | 0.12%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                 | CZR 6 10/15/32 144A                                                                            | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  20980000 | PA      | $20664456.60  | 0.34%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                             | WFCM 2024-MGP C11                                                                              | CUSIP: 95003TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17100000 | PA      | $17064395.09  | 0.28%             | 2041-08-15      | Variable      | 7.24%                 | Yes           |                  2 | On Loan: No      |
| Caesars Republic Alexander Valley                                                          | Caesars Republic Alexander Valley Term Loan B 900 2031-05-27                                   | CUSIP: 76837PAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10866000 | PA      | $10594350.00  | 0.17%             | 2031-06-25      | Floating      | 13.32%                | No            |                  2 | On Loan: No      |
| Upland Clo Limited                                                                         | UPLND 2016-1A CR                                                                               | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $7980948.80   | 0.13%             | 2031-04-21      | Variable      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                            | WYNMAC 6.75 02/15/34 144A                                                                      | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |  14817000 | PA      | $15020833.47  | 0.24%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW                                                                        | BPR 2024-PMDW E                                                                                | CUSIP: 05592VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17000000 | PA      | $16124309.90  | 0.26%             | 2041-11-05      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-Roic                                                                         | BX 2025-ROIC E                                                                                 | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22827967 | PA      | $22768035.58  | 0.37%             | 2030-03-15      | Variable      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corporation                                                           | CRC 8.25 06/15/29 144A                                                                         | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187712.10    | 0.00%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                | COF V5.817 02/01/34                                                                            | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    243000 | PA      | $254835.88    | 0.00%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                | COF V6.377 06/08/34                                                                            | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    233000 | PA      | $252029.88    | 0.00%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                | COF V6.051 02/01/35                                                                            | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1295051.14   | 0.02%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc.                                                                      | BWXT 4.125 06/30/28 144A                                                                       | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    202000 | PA      | $197175.94    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies Inc.                                                                      | BWXT 4.125 04/15/29 144A                                                                       | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    194000 | PA      | $187817.32    | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                | COF V6.183 01/30/36                                                                            | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4985000 | PA      | $5171215.22   | 0.08%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                                 | CVNA 9 06/01/30 144A                                                                           | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |  11442000 | PA      | $11971470.57  | 0.19%             | 2030-06-01      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                         | BX 2021-ARIA E                                                                                 | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $12985801.07  | 0.21%             | 2036-10-15      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                         | BX 2021-ARIA F                                                                                 | CUSIP: 05608RAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $12994454.63  | 0.21%             | 2036-10-15      | Variable      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2019-3                                                      | CRVNA 2021-N3 E                                                                                | CUSIP: 14687GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7787396 | PA      | $7614501.23   | 0.12%             | 2028-06-12      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO LTD 2021-11                                                                 | CGMS 2021-11A A2R                                                                              | CUSIP: 143122AU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13500000 | PA      | $13536742.95  | 0.22%             | 2037-07-27      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Us Clo 2018-2 LLC                                                                  | CGMS 2017-2A AR2                                                                               | CUSIP: 14315JBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  32500000 | PA      | $32673368.00  | 0.53%             | 2037-07-20      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies Clo 2013-4 LLC                                            | CGMS 2023-4A D                                                                                 | CUSIP: 14319CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5285935.20   | 0.09%             | 2036-10-27      | Variable      | 8.42%                 | Yes           |                  2 | On Loan: No      |
| New Home Company Inc                                                                       | NWHM 8.5 11/01/30 144A                                                                         | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |  10367000 | PA      | $10761578.39  | 0.17%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage LLC/New Residential Mortgage FHT1 Excuss Owner LLC                | NZES 2025-FHT1 A                                                                               | CUSIP: 64832EAA7<br>LEI: 549300FB4YR8GY21CA08 | Long             | ABS-O            | CORP              | US        |  43069589 | PA      | $43590786.76  | 0.71%             | 2032-03-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media Inc.                                                                         | NXST 4.75 11/01/28 144A                                                                        | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23425.02     | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc.                                                                              | NI V6.95 11/30/54                                                                              | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   9416000 | PA      | $9798609.74   | 0.16%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                              | NI V6.375 03/31/55                                                                             | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   7093000 | PA      | $7341173.22   | 0.12%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC.                                                                      | NEFINA 8 04/15/30 144A                                                                         | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $449215.61    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                       | CCL 5.75 08/01/32 144A                                                                         | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  16280000 | PA      | $16567797.84  | 0.27%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | G2-30YR-Multi                                                                                  | CUSIP: 21H0326A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  98660539 | PA      | $89946741.53  | 1.46%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                            | JWN 4.375 04/01/30                                                                             | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    275000 | PA      | $258759.02    | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Novelis Corporation                                                                        | HNDLIN 4.75 01/30/30 144A                                                                      | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    462000 | PA      | $445676.66    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                        | HNDLIN 3.875 08/15/31 144A                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    283000 | PA      | $258007.73    | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                                   | ORLY 3.6 09/01/27                                                                              | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    253000 | PA      | $250745.82    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Sec tr II 2016-1                                                              | ONDK 2023-1A B                                                                                 | CUSIP: 67108SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6295488.75   | 0.10%             | 2030-08-19      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Ondeck Asset Sec tr II 2016-1                                                              | ONDK 2024-1A B                                                                                 | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6091626.60   | 0.10%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Bx Commercial Mortgage Trust 2018-Bioa                                                     | BX 2021-SOAR G                                                                                 | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6224838 | PA      | $6221535.57   | 0.10%             | 2038-06-15      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                         | BX 2021-BXMF G                                                                                 | CUSIP: 05609RAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13952992 | PA      | $13887295.42  | 0.23%             | 2026-10-15      | Variable      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                              | OAKSCF 8.4 11/14/28 *                                                                          | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    752000 | PA      | $816477.46    | 0.01%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                              | OAKSCF 6.19 07/15/30 144A                                                                      | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2967813.86   | 0.05%             | 2030-07-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                 | OXY 6.45 09/15/36                                                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    247000 | PA      | $262478.75    | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                 | OXY 8.875 07/15/30                                                                             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    229000 | PA      | $264572.63    | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Bx Commercial Mortgage Trust 2018-Bioa                                                     | BX 2022-FOX2 A2                                                                                | CUSIP: 05610AAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6929860 | PA      | $6916167.33   | 0.11%             | 2039-04-15      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                         | BX 2024-WPT B                                                                                  | CUSIP: 05612JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7663000 | PA      | $7692216.55   | 0.12%             | 2034-03-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                 | OXY 5.55 10/01/34                                                                              | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4658000 | PA      | $4726095.12   | 0.08%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Ondeck Asset Sec tr II 2016-1                                                              | ONDK 2025-1A C                                                                                 | CUSIP: 68237DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1292078.50   | 0.02%             | 2032-04-19      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                         | BX 2024-VLT4 E                                                                                 | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10345000 | PA      | $10354209.37  | 0.17%             | 2041-06-17      | Variable      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                         | BX 2024-VLT4 F                                                                                 | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8250000 | PA      | $8108666.13   | 0.13%             | 2041-06-17      | Variable      | 8.09%                 | Yes           |                  2 | On Loan: No      |
| Ondeck Asset Sec tr II 2016-1                                                              | ONDK 2025-1A D                                                                                 | CUSIP: 68237DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2810226.44   | 0.05%             | 2032-04-19      | Fixed         | 8.77%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                               | ORCL 6.5 04/15/38                                                                              | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    239000 | PA      | $262084.30    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-B                                                        | BX 2024-BIO2 D                                                                                 | CUSIP: 05613GAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7480000 | PA      | $7419692.39   | 0.12%             | 2041-08-13      | Variable      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                         | BX 2024-BRBK A                                                                                 | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25000000 | PA      | $25156946.58  | 0.41%             | 2041-10-15      | Variable      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                         | BX 2024-BRBK D                                                                                 | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5006528.95   | 0.08%             | 2041-10-15      | Variable      | 10.12%                | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                         | BX 2024-AIR2 D                                                                                 | CUSIP: 05613QAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16987080 | PA      | $17007149.41  | 0.28%             | 2041-10-15      | Variable      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2006-SP2                                                    | BVCLN 2024-EDU1 C                                                                              | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2474799 | PA      | $2464983.84   | 0.04%             | 2047-06-25      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2006-SP2                                                    | BVCLN 2024-EDU1 D                                                                              | CUSIP: 07336PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    989920 | PA      | $1013653.27   | 0.02%             | 2047-06-25      | Variable      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                               | ORCL 6.125 07/08/39                                                                            | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    251000 | PA      | $265525.88    | 0.00%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                                | BRKHEC 5.45 02/15/34                                                                           | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    247000 | PA      | $253008.90    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Financial Corp.                                                            | BEAMOB 7.25 08/01/30 144A                                                                      | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5579000 | PA      | $5800257.56   | 0.09%             | 2030-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                      | BZH 7.25 10/15/29                                                                              | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    187000 | PA      | $190219.39    | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                                | BRKHEC 5.8 01/15/55                                                                            | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    268000 | PA      | $262672.40    | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pagaya US Holding Co. LLC                                                                  | PGY 8.875 08/01/30                                                                             | CUSIP: 69549FAC3<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186227.74    | 0.00%             | 2030-08-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                      | BZH 7.5 03/15/31 144A                                                                          | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |   8537000 | PA      | $8650746.99   | 0.14%             | 2031-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                                    | BFLD 2025-5MW D                                                                                | CUSIP: 088921AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4980716.38   | 0.08%             | 2042-10-10      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| JANUS CAPITAL GROUP INC                                                                    | Janus Henderson Cash Liquidity Fund LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        | 300954445 | NS      | $301014635.88 | 4.88%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   6350000 | PA      | $7468588.74   | 0.12%             | 2030-11-08      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                                 | ICECR L 07/16/32 2                                                                             | CUSIP: G3679YAL6<br>LEI: 213800NRSZ1N2Y6LEX44 | Long             | LON              | CORP              | LU        |  16320000 | PA      | $19174170.40  | 0.31%             | 2032-08-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |  14240000 | PA      | $16768684.06  | 0.27%             | 2029-12-31      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| PrimeSource                                                                                | PrimeSource Term Loan B 450 2031-09-17                                                         | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |   4685000 | PA      | $4683828.75   | 0.08%             | 2031-09-25      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                        | PEER HOLDING III BV                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |  10010000 | PA      | $11765445.61  | 0.19%             | 2032-09-27      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                         | FFHCN 5.625 08/16/32                                                                           | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $254590.25    | 0.00%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                                | FMCN 7.25 02/15/34 144A                                                                        | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   8645000 | PA      | $8938523.69   | 0.14%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                                                                  | ORAFP 8.5 03/01/31                                                                             | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    210000 | PA      | $255141.33    | 0.00%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                          | HSBC V3.973 05/22/30                                                                           | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $256063.77    | 0.00%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                             | BCRED 6.25 01/25/31                                                                            | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2236000 | PA      | $2336981.18   | 0.04%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                            | BXSL 5.875 11/15/27                                                                            | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1585183.35   | 0.03%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                          | HSBC V2.013 09/22/28                                                                           | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    266000 | PA      | $254834.14    | 0.00%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                          | HSBC V7.39 11/03/28                                                                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    236000 | PA      | $250646.82    | 0.00%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream, LLC / Blue Racer Finance Corp                                        | BLURAC 7 07/15/29 144A                                                                         | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $184573.91    | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                               | OCINCC 5.8 03/15/30                                                                            | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   6102000 | PA      | $6187749.09   | 0.10%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance Llc                                                                       | OWL 6.25 04/18/34                                                                              | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   3782000 | PA      | $3966272.69   | 0.06%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                    | BAH 5.95 04/15/35                                                                              | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   4217000 | PA      | $4396250.67   | 0.07%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                                          | HSBC V6.161 03/09/29                                                                           | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    239000 | PA      | $249255.54    | 0.00%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| HudBay Minerals Inc                                                                        | HBMCN 4.5 04/01/26 144A                                                                        | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   8968000 | PA      | $8940861.04   | 0.14%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Boyne USA Inc                                                                              | BIGSKY 4.75 05/15/29 144A                                                                      | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $189351.08    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Broadstone Net Lease Inc                                                                   | BNL 2.6 09/15/31                                                                               | CUSIP: 11135EAA2<br>LEI: 549300U8D7PT70B49V21 | Long             | DBT              | CORP              | US        |   2206000 | PA      | $1931648.07   | 0.03%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Husky Ims CDN Escrow Co-Issuer Ltd / Husky IMS U S Escrow Co-Issuer LLC                    | HUSKYI 9 02/15/29 144A                                                                         | CUSIP: 44805RAA3<br>LEI: 5493003ZDHRVP2N4C109 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $194405.52    | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                        | HNDLIN 6.875 01/30/30 144A                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    426000 | PA      | $441750.92    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Broadstreet Partners Inc                                                                   | BROPAR 5.875 04/15/29 144A                                                                     | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |  10225000 | PA      | $10195219.69  | 0.17%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                         | BURLN 6.25 04/15/28 144A                                                                       | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   4962000 | PA      | $4970827.40   | 0.08%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners XXIV Ltd.                                                      | OCT42 2019-3A A1RR                                                                             | CUSIP: 67576PAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20063244.00  | 0.33%             | 2037-07-15      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                         | BURLN 6.875 04/15/30 144A                                                                      | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $4046165.30   | 0.07%             | 2030-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                         | BURLN 7.5 07/15/33 144A                                                                        | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   6620000 | PA      | $6736512.00   | 0.11%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                         | BX 2024-GPA3 C                                                                                 | CUSIP: 123910AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7652888 | PA      | $7672907.09   | 0.12%             | 2039-12-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| BX COML MTG TR 2024-AIRC                                                                   | BX 2024-AIRC A                                                                                 | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9361952 | PA      | $9384662.70   | 0.15%             | 2039-08-15      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                             | C V3.52 10/27/28                                                                               | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    258000 | PA      | $254562.10    | 0.00%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                             | C V4.075 04/23/29                                                                              | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    157000 | PA      | $156619.84    | 0.00%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                             | C V4 PERP W                                                                                    | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4980536.00   | 0.08%             | 2099-12-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                             | C V3.875 PERP X                                                                                | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $5260945.69   | 0.09%             | 2099-12-31      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                             | C V5.411 09/19/39                                                                              | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200677.90    | 0.00%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                               | CFG V5.841 01/23/30                                                                            | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250147.96    | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                               | CFG V6.645 04/25/35                                                                            | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    238000 | PA      | $261873.68    | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                        | CLH 5.125 07/15/29 144A                                                                        | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    198000 | PA      | $196354.60    | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                       | CLF 7.5 09/15/31 144A                                                                          | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    258000 | PA      | $265929.90    | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Coinstar Funding, LLC                                                                      | COIN 2017-1A A2                                                                                | CUSIP: 19260MAA4<br>LEI: 5493004UNX3RE1I4DH23 | Long             | ABS-O            | CORP              | US        |  15583738 | PA      | $14557366.53  | 0.24%             | 2047-04-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                             | DNFRA 2021-1A C                                                                                | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3420000 | PA      | $3287558.45   | 0.05%             | 2049-04-15      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| Diamond Issuer Llc                                                                         | SHINE 2021-1A C                                                                                | CUSIP: 25267TAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4667910.00   | 0.08%             | 2051-11-20      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                | COF V7.964 11/02/34                                                                            | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2400131.77   | 0.04%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2017-3                                                        | DRIVE 2025-1 D                                                                                 | CUSIP: 262102AF3<br>LEI: 549300RZ091I85JWZO63 | Long             | ABS-O            | CORP              | US        |   2673000 | PA      | $2707775.07   | 0.04%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                           | DUK V6.45 09/01/54                                                                             | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4470000 | PA      | $4721562.66   | 0.08%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Copeland (Emerson Electrics climate control business)                                      | Copeland (Emerson Electrics climate control business) Term Loan B 250 2030-05-01               | CUSIP: 26872NAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9739762 | PA      | $9706744.21   | 0.16%             | 2030-05-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                             | SATS 10.75 11/30/29 .                                                                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    248000 | PA      | $272842.16    | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Electronic Arts Inc.                                                                       | EA 1.85 02/15/31                                                                               | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    299000 | PA      | $283903.38    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc.                                                                     | DAEL 6.5 12/01/29 144A                                                                         | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    192000 | PA      | $195056.26    | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Enact Holdings Inc                                                                         | ACT 6.25 05/28/29                                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    244000 | PA      | $255134.48    | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                         | ET V8 05/15/54                                                                                 | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    238000 | PA      | $254332.04    | 0.00%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                                    | ENS 4.375 12/15/27 144A                                                                        | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    198000 | PA      | $195203.15    | 0.00%             | 2027-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Enova International Inc.                                                                   | ENVA 9.125 08/01/29 144A                                                                       | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    397000 | PA      | $416916.70    | 0.01%             | 2029-08-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| EUSHI Finance Inc.                                                                         | EMACN V7.625 12/15/54                                                                          | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $168793.69    | 0.00%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2016-3                                                 | EART 2024-1A E                                                                                 | CUSIP: 30167PAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10250000 | PA      | $10696955.19  | 0.17%             | 2031-08-15      | Fixed         | 7.89%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2016-3                                                 | EART 2023-1A E                                                                                 | CUSIP: 30168BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3337182.09   | 0.05%             | 2030-09-16      | Fixed         | 12.07%                | Yes           |                  2 | On Loan: No      |
| BLACKBIRD                                                                                  | Blackbird Apartments                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   7679281 | NS      | $7679280.97   | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| GEO Group Inc                                                                              | GEO 10.25 04/15/31                                                                             | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    225000 | PA      | $247571.55    | 0.00%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Ggam Finance Ltd.                                                                          | GGAMFI 8 06/15/28 144A                                                                         | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   2977000 | PA      | $3151017.56   | 0.05%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | G2 MA5021                                                                                      | CUSIP: 36179TSJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77817 | PA      | $76868.47     | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GN BD7109                                                                                      | CUSIP: 3617BN3S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       462 | PA      | $441.99       | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GN BD7135                                                                                      | CUSIP: 3617BN4U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1438 | PA      | $1374.74      | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                | GLPI 4 01/15/31                                                                                | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   3143000 | PA      | $3008221.56   | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                | GLPI 3.25 01/15/32                                                                             | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    288000 | PA      | $259105.51    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GN 784182                                                                                      | CUSIP: 3622A2UF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8438 | PA      | $8338.44      | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION                                                         | GSMS 2025-800D A                                                                               | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22910000 | PA      | $22970986.42  | 0.37%             | 2041-11-25      | Variable      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| GALAXY SENIOR PARTICIPATION INTERES                                                        | GALAXY SENIOR PARTICIPATION INTERES 0% BDS 31/07/26 USD5000000 A1X 25-1 144A                   | CUSIP: 362922AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15705858 | PA      | $15789822.69  | 0.26%             | 2026-07-31      | Variable      | 8.25%                 | No            |                  3 | On Loan: No      |
| GAM RESECURITIZATION TRUST                                                                 | GAM 2021-FRR2 CK74                                                                             | CUSIP: 36459TBQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18068494 | PA      | $14345424.80  | 0.23%             | 2051-09-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| General Motors Company                                                                     | GM 6.6 04/01/36                                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    238000 | PA      | $256882.64    | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                       | GM 5.95 04/04/34                                                                               | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    245000 | PA      | $254444.83    | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                       | GM 5.9 01/07/35                                                                                | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263094.41    | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                       | GM 6.15 07/15/35                                                                               | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    249000 | PA      | $260404.50    | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Getty Images Inc.                                                                          | ABEGET 11.25 02/21/30 144A                                                                     | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   5796000 | PA      | $5534774.28   | 0.09%             | 2030-02-21      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Protective Industrial Products                                                             | Protective Industrial Products Term Loan B 400 2032-01-05                                      | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12280000 | PA      | $11899320.00  | 0.19%             | 2032-05-21      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc.                                                                     | GBDC 6 07/15/29                                                                                | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    243000 | PA      | $248301.69    | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GNR 2014-8 S                                                                                   | CUSIP: 38378P6S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    273021 | PA      | $24228.71     | 0.00%             | 2044-01-20      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GNR 2014-166 SA                                                                                | CUSIP: 38378XM65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    434147 | PA      | $34477.97     | 0.00%             | 2055-10-16      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding 2020-B                                                  | GPIF 2023-2A B                                                                                 | CUSIP: 38410JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7438000 | PA      | $7491216.66   | 0.12%             | 2027-03-01      | Variable      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| Gray Media Inc.                                                                            | GTN 10.5 07/15/29 144A                                                                         | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    398000 | PA      | $430337.96    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Gray Media Inc.                                                                            | GTN 7.25 08/15/33 144A                                                                         | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  11587000 | PA      | $11482168.93  | 0.19%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Enviri Corp.                                                                               | NVRI 5.75 07/31/27 144A                                                                        | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    187000 | PA      | $185483.26    | 0.00%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Coherent (II-VI)                                                                           | Coherent (II-VI) Term Loan B 200 2029-07-01                                                    | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   2096823 | PA      | $2092775.68   | 0.03%             | 2029-07-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                          | BRKHEC 6.125 04/01/36                                                                          | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    236000 | PA      | $256792.99    | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENVA 2018 LLC                                                                              | ENVA 2024-A A                                                                                  | CUSIP: 64113EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486393 | PA      | $487732.81    | 0.01%             | 2030-10-21      | Fixed         | 7.43%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   6040000 | PA      | $7125109.76   | 0.12%             | 2031-05-16      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Copeland (Emerson Electrics climate control business)                                      | Copeland (Emerson Electrics climate control business) Term Loan B (Incremental) 250 2031-06-11 | CUSIP: 26872NAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13402675 | PA      | $13338208.13  | 0.22%             | 2031-08-04      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                                                            | CUSIP: F6456UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |  10140000 | PA      | $11961690.89  | 0.19%             | 2032-02-10      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                                      | BEAMOB L 08/06/30 2                                                                            | CUSIP: 07363PAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1522673 | PA      | $1526479.68   | 0.02%             | 2030-08-06      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility                                                                            | Beacon Mobility Term Loan B 325 2030-06-09                                                     | CUSIP: 07363PAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11115509 | PA      | $11143297.77  | 0.18%             | 2030-08-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO L.P.                                                                     | BOOTFN L 08/30/32 3                                                                            | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |   5410000 | PA      | $5421252.80   | 0.09%             | 2032-08-30      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   2871154 | PA      | $3380800.00   | 0.05%             | 2032-07-16      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer Limited Partnership                                                | CLGIX 2022-1CAN A2                                                                             | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $3539561.62   | 0.06%             | 2052-01-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                             | BNP V9.25 PERP 144A                                                                            | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2432000 | PA      | $2612790.02   | 0.04%             | 2099-12-31      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                         | BBVASM V6.138 09/14/28                                                                         | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $206811.70    | 0.00%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                         | BBVASM V6.033 03/13/35                                                                         | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $212663.64    | 0.00%             | 2035-03-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                                        | BTECN 8.5 04/30/30 144A                                                                        | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $191126.90    | 0.00%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Bell Canada                                                                                | BCECN V6.875 09/15/55                                                                          | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51871.50     | 0.00%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                            | BBDBCN 7.45 05/01/34 144A                                                                      | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  18481000 | PA      | $20411839.44  | 0.33%             | 2034-05-01      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                     | BRPCN 4.875 02/15/30 144A                                                                      | CUSIP: 11283YAD2<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $468920.00    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Brookfield Residential Properties Inc.                                                     | BRPCN 5 06/15/29 144a                                                                          | CUSIP: 11283YAG5<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $203936.15    | 0.00%             | 2029-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Dryden 37 Senior Loan Fund                                                                 | DRSLF 2016-42A A2RR                                                                            | CUSIP: 26244YBC9<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |  12250000 | PA      | $12286394.75  | 0.20%             | 2037-07-15      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN 108 CLO LTD/ LLC                                                                    | DRSLF 2022-108A A1R                                                                            | CUSIP: 26253MAN0<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | JE        |  26050000 | PA      | $26133023.96  | 0.42%             | 2037-07-20      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Ecaf I Ltd                                                                                 | ECAF 2015-1A B1                                                                                | CUSIP: 26827EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3163638 | PA      | $1455273.48   | 0.02%             | 2040-06-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Enerflex Ltd                                                                               | EFXCN 9 10/15/27 144A                                                                          | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $67199.62     | 0.00%             | 2027-10-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Ggam Finance Ltd.                                                                          | GGAMFI 5.875 03/15/30 144A                                                                     | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   7790000 | PA      | $7887348.12   | 0.13%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GoEasy Limited                                                                             | GSYCN 7.625 07/01/29 144A                                                                      | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    241000 | PA      | $244229.40    | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                       | BOOTFN 7.375 08/31/32 144*                                                                     | CUSIP: YM3484644<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |   6180000 | PA      | $8465840.44   | 0.14%             | 2032-08-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | US T-NOTE 5YR                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     11569 | NC      | $-987465.45   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12128.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell EUR / Buy USD                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22246.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-906.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $24.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $9286.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $30.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | US T-NOTE 10YR                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2064 | NC      | $518181.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                        | Royal Bank of Canada                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |   7856583 | PA      | $7856583.00   | 0.13%             | 2025-10-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Janus Henderson Cash Collateral Fund                                                       | Janus Henderson Cash Collateral Fund                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |  31426332 | NS      | $31426332.00  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-14

**Name of Applicant:** JANUS INVESTMENT FUND

**Signature:** JESPER NERGAARD

**Name of Signer:** JESPER NERGAARD

**Title:** VP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER