# EDGAR Filing Document

**Accession Number:** 0000277751
**File Stem:** 0000277751-26-000160
**Filing Date:** 2026-5
**Character Count:** 756396
**Document Hash:** d314d8420848b32e5d6747bcf4d9e08d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000277751-26-000160.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0000277751-26-000160

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 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:** 261042095

**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)**

**March 31, 2026**

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

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or* <br>*Principal Amounts*<br>|  | *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – 46.3% |  |  |  |
| &nbsp;&nbsp;&nbsp; Accelerated Assets 2024-1A D, 7.8500%, 8/22/44<sup>ž</sup> <br>| $6000338 |  | $6013224 |
| &nbsp;&nbsp;&nbsp; Achieve Mortgage 2024-HE1 B, 7.2600%, 5/25/39<sup>ž</sup> <br>| &nbsp;&nbsp; 4286746 |  | &nbsp;&nbsp; 4407142 |
| &nbsp;&nbsp;&nbsp; ACHV Trust 2023-1PL D, 8.4700%, 3/18/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 666958 |  | &nbsp;&nbsp;&nbsp;&nbsp; 668047 |
| &nbsp;&nbsp;&nbsp; Affirm Master Trust 2025-3A E, 6.8000%, 10/16/34<sup>ž</sup> <br>| &nbsp;&nbsp; 8000000 |  | &nbsp;&nbsp; 7917884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ALA Trust 2025-OANA D, CME Term SOFR 1 Month + 3.0907%, 6.7637%, <br> 6/15/40<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2670000 |  | &nbsp;&nbsp; 2671204 |
| &nbsp;&nbsp;&nbsp; Aligned Data Centers Issuer LLC 2021-1A A2, 1.9370%, 8/15/46<sup>ž</sup> <br>| &nbsp;&nbsp; 7366000 |  | &nbsp;&nbsp; 7291657 |
| &nbsp;&nbsp;&nbsp; Ally Bank Auto Credit-Linked Notes 2024-A E, 7.9170%, 5/17/32<sup>ž</sup> <br>| &nbsp;&nbsp; 1138685 |  | &nbsp;&nbsp; 1160298 |
| &nbsp;&nbsp;&nbsp; Ally Bank Auto Credit-Linked Notes 2024-A G, 12.7480%, 5/17/32<sup>ž</sup> <br>| &nbsp;&nbsp; 2067428 |  | &nbsp;&nbsp; 2144612 |
| &nbsp;&nbsp;&nbsp; Ally Bank Auto Credit-Linked Notes 2024-B E, 6.6780%, 9/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 1020468 |  | &nbsp;&nbsp; 1026449 |
| &nbsp;&nbsp;&nbsp; Ally Bank Auto Credit-Linked Notes 2024-B G, 11.3950%, 9/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 3699198 |  | &nbsp;&nbsp; 3784214 |
| &nbsp;&nbsp;&nbsp; Ally Bank Auto Credit-Linked Notes 2025-A E, 6.0660%, 6/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 6664411 |  | &nbsp;&nbsp; 6639533 |
| &nbsp;&nbsp;&nbsp; Ally Bank Auto Credit-Linked Notes 2025-A F, 6.9420%, 6/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 2215317 |  | &nbsp;&nbsp; 2215751 |
| &nbsp;&nbsp;&nbsp; Ally Bank Auto Credit-Linked Notes 2025-B F, 6.9420%, 9/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 2905922 |  | &nbsp;&nbsp; 2904414 |
| &nbsp;&nbsp;&nbsp; Ally Bank Auto Credit-Linked Notes 2025-B G, 9.9350%, 9/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 5189147 |  | &nbsp;&nbsp; 5220699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ARES CLO Ltd 2024-ALF8 A1, CME Term SOFR 3 Month + 1.2500%, 4.9180%, <br> 1/25/38<sup>ž,</sup><sup>‡</sup> <br>| 20000000 |  | 19986884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arini European CLO 2A DR, EURIBOR 3 Month + 3.1500%, 5.1660%, <br> 10/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 9310000 | EUR | 10768873 |
| &nbsp;&nbsp;&nbsp; Auxilior Term Funding LLC 2023-1A E, 10.9700%, 12/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 2550000 |  | &nbsp;&nbsp; 2730339 |
| &nbsp;&nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC 2021-1A D, 3.7100%, 8/20/27<sup>ž</sup> <br>| &nbsp;&nbsp; 5000000 |  | &nbsp;&nbsp; 4975066 |
| &nbsp;&nbsp;&nbsp; AXIS Equipment Finance Receivables 2024-1A E, 9.6600%, 4/20/32<sup>ž</sup> <br>| &nbsp;&nbsp; 2875000 |  | &nbsp;&nbsp; 2930597 |
| &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; 1423835 |
| &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; 1509818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Babson CLO Ltd LP-5A A, CME Term SOFR 3 Month + 1.2200%, 4.8876%, <br> 1/22/35<sup>ž,</sup><sup>‡</sup> <br>| 25000000 |  | 24991705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bain Capital Credit CLO Ltd 2023-3A A1R, CME Term SOFR 3 Month + <br> 1.3100%, 4.9780%, 10/25/38<sup>ž,</sup><sup>‡</sup> <br>| 62250000 |  | 62277502 |
| &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; 9502126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BAMLL Commercial Mortgage Securities Trust 2024-FRR3 E, 0.4732%, <br> 1/27/50<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 3776872 |  | &nbsp;&nbsp; 3513733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BAMLL Commercial Mortgage Securities Trust 2025-FRR5 E736, 0.8431%, <br> 9/27/52<sup>ž,</sup><sup>‡</sup> <br>| 24861668 |  | 23410691 |
| &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 |  | 14424044 |
| &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 |  | 15362043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bayview Opportunity Master Fund VII 2024-CAR1 E, US 30 Day Average SOFR + <br> 3.6000%, 7.2619%, 12/26/31<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 576695 |  | &nbsp;&nbsp;&nbsp;&nbsp; 581981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bayview Opportunity Master Fund VII 2024-EDU1 C, US 30 Day Average SOFR + <br> 1.8000%, 5.4619%, 6/25/47<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2411407 |  | &nbsp;&nbsp; 2423319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bayview Opportunity Master Fund VII 2024-EDU1 D, US 30 Day Average SOFR + <br> 2.7500%, 6.4119%, 6/25/47<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 964563 |  | &nbsp;&nbsp;&nbsp;&nbsp; 977279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bayview Opportunity Master Fund VII 2025-EDU1 C, US 30 Day Average SOFR + <br> 1.8000%, 5.4619%, 7/27/48<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 4866431 |  | &nbsp;&nbsp; 4871947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Benefit Street Partners CLO Ltd 2022-28A AR, CME Term SOFR 3 Month + <br> 1.3500%, 5.0176%, 10/20/37<sup>ž,</sup><sup>‡</sup> <br>| 40000000 |  | 40013468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Benefit Street Partners CLO Ltd 2025-43A A, CME Term SOFR 3 Month + <br> 1.2700%, 5.0716%, 10/20/38<sup>ž,</sup><sup>‡</sup> <br>| 29665000 |  | 29644724 |
| &nbsp;&nbsp;&nbsp; BFLD Trust 2025-5MW D, 6.3710%, 10/10/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 5000000 |  | &nbsp;&nbsp; 5067187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BlackRock European CLO DAC 16A D, EURIBOR 3 Month + 3.0500%, 5.1100%, <br> 1/17/39<sup>ž,</sup><sup>‡</sup> <br>| 10180000 | EUR | 11670886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BLP Commercial Mortgage Trust 2025-IND2 E, CME Term SOFR 1 Month + <br> 3.7500%, 7.4225%, 12/15/42<sup>ž,</sup><sup>‡</sup> <br>| 30139000 |  | 30034031 |
| &nbsp;&nbsp;&nbsp; Blue Bridge Funding LLC 2023-1A B, 9.4800%, 11/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 2800000 |  | &nbsp;&nbsp; 2854745 |
| &nbsp;&nbsp;&nbsp; Blue Bridge Funding LLC 2023-1A C, 9.5000%, 11/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 2800000 |  | &nbsp;&nbsp; 2782073 |
| &nbsp;&nbsp;&nbsp; Blue Bridge Funding LLC 2023-1A D, 15.0000%, 11/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 1743000 |  | &nbsp;&nbsp; 1599765 |
| &nbsp;&nbsp;&nbsp; BPR Trust 2024-PMDW E, 5.8500%, 11/5/41<sup>ž,</sup><sup>‡</sup> <br>| 17000000 |  | 15686118 |
| &nbsp;&nbsp;&nbsp; Brean Asset Backed Securities Trust 2024-RM8 A2, 4.5000%, 5/25/64<sup>ž</sup> <br>| 12014881 |  | 11520940 |
| &nbsp;&nbsp;&nbsp; Business Jet Securities LLC 2022-1A C, 6.4130%, 6/15/37<sup>ž</sup> <br>| &nbsp;&nbsp; 1091438 |  | &nbsp;&nbsp; 1083840 |
| &nbsp;&nbsp;&nbsp; Business Jet Securities LLC 2024-1A B, 6.9240%, 5/15/39<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 790717 |  | &nbsp;&nbsp;&nbsp;&nbsp; 808960 |
| &nbsp;&nbsp;&nbsp; Business Jet Securities LLC 2024-1A C, 9.1320%, 5/15/39<sup>ž</sup> <br>| &nbsp;&nbsp; 3117542 |  | &nbsp;&nbsp; 3187208 |
| &nbsp;&nbsp;&nbsp; Business Jet Securities LLC 2024-2A B, 5.7540%, 9/15/39<sup>ž</sup> <br>| &nbsp;&nbsp; 2730387 |  | &nbsp;&nbsp; 2707055 |
| &nbsp;&nbsp;&nbsp; Business Jet Securities LLC 2024-2A C, 7.9740%, 9/15/39<sup>ž</sup> <br>| &nbsp;&nbsp; 2157645 |  | &nbsp;&nbsp; 2147161 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2021-BXMF G, CME Term SOFR 1 Month + <br> 3.4640%, 7.1370%, 10/15/26<sup>ž,</sup><sup>‡</sup> <br>| $12367786 |  | $12336838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-AIR2 D, CME Term SOFR 1 Month + <br> 2.7905%, 6.4635%, 10/15/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 16987080 |  | &nbsp;&nbsp; 16982154 |
| &nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-BIO2 D, 7.7127%, 8/13/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 7480000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7175868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-BRBK A, CME Term SOFR 1 Month + <br> 2.8796%, 6.5578%, 10/15/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 15000000 |  | &nbsp;&nbsp; 15079590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-BRBK D, CME Term SOFR 1 Month + <br> 5.9705%, 9.6486%, 10/15/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5000000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4993864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-CNYN D, CME Term SOFR 1 Month + <br> 2.6901%, 6.3626%, 4/15/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1782404 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1778662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-GPA3 C, CME Term SOFR 1 Month + <br> 1.8920%, 5.5645%, 12/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6877561 |  | &nbsp;&nbsp;&nbsp;&nbsp; 6877561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-VLT4 E, CME Term SOFR 1 Month + <br> 2.8894%, 6.5619%, 6/15/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 10345000 |  | &nbsp;&nbsp; 10131004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-VLT4 F, CME Term SOFR 1 Month + <br> 3.9379%, 7.6104%, 6/15/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8250000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 8214336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2024-WPT B, CME Term SOFR 1 Month + <br> 1.8908%, 5.5633%, 3/15/34<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 7663000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7643860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2025-ROIC E, CME Term SOFR 1 Month + <br> 2.9413%, 6.6138%, 3/15/30<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 22367351 |  | &nbsp;&nbsp; 22282971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2025-VLT7 E, CME Term SOFR 1 Month + <br> 3.7500%, 7.4225%, 7/15/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 16641000 |  | &nbsp;&nbsp; 16403888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2026-CSMO C, CME Term SOFR 1 Month + <br> 2.0000%, 5.6725%, 2/15/43<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1750000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1748090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2026-CSMO D, CME Term SOFR 1 Month + <br> 2.4500%, 6.1225%, 2/15/43<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2620000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2617325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2026-XL6 D, CME Term SOFR 1 Month + <br> 2.1000%, 5.7725%, 3/15/43<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 13056000 |  | &nbsp;&nbsp; 12990720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust 2026-XL6 E, CME Term SOFR 1 Month + <br> 3.0000%, 6.6725%, 3/15/43<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4539000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4505162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BXHPP Trust 2021-FILM A, CME Term SOFR 1 Month + 0.7645%, 4.4375%, <br> 8/15/36<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4619000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4379405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BXHPP Trust 2021-FILM B, CME Term SOFR 1 Month + 1.0145%, 4.6875%, <br> 8/15/36<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 14243000 |  | &nbsp;&nbsp; 13229094 |
| &nbsp;&nbsp;&nbsp; CALI Mortgage Trust 2019-101C B, 4.1580%, 3/10/39<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8311000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7917037 |
| &nbsp;&nbsp;&nbsp; Capital Four CLO 11A D, EURIBOR 3 Month + 3.1000%, 5.2240%, 1/25/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 9700000 | EUR | &nbsp;&nbsp; 11165015 |
| &nbsp;&nbsp;&nbsp; Capital Four CLO 7A BR, EURIBOR 3 Month + 1.6500%, 3.7720%, 4/25/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 17880000 | EUR | &nbsp;&nbsp; 20575175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carlyle Global Markets Strategies 2017-2A AR2, CME Term SOFR 3 Month + <br> 1.4900%, 5.1576%, 7/20/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 32500000 |  | &nbsp;&nbsp; 32518424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carlyle Global Markets Strategies 2021-11A A2R, CME Term SOFR 3 Month + <br> 1.6100%, 5.2780%, 7/27/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 13500000 |  | &nbsp;&nbsp; 13480308 |
| &nbsp;&nbsp;&nbsp; Carvana Auto Receivables Trust 2021-N3 E, 3.1600%, 6/12/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5635989 |  | &nbsp;&nbsp;&nbsp;&nbsp; 5499698 |
| &nbsp;&nbsp;&nbsp; Castlelake Aircraft Securitization Trust 2018-1, 6.6250%, 6/15/43<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3837432 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3146836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cedar Funding Ltd 2018-9A AR, CME Term SOFR 3 Month + 1.4200%, <br> 5.0876%, 7/20/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 29000000 |  | &nbsp;&nbsp; 29012444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cedar Funding Ltd 2021-14A AR, CME Term SOFR 3 Month + 1.3800%, <br> 5.0522%, 10/15/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 37860000 |  | &nbsp;&nbsp; 37882201 |
| &nbsp;&nbsp;&nbsp; CF Hippolyta Issuer LLC 2022-1A A1, 5.9700%, 8/15/62<sup>ž</sup> <br>| &nbsp;&nbsp; 22748423 |  | &nbsp;&nbsp; 22419585 |
| &nbsp;&nbsp;&nbsp; CF Hippolyta Issuer LLC 2022-1A A2, 6.1100%, 8/15/62<sup>ž</sup> <br>| &nbsp;&nbsp; 21289502 |  | &nbsp;&nbsp; 20696466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chase Mortgage Finance Corp 2021-CL1 M1, US 30 Day Average SOFR + <br> 1.2000%, 4.8619%, 2/25/50<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1178886 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1150755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chase Mortgage Finance Corp 2021-CL1 M4, US 30 Day Average SOFR + <br> 2.6500%, 6.3119%, 2/25/50<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1908381 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1912943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chase Mortgage Finance Corp 2021-CL1 M5, US 30 Day Average SOFR + <br> 3.2500%, 6.9119%, 2/25/50<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 763447 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 752867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CIFC Funding Ltd 2019-7A A1R, CME Term SOFR 3 Month + 1.2800%, <br> 4.9476%, 10/19/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 49782000 |  | &nbsp;&nbsp; 49782000 |
| &nbsp;&nbsp;&nbsp; Citigroup Commercial Mortgage Trust 2018-C5, 0.6559%, 6/10/51<sup>‡</sup><sup>,¤</sup> <br>| &nbsp;&nbsp; 31437244 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381239 |
| &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 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 3570674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; COMM Mortgage Trust 2024-WCL1 C, CME Term SOFR 1 Month + 2.8890%, <br> 6.5615%, 6/15/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3750000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3744425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; COMM Mortgage Trust 2024-WCL1 D, CME Term SOFR 1 Month + 3.2890%, <br> 6.9615%, 6/15/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 11250000 |  | &nbsp;&nbsp; 11259175 |
| &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;&nbsp;&nbsp; 4904303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2019-R04 2B1, US 30 Day Average SOFR + <br> 5.3645%, 9.0264%, 6/27/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3593722 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3623813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2019-R05, US 30 Day Average SOFR + <br> 4.2145%, 7.8764%, 7/25/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5413031 |  | &nbsp;&nbsp;&nbsp;&nbsp; 5480970 |

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| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2021-R01 1B1, US 30 Day Average SOFR + <br> 3.1000%, 6.7619%, 10/25/41<sup>ž,</sup><sup>‡</sup> <br>| $27737621 |  | $27999931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2021-R01 1B2, US 30 Day Average SOFR + <br> 6.0000%, 9.6619%, 10/25/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4176000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4260998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2021-R02 2B2, US 30 Day Average SOFR + <br> 6.2000%, 9.8619%, 11/25/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3095000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3165985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2021-R03 1B1, US 30 Day Average SOFR + <br> 2.7500%, 6.4119%, 12/25/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3442000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3483530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2022-R01 1B1, US 30 Day Average SOFR + <br> 3.1500%, 6.8119%, 12/25/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 13477000 |  | &nbsp;&nbsp; 13645829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2022-R01 1B2, US 30 Day Average SOFR + <br> 6.0000%, 9.6619%, 12/25/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5369302 |  | &nbsp;&nbsp;&nbsp;&nbsp; 5508770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2022-R03 1B2, US 30 Day Average SOFR + <br> 9.8500%, 13.5119%, 3/25/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1832000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1962979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2022-R04 1B2, US 30 Day Average SOFR + <br> 9.5000%, 13.1619%, 3/25/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1257000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1349638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2022-R06 1M2, US 30 Day Average SOFR <br> + 3.8500%, 7.5119%, 5/26/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 10570000 |  | &nbsp;&nbsp; 10856302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2022-R07 1B2, US 30 Day Average SOFR + <br> 12.0000%, 15.6619%, 6/25/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 14014297 |  | &nbsp;&nbsp; 15716252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2023-R05 1B1, US 30 Day Average SOFR + <br> 4.7500%, 8.4119%, 6/25/43<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2378000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2516857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2023-R06 1B2, US 30 Day Average SOFR + <br> 5.9000%, 9.5619%, 7/27/43<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 14170667 |  | &nbsp;&nbsp; 15255138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2024-R01 1B1, US 30 Day Average SOFR + <br> 2.7000%, 6.3619%, 1/25/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 14438655 |  | &nbsp;&nbsp; 14678255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2024-R03 2B1, US 30 Day Average SOFR + <br> 2.8000%, 6.4619%, 3/25/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8290000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 8511729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2024-R04 1B1, US 30 Day Average SOFR + <br> 2.2000%, 5.8619%, 5/25/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4590000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4663224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2024-R06 1M2, US 30 Day Average SOFR <br> + 1.6000%, 5.2619%, 9/26/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3486469 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3484290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust 2025-R01 1M2, US 30 Day Average SOFR <br> + 1.5000%, 5.1619%, 1/25/45<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 7908000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7873403 |
| &nbsp;&nbsp;&nbsp; Contego CLO DAC 15A B, EURIBOR 3 Month + 1.7000%, 3.8920%, 4/16/40<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 21560000 | EUR | &nbsp;&nbsp; 24647689 |
| &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;&nbsp;&nbsp; 8559336 |
| &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;&nbsp;&nbsp; 6604939 |
| &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;&nbsp;&nbsp; 5780778 |
| &nbsp;&nbsp;&nbsp; CPT Mortgage Trust 2019-CPT F, 2.9968%, 11/13/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 11135000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 9479571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Suisse Commercial Mortgage Trust 2021-BHAR E, CME Term SOFR 1 <br> Month + 3.6145%, 7.2875%, 11/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2989500 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2950244 |
| &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; 1951515 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1964423 |
| &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; 836364 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870606 |
| &nbsp;&nbsp;&nbsp; CSAIL Commercial Mortgage Trust 2021-C20 XA, 0.9872%, 3/15/54<sup>‡</sup><sup>,¤</sup> <br>| &nbsp;&nbsp; 57804205 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2059362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DBGS Mortgage Trust 2021-W52 B, CME Term SOFR 1 Month + 2.0112%, <br> 5.6842%, 10/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1634000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1622278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DBGS Mortgage Trust 2021-W52 C, CME Term SOFR 1 Month + 2.5640%, <br> 6.2370%, 10/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 10044000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 9882786 |
| &nbsp;&nbsp;&nbsp; DC Commercial Mortgage Trust 2023-DC D, 7.1405%, 9/12/40<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 10000000 |  | &nbsp;&nbsp; 10070821 |
| &nbsp;&nbsp;&nbsp; DI Issuer LLC 2025-1A B, 5.9000%, 12/15/55<sup>ž</sup> <br>| &nbsp;&nbsp; 13214000 |  | &nbsp;&nbsp; 13304004 |
| &nbsp;&nbsp;&nbsp; DI Issuer LLC 2025-1A C, 7.8800%, 12/15/55<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 9410000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 9530664 |
| &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;&nbsp;&nbsp; 3928050 |
| &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;&nbsp;&nbsp; 3348047 |
| &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;&nbsp;&nbsp; 4843117 |
| &nbsp;&nbsp;&nbsp; Drive Auto Receivables Trust 2025-1 D, 5.4100%, 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2673000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2680540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DROP Mortgage Trust 2021-FILE A, CME Term SOFR 1 Month + 1.2645%, <br> 4.9375%, 10/15/43<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2650000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2616128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DROP Mortgage Trust 2021-FILE D, CME Term SOFR 1 Month + 2.8645%, <br> 6.5375%, 10/15/43<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 15000000 |  | &nbsp;&nbsp; 13794466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dryden Senior Loan Fund 2016-42A A2RR, CME Term SOFR 3 Month + <br> 1.6500%, 5.3222%, 7/15/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 12250000 |  | &nbsp;&nbsp; 12236607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dryden Senior Loan Fund 2022-108A A1R, CME Term SOFR 3 Month + <br> 1.3600%, 5.0276%, 7/20/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 26050000 |  | &nbsp;&nbsp; 26063025 |
| &nbsp;&nbsp;&nbsp; ECAF I Ltd, 5.8020%, 6/15/40<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3163638 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1548949 |
| &nbsp;&nbsp;&nbsp; Ellington Financial Mortgage Trust 2025-RTL1 A2, 5.5650%, 11/25/40<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8223000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 8222624 |
| &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;&nbsp;&nbsp; 3272957 |
| &nbsp;&nbsp;&nbsp; Exeter Automobile Receivables Trust 2024-1A E, 7.8900%, 8/15/31<sup>ž</sup> <br>| &nbsp;&nbsp; 10250000 |  | &nbsp;&nbsp; 10504285 |
| &nbsp;&nbsp;&nbsp; Exeter Automobile Receivables Trust 2024-3A E, 7.8400%, 10/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6670000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 6853984 |
| &nbsp;&nbsp;&nbsp; Exeter Automobile Receivables Trust 2025-5A E, 7.1500%, 6/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3800000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3809321 |
| &nbsp;&nbsp;&nbsp; Exeter Automobile Receivables Trust 2026-1A N, 6.4500%, 8/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 7500000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7489035 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Exeter Select Automobile Receivables Trust 2025-2 D, 5.3400%, 1/15/32 | $5970000 | $5950287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust 2025-ESH D, CME Term SOFR 1 Month + <br> 2.6000%, 6.2725%, 10/15/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 6021000 | &nbsp;&nbsp; 6029337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust 2025-ESH E, CME Term SOFR 1 Month + <br> 3.3500%, 7.0225%, 10/15/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 9353000 | &nbsp;&nbsp; 9369829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust 2025-ESH F, CME Term SOFR 1 Month + <br> 4.1000%, 7.7725%, 10/15/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2500000 | &nbsp;&nbsp; 2503872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust 2026-ESH2 D, CME Term SOFR 1 Month + <br> 2.2500%, 5.9225%, 2/15/43<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1929843 | &nbsp;&nbsp; 1930714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust 2026-ESH2 E, CME Term SOFR 1 Month + <br> 2.9000%, 6.5725%, 2/16/43<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2060613 | &nbsp;&nbsp; 2061599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust 2026-ESH2 F, CME Term SOFR 1 Month + <br> 3.7500%, 7.4225%, 2/15/43<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1674248 | &nbsp;&nbsp; 1677531 |
| &nbsp;&nbsp;&nbsp; ExteNet Systems 2024-1A C, 9.0500%, 7/25/54<sup>ž</sup> <br>| &nbsp;&nbsp; 5250000 | &nbsp;&nbsp; 5411852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fannie Mae REMICS 2010-109 BS, US 30 Day Average SOFR + 53.7407%, <br> 13.3866%, 10/25/40<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 588203 | &nbsp;&nbsp;&nbsp;&nbsp; 772013 |
| &nbsp;&nbsp;&nbsp; Fannie Mae REMICS 2018-27 EA, 3.0000%, 5/25/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fannie Mae REMICS 2018-56 SB, US 30 Day Average SOFR + 5.9355%, <br> 2.2736%, 8/25/48<sup>‡</sup><sup>,¤</sup> <br>| &nbsp;&nbsp; 5224845 | &nbsp;&nbsp;&nbsp;&nbsp; 558067 |
| &nbsp;&nbsp;&nbsp; Fannie Mae REMICS 2020-100 BI, 2.0000%, 1/25/51<sup>¤</sup> <br>| 11848828 | &nbsp;&nbsp; 1569993 |
| &nbsp;&nbsp;&nbsp; First Help Financial LLC 2025-1A C, 5.6900%, 8/15/31<sup>ž</sup> <br>| &nbsp;&nbsp; 6100000 | &nbsp;&nbsp; 5961039 |
| &nbsp;&nbsp;&nbsp; First Help Financial LLC 2025-1A D, 5.9500%, 6/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 4340000 | &nbsp;&nbsp; 4207639 |
| &nbsp;&nbsp;&nbsp; First Help Financial LLC 2025-2A A2, 5.7500%, 5/15/30<sup>ž</sup> <br>| 24039000 | 24143846 |
| &nbsp;&nbsp;&nbsp; Flagship Credit Auto Trust 2022-4 E, 12.6600%, 1/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 3790776 |
| &nbsp;&nbsp;&nbsp; Flagship Credit Auto Trust 2023-1 E, 11.4400%, 4/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 8000000 | &nbsp;&nbsp; 7063340 |
| &nbsp;&nbsp;&nbsp; Flagship Credit Auto Trust 2023-3 E, 9.7400%, 6/17/30<sup>ž</sup> <br>| &nbsp;&nbsp; 4725000 | &nbsp;&nbsp; 3671081 |
| &nbsp;&nbsp;&nbsp; FORA Financial Asset Securitization 2024-1A A, 6.3300%, 8/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; 4962000 | &nbsp;&nbsp; 4972699 |
| &nbsp;&nbsp;&nbsp; Foundation Finance Trust 2023-2A D, 9.1000%, 6/15/49<sup>ž</sup> <br>| &nbsp;&nbsp; 2404104 | &nbsp;&nbsp; 2548358 |
| &nbsp;&nbsp;&nbsp; Foundation Finance Trust 2025-3A D, 5.7100%, 8/15/52<sup>ž</sup> <br>| &nbsp;&nbsp; 3725000 | &nbsp;&nbsp; 3703241 |
| &nbsp;&nbsp;&nbsp; Freddie Mac - SLST 2020-2 M1, 4.7500%, 9/25/60<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 3634943 | &nbsp;&nbsp; 3617826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA3 B2, US <br> 30 Day Average SOFR + 7.8645%, 11.5264%, 9/25/48<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 3658000 | &nbsp;&nbsp; 4168001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA5 B2, US <br> 30 Day Average SOFR + 7.4000%, 11.0619%, 11/25/50<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 8167203 | &nbsp;&nbsp; 9963758 |
| &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%, 9.6619%, 8/25/33<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 6154000 | &nbsp;&nbsp; 7645210 |
| &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%, 9.9119%, 10/25/33<sup>ž,</sup><sup>‡</sup> <br>| 11258280 | 14164718 |
| &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%, 7.0619%, 10/25/41<sup>ž,</sup><sup>‡</sup> <br>| 14440000 | 14598325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA6 B2, US <br> 30 Day Average SOFR + 7.5000%, 11.1619%, 10/25/41<sup>ž,</sup><sup>‡</sup> <br>| 10049698 | 10335708 |
| &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%, 7.3119%, 11/25/41<sup>ž,</sup><sup>‡</sup> <br>| 38921208 | 39529275 |
| &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%, 11.4619%, 11/25/41<sup>ž,</sup><sup>‡</sup> <br>| 20591000 | 21450102 |
| &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%, 7.0119%, 9/25/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 4734000 | &nbsp;&nbsp; 4770904 |
| &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%, 9.9119%, 9/25/41<sup>ž,</sup><sup>‡</sup> <br>| 40999357 | 41748595 |
| &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%, 5.7619%, 9/25/41<sup>ž,</sup><sup>‡</sup> <br>| 18410063 | 18472086 |
| &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%, 7.4119%, 12/25/41<sup>ž,</sup><sup>‡</sup> <br>| 27058500 | 27471815 |
| &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%, 10.6619%, 12/25/41<sup>ž,</sup><sup>‡</sup> <br>| 26334154 | 27167621 |
| &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%, 10.7619%, 1/27/42<sup>ž,</sup><sup>‡</sup> <br>| 23559000 | 24651488 |
| &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%, 12.1619%, 2/25/42<sup>ž,</sup><sup>‡</sup> <br>| 13643002 | 14350733 |
| &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%, 7.0119%, 11/25/43<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 7490866 | &nbsp;&nbsp; 7799201 |
| &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%, 5.1119%, 10/25/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 5334813 | &nbsp;&nbsp; 5333746 |
| &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%, 5.4619%, 8/25/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 8748096 | &nbsp;&nbsp; 8763302 |
| &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; 312348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust 2018-KSW4 C, US 30 Day Average SOFR + 5.1145%, <br> 8.7834%, 10/25/28<sup>ž,</sup><sup>‡</sup> <br>| 18042207 | 16846676 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust 2019-KF70 C, US 30 Day Average SOFR + 6.1145%, <br> 9.7834%, 9/25/29<sup>ž,</sup><sup>‡</sup> <br>| $15683151 | $15561381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust 2020-KF78 C, US 30 Day Average SOFR + 7.9845%, <br> 11.6534%, 3/25/30<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 19201386 | &nbsp;&nbsp; 18947029 |
| &nbsp;&nbsp;&nbsp; FREMF Mortgage Trust 2020-KJ32 BFX, 7.0000%, 11/25/33<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 10799136 | &nbsp;&nbsp;&nbsp;&nbsp; 9700702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust 2021-KF98 CS, US 30 Day Average SOFR + 8.5000%, <br> 12.1689%, 12/25/30<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3322413 | &nbsp;&nbsp;&nbsp;&nbsp; 3394110 |
| &nbsp;&nbsp;&nbsp; FREMF Mortgage Trust 2023-K511 C, 5.6344%, 11/25/28<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 19094019 | &nbsp;&nbsp; 17939394 |
| &nbsp;&nbsp;&nbsp; FS Commercial Mortgage Trust 2023-4SZN D, 9.0801%, 11/10/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5193000 | &nbsp;&nbsp;&nbsp;&nbsp; 5279517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Galaxy Senior Partner Trust 2025-1 A1X, CME Term SOFR 1 Month + 2.3760%, <br> 6.6302%, 7/31/26<sup>‡</sup><sup>,</sup><sup>¢</sup> <br>| &nbsp;&nbsp; 15405333 | &nbsp;&nbsp; 15487691 |
| &nbsp;&nbsp;&nbsp; Gam Resecuritization Trust 2021-FRR2 CK74, 0%, 9/27/51<sup>ž,◊</sup> <br>| &nbsp;&nbsp; 18068494 | &nbsp;&nbsp; 15033247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association, CME Term SOFR 1 Month + <br> 5.4355%, 1.7605%, 1/20/44<sup>‡</sup><sup>,¤</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association, CME Term SOFR 1 Month + <br> 6.0355%, 2.3630%, 10/16/55<sup>‡</sup><sup>,¤</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 419294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Great Wolf Trust 2024-WLF2 E, CME Term SOFR 1 Month + 3.6384%, 7.3109%, <br> 5/15/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3507000 | &nbsp;&nbsp;&nbsp;&nbsp; 3493860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Great Wolf Trust 2024-WOLF D, CME Term SOFR 1 Month + 2.8900%, <br> 6.5625%, 3/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3177000 | &nbsp;&nbsp;&nbsp;&nbsp; 3173606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GS Mortgage Securities Trust 2025-800D A, CME Term SOFR 1 Month + <br> 2.6500%, 6.3296%, 11/25/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 22910000 | &nbsp;&nbsp; 22898465 |
| &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; 597844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 597986 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations Trust 2025-1A C, 5.5200%, 5/27/42<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2383252 | &nbsp;&nbsp;&nbsp;&nbsp; 2402198 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations Trust 2025-2A C, 5.1200%, 5/25/44<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5384946 | &nbsp;&nbsp;&nbsp;&nbsp; 5374181 |
| &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; 2974506 |
| &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; 3363514 |
| &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; 2517295 |
| &nbsp;&nbsp;&nbsp; Hudson's Bay Simon JV Trust 2015-HB10 C10, 5.4470%, 8/5/34<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3864419 | &nbsp;&nbsp;&nbsp;&nbsp; 3607211 |
| &nbsp;&nbsp;&nbsp; Jersey Mikes Funding LLC 2025-1A A2, 5.6100%, 8/16/55<sup>ž</sup> <br>| &nbsp;&nbsp; 14870275 | &nbsp;&nbsp; 15056084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KKR Financial CLO Ltd 35A AR, CME Term SOFR 3 Month + 1.2000%, <br> 4.8676%, 1/20/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 20000000 | &nbsp;&nbsp; 19970402 |
| &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; 10128086 |
| &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; 2534720 |
| &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; 5060849 |
| &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; 3208953 |
| &nbsp;&nbsp;&nbsp; Lendbuzz Securitization Trust 2026-1A A2, 4.6800%, 7/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 7339736 | &nbsp;&nbsp;&nbsp;&nbsp; 7338316 |
| &nbsp;&nbsp;&nbsp; Lendbuzz Securitization Trust 2026-1A B, 5.1600%, 12/16/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1261332 | &nbsp;&nbsp;&nbsp;&nbsp; 1245249 |
| &nbsp;&nbsp;&nbsp; Lendbuzz Securitization Trust 2026-1A C, 5.7400%, 9/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1621453 | &nbsp;&nbsp;&nbsp;&nbsp; 1617910 |
| &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; 5316732 |
| &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; 2082682 |
| &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; 3622138 |
| &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; 9489448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Life Financial Services Trust 2021-BMR E, CME Term SOFR 1 Month + 1.8645%, <br> 5.5375%, 3/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 12600000 | &nbsp;&nbsp; 12204291 |
| &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;&nbsp;&nbsp; 965521 |
| &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;&nbsp;&nbsp; 782884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 788545 |
| &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; 5117879 |
| &nbsp;&nbsp;&nbsp; Luxury Lease Partners Auto Lease Trust 2025-A A, 5.5100%, 3/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 22313462 | &nbsp;&nbsp; 22245296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Madison Park Funding Ltd 2018-32A A1R2, CME Term SOFR 3 Month + <br> 1.3600%, 5.0292%, 7/22/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 20000000 | &nbsp;&nbsp; 20007420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Madison Park Funding Ltd 2024-66A A2, CME Term SOFR 3 Month + 1.5800%, <br> 5.2497%, 10/21/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 27000000 | &nbsp;&nbsp; 26930256 |
| &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; 57508993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Magnetite CLO Ltd 2024-44A A1, CME Term SOFR 3 Month + 1.3500%, <br> 5.0222%, 10/15/37<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 35700000 | &nbsp;&nbsp; 35710150 |
| &nbsp;&nbsp;&nbsp; Marlette Funding Trust 2023-1A D, 8.1500%, 4/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 13914355 | &nbsp;&nbsp; 14145364 |
| &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; 9457620 |
| &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; 9796977 |
| &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; 2581177 |
| &nbsp;&nbsp;&nbsp; Marlette Funding Trust 2025-1A D, 6.0200%, 7/16/35<sup>ž</sup> <br>| &nbsp;&nbsp; 13864000 | &nbsp;&nbsp; 13891228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mello Warehouse Securitization Trust 2024-1 F, CME Term SOFR 1 Month + <br> 5.2500%, 8.9286%, 10/25/57<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 11458000 | &nbsp;&nbsp; 11419493 |
| &nbsp;&nbsp;&nbsp; Merit 2022-MHIL G, CME Term SOFR 1 Month + 3.9575%, 7.6300%, 1/15/27<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4104000 | &nbsp;&nbsp;&nbsp;&nbsp; 4103802 |
| &nbsp;&nbsp;&nbsp; MetroNet Infrastructure Issuer LLC 2026-1A C, 7.1000%, 4/20/56<sup>ž</sup> <br>| &nbsp;&nbsp; 10295000 | &nbsp;&nbsp; 10216372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MHC Commercial Mortgage Trust 2021-MHC F, CME Term SOFR 1 Month + <br> 2.7154%, 6.3884%, 4/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4880000 | &nbsp;&nbsp;&nbsp;&nbsp; 4877017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MHC Commercial Mortgage Trust 2021-MHC G, CME Term SOFR 1 Month + <br> 3.3154%, 6.9884%, 4/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8496000 | &nbsp;&nbsp;&nbsp;&nbsp; 8490876 |

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| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; MKT Mortgage Trust 2020-525M A, 2.6940%, 2/12/40<sup>ž</sup> <br>| $2755000 |  | $2484839 |
| &nbsp;&nbsp;&nbsp; MKT Mortgage Trust 2020-525M F, 2.9406%, 2/12/40<sup>ž,</sup><sup>‡</sup> <br>| 11900000 |  | &nbsp;&nbsp; 9337231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN Commercial Mortgage Trust 2022-LPFL F, CME Term SOFR 1 Month + <br> 5.2852%, 8.9652%, 3/15/39<sup>ž,</sup><sup>‡</sup> <br>| 19300000 |  | 19275875 |
| &nbsp;&nbsp;&nbsp; MVW Owner Trust 2021-1WA D, 3.1700%, 1/22/41<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 599313 |  | &nbsp;&nbsp;&nbsp;&nbsp; 575147 |
| &nbsp;&nbsp;&nbsp; NRZ Excess Spread Collateralized Notes 2024-FNT1 A, 7.3980%, 11/25/31<sup>ž,</sup><sup>Ç</sup> <br>| 13006196 |  | 13090907 |
| &nbsp;&nbsp;&nbsp; NRZ Excess Spread Collateralized Notes 2025-FHT1 A, 6.5450%, 3/25/32<sup>ž,</sup><sup>Ç</sup> <br>| 39499948 |  | 39617583 |
| &nbsp;&nbsp;&nbsp; NW Re-Remic Trust 2021-FRR1 BK88, 2.5987%, 12/18/51<sup>ž,</sup><sup>‡</sup> <br>| 20000000 |  | 17365086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oak Hill Credit Partners 2021-8A A2R, CME Term SOFR 3 Month + 1.4800%, <br> 5.1476%, 1/20/38<sup>ž,</sup><sup>‡</sup> <br>| 26000000 |  | 26038711 |
| &nbsp;&nbsp;&nbsp; Oak Street Investment Grade Net Lease Fund 2020-1A B1, 5.1100%, 11/20/50<sup>ž</sup> <br>| &nbsp;&nbsp; 4499000 |  | &nbsp;&nbsp; 2438926 |
| &nbsp;&nbsp;&nbsp; Oak Street Investment Grade Net Lease Fund 2021-1A B1, 4.2300%, 1/20/51<sup>ž</sup> <br>| &nbsp;&nbsp; 6250000 |  | &nbsp;&nbsp; 3719283 |
| &nbsp;&nbsp;&nbsp; Oasis Securitization 2024-1A A, 5.8800%, 9/30/38<sup>§</sup> <br>| &nbsp;&nbsp; 8000000 |  | &nbsp;&nbsp; 7978769 |
| &nbsp;&nbsp;&nbsp; Oasis Securitization 2024-1A B, 7.9100%, 9/30/38<sup>§</sup> <br>| &nbsp;&nbsp; 3000000 |  | &nbsp;&nbsp; 2997334 |
| &nbsp;&nbsp;&nbsp; Oasis Securitization 2025-1A B, 8.0550%, 8/15/39<sup>ž</sup> <br>| 13752000 |  | 13732383 |
| &nbsp;&nbsp;&nbsp; Oasis Securitization 2025-1A C, 9.9000%, 8/15/39<sup>ž</sup> <br>| &nbsp;&nbsp; 3000000 |  | &nbsp;&nbsp; 2987960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; OCP CLO Ltd 2017-14A A1R, CME Term SOFR 3 Month + 1.3700%, 5.0376%, <br> 7/20/37<sup>ž,</sup><sup>‡</sup> <br>| 20000000 |  | 20009802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Octagon Investment Partners 42 Ltd 2019-3A A1RR, CME Term SOFR 3 Month <br> + 1.3600%, 5.0322%, 7/15/37<sup>ž,</sup><sup>‡</sup> <br>| 20000000 |  | 20009896 |
| &nbsp;&nbsp;&nbsp; Ondeck Asset Securitization Trust LLC 2023-1A B, 8.2500%, 8/19/30<sup>ž</sup> <br>| &nbsp;&nbsp; 6250000 |  | &nbsp;&nbsp; 6267866 |
| &nbsp;&nbsp;&nbsp; Ondeck Asset Securitization Trust LLC 2024-1A B, 7.1500%, 6/17/31<sup>ž</sup> <br>| &nbsp;&nbsp; 6000000 |  | &nbsp;&nbsp; 6052568 |
| &nbsp;&nbsp;&nbsp; Ondeck Asset Securitization Trust LLC 2025-1A C, 6.6400%, 4/19/32<sup>ž</sup> <br>| &nbsp;&nbsp; 1287000 |  | &nbsp;&nbsp; 1297364 |
| &nbsp;&nbsp;&nbsp; Ondeck Asset Securitization Trust LLC 2025-1A D, 8.7700%, 4/19/32<sup>ž</sup> <br>| &nbsp;&nbsp; 2800000 |  | &nbsp;&nbsp; 2837068 |
| &nbsp;&nbsp;&nbsp; Ondeck Asset Securitization Trust LLC 2025-2A C, 6.3000%, 11/17/32<sup>ž</sup> <br>| &nbsp;&nbsp; 1750000 |  | &nbsp;&nbsp; 1755933 |
| &nbsp;&nbsp;&nbsp; Pagaya AI Debt Selection Trust 2022-1 C, 4.8880%, 10/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; 1281418 |  | &nbsp;&nbsp; 1273913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square European CLO 2021-2A DR, EURIBOR 3 Month + 3.1500%, <br> 5.1360%, 3/15/38<sup>ž,</sup><sup>‡</sup> <br>| 10270000 | EUR | 11822511 |
| &nbsp;&nbsp;&nbsp; Pawnee Equipment Receivables 2022-1 E, 9.5000%, 9/17/29<sup>ž</sup> <br>| &nbsp;&nbsp; 5379000 |  | &nbsp;&nbsp; 5357878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Penta CLO 2022-11A BRR, EURIBOR 3 Month + 1.6500%, 3.7897%, <br> 1/17/39<sup>ž,</sup><sup>‡</sup> <br>| 15650000 | EUR | 18047034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Penta CLO 2023-15A DR, EURIBOR 3 Month + 3.0500%, 5.0417%, <br> 10/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 6520000 | EUR | &nbsp;&nbsp; 7497350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PNW Trust 2026-ARTE D, CME Term SOFR 1 Month + 3.5088%, 7.1635%, <br> 4/16/29<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 6692000 |  | &nbsp;&nbsp; 6675243 |
| &nbsp;&nbsp;&nbsp; Polus EU CLO 21A B, EURIBOR 3 Month + 2.0000%, 0%, 4/25/39<sup>ž,</sup><sup>‡</sup> <br>| 11730000 | EUR | 13556305 |
| &nbsp;&nbsp;&nbsp; Polus EU CLO 21A C, EURIBOR 3 Month + 2.5000%, 0%, 4/25/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 6040000 | EUR | &nbsp;&nbsp; 6980399 |
| &nbsp;&nbsp;&nbsp; Post Road Equipment Finance 2024-1A D, 6.7700%, 10/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 1100000 |  | &nbsp;&nbsp; 1117172 |
| &nbsp;&nbsp;&nbsp; Post Road Equipment Finance 2024-1A E, 8.5000%, 12/15/31<sup>ž</sup> <br>| &nbsp;&nbsp; 3200000 |  | &nbsp;&nbsp; 3287458 |
| &nbsp;&nbsp;&nbsp; Post Road Equipment Finance 2025-1A E, 7.0800%, 5/17/32<sup>ž</sup> <br>| &nbsp;&nbsp; 3000000 |  | &nbsp;&nbsp; 3029882 |
| &nbsp;&nbsp;&nbsp; Prestige Auto Receivables Trust 2023-1A E, 9.8800%, 5/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 6000000 |  | &nbsp;&nbsp; 6229665 |
| &nbsp;&nbsp;&nbsp; PRIMA Capital Ltd, 4.2500%, 12/25/50<sup>ž</sup> <br>| 10500000 |  | 10088247 |
| &nbsp;&nbsp;&nbsp; PRIMA Capital Ltd 2019-1S C, 5.5000%, 10/1/33<sup>ž</sup> <br>| &nbsp;&nbsp; 8432000 |  | &nbsp;&nbsp; 7054772 |
| &nbsp;&nbsp;&nbsp; PRM7 Trust 2025-PRM7 E, 6.6184%, 11/10/42<sup>ž,</sup><sup>‡</sup> <br>| 12016000 |  | 11952755 |
| &nbsp;&nbsp;&nbsp; Project Silver, 6.9000%, 7/15/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 898315 |  | &nbsp;&nbsp;&nbsp;&nbsp; 821006 |
| &nbsp;&nbsp;&nbsp; Providus CLO 14A B, EURIBOR 3 Month + 1.6000%, 3.8740%, 4/18/40<sup>ž,</sup><sup>‡</sup> <br>| 14470000 | EUR | 16416881 |
| &nbsp;&nbsp;&nbsp; QTS Issuer ABS II 2026-1A B, 6.7290%, 1/5/56<sup>ž</sup> <br>| 17206209 |  | 17112218 |
| &nbsp;&nbsp;&nbsp; Rain City Mortgage Trust 2024-RTL1 A2, 8.0210%, 11/25/29<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 4440000 |  | &nbsp;&nbsp; 4448449 |
| &nbsp;&nbsp;&nbsp; Raptor Aircraft Finance I LLC, 4.2130%, 8/23/44<sup>ž</sup> <br>| &nbsp;&nbsp; 5934902 |  | &nbsp;&nbsp; 5638632 |
| &nbsp;&nbsp;&nbsp; Reach Financial LLC 2024-1A C, 6.9000%, 2/18/31<sup>ž</sup> <br>| 11152000 |  | 11359828 |
| &nbsp;&nbsp;&nbsp; Reach Financial LLC 2025-2A C, 5.6900%, 8/18/32<sup>ž</sup> <br>| 10037000 |  | &nbsp;&nbsp; 9904766 |
| &nbsp;&nbsp;&nbsp; Reach Financial LLC 2026-1A D, 5.1600%, 2/15/33<sup>ž</sup> <br>| 11091000 |  | 10727564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ReadyCap Lending 2023-3 A, Prime Rate by Country United States + 0.0700%, <br> 6.8200%, 4/27/48<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 4992139 |  | &nbsp;&nbsp; 5103655 |
| &nbsp;&nbsp;&nbsp; Research-Driven Pagaya Motor Asset Trust I 2026-R1A A, 5.6590%, 7/25/34<sup>ž</sup> <br>| 13862000 |  | 13885978 |
| &nbsp;&nbsp;&nbsp; Research-Driven Pagaya Motor Asset Trust I 2026-R1A B, 6.2110%, 7/25/34<sup>ž</sup> <br>| &nbsp;&nbsp; 7601000 |  | &nbsp;&nbsp; 7608115 |
| &nbsp;&nbsp;&nbsp; RKTL 2026-1A D, 5.2100%, 2/26/35<sup>ž</sup> <br>| 10290000 |  | 10160596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RRE Loan Management 18A A2R, EURIBOR 3 Month + 1.6000%, 3.6050%, <br> 4/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 8000000 | EUR | &nbsp;&nbsp; 9203188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RRE Loan Management 18A CR, EURIBOR 3 Month + 2.6500%, 4.6550%, <br> 4/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 9000000 | EUR | 10137855 |
| &nbsp;&nbsp;&nbsp; Saluda Grade Alternative Mortgage Trust 2023-FIG4 C, 8.0070%, 11/25/53<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 4655813 |  | &nbsp;&nbsp; 4790127 |
| &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; 2981869 |  | &nbsp;&nbsp; 2957855 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp; 54522 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54305 |
| &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; 8052542 |  | &nbsp;&nbsp; 8061402 |
| &nbsp;&nbsp;&nbsp; Saluda Grade Alternative Mortgage Trust 2024-RTL6 A2, 8.6830%, 7/25/30<sup>ž,</sup><sup>Ç</sup> <br>| 16234000 |  | 16362904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saluda Grade Alternative Mortgage Trust 2025-RRTL1 A2, 5.6570%, <br> 10/25/40<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp; 3860000 |  | &nbsp;&nbsp; 3854116 |
| &nbsp;&nbsp;&nbsp; Saluda Grade Alternative Mortgage Trust 2026-RTL7 A2, 6.7480%, 3/25/31<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp; 9641000 |  | &nbsp;&nbsp; 9539413 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2023-B E, 8.4080%, 12/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 1792850 |  | &nbsp;&nbsp; 1819228 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2023-B F, 12.2400%, 12/15/33<sup>ž</sup> <br>| $4049732 | $4225072 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2023-B G, 17.1280%, 12/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 1898312 | &nbsp;&nbsp; 1998005 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2024-A E, 7.7620%, 6/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 4502238 | &nbsp;&nbsp; 4561170 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2024-A F, 10.1710%, 6/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 5099335 | &nbsp;&nbsp; 5301805 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2024-A G, 13.0300%, 6/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 4942858 | &nbsp;&nbsp; 5173072 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2024-B E, 6.7990%, 1/18/33<sup>ž</sup> <br>| &nbsp;&nbsp; 4707029 | &nbsp;&nbsp; 4732121 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2024-B F, 8.8810%, 1/18/33<sup>ž</sup> <br>| 12708980 | 13056451 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2024-B G, 12.2310%, 1/18/33<sup>ž</sup> <br>| &nbsp;&nbsp; 7855248 | &nbsp;&nbsp; 8163962 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes 2025-A F, 7.3430%, 1/16/34<sup>ž</sup> <br>| &nbsp;&nbsp; 5828000 | &nbsp;&nbsp; 5927156 |
| &nbsp;&nbsp;&nbsp; SB Multifamily Repack Trust 2020-FRR2 A2, 6.7428%, 12/27/39<sup>ž,</sup><sup>‡</sup> <br>| 12632913 | 12329207 |
| &nbsp;&nbsp;&nbsp; SBNA Auto Receivables Trust 2024-A E, 8.0000%, 4/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 6000000 | &nbsp;&nbsp; 6247633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCG Hotel Issuer Inc 2025-DLFN E, CME Term SOFR 1 Month + 2.9500%, <br> 6.6225%, 3/15/35<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 6475000 | &nbsp;&nbsp; 6409964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCG Hotel Issuer Inc 2025-FLWR E, CME Term SOFR 1 Month + 2.7500%, <br> 6.4225%, 8/15/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 6733000 | &nbsp;&nbsp; 6640033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCG Hotel Issuer Inc 2025-SNIP E, CME Term SOFR 1 Month + 3.4000%, <br> 7.0725%, 9/15/42<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 7875000 | &nbsp;&nbsp; 7875001 |
| &nbsp;&nbsp;&nbsp; SEB Funding LLC 2026-1A A2, 6.6650%, 1/30/56<sup>ž</sup> <br>| &nbsp;&nbsp; 9900000 | &nbsp;&nbsp; 9839073 |
| &nbsp;&nbsp;&nbsp; SF ABS Issuer LLC 2025-1A A2, 5.3770%, 11/25/55<sup>ž</sup> <br>| 28618000 | 27584351 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2022-3A C, 7.6300%, 7/20/39<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 441811 | &nbsp;&nbsp;&nbsp;&nbsp; 450021 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2023-1A C, 7.0000%, 1/20/40<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 586888 | &nbsp;&nbsp;&nbsp;&nbsp; 597304 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2023-3A D, 9.4400%, 9/20/40<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 843878 | &nbsp;&nbsp;&nbsp;&nbsp; 860589 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2024-1A D, 8.0200%, 1/20/43<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 763910 | &nbsp;&nbsp;&nbsp;&nbsp; 767973 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2024-2A D, 7.4800%, 6/20/41<sup>ž</sup> <br>| &nbsp;&nbsp; 1585200 | &nbsp;&nbsp; 1581386 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2024-3A D, 6.9300%, 8/20/41<sup>ž</sup> <br>| &nbsp;&nbsp; 2798379 | &nbsp;&nbsp; 2748175 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2025-1A D, 6.8600%, 1/21/42<sup>ž</sup> <br>| &nbsp;&nbsp; 5104234 | &nbsp;&nbsp; 4998724 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2025-3A C, 4.9800%, 8/22/44<sup>ž</sup> <br>| &nbsp;&nbsp; 2289089 | &nbsp;&nbsp; 2257218 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2025-3A D, 6.5400%, 8/22/44<sup>ž</sup> <br>| &nbsp;&nbsp; 3357331 | &nbsp;&nbsp; 3256937 |
| &nbsp;&nbsp;&nbsp; Sierra Receivables Funding Co LLC 2026-1A D, 7.1000%, 12/22/42<sup>ž</sup> <br>| &nbsp;&nbsp; 7417000 | &nbsp;&nbsp; 7393797 |
| &nbsp;&nbsp;&nbsp; SMRT 2022-MINI E, CME Term SOFR 1 Month + 2.7000%, 6.3730%, 1/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 7000000 | &nbsp;&nbsp; 6967948 |
| &nbsp;&nbsp;&nbsp; SMRT 2022-MINI F, CME Term SOFR 1 Month + 3.3500%, 7.0230%, 1/15/39<sup>ž,</sup><sup>‡</sup> <br>| 20073000 | 19670403 |
| &nbsp;&nbsp;&nbsp; SoFi Consumer Loan Program Trust 2025-3 D, 5.3500%, 8/15/34<sup>ž</sup> <br>| 10243000 | 10229690 |
| &nbsp;&nbsp;&nbsp; Sotheby's Artfi Master Trust 2026-1A E, 7.2700%, 6/20/33<sup>ž</sup> <br>| &nbsp;&nbsp; 1750000 | &nbsp;&nbsp; 1758190 |
| &nbsp;&nbsp;&nbsp; Stack Infrastructure Issuer LLC 2026-1A A2, 5.0000%, 3/27/56<sup>ž</sup> <br>| 16603000 | 16058047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Storm King Park CLO Ltd 2022-1A AR, CME Term SOFR 3 Month + 1.3600%, <br> 5.0322%, 10/15/37<sup>ž,</sup><sup>‡</sup> <br>| 23900000 | 23908604 |
| &nbsp;&nbsp;&nbsp; SV RNO Property Owner 1 LLC, 5.8750%, 3/1/31<sup>ž</sup> <br>| 16973000 | 16777684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust 2025-DATA E, CME Term SOFR 1 Month + <br> 3.3402%, 7.0127%, 2/15/42<sup>ž,</sup><sup>‡</sup> <br>| 21830000 | 21415272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust 2025-DATA F, CME Term SOFR 1 Month + <br> 4.2389%, 7.9114%, 2/15/42<sup>ž,</sup><sup>‡</sup> <br>| 24830000 | 24632061 |
| &nbsp;&nbsp;&nbsp; Switch ABS Issuer LLC 2024-2A C, 10.0330%, 6/25/54<sup>ž</sup> <br>| 10000000 | 10156372 |
| &nbsp;&nbsp;&nbsp; Switch ABS Issuer LLC 2026-1A A21, 5.6090%, 3/27/56<sup>ž</sup> <br>| 27712000 | 27762315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The Huntington National Bank 2024-1 C, US 30 Day Average SOFR + 3.1500%, <br> 6.8229%, 5/20/32<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 943442 | &nbsp;&nbsp;&nbsp;&nbsp; 951461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The Huntington National Bank 2024-1 D, US 30 Day Average SOFR + 5.2500%, <br> 8.9229%, 5/20/32<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 377377 | &nbsp;&nbsp;&nbsp;&nbsp; 381612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The Huntington National Bank 2024-1 E, US 30 Day Average SOFR + 8.2500%, <br> 11.9229%, 5/20/32<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1139016 | &nbsp;&nbsp; 1173012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The Huntington National Bank 2025-1 D, US 30 Day Average SOFR + 3.5000%, <br> 7.1729%, 3/21/33<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1821999 | &nbsp;&nbsp; 1830678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The Huntington National Bank 2025-2 D, US 30 Day Average SOFR + 3.2500%, <br> 6.9229%, 9/20/33<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2781638 | &nbsp;&nbsp; 2783836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The Huntington National Bank 2026-1 D, US 30 Day Average SOFR + 4.5000%, <br> 8.1720%, 2/20/34<sup>ž,</sup><sup>‡</sup> <br>| 11800000 | 11799832 |
| &nbsp;&nbsp;&nbsp; Theorem Funding Trust 2022-3A B, 8.9500%, 4/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; 2796305 | &nbsp;&nbsp; 2846736 |
| &nbsp;&nbsp;&nbsp; Tricolor Auto Securitization Trust 2024-1A C, 6.9900%, 1/18/28<sup>ž,</sup><sup>€</sup><sup>,</sup><sup>¢</sup> <br>| &nbsp;&nbsp; 1850000 | &nbsp;&nbsp; 1385544 |
| &nbsp;&nbsp;&nbsp; Tricolor Auto Securitization Trust 2024-1A D, 8.6100%, 4/17/28<sup>ž,</sup><sup>€</sup><sup>,</sup><sup>¢</sup> <br>| &nbsp;&nbsp; 3145000 | &nbsp;&nbsp; 1867136 |
| &nbsp;&nbsp;&nbsp; Truist Bank Auto Credit-Linked Notes 2025-1 C, 6.8070%, 9/26/33<sup>ž</sup> <br>| &nbsp;&nbsp; 1446497 | &nbsp;&nbsp; 1443795 |
| &nbsp;&nbsp;&nbsp; Truist Bank Auto Credit-Linked Notes 2025-1 D, 9.6850%, 9/26/33<sup>ž</sup> <br>| &nbsp;&nbsp; 1854484 | &nbsp;&nbsp; 1853965 |
| &nbsp;&nbsp;&nbsp; TVC Mortgage Trust 2026-RRTL1 A2, 5.3150%, 2/25/41<sup>ž,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp; 2600000 | &nbsp;&nbsp; 2589920 |
| &nbsp;&nbsp;&nbsp; TVC Mortgage Trust 2026-RRTL1 M1, 6.3400%, 2/25/41<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 3550000 | &nbsp;&nbsp; 3536632 |
| &nbsp;&nbsp;&nbsp; United Auto Credit Securitization Trust 2024-1 D, 8.3000%, 11/12/29<sup>ž</sup> <br>| &nbsp;&nbsp; 4500000 | &nbsp;&nbsp; 4533810 |
| &nbsp;&nbsp;&nbsp; Upstart Securitization Trust 2023-3 B, 8.2500%, 10/20/33<sup>ž</sup> <br>| 14500000 | 14782489 |
| &nbsp;&nbsp;&nbsp; Upstart Securitization Trust 2025-3 C, 5.4300%, 9/20/35<sup>ž</sup> <br>| &nbsp;&nbsp; 6427000 | &nbsp;&nbsp; 6329920 |
| &nbsp;&nbsp;&nbsp; US Bank National Association 2023-1 C, 9.7850%, 8/25/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 592422 | &nbsp;&nbsp;&nbsp;&nbsp; 600652 |
| &nbsp;&nbsp;&nbsp; VB-S1 Issuer LLC 2024-1A F, 8.8710%, 5/15/54<sup>ž</sup> <br>| 11000000 | 11316678 |
| &nbsp;&nbsp;&nbsp; VB-S1 Issuer LLC 2025-1A C, 7.4460%, 8/16/55<sup>ž</sup> <br>| &nbsp;&nbsp; 5923000 | &nbsp;&nbsp; 6023387 |
| &nbsp;&nbsp;&nbsp; VB-S1 Issuer LLC 2025-1A D, 9.3830%, 8/16/55<sup>ž</sup> <br>| 16900000 | 17346444 |
| &nbsp;&nbsp;&nbsp; VB-S1 Issuer LLC 2026-1A D, 5.1930%, 3/15/56<sup>ž</sup> <br>| &nbsp;&nbsp; 6328000 | &nbsp;&nbsp; 6269488 |

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------

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| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; VB-S1 Issuer LLC 2026-1A F, 6.8430%, 3/15/56<sup>ž</sup> <br>| $5537000 |  | &nbsp;&nbsp;&nbsp;&nbsp; $5570586 |
| &nbsp;&nbsp;&nbsp; Vontive Mortgage Trust 2025-RTL1 A1, 6.5070%, 3/25/30<sup>ž,</sup><sup>Ç</sup> <br>| 16491000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 16650715 |
| &nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust 2021-C61 XA, 1.3380%, 11/15/54<sup>‡</sup><sup>,¤</sup> <br>| 74627836 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3513495 |
| &nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust 2025-VTT D, 5.7644%, 3/15/38<sup>ž,</sup><sup>‡</sup> <br>| 11187000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 11188407 |
| &nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust 2025-VTT E, 6.4467%, 3/15/38<sup>ž,</sup><sup>‡</sup> <br>| 19484000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 19477960 |
| &nbsp;&nbsp;&nbsp; Western Funding Auto Loan Trust 2025-1 C, 5.3400%, 11/15/35<sup>ž</sup> <br>| &nbsp;&nbsp; 8406000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8309754 |
| &nbsp;&nbsp;&nbsp; Westgate Resorts 2022-1A D, 3.8380%, 8/20/36<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 564989 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560970 |
| &nbsp;&nbsp;&nbsp; Westgate Resorts 2024-1A C, 7.0600%, 1/20/38<sup>ž</sup> <br>| &nbsp;&nbsp; 2270909 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2294656 |
| &nbsp;&nbsp;&nbsp; Westgate Resorts 2024-1A D, 9.2600%, 1/20/38<sup>ž</sup> <br>| &nbsp;&nbsp; 1135454 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1149335 |
| &nbsp;&nbsp;&nbsp; Westgate Resorts 2026-1A C, 6.0800%, 10/20/39<sup>ž</sup> <br>| &nbsp;&nbsp; 3497000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3500625 |
| &nbsp;&nbsp;&nbsp; Westgate Resorts 2026-1A D, 7.9900%, 10/20/39<sup>ž</sup> <br>| &nbsp;&nbsp; 4932000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4937215 |
| &nbsp;&nbsp;&nbsp; Westlake Automobile Receivable Trust 2025-2A D, 5.0800%, 5/15/31<sup>ž</sup> <br>| &nbsp;&nbsp; 4740000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4735791 |
| &nbsp;&nbsp;&nbsp; Westlake Automobile Receivable Trust 2026-1A D, 4.7500%, 7/15/31<sup>ž</sup> <br>| &nbsp;&nbsp; 7919000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7843763 |
| &nbsp;&nbsp;&nbsp; Woodward Capital Management 2024-CES1 A1B, 6.3250%, 2/25/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 5931127 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5955154 |
| &nbsp;&nbsp;&nbsp; Woodward Capital Management 2026-CES2 M1A, 5.3550%, 2/25/56<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 4132000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4098281 |
| &nbsp;&nbsp;&nbsp; Worldwide Plaza Trust 2017-WWP F, 3.5955%, 11/10/36<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 4305008 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Z Capital Credit Partners CLO 2018-1 Ltd, CME Term SOFR 3 Month + 2.7116%, <br> 6.3827%, 1/16/31<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 303686 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 302796 |
| Total Asset-Backed/Commercial Mortgage-Backed Securities (cost <br> $3,233,107,445)<br>|  |  | 3225295084 |
| Bank Loans and Mezzanine Loans – 10.4% |  |  |  |
| Basic Industry – 0.4% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ahlstrom Holding 3 Oy, CME Term SOFR 1 Month + 4.2500%, 8.1836%, <br> 5/23/30<sup>‡</sup> <br>| 11401557 |  | &nbsp;&nbsp;&nbsp;&nbsp; 11270894 |
| &nbsp;&nbsp;&nbsp; Ahlstrom Holding 3 Oy, EURIBOR 3 Month + 3.7500%, 5.7740%, 5/27/30<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1650000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1849156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Olympus Water US Holding Corp, CME Term SOFR 3 Month + 3.2500%, <br> 6.9496%, 11/3/32<sup>‡</sup> <br>| &nbsp;&nbsp; 2105401 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024154 |
| &nbsp;&nbsp;&nbsp; Spa US Holdco Inc, CME Term SOFR 3 Month + 4.0000%, 7.9612%, 2/4/28<sup>‡</sup> <br>| &nbsp;&nbsp; 2484401 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2455831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Veritiv Operating Co, CME Term SOFR 3 Month + 4.0000%, 7.6996%, <br> 11/30/30<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| 11009818 |  | &nbsp;&nbsp;&nbsp;&nbsp; 10679524 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 28279559 |
| Brokerage – 0.1% |  |  |  |
| &nbsp;&nbsp;&nbsp; Aretec Group Inc, CME Term SOFR 1 Month + 3.0000%, 6.6677%, 8/9/30<sup>‡</sup> <br>| &nbsp;&nbsp; 4522665 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4461428 |
| &nbsp;&nbsp;&nbsp; Osaic Holdings Inc, CME Term SOFR 1 Month + 2.5000%, 6.1636%, 8/2/32<sup>‡</sup> <br>| &nbsp;&nbsp; 4989000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4891116 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9352544 |
| Capital Goods – 1.2% |  |  |  |
| &nbsp;&nbsp;&nbsp; Chariot Buyer LLC, CME Term SOFR 1 Month + 2.7500%, 6.4177%, 9/8/32<sup>‡</sup> <br>| &nbsp;&nbsp; 3107475 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3075282 |
| &nbsp;&nbsp;&nbsp; CP Atlas Buyer Inc, CME Term SOFR 1 Month + 5.2500%, 8.9177%, 7/8/30<sup>‡</sup> <br>| 12948930 |  | &nbsp;&nbsp;&nbsp;&nbsp; 11869896 |
| &nbsp;&nbsp;&nbsp; EMRLD Borrower LP, CME Term SOFR 3 Month + 2.2500%, 5.9227%, 5/31/30<sup>‡</sup> <br>| &nbsp;&nbsp; 9691063 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9674104 |
| &nbsp;&nbsp;&nbsp; EMRLD Borrower LP, CME Term SOFR 3 Month + 2.2500%, 5.9496%, 8/4/31<sup>‡</sup> <br>| 13335662 |  | &nbsp;&nbsp;&nbsp;&nbsp; 13302322 |
| &nbsp;&nbsp;&nbsp; Gibraltar Industries Inc, CME Term SOFR 1 Month + 2.2500%, 5.9177%, 2/2/33<sup>‡</sup> <br>| &nbsp;&nbsp; 6168314 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6129762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Park River Holdings Inc, CME Term SOFR 1 Month + 4.5000%, 8.1648%, <br> 3/15/31<sup>‡</sup> <br>| &nbsp;&nbsp; 4685000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4569655 |
| &nbsp;&nbsp;&nbsp; TransDigm Inc, CME Term SOFR 1 Month + 2.5000%, 6.1677%, 1/19/32<sup>‡</sup> <br>| &nbsp;&nbsp; 6727550 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6725397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; White Cap Supply Holdings LLC, CME Term SOFR 1 Month + 3.5000%, <br> 7.1677%, 2/10/33<sup>‡</sup> <br>| 28496613 |  | &nbsp;&nbsp;&nbsp;&nbsp; 27048130 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 82394548 |
| Commercial Services – 0.3% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aggreko Holdings Inc, CME Term SOFR 3 Month + 3.0000%, 6.6640%, <br> 5/21/31<sup>‡</sup> <br>| &nbsp;&nbsp; 9273000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9258534 |
| &nbsp;&nbsp;&nbsp; Lernen Bidco Ltd, EURIBOR 6 Month + 3.7500%, 5.8710%, 4/25/29<sup>‡</sup> <br>| &nbsp;&nbsp; 5760000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6466087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lernen US Finco LLC, CME Term SOFR 1 Month + 3.5000%, 7.4100%, <br> 10/27/31<sup>‡</sup> <br>| &nbsp;&nbsp; 6633971 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6363106 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 22087727 |
| Communications – 0.6% |  |  |  |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC, CME Term SOFR 3 Month + 5.2500%, 9.1785%, 8/2/29<sup>‡</sup> <br>| &nbsp;&nbsp; 7983238 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7994494 |
| &nbsp;&nbsp;&nbsp; Hunter Holdco 3 Ltd, CME Term SOFR 3 Month + 4.2500%, 8.0496%, 8/19/28<sup>‡</sup> <br>| &nbsp;&nbsp; 4286000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3814540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Versant Media Group Inc, CME Term SOFR 3 Month + 3.5000%, 7.1996%, <br> 1/30/31<sup>‡</sup> <br>| 10052000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 10033203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Windstream Services LLC, CME Term SOFR 1 Month + 4.0000%, 7.6677%, <br> 10/6/32<sup>‡</sup> <br>| 18608362 |  | &nbsp;&nbsp;&nbsp;&nbsp; 18596825 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 40439062 |
| Consumer Cyclical – 1.6% |  |  |  |
| &nbsp;&nbsp;&nbsp; Atlas LuxCo 4 Sarl, EURIBOR 1 Month + 3.7500%, 5.6760%, 8/20/32<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 5320000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6122169 |
| &nbsp;&nbsp;&nbsp; Boots Group Bidco Ltd, SONIA 1 Month + 4.5000%, 8.2274%, 8/30/32<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 960000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1267643 |
| &nbsp;&nbsp;&nbsp; Ensemble RCM LLC, CME Term SOFR 3 Month + 3.0000%, 6.6599%, 2/9/33<sup>‡</sup> <br>| 16663064 |  | &nbsp;&nbsp;&nbsp;&nbsp; 16451276 |
| &nbsp;&nbsp;&nbsp; Flutter Financing BV, CME Term SOFR 3 Month + 2.0000%, 5.6996%, 6/4/32<sup>‡</sup> <br>| &nbsp;&nbsp; 6582756 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6500472 |
| &nbsp;&nbsp;&nbsp; Gloves Buyer Inc, CME Term SOFR 1 Month + 4.0000%, 7.6677%, 5/21/32<sup>‡</sup> <br>| 12249300 |  | &nbsp;&nbsp;&nbsp;&nbsp; 12194178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Inspired Education US Holdings Inc, CME Term SOFR 3 Month + 2.7500%, <br> 6.4182%, 2/28/31<sup>‡</sup> <br>| &nbsp;&nbsp; 3928365 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3916109 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Bank Loans and Mezzanine Loans – (continued) |  |  |  |
| Consumer Cyclical – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Loire Finco Luxembourg Sarl, EURIBOR 3 Month + 3.7500%, 5.7610%, <br> 1/21/30<sup>‡</sup> <br>| &nbsp;&nbsp; 2660000 | EUR | &nbsp;&nbsp; $3068001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Men's Wearhouse LLC/The, CME Term SOFR 3 Month + 5.7500%, 9.4213%, <br> 1/28/31<sup>‡</sup> <br>| $7402954 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7391405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ovg Business Services LLC, CME Term SOFR 1 Month + 3.0000%, 6.6677%, <br> 6/25/31<sup>‡</sup> <br>| 20051043 |  | &nbsp;&nbsp; 20000915 |
| &nbsp;&nbsp;&nbsp; Peer Holding III BV, EURIBOR 3 Month + 2.7500%, 4.8770%, 9/29/32<sup>‡</sup> <br>| 10010000 | EUR | &nbsp;&nbsp; 11520732 |
| &nbsp;&nbsp;&nbsp; Piolin Bidco SA, EURIBOR 3 Month + 3.7500%, 5.8850%, 9/16/29<sup>‡</sup> <br>| &nbsp;&nbsp; 4485600 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 5149824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; River Rock Entertainment Authority, CME Term SOFR 1 Month + 9.0000%, <br> 12.6648%, 6/25/31<sup>‡</sup> <br>| 10866000 |  | &nbsp;&nbsp; 10594350 |
| &nbsp;&nbsp;&nbsp; Victra Holdings LLC, CME Term SOFR 3 Month + 3.7500%, 7.4496%, 3/29/29<sup>‡</sup> <br>| &nbsp;&nbsp; 4568988 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4500453 |
|  |  |  | 108677527 |
| Consumer Non-Cyclical – 2.0% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Althea Acquisition Bidco Sarl, EURIBOR 3 Month + 3.2500%, 5.2820%, <br> 1/20/33<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| 18220000 | EUR | &nbsp;&nbsp; 20877364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colosseum Dental Finance BV, EURIBOR 3 Month + 3.5000%, 5.6210%, <br> 3/18/32<sup>‡</sup> <br>| 11060000 | EUR | &nbsp;&nbsp; 12763711 |
| &nbsp;&nbsp;&nbsp; Financiere Pax SAS, EURIBOR 6 Month + 3.5000%, 5.6350%, 12/31/29<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| 15590000 | EUR | &nbsp;&nbsp; 17663790 |
| &nbsp;&nbsp;&nbsp; Froneri Lux Finco Sarl, EURIBOR 6 Month + 2.7500%, 4.8990%, 9/30/32<sup>‡</sup> <br>| 16320000 | EUR | &nbsp;&nbsp; 18539368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gategroup Finance International Sarl, EURIBOR 3 Month + 3.5000%, 5.6220%, <br> 6/10/32<sup>‡</sup> <br>| 11350000 | EUR | &nbsp;&nbsp; 13035159 |
| &nbsp;&nbsp;&nbsp; Hopper Merger Sub Inc, EURIBOR 3 Month + 2.7500%, 4.7840%, 1/14/33<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| 19940000 | EUR | &nbsp;&nbsp; 22780473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lavender US Holdco 1 Inc, CME Term SOFR 3 Month + 3.2500%, 6.9496%, <br> 12/30/32<sup>‡</sup> <br>| 10612373 |  | &nbsp;&nbsp; 10439922 |
| &nbsp;&nbsp;&nbsp; LifePoint Health Inc, CME Term SOFR 3 Month + 3.5000%, 7.1517%, 5/17/31<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 978857 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 977281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Medline Borrower LP, CME Term SOFR 1 Month + 1.7500%, 5.4177%, <br> 10/23/30<sup>‡</sup> <br>| &nbsp;&nbsp; 7319953 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7327932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PAREXEL International Corp, CME Term SOFR 1 Month + 2.7500%, 6.4177%, <br> 12/12/31<sup>‡</sup> <br>| &nbsp;&nbsp; 6341107 |  | &nbsp;&nbsp;&nbsp;&nbsp; 6314665 |
| &nbsp;&nbsp;&nbsp; Star Parent Inc, CME Term SOFR 3 Month + 4.0000%, 7.6996%, 9/27/30<sup>‡</sup> <br>| &nbsp;&nbsp; 8077126 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7977616 |
|  |  |  | 138697281 |
| Diversified Financial Services – 0.2% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hudson River Trading LLC, CME Term SOFR 1 Month + 2.5000%, 6.1750%, <br> 3/18/30<sup>‡</sup> <br>| 14517782 |  | &nbsp;&nbsp; 14443160 |
| &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; 232620 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SK Neptune Husky Finance Sarl, CME Term SOFR 3 Month + 5.0000%, <br> 10.7500%, 1/3/29<sup>‡</sup><sup>,</sup><sup>€</sup> <br>| &nbsp;&nbsp; 7944281 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158886 |
|  |  |  | &nbsp;&nbsp; 14629960 |
| Electric – 0.4% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alpha Generation LLC, CME Term SOFR 1 Month + 1.7500%, 5.4177%, <br> 9/30/31<sup>‡</sup> <br>| &nbsp;&nbsp; 4232425 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4217993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long Ridge Energy LLC, CME Term SOFR 3 Month + 4.5000%, 8.1996%, <br> 2/19/32<sup>‡</sup> <br>| 21716094 |  | &nbsp;&nbsp; 21444643 |
|  |  |  | &nbsp;&nbsp; 25662636 |
| Energy – 0.2% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colossus Acquireco LLC, CME Term SOFR 1 Month + 1.7500%, 5.4100%, <br> 7/30/32<sup>‡</sup> <br>| 17278030 |  | &nbsp;&nbsp; 17205117 |
| Financial Institutions – 0.2% |  |  |  |
| &nbsp;&nbsp;&nbsp; Chrysaor Bidco Sarl, EURIBOR 3 Month + 3.5000%, 5.5310%, 10/30/31<sup>‡</sup> <br>| 11440000 | EUR | &nbsp;&nbsp; 13129531 |
| Industrial – 0.8% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Azuria Water Solutions Inc, CME Term SOFR 1 Month + 2.7500%, 6.4254%, <br> 1/27/33<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| 17954421 |  | &nbsp;&nbsp; 17752434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Azuria Water Solutions Inc, CME Term SOFR 1 Month + 2.7500%, 6.4254%, <br> 1/27/33<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2393923 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2366991 |
| &nbsp;&nbsp;&nbsp; Cube Safety Bidco AB, EURIBOR 3 Month + 3.2500%, 5.2320%, 2/21/33<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| 14720000 | EUR | &nbsp;&nbsp; 16844778 |
| &nbsp;&nbsp;&nbsp; Inspired Finco Holdings Ltd, EURIBOR 1 Month + 3.0000%, 4.8920%, 2/28/31<sup>‡</sup> <br>| 10346659 | EUR | &nbsp;&nbsp; 11880937 |
| &nbsp;&nbsp;&nbsp; Salas O'Brien Inc, CME Term SOFR 1 Month + 2.7500%, 6.4177%, 1/31/33<sup>‡</sup> <br>| &nbsp;&nbsp; 8370839 |  | &nbsp;&nbsp;&nbsp;&nbsp; 8349912 |
| &nbsp;&nbsp;&nbsp; Salas O'Brien Inc, CME Term SOFR 1 Month + 2.7500%, 6.4243%, 1/31/33<sup>‡</sup> <br>| &nbsp;&nbsp; 1080108 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1077408 |
|  |  |  | &nbsp;&nbsp; 58272460 |
| Insurance – 0.8% |  |  |  |
| &nbsp;&nbsp;&nbsp; Acropole Holdings SAS, EURIBOR 3 Month + 3.5000%, 5.5190%, 7/26/32<sup>‡</sup> <br>| 14930000 | EUR | &nbsp;&nbsp; 17045406 |
| &nbsp;&nbsp;&nbsp; Asurion LLC, CME Term SOFR 1 Month + 4.2500%, 7.9177%, 9/19/30<sup>‡</sup> <br>| 13731000 |  | &nbsp;&nbsp; 13556479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Jones Deslauriers Insurance Management Inc, CME Term SOFR 3 Month + <br> 3.0000%, 6.6636%, 2/2/33<sup>‡</sup> <br>| 15923000 |  | &nbsp;&nbsp; 15445310 |
| &nbsp;&nbsp;&nbsp; USI Inc/NY, CME Term SOFR 3 Month + 2.2500%, 5.9496%, 9/29/30<sup>‡</sup> <br>| &nbsp;&nbsp; 8552350 |  | &nbsp;&nbsp;&nbsp;&nbsp; 8520278 |
|  |  |  | &nbsp;&nbsp; 54567473 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Bank Loans and Mezzanine Loans – (continued) |  |  |  |
| Materials – 0.3% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Proampac PG Borrower LLC, CME Term SOFR 1 Month + 4.0000%, 7.7822%, <br> 3/7/33<sup>‡</sup> <br>| $21625683 |  | $20830939 |
| Technology – 1.1% |  |  |  |
| &nbsp;&nbsp;&nbsp; Gold Rush Bidco Ltd, EURIBOR 6 Month + 3.2500%, 5.3530%, 5/16/31<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6040000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6967346 |
| &nbsp;&nbsp;&nbsp; Leia Finco US LLC, CME Term SOFR 3 Month + 3.2500%, 6.8981%, 10/9/31<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 34541055 |  | &nbsp;&nbsp; 32991198 |
| &nbsp;&nbsp;&nbsp; Modena Buyer LLC, CME Term SOFR 3 Month + 4.2500%, 7.9168%, 7/1/31<sup>‡</sup> <br>| &nbsp;&nbsp; 15846412 |  | &nbsp;&nbsp; 14178102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Project Alpha Intermediate Holdings Inc, CME Term SOFR 3 Month + 3.2500%, <br> 6.9219%, 10/28/30<sup>‡</sup> <br>| &nbsp;&nbsp; 13020844 |  | &nbsp;&nbsp;&nbsp;&nbsp; 9810034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Project Alpha Intermediate Holdings Inc, CME Term SOFR 3 Month + 5.0000%, <br> 8.6996%, 5/9/33<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 9996000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 5807676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rocket Software Inc, CME Term SOFR 1 Month + 3.7500%, 7.4177%, <br> 11/28/28<sup>‡</sup> <br>| &nbsp;&nbsp; 10473618 |  | &nbsp;&nbsp; 10025242 |
|  |  |  | &nbsp;&nbsp; 79779598 |
| Utilities – 0.2% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CPV Valley Holdings LLC, CME Term SOFR 3 Month + 2.7500%, 6.4025%, <br> 2/17/33<sup>‡</sup> <br>| &nbsp;&nbsp; 11459000 |  | &nbsp;&nbsp; 11516295 |
| Total Bank Loans and Mezzanine Loans (cost $746,989,392) |  |  | 725522257 |
| Corporate Bonds – 32.5% |  |  |  |
| Banking – 1.9% |  |  |  |
| &nbsp;&nbsp;&nbsp; Ally Financial Inc, SOFR + 1.9600%, 5.7370%, 5/15/29<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248821 |
| &nbsp;&nbsp;&nbsp; Ally Financial Inc, SOFR + 2.8200%, 6.8480%, 1/3/30<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244068 |
| &nbsp;&nbsp;&nbsp; Ally Financial Inc, 8.0000%, 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110883 |
| &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;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207831 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp, SOFR + 1.6500%, 5.3000%, 1/23/35<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171494 |
| &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;&nbsp;&nbsp; 2432000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2535917 |
| &nbsp;&nbsp;&nbsp; Capital One Financial Corp, SOFR + 2.2600%, 6.0510%, 2/1/35<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 980000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 1012750 |
| &nbsp;&nbsp;&nbsp; Capital One Financial Corp, SOFR + 2.0360%, 6.1830%, 1/30/36<sup>‡</sup> <br>| &nbsp;&nbsp; 17529000 |  | &nbsp;&nbsp; 17829699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial Corp, US Treasury Yield Curve Rate 5 Year + 3.1570%, <br> 3.9500%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 16368000 |  | &nbsp;&nbsp; 16131643 |
| &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>| &nbsp;&nbsp; 17665000 |  | &nbsp;&nbsp; 17929813 |
| &nbsp;&nbsp;&nbsp; Citigroup Inc, SOFR + 1.4650%, 5.3330%, 3/27/36<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169515 |
| &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;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195372 |
| &nbsp;&nbsp;&nbsp; Citigroup Inc, US Treasury Yield Curve Rate 5 Year + 2.7450%, 6.5000%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 15306000 |  | &nbsp;&nbsp; 15268869 |
| &nbsp;&nbsp;&nbsp; Citizens Financial Group Inc, SOFR + 2.0100%, 5.8410%, 1/23/30<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247160 |
| &nbsp;&nbsp;&nbsp; Citizens Financial Group Inc, SOFR + 2.3250%, 6.6450%, 4/25/35<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255079 |
| &nbsp;&nbsp;&nbsp; Comerica Inc, SOFR + 2.1550%, 5.9820%, 1/30/30<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256932 |
| &nbsp;&nbsp;&nbsp; Discover Financial Services, SOFR + 3.3700%, 7.9640%, 11/2/34<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2030000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 2328102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group Inc, CME Term SOFR 3 Month + 1.6916%, 4.4110%, <br> 4/23/39<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44779 |
| &nbsp;&nbsp;&nbsp; HSBC Holdings PLC, SOFR + 3.3500%, 7.3900%, 11/3/28<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 236000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246000 |
| &nbsp;&nbsp;&nbsp; HSBC Holdings PLC, SOFR + 1.9700%, 6.1610%, 3/9/29<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245868 |
| &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;&nbsp;&nbsp; 260000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254561 |
| &nbsp;&nbsp;&nbsp; ING Groep NV, SOFR + 2.0900%, 6.1140%, 9/11/34<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256301 |
| &nbsp;&nbsp;&nbsp; ING Groep NV, SOFR + 1.7700%, 5.5500%, 3/19/35<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203139 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co, SOFR + 1.4900%, 5.7660%, 4/22/35<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214566 |
| &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; 16251000 |  | &nbsp;&nbsp; 16176455 |
| &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;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204941 |
| &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;&nbsp;&nbsp; 243000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249670 |
| &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;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203490 |
| &nbsp;&nbsp;&nbsp; M&T Bank Corp, SOFR + 2.2600%, 6.0820%, 3/13/32<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259974 |
| &nbsp;&nbsp;&nbsp; M&T Bank Corp, SOFR + 1.6100%, 5.3850%, 1/16/36<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262818 |
| &nbsp;&nbsp;&nbsp; M&T Bank Corp, US Treasury Yield Curve Rate 5 Year + 2.6790%, 3.5000%<sup>‡</sup><sup>,#,μ</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 9971000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 9653113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group Inc, US Treasury Yield Curve Rate 1 Year + <br> 1.2700%, 5.6150%, 4/24/36<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204676 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley, SOFR + 1.6300%, 5.4490%, 7/20/29<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163870 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services Group Inc/The, SOFR + 2.2840%, 6.8750%, 10/20/34<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250783 |
| &nbsp;&nbsp;&nbsp; Regions Financial Corp, SOFR + 2.0600%, 5.5020%, 9/6/35<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252343 |
| &nbsp;&nbsp;&nbsp; Santander UK Group Holdings PLC, SOFR + 1.5540%, 4.8580%, 9/11/30<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262570 |
| &nbsp;&nbsp;&nbsp; Santander UK Group Holdings PLC, SOFR + 1.5780%, 5.1360%, 9/22/36<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256867 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial Group Inc, SOFR + 1.7800%, 5.7960%, 7/8/46<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247392 |
| &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><sup>,#</sup> <br>| &nbsp;&nbsp; 11405000 |  | &nbsp;&nbsp; 11221190 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Corporate Bonds – (continued) |  |  |  |
| Banking – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Truist Financial Corp, SOFR + 2.3000%, 6.1230%, 10/28/33<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; $35000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $37002 |
| &nbsp;&nbsp;&nbsp; US Bancorp, US Treasury Yield Curve Rate 5 Year + 2.5410%, 3.7000%<sup>‡</sup><sup>,μ</sup> <br>| 16493000 |  | &nbsp;&nbsp; 16166889 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co, SOFR + 2.0600%, 6.4910%, 10/23/34<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp, US Treasury Yield Curve Rate 5 Year + 1.5300%, <br> 3.0200%, 11/18/36<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 206000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184280 |
|  |  |  | 132927036 |
| Basic Industry – 1.9% |  |  |  |
| &nbsp;&nbsp;&nbsp; AngloGold Ashanti Holdings PLC, 3.3750%, 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 240000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230694 |
| &nbsp;&nbsp;&nbsp; ArcelorMittal SA, 6.5500%, 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 243000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250415 |
| &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; 188124 |
| &nbsp;&nbsp;&nbsp; ATI Inc, 4.8750%, 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 197000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194372 |
| &nbsp;&nbsp;&nbsp; Celanese US Holdings LLC, 7.3790%, 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49056 |
| &nbsp;&nbsp;&nbsp; Celanese US Holdings LLC, 7.2000%, 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93873 |
| &nbsp;&nbsp;&nbsp; Commercial Metals Co, 6.0000%, 12/15/35<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 266000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262235 |
| &nbsp;&nbsp;&nbsp; Compass Minerals International Inc, 8.0000%, 7/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 135000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139700 |
| &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; 182330 |
| &nbsp;&nbsp;&nbsp; First Quantum Minerals Ltd, 7.2500%, 2/15/34<sup>ž</sup> <br>| 17945000 |  | &nbsp;&nbsp; 18268674 |
| &nbsp;&nbsp;&nbsp; First Quantum Minerals Ltd, 6.3750%, 2/15/36<sup>ž</sup> <br>| &nbsp;&nbsp; 8556000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 8231016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FIS Fabbrica Italiana Sintetici SpA, EURIBOR 3 Month + 3.2500%, 5.2790%, <br> 2/5/31<sup>ž,</sup><sup>‡</sup> <br>| 11910000 | EUR | &nbsp;&nbsp; 13494953 |
| &nbsp;&nbsp;&nbsp; FMG Resources (August 2006) Pty Ltd, 6.1250%, 4/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 228000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232977 |
| &nbsp;&nbsp;&nbsp; Fortescue Treasury Pty Ltd, 5.8750%, 4/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 193000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195316 |
| &nbsp;&nbsp;&nbsp; Huntsman International LLC, 4.5000%, 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 206000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192632 |
| &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; 242527 |
| &nbsp;&nbsp;&nbsp; Kaiser Aluminum Corp, 4.5000%, 6/1/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 210000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198395 |
| &nbsp;&nbsp;&nbsp; LSB Industries Inc, 6.2500%, 10/15/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 197000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195779 |
| &nbsp;&nbsp;&nbsp; Maxam Prill Sarl, 7.7500%, 7/15/30<sup>ž</sup> <br>| 24174000 |  | &nbsp;&nbsp; 24569559 |
| &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; 188088 |
| &nbsp;&nbsp;&nbsp; Nutrien Ltd, 4.9000%, 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 206000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207699 |
| &nbsp;&nbsp;&nbsp; Olympus Water US Holding Corp, 7.2500%, 2/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 8473000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 8084099 |
| &nbsp;&nbsp;&nbsp; Qnity Electronics Inc, 6.2500%, 8/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 172000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173916 |
| &nbsp;&nbsp;&nbsp; SCIH Salt Holdings Inc, 6.6250%, 5/1/29<sup>ž</sup> <br>| 17103000 |  | &nbsp;&nbsp; 17017485 |
| &nbsp;&nbsp;&nbsp; SunCoke Energy Inc, 4.8750%, 6/30/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 250000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225591 |
| &nbsp;&nbsp;&nbsp; Taseko Mines Ltd, 8.2500%, 5/1/30<sup>ž</sup> <br>| 12751000 |  | &nbsp;&nbsp; 13293683 |
| &nbsp;&nbsp;&nbsp; Verde Purchaser LLC, 10.5000%, 11/30/30<sup>ž</sup> <br>| 21734000 |  | &nbsp;&nbsp; 22587016 |
|  |  |  | 129190204 |
| Biotechnology – 0.2% |  |  |  |
| &nbsp;&nbsp;&nbsp; Bridgebio Pharma Inc, 0.7500%, 2/1/33<sup>ž</sup> <br>| 13423000 |  | &nbsp;&nbsp; 13298166 |
| Brokerage – 0.9% |  |  |  |
| &nbsp;&nbsp;&nbsp; Artec Group Inc, 10.0000%, 8/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 3568000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3789804 |
| &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; 252064 |
| &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; 248002 |
| &nbsp;&nbsp;&nbsp; CME Group Inc, 5.3000%, 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 262000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257806 |
| &nbsp;&nbsp;&nbsp; Jane Street Group / JSG Finance Inc, 6.7500%, 5/1/33<sup>ž</sup> <br>| 28725000 |  | &nbsp;&nbsp; 29143466 |
| &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; 186372 |
| &nbsp;&nbsp;&nbsp; Marex Group PLC, 6.4040%, 11/4/29 | &nbsp;&nbsp; 3001000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 3090643 |
| &nbsp;&nbsp;&nbsp; Osaic Holdings Inc, 6.7500%, 8/1/32<sup>ž</sup> <br>| 21835000 |  | &nbsp;&nbsp; 21837727 |
| &nbsp;&nbsp;&nbsp; StoneX Group Inc, 7.8750%, 3/1/31<sup>ž</sup> <br>| &nbsp;&nbsp; 6838000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7102131 |
|  |  |  | &nbsp;&nbsp; 65908015 |
| Capital Goods – 1.1% |  |  |  |
| &nbsp;&nbsp;&nbsp; AAR Escrow Issuer LLC, 6.7500%, 3/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 233000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237148 |
| &nbsp;&nbsp;&nbsp; ABC Supply Co Inc, 3.8750%, 11/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 205000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194318 |
| &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; 31269 |
| &nbsp;&nbsp;&nbsp; Amsted Industries Inc, 4.6250%, 5/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 188000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180352 |
| &nbsp;&nbsp;&nbsp; Ardagh Metal Packaging SA, 3.0000%, 9/1/29 | 21585000 | EUR | &nbsp;&nbsp; 22504942 |
| &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; 258228 |
| &nbsp;&nbsp;&nbsp; Bombardier Inc, 7.4500%, 5/1/34<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 233000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251679 |
| &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; 196409 |
| &nbsp;&nbsp;&nbsp; BWX Technologies Inc, 4.1250%, 4/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192242 |
| &nbsp;&nbsp;&nbsp; Clydesdale Acquisition Holdings Inc, 8.7500%, 4/15/30<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 446000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 416151 |
| &nbsp;&nbsp;&nbsp; Covert Mergeco Inc, 4.8750%, 12/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 484000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453731 |
| &nbsp;&nbsp;&nbsp; CP Atlas Buyer Inc, 9.7500%, 7/15/30<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 245000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229756 |
| &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; 188177 |
| &nbsp;&nbsp;&nbsp; EnerSys, 4.3750%, 12/15/27<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 198000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196428 |
| &nbsp;&nbsp;&nbsp; ESAB Corp, 5.6250%, 4/1/31<sup>ž</sup> <br>| 14704000 |  | &nbsp;&nbsp; 14807075 |
| &nbsp;&nbsp;&nbsp; Ferguson Enterprises Inc, 5.0000%, 10/3/34 | &nbsp;&nbsp;&nbsp;&nbsp; 220000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217401 |
| &nbsp;&nbsp;&nbsp; JH North America Holdings Inc, 5.8750%, 1/31/31<sup>ž</sup> <br>| 14410000 |  | &nbsp;&nbsp; 14290267 |
| &nbsp;&nbsp;&nbsp; L3Harris Technologies Inc, 5.0500%, 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 133000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135312 |
| &nbsp;&nbsp;&nbsp; L3Harris Technologies Inc, 5.3500%, 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228699 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Corporate Bonds – (continued) |  |  |  |
| Capital Goods – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Madison IAQ LLC, 5.8750%, 6/30/29<sup>ž</sup> <br>| &nbsp;&nbsp; $216000 |  | &nbsp;&nbsp;&nbsp;&nbsp; $211822 |
| &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; 170154 |
| &nbsp;&nbsp;&nbsp; Mueller Water Products Inc, 4.0000%, 6/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192679 |
| &nbsp;&nbsp;&nbsp; Regal Rexnord Corp, 6.0500%, 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 259000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265644 |
| &nbsp;&nbsp;&nbsp; Regal Rexnord Corp, 6.4000%, 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 240000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253678 |
| &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; 442071 |
| &nbsp;&nbsp;&nbsp; Standard Industries Inc/NJ, 4.3750%, 7/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 150000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141385 |
| &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; 188408 |
| &nbsp;&nbsp;&nbsp; United Technologies Corp, 4.5000%, 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 293000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260008 |
| &nbsp;&nbsp;&nbsp; Waste Management Inc, 4.9500%, 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 255000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255630 |
| &nbsp;&nbsp;&nbsp; WESCO Distribution Inc, 6.3750%, 3/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 190000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193403 |
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies Corp, 5.5000%, 5/29/35 | &nbsp;&nbsp;&nbsp;&nbsp; 252000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257274 |
| &nbsp;&nbsp;&nbsp; Wilsonart LLC, 11.0000%, 8/15/32<sup>ž,#</sup> <br>| 27758000 |  | &nbsp;&nbsp; 20121272 |
|  |  |  | &nbsp;&nbsp; 78163012 |
| Communications – 2.6% |  |  |  |
| &nbsp;&nbsp;&nbsp; Altice France SA, 6.8750%, 7/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 278937 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264301 |
| &nbsp;&nbsp;&nbsp; AMC Networks Inc, 10.5000%, 7/15/32<sup>ž</sup> <br>| 26357000 |  | &nbsp;&nbsp; 26012358 |
| &nbsp;&nbsp;&nbsp; AppLovin Corp, 5.5000%, 12/1/34 | 22630000 |  | &nbsp;&nbsp; 22442645 |
| &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; 232000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234629 |
| &nbsp;&nbsp;&nbsp; CCO Holdings LLC / CCO Holdings Capital Corp, 4.7500%, 3/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 170000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161309 |
| &nbsp;&nbsp;&nbsp; CCO Holdings LLC / CCO Holdings Capital Corp, 7.3750%, 3/1/31<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 115000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117067 |
| &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; 268127 |
| &nbsp;&nbsp;&nbsp; Connect Finco Sarl / Connect US Finco LLC, 9.0000%, 9/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 446000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468541 |
| &nbsp;&nbsp;&nbsp; Deluxe Corp, 8.0000%, 6/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 190000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191237 |
| &nbsp;&nbsp;&nbsp; Deluxe Corp, 8.1250%, 9/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 191000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198274 |
| &nbsp;&nbsp;&nbsp; EchoStar Corp, 10.7500%, 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 248000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267902 |
| &nbsp;&nbsp;&nbsp; Electronic Arts Inc, 1.8500%, 2/15/31<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 299000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274601 |
| &nbsp;&nbsp;&nbsp; EW Scripps Co/The, 9.8750%, 8/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 256000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248518 |
| &nbsp;&nbsp;&nbsp; Gray Media Inc, 10.5000%, 7/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 152000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161523 |
| &nbsp;&nbsp;&nbsp; Koninklijke KPN NV, 8.3750%, 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 220000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253205 |
| &nbsp;&nbsp;&nbsp; Level 3 Financing Inc, 3.7500%, 7/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; 6822000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 6327405 |
| &nbsp;&nbsp;&nbsp; Level 3 Financing Inc, 6.8750%, 6/30/33<sup>ž</sup> <br>| &nbsp;&nbsp; 4496346 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4578724 |
| &nbsp;&nbsp;&nbsp; Level 3 Financing Inc, 7.0000%, 3/31/34<sup>ž</sup> <br>| &nbsp;&nbsp; 4234245 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4334113 |
| &nbsp;&nbsp;&nbsp; Level 3 Financing Inc, 8.5000%, 1/15/36<sup>ž</sup> <br>| 16929000 |  | &nbsp;&nbsp; 17663917 |
| &nbsp;&nbsp;&nbsp; Lions Gate Capital Holdings 1 Inc, 6.0000%, 4/15/30<sup>ž</sup> <br>| 22024000 |  | &nbsp;&nbsp; 20207020 |
| &nbsp;&nbsp;&nbsp; McGraw-Hill Education Inc, 7.3750%, 9/1/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 128000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130405 |
| &nbsp;&nbsp;&nbsp; Midcontinent Communications, 8.0000%, 8/15/32<sup>ž,#</sup> <br>| 14315000 |  | &nbsp;&nbsp; 13332271 |
| &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; 23598 |
| &nbsp;&nbsp;&nbsp; Orange SA, 9.0000%, 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 210000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248206 |
| &nbsp;&nbsp;&nbsp; Outfront Media Capital LLC / Outfront Media Capital Corp, 4.2500%, 1/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 474000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456936 |
| &nbsp;&nbsp;&nbsp; ROBLOX Corp, 3.8750%, 5/1/30<sup>ž</sup> <br>| 22237000 |  | &nbsp;&nbsp; 20897950 |
| &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; 244961 |
| &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; 51164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rogers Communications Inc, US Treasury Yield Curve Rate 5 Year + 3.5900%, <br> 5.2500%, 3/15/82<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 202000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199531 |
| &nbsp;&nbsp;&nbsp; RR Donnelley & Sons Co, 9.5000%, 8/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 105000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106281 |
| &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; 244000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244089 |
| &nbsp;&nbsp;&nbsp; Time Warner Cable Enterprises LLC, 8.3750%, 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 213000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241175 |
| &nbsp;&nbsp;&nbsp; Uniti Group LP / Uniti Group Finance Inc, 6.5000%, 2/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 272000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264177 |
| &nbsp;&nbsp;&nbsp; Univision Communications Inc, 8.5000%, 7/31/31<sup>ž</sup> <br>| &nbsp;&nbsp; 4151000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4171257 |
| &nbsp;&nbsp;&nbsp; Univision Communications Inc, 9.3750%, 8/1/32<sup>ž,#</sup> <br>| 10069000 |  | &nbsp;&nbsp; 10377264 |
| &nbsp;&nbsp;&nbsp; Versant Media Group Inc, 7.2500%, 1/30/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 191000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195470 |
| &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; 191696 |
| &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; 222058 |
| &nbsp;&nbsp;&nbsp; Vmed O2 UK Financing I PLC, 6.7500%, 1/15/33<sup>ž</sup> <br>| 16966000 |  | &nbsp;&nbsp; 15158193 |
| &nbsp;&nbsp;&nbsp; VZ Secured Financing BV, 7.5000%, 1/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 8539000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 8048895 |
|  |  |  | 179480993 |
| Consumer Cyclical – 7.8% |  |  |  |
| &nbsp;&nbsp;&nbsp; 1011778 BC ULC / New Red Finance Inc, 3.8750%, 1/15/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68424 |
| &nbsp;&nbsp;&nbsp; 1011778 BC ULC / New Red Finance Inc, 6.1250%, 6/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 186000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189007 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC, 7.8750%, 2/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 230000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237179 |
| &nbsp;&nbsp;&nbsp; Allwyn Entertainment Financing (UK) PLC, 4.6250%, 8/15/31<sup>ž</sup> <br>| 10570000 | EUR | &nbsp;&nbsp; 11707687 |
| &nbsp;&nbsp;&nbsp; ANGI Group LLC, 3.8750%, 8/15/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 359000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 319546 |
| &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; 456473 |
| &nbsp;&nbsp;&nbsp; Ashton Woods USA LLC / Ashton Woods Finance Co, 4.6250%, 4/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 208000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193051 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Corporate Bonds – (continued) |  |  |  |
| Consumer Cyclical – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Brightstar Lottery PLC / Brightstar Global Solutions Corp, 5.7500%, 1/15/33<sup>ž</sup> <br>| $12461000 |  | $12113050 |
| &nbsp;&nbsp;&nbsp; Brink's Co/The, 6.5000%, 6/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187864 |
| &nbsp;&nbsp;&nbsp; Brookfield Residential Properties Inc/CA, 4.8750%, 2/15/30<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 459066 |
| &nbsp;&nbsp;&nbsp; Caesars Entertainment Inc, 6.0000%, 10/15/32<sup>ž,#</sup> <br>| &nbsp;&nbsp; 25505000 |  | &nbsp;&nbsp; 23464825 |
| &nbsp;&nbsp;&nbsp; Carnival Corp, 5.7500%, 8/1/32<sup>ž</sup> <br>| &nbsp;&nbsp; 20706000 |  | &nbsp;&nbsp; 20699266 |
| &nbsp;&nbsp;&nbsp; Carriage Services Inc, 4.2500%, 5/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190947 |
| &nbsp;&nbsp;&nbsp; Carvana Co, 9.0000%, 6/1/30<sup>ž</sup> <br>| &nbsp;&nbsp; 21119941 |  | &nbsp;&nbsp; 21970082 |
| &nbsp;&nbsp;&nbsp; Carvana Co, 9.0000%, 6/1/31<sup>ž,</sup><sup>‡</sup><sup>,</sup><sup>Ç</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8691142 |  | &nbsp;&nbsp;&nbsp;&nbsp; 9397767 |
| &nbsp;&nbsp;&nbsp; Century Communities Inc, 6.6250%, 9/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253728 |
| &nbsp;&nbsp;&nbsp; Cinemark USA Inc, 5.2500%, 7/15/28<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123931 |
| &nbsp;&nbsp;&nbsp; Crocs Inc, 4.2500%, 3/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169887 |
| &nbsp;&nbsp;&nbsp; Cyprium Corp / Cyprium Holdings Luxembourg Sarl, 6.3750%, 4/15/34<sup>ž</sup> <br>| &nbsp;&nbsp; 19861000 |  | &nbsp;&nbsp; 19277921 |
| &nbsp;&nbsp;&nbsp; Fertitta Entertainment Inc, 4.6250%, 1/15/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 482000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460661 |
| &nbsp;&nbsp;&nbsp; Fertitta Entertainment Inc, 6.7500%, 1/15/30<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251260 |
| &nbsp;&nbsp;&nbsp; Flutter Treasury DAC, 6.1250%, 6/4/31 | &nbsp;&nbsp; 11140000 | GBP | &nbsp;&nbsp; 14256540 |
| &nbsp;&nbsp;&nbsp; Ford Motor Credit Co LLC, 2.9000%, 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249296 |
| &nbsp;&nbsp;&nbsp; Ford Motor Credit Co LLC, 7.3500%, 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255948 |
| &nbsp;&nbsp;&nbsp; Forvia SE, 8.0000%, 6/15/30<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247958 |
| &nbsp;&nbsp;&nbsp; Garda World Security Corp, 6.0000%, 6/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257944 |
| &nbsp;&nbsp;&nbsp; Garda World Security Corp, 6.5000%, 1/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 9064000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 9189600 |
| &nbsp;&nbsp;&nbsp; Garda World Security Corp, 8.2500%, 8/1/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249363 |
| &nbsp;&nbsp;&nbsp; General Motors Financial Co Inc, 5.9000%, 1/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259561 |
| &nbsp;&nbsp;&nbsp; General Motors Financial Co Inc, 6.1500%, 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257489 |
| &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>| &nbsp;&nbsp; 21721000 |  | &nbsp;&nbsp; 21148002 |
| &nbsp;&nbsp;&nbsp; Genuine Parts Co, 4.9500%, 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99651 |
| &nbsp;&nbsp;&nbsp; Global Auto Holdings Ltd / AAG FH UK Ltd, 8.3750%, 1/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248480 |
| &nbsp;&nbsp;&nbsp; GLP Capital LP / GLP Financing II Inc, 5.6250%, 3/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 9821000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 9551887 |
| &nbsp;&nbsp;&nbsp; Hilton Domestic Operating Company Inc, 5.8750%, 4/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184800 |
| &nbsp;&nbsp;&nbsp; Hilton Domestic Operating Company Inc, 3.7500%, 5/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172304 |
| &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>| &nbsp;&nbsp; 22724000 |  | &nbsp;&nbsp; 20505113 |
| &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;&nbsp;&nbsp; 208000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197504 |
| &nbsp;&nbsp;&nbsp; Jacobs Entertainment Inc, 6.7500%, 2/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 450000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420750 |
| &nbsp;&nbsp;&nbsp; Kohl's Corp, 10.0000%, 6/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4813000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 5089372 |
| &nbsp;&nbsp;&nbsp; Las Vegas Sands Corp, 5.6250%, 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257308 |
| &nbsp;&nbsp;&nbsp; Las Vegas Sands Corp, 3.9000%, 8/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54921 |
| &nbsp;&nbsp;&nbsp; LCM Investments Holdings II LLC, 4.8750%, 5/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261766 |
| &nbsp;&nbsp;&nbsp; LGI Homes Inc, 4.0000%, 7/15/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6159000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 5485714 |
| &nbsp;&nbsp;&nbsp; LGI Homes Inc, 7.0000%, 11/15/32<sup>ž,#</sup> <br>| &nbsp;&nbsp; 25098000 |  | &nbsp;&nbsp; 23271551 |
| &nbsp;&nbsp;&nbsp; Marriot International Inc/MD, 5.5000%, 4/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249901 |
| &nbsp;&nbsp;&nbsp; Match Group Holdings II LLC, 4.1250%, 8/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115841 |
| &nbsp;&nbsp;&nbsp; Michaels Cos Inc/The, 8.5000%, 3/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 11545000 |  | &nbsp;&nbsp; 11238988 |
| &nbsp;&nbsp;&nbsp; Midwest Gaming Borrower LLC, 4.8750%, 5/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440298 |
| &nbsp;&nbsp;&nbsp; Millrose Properties Inc, 6.3750%, 8/1/30<sup>ž</sup> <br>| &nbsp;&nbsp; 12822000 |  | &nbsp;&nbsp; 12818011 |
| &nbsp;&nbsp;&nbsp; Millrose Properties Inc, 6.2500%, 9/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 11767000 |  | &nbsp;&nbsp; 11550579 |
| &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>| &nbsp;&nbsp; 15366000 |  | &nbsp;&nbsp; 15730635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC, <br> 11.8750%, 4/15/31<sup>ž</sup> <br>| &nbsp;&nbsp; 14740000 |  | &nbsp;&nbsp; 15355646 |
| &nbsp;&nbsp;&nbsp; Murphy Oil USA Inc, 4.7500%, 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194305 |
| &nbsp;&nbsp;&nbsp; NCL Corporation Ltd, 5.8750%, 1/15/31<sup>ž</sup> <br>| &nbsp;&nbsp; 25683000 |  | &nbsp;&nbsp; 24952725 |
| &nbsp;&nbsp;&nbsp; New Home Company Inc/The, 9.2500%, 10/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6538000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 6604341 |
| &nbsp;&nbsp;&nbsp; New Home Company Inc/The, 8.5000%, 11/1/30<sup>ž</sup> <br>| &nbsp;&nbsp; 18419000 |  | &nbsp;&nbsp; 18010491 |
| &nbsp;&nbsp;&nbsp; Penn Entertainment Inc, 4.1250%, 7/1/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 6403000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 5988107 |
| &nbsp;&nbsp;&nbsp; Penn Entertainment Inc, 6.7500%, 4/1/31<sup>ž</sup> <br>| &nbsp;&nbsp; 22823000 |  | &nbsp;&nbsp; 22166134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rakuten Group Inc, US Treasury Yield Curve Rate 5 Year + 4.5780%, <br> 5.1250%<sup>ž,</sup><sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 13041000 |  | &nbsp;&nbsp; 13009704 |
| &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;&nbsp;&nbsp; 201000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199336 |
| &nbsp;&nbsp;&nbsp; Raven Acquisition Holdings LLC, 6.8750%, 11/15/31<sup>ž</sup> <br>| &nbsp;&nbsp; 14053000 |  | &nbsp;&nbsp; 13547894 |
| &nbsp;&nbsp;&nbsp; Realogy Group LLC / Realogy Co-Issuer Corp, 5.7500%, 1/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268884 |
| &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>| &nbsp;&nbsp; 15395000 |  | &nbsp;&nbsp; 15356146 |
| &nbsp;&nbsp;&nbsp; Royal Caribbean Cruises Ltd, 5.3750%, 1/15/36 | &nbsp;&nbsp; 21536000 |  | &nbsp;&nbsp; 21157984 |
| &nbsp;&nbsp;&nbsp; SeaWorld Parks & Entertainment Inc, 5.2500%, 8/15/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109840 |
| &nbsp;&nbsp;&nbsp; Service Corp International/US, 5.1250%, 6/1/29<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163932 |
| &nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp, 7.2500%, 5/15/31<sup>ž,#</sup> <br>| &nbsp;&nbsp; 19929000 |  | &nbsp;&nbsp; 19187944 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Corporate Bonds – (continued) |  |  |  |
| Consumer Cyclical – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp / Canada's Wonderland Co / Millennium <br> Operations LLC, 8.6250%, 1/15/32<sup>ž</sup> <br>| $3830000 |  | &nbsp;&nbsp; $3836179 |
| &nbsp;&nbsp;&nbsp; Stellantis Finance US Inc, 6.4500%, 3/18/35<sup>ž</sup> <br>| 15296000 |  | &nbsp;&nbsp; 15067532 |
| &nbsp;&nbsp;&nbsp; Tapestry Inc, 5.5000%, 3/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 276000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276476 |
| &nbsp;&nbsp;&nbsp; TKC Holdings Inc, 8.5000%, 8/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 190000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191584 |
| &nbsp;&nbsp;&nbsp; Travel + Leisure Co, 4.6250%, 3/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 201000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191772 |
| &nbsp;&nbsp;&nbsp; TriNet Group Inc, 3.5000%, 3/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 305000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276477 |
| &nbsp;&nbsp;&nbsp; Under Armour Inc, 7.2500%, 7/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 206000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208101 |
| &nbsp;&nbsp;&nbsp; Victra Holdings LLC / Victra Finance Corp, 8.7500%, 9/15/29<sup>ž,#</sup> <br>| 16714000 |  | &nbsp;&nbsp; 17346759 |
| &nbsp;&nbsp;&nbsp; Villa Dutch Bidco BV, 9.0000%, 11/3/29 | 13300000 | EUR | &nbsp;&nbsp; 13170403 |
| &nbsp;&nbsp;&nbsp; Voyager Parent LLC, 9.2500%, 7/1/32<sup>ž</sup> <br>| 23090000 |  | &nbsp;&nbsp; 23972361 |
| &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; 238925 |
| &nbsp;&nbsp;&nbsp; Wabash National Corp, 4.5000%, 10/15/28<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 218000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190991 |
| &nbsp;&nbsp;&nbsp; Walmart Inc, 6.2000%, 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 250000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278402 |
| &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; 456290 |
| &nbsp;&nbsp;&nbsp; Weekley Homes LLC / Weekly Finance Corp, 6.7500%, 1/15/34<sup>ž</sup> <br>| &nbsp;&nbsp; 6507000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 6232059 |
| &nbsp;&nbsp;&nbsp; Wolverine World Wide Inc, 4.0000%, 8/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 216000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199934 |
| &nbsp;&nbsp;&nbsp; Wyndham Destinations Inc, 6.0000%, 4/1/27<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200971 |
| &nbsp;&nbsp;&nbsp; Yum! Brands Inc, 4.7500%, 1/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 185000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181914 |
| &nbsp;&nbsp;&nbsp; Yum! Brands Inc, 3.6250%, 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 208000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192145 |
|  |  |  | 545491385 |
| Consumer Non-Cyclical – 1.7% |  |  |  |
| &nbsp;&nbsp;&nbsp; Ahold Finance USA LLC, 6.8750%, 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 107000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114246 |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch InBev Worldwide Inc, 8.2000%, 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 215000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270192 |
| &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; 256024 |
| &nbsp;&nbsp;&nbsp; BioMarin Pharmaceutical Inc, 5.5000%, 2/15/34<sup>ž</sup> <br>| &nbsp;&nbsp; 6671000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 6567976 |
| &nbsp;&nbsp;&nbsp; Constellation Brands Inc, 4.9500%, 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CVS Health Corp, US Treasury Yield Curve Rate 5 Year + 2.5160%, 6.7500%, <br> 12/10/54<sup>‡</sup> <br>| 11744000 |  | &nbsp;&nbsp; 11891305 |
| &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; 7363000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 7588220 |
| &nbsp;&nbsp;&nbsp; CVS Health Corp, 6.0000%, 6/1/63 | &nbsp;&nbsp;&nbsp;&nbsp; 247000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234313 |
| &nbsp;&nbsp;&nbsp; Genmab AS / Genmab Finance LLC, 6.2500%, 12/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 260000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266560 |
| &nbsp;&nbsp;&nbsp; Genmab AS / Genmab Finance LLC, 7.2500%, 12/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 257000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269010 |
| &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; 80598 |
| &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; 49309 |
| &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; 4614373 |
| &nbsp;&nbsp;&nbsp; HLF Financing Sarl LLC / Herbalife International Inc, 4.8750%, 6/1/29<sup>ž</sup> <br>| 12169000 |  | &nbsp;&nbsp; 11387071 |
| &nbsp;&nbsp;&nbsp; HNI Corp, 5.1250%, 1/18/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 150000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143495 |
| &nbsp;&nbsp;&nbsp; Illumina Inc, 2.5500%, 3/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 145000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JBS USA Holding Lux Sarl / JBS USA Food Co / JBS Lux Co Sarl, 6.7500%, <br> 3/15/34<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JBS USA Holding Lux Sarl / JBS USA Food Co / JBS Lux Co Sarl, 7.2500%, <br> 11/15/53<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100117 |
| &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; 192937 |
| &nbsp;&nbsp;&nbsp; Kraft Heinz Food Co, 6.8750%, 1/26/39 | &nbsp;&nbsp;&nbsp;&nbsp; 102000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110281 |
| &nbsp;&nbsp;&nbsp; LifePoint Health Inc, 10.0000%, 6/1/32<sup>ž</sup> <br>| &nbsp;&nbsp; 6673000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 6814669 |
| &nbsp;&nbsp;&nbsp; Newell Brands Inc, 6.6250%, 5/15/32<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 110000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105268 |
| &nbsp;&nbsp;&nbsp; Option Care Health Inc, 4.3750%, 10/31/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 204000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196615 |
| &nbsp;&nbsp;&nbsp; Pilgrim's Pride Corp, 6.2500%, 7/1/33 | 20016000 |  | &nbsp;&nbsp; 20960355 |
| &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; 91201 |
| &nbsp;&nbsp;&nbsp; Post Holdings Inc, 6.3750%, 3/1/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 254000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250226 |
| &nbsp;&nbsp;&nbsp; Post Holdings Inc, 6.5000%, 3/15/36<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 245000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239934 |
| &nbsp;&nbsp;&nbsp; Somnigroup International Inc, 4.0000%, 4/15/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 271000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260608 |
| &nbsp;&nbsp;&nbsp; Star Parent Inc, 9.0000%, 10/1/30<sup>ž</sup> <br>| &nbsp;&nbsp; 4231000 |  | &nbsp;&nbsp;&nbsp;&nbsp; 4383320 |
| &nbsp;&nbsp;&nbsp; Surgery Center Holdings Inc, 7.2500%, 4/15/32<sup>ž,#</sup> <br>| 10585000 |  | &nbsp;&nbsp; 10396304 |
| &nbsp;&nbsp;&nbsp; Sysco Corp, 6.6000%, 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 175000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180826 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Co LLC, 6.1500%, 2/1/36 | 10878000 |  | &nbsp;&nbsp; 11207756 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Industries Ltd, 4.3750%, 5/9/30 | 13996000 | EUR | &nbsp;&nbsp; 16166687 |
| &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;&nbsp;&nbsp; 98951 |
|  |  |  | 115908351 |
| Electric – 2.5% |  |  |  |
| &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; 8247492 |
| &nbsp;&nbsp;&nbsp; Alpha Generation LLC, 6.2500%, 1/15/34<sup>ž</sup> <br>| 30359000 |  | &nbsp;&nbsp; 29822969 |
| &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; 11810057 |
| &nbsp;&nbsp;&nbsp; Berkshire Hathaway Energy Co, 6.1250%, 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 236000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251841 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Corporate Bonds – (continued) |  |  |
| Electric – (continued) |  |  |
| &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 | $17214555 |
| &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>| &nbsp;&nbsp; 16512000 | &nbsp;&nbsp; 16809794 |
| &nbsp;&nbsp;&nbsp; Hawaiian Electric Co Inc, 6.0000%, 10/1/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260669 |
| &nbsp;&nbsp;&nbsp; Long Ridge Energy LLC, 8.7500%, 2/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 7343000 | &nbsp;&nbsp;&nbsp;&nbsp; 7703637 |
| &nbsp;&nbsp;&nbsp; NRG Energy Inc, 5.7500%, 1/15/34<sup>ž</sup> <br>| &nbsp;&nbsp; 14308000 | &nbsp;&nbsp; 14113760 |
| &nbsp;&nbsp;&nbsp; NRG Energy Inc, 6.0000%, 1/15/36<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3063000 | &nbsp;&nbsp;&nbsp;&nbsp; 3035148 |
| &nbsp;&nbsp;&nbsp; PacifiCorp, 5.4500%, 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246077 |
| &nbsp;&nbsp;&nbsp; Progress Energy Inc, 7.7500%, 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267183 |
| &nbsp;&nbsp;&nbsp; Southern Co/The, 5.5000%, 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258618 |
| &nbsp;&nbsp;&nbsp; System Energy Resources Inc, 5.3000%, 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128662 |
| &nbsp;&nbsp;&nbsp; Talen Energy Supply LLC, 6.2500%, 2/1/34<sup>ž</sup> <br>| &nbsp;&nbsp; 13925000 | &nbsp;&nbsp; 13769853 |
| &nbsp;&nbsp;&nbsp; Talen Energy Supply LLC, 6.5000%, 2/1/36<sup>ž</sup> <br>| &nbsp;&nbsp; 20252000 | &nbsp;&nbsp; 20392361 |
| &nbsp;&nbsp;&nbsp; Vistra Operations Co LLC, 6.9500%, 10/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 3265000 | &nbsp;&nbsp;&nbsp;&nbsp; 3552673 |
| &nbsp;&nbsp;&nbsp; Vistra Operations Co LLC, 6.0000%, 4/15/34<sup>ž</sup> <br>| &nbsp;&nbsp; 13541000 | &nbsp;&nbsp; 13919701 |
| &nbsp;&nbsp;&nbsp; Xcel Energy Inc, 5.5000%, 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Xcel Energy Inc, US Treasury Yield Curve Rate 5 Year + 2.1680%, 5.7500%, <br> 12/3/56<sup>‡</sup> <br>| &nbsp;&nbsp; 11176000 | &nbsp;&nbsp; 10909764 |
|  |  | 172867295 |
| Energy – 4.6% |  |  |
| &nbsp;&nbsp;&nbsp; Antero Resources Corp, 5.4000%, 2/1/36 | &nbsp;&nbsp; 16882000 | &nbsp;&nbsp; 16601116 |
| &nbsp;&nbsp;&nbsp; Archrock Services LP / Archrock Partners Finance Corp, 6.0000%, 2/1/34<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265337 |
| &nbsp;&nbsp;&nbsp; BKV Upstream Midstream LLC, 7.5000%, 10/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197112 |
| &nbsp;&nbsp;&nbsp; California Resources Corp, 8.2500%, 6/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279343 |
| &nbsp;&nbsp;&nbsp; Chord Energy Corp, 6.0000%, 10/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 437000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442799 |
| &nbsp;&nbsp;&nbsp; Civitas Resources Inc, 8.7500%, 7/1/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130662 |
| &nbsp;&nbsp;&nbsp; Civitas Resources Inc, 9.6250%, 6/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 15743000 | &nbsp;&nbsp; 17391623 |
| &nbsp;&nbsp;&nbsp; CNX Resources Corp, 7.2500%, 3/1/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264827 |
| &nbsp;&nbsp;&nbsp; Comstock Resources Inc, 6.7500%, 3/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203559 |
| &nbsp;&nbsp;&nbsp; Crescent Energy Finance LLC, 7.3750%, 1/15/33<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64984 |
| &nbsp;&nbsp;&nbsp; Crescent Energy Finance LLC, 8.3750%, 1/15/34<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267622 |
| &nbsp;&nbsp;&nbsp; CVR Energy Inc, 7.5000%, 2/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380823 |
| &nbsp;&nbsp;&nbsp; Delek Logistics Partners LP / Delek Logistics Finance Corp, 8.6250%, 3/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187293 |
| &nbsp;&nbsp;&nbsp; DT Midstream Inc, 4.1250%, 6/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2935000 | &nbsp;&nbsp;&nbsp;&nbsp; 2873249 |
| &nbsp;&nbsp;&nbsp; DT Midstream Inc, 5.8000%, 12/15/34<sup>ž</sup> <br>| &nbsp;&nbsp; 14931000 | &nbsp;&nbsp; 15329625 |
| &nbsp;&nbsp;&nbsp; Enbridge Inc, 4.2000%, 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203561 |
| &nbsp;&nbsp;&nbsp; Enbridge Inc, 5.3000%, 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy Transfer LP, US Treasury Yield Curve Rate 5 Year + 2.6760%, 6.5000%, <br> 2/15/56<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205500 |
| &nbsp;&nbsp;&nbsp; Exxon Mobil Corp, 4.1140%, 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55227 |
| &nbsp;&nbsp;&nbsp; Ferrellgas LP / Ferrellgas Finance Corp, 9.2500%, 1/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348008 |
| &nbsp;&nbsp;&nbsp; FORESEA Holdings SA, 7.5000%, 6/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194430 |
| &nbsp;&nbsp;&nbsp; Genesis Energy LP / Genesis Energy Finance Corp, 8.0000%, 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 236000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243857 |
| &nbsp;&nbsp;&nbsp; Granite Ridge Resources Inc, 8.8750%, 11/5/29<sup>ž</sup> <br>| &nbsp;&nbsp; 33355000 | &nbsp;&nbsp; 31931492 |
| &nbsp;&nbsp;&nbsp; Hess Midstream Operations LP, 5.1250%, 6/15/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66803 |
| &nbsp;&nbsp;&nbsp; Hess Midstream Operations LP, 4.2500%, 2/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 27998000 | &nbsp;&nbsp; 26904323 |
| &nbsp;&nbsp;&nbsp; HF Sinclair Corp, 6.2500%, 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252969 |
| &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; 188328 |
| &nbsp;&nbsp;&nbsp; Hilcorp Energy I LP / Hilcorp Finance Co, 6.0000%, 4/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195646 |
| &nbsp;&nbsp;&nbsp; Hilcorp Energy I LP / Hilcorp Finance Co, 6.0000%, 2/1/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77755 |
| &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; 272000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271161 |
| &nbsp;&nbsp;&nbsp; Howard Midstream Energy Partners LLC, 6.6250%, 1/15/34<sup>ž</sup> <br>| &nbsp;&nbsp; 14933000 | &nbsp;&nbsp; 14989775 |
| &nbsp;&nbsp;&nbsp; Infinity Natural Resources LLC, 7.6250%, 4/1/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 8367000 | &nbsp;&nbsp;&nbsp;&nbsp; 8411178 |
| &nbsp;&nbsp;&nbsp; ITT Holdings LLC, 6.5000%, 8/1/29<sup>ž</sup> <br>| &nbsp;&nbsp; 29672000 | &nbsp;&nbsp; 28851219 |
| &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; 187808 |
| &nbsp;&nbsp;&nbsp; Kodiak Gas Services LLC, 5.8750%, 4/1/31<sup>ž</sup> <br>| &nbsp;&nbsp; 13291000 | &nbsp;&nbsp; 13356822 |
| &nbsp;&nbsp;&nbsp; Kodiak Gas Services LLC, 6.7500%, 10/1/35<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162546 |
| &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; 153175 |
| &nbsp;&nbsp;&nbsp; Matador Resources Co, 6.5000%, 4/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153655 |
| &nbsp;&nbsp;&nbsp; Matador Resources Co, 6.0000%, 4/15/34<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 5149000 | &nbsp;&nbsp;&nbsp;&nbsp; 5116444 |
| &nbsp;&nbsp;&nbsp; Moss Creek Resources Holdings Inc, 8.2500%, 9/1/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71955 |
| &nbsp;&nbsp;&nbsp; Nabors Industries Inc, 9.1250%, 1/31/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456746 |
| &nbsp;&nbsp;&nbsp; Nabors Industries Inc, 8.8750%, 8/15/31<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135431 |
| &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; 456000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469748 |
| &nbsp;&nbsp;&nbsp; Noble Finance II LLC, 8.0000%, 4/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190474 |
| &nbsp;&nbsp;&nbsp; Northern Oil and Gas Inc, 8.7500%, 6/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272439 |
| &nbsp;&nbsp;&nbsp; Permian Resources Operating LLC, 7.0000%, 1/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227809 |
| &nbsp;&nbsp;&nbsp; Precision Drilling Corp, 6.8750%, 1/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195428 |

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------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Corporate Bonds – (continued) |  |  |
| Energy – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Rockies Express Pipeline LLC, 4.9500%, 7/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; $100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $97506 |
| &nbsp;&nbsp;&nbsp; Rockies Express Pipeline LLC, 4.8000%, 5/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 203000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194675 |
| &nbsp;&nbsp;&nbsp; SESI LLC, 7.8750%, 9/30/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203942 |
| &nbsp;&nbsp;&nbsp; SM Energy Co, 6.7500%, 8/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 373000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378650 |
| &nbsp;&nbsp;&nbsp; SM Energy Co, 7.0000%, 8/1/32<sup>ž</sup> <br>| 13519000 | &nbsp;&nbsp; 13804170 |
| &nbsp;&nbsp;&nbsp; SM Energy Co, 6.6250%, 4/15/34<sup>ž</sup> <br>| &nbsp;&nbsp; 2880000 | &nbsp;&nbsp;&nbsp;&nbsp; 2871863 |
| &nbsp;&nbsp;&nbsp; Southwestern Energy Co, 5.3750%, 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226870 |
| &nbsp;&nbsp;&nbsp; Southwestern Energy Co, 4.7500%, 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258208 |
| &nbsp;&nbsp;&nbsp; Summit Midstream Holdings LLC, 8.6250%, 10/31/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 441000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453552 |
| &nbsp;&nbsp;&nbsp; Sunoco LP, 5.6250%, 3/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184151 |
| &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>| 35276000 | &nbsp;&nbsp; 36017713 |
| &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>| 31069000 | &nbsp;&nbsp; 31224563 |
| &nbsp;&nbsp;&nbsp; Talos Production Inc, 9.0000%, 2/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431979 |
| &nbsp;&nbsp;&nbsp; Talos Production Inc, 9.3750%, 2/1/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466293 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP, 5.5000%, 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 261000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263384 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP, 4.0000%, 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213234 |
| &nbsp;&nbsp;&nbsp; TGNR Intermediate Holdings LLC, 5.5000%, 10/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195550 |
| &nbsp;&nbsp;&nbsp; TGS ASA, 8.5000%, 1/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 451000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471122 |
| &nbsp;&nbsp;&nbsp; Tidewater Inc, 9.1250%, 7/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 452766 |
| &nbsp;&nbsp;&nbsp; TransCanada Pipelines Ltd, 4.2500%, 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261816 |
| &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>| 21364000 | &nbsp;&nbsp; 21296810 |
| &nbsp;&nbsp;&nbsp; Valaris Ltd, 8.3750%, 4/30/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 139000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144031 |
| &nbsp;&nbsp;&nbsp; Valero Energy Corp, 6.6250%, 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255021 |
| &nbsp;&nbsp;&nbsp; Viper Energy Partners LLC, 5.7000%, 8/1/35 | 21316000 | &nbsp;&nbsp; 21482478 |
| &nbsp;&nbsp;&nbsp; Vital Energy Inc, 7.8750%, 4/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 261000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266652 |
| &nbsp;&nbsp;&nbsp; WBI Operating LLC, 6.2500%, 10/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 196000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197168 |
| &nbsp;&nbsp;&nbsp; Western Midstream Operating LP, 6.1500%, 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 258000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269269 |
| &nbsp;&nbsp;&nbsp; Western Midstream Operating LP, 5.4500%, 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217849 |
| &nbsp;&nbsp;&nbsp; Wildfire Intermediate Holdings LLC, 7.5000%, 10/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196574 |
|  |  | 322677752 |
| Finance Companies – 1.1% |  |  |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.8500%, 10/29/41 | &nbsp;&nbsp;&nbsp;&nbsp; 316000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251784 |
| &nbsp;&nbsp;&nbsp; Apollo Debt Solutions BDC, 5.2000%, 12/8/28<sup>ž</sup> <br>| &nbsp;&nbsp; 3575000 | &nbsp;&nbsp;&nbsp;&nbsp; 3530625 |
| &nbsp;&nbsp;&nbsp; Ares Capital Corp, 5.5000%, 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255364 |
| &nbsp;&nbsp;&nbsp; Blue Owl Capital Corp, 5.9500%, 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256874 |
| &nbsp;&nbsp;&nbsp; Bread Financial Holdings Inc, 6.7500%, 5/15/31<sup>ž</sup> <br>| 19337000 | &nbsp;&nbsp; 19187082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bread Financial Holdings Inc, US Treasury Yield Curve Rate 5 Year + 4.3000%, <br> 8.3750%, 6/15/35<sup>ž,</sup><sup>‡</sup><sup>,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 178000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179971 |
| &nbsp;&nbsp;&nbsp; Enova International Inc, 9.1250%, 8/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 431000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440949 |
| &nbsp;&nbsp;&nbsp; FirstCash Inc, 4.6250%, 9/1/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 458000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449945 |
| &nbsp;&nbsp;&nbsp; FirstCash Inc, 5.6250%, 1/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 199000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197895 |
| &nbsp;&nbsp;&nbsp; Global Aircraft Leasing Co Ltd, 8.7500%, 9/1/27<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196821 |
| &nbsp;&nbsp;&nbsp; Navient Corp, 5.0000%, 3/15/27 | 10513000 | &nbsp;&nbsp; 10276088 |
| &nbsp;&nbsp;&nbsp; Navient Corp, 5.5000%, 3/15/29<sup>#</sup> <br>| 11044000 | &nbsp;&nbsp; 10122402 |
| &nbsp;&nbsp;&nbsp; OneMain Finance Corp, 6.5000%, 3/15/33 | 14765000 | &nbsp;&nbsp; 14114247 |
| &nbsp;&nbsp;&nbsp; OneMain Finance Corp, 6.7500%, 9/15/33 | &nbsp;&nbsp; 1285000 | &nbsp;&nbsp;&nbsp;&nbsp; 1232126 |
| &nbsp;&nbsp;&nbsp; PennyMac Financial Services Inc, 6.7500%, 2/15/34<sup>ž</sup> <br>| 16117000 | &nbsp;&nbsp; 15082908 |
| &nbsp;&nbsp;&nbsp; Phoenix Aviation Capital Ltd, 9.2500%, 7/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 191000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192201 |
| &nbsp;&nbsp;&nbsp; Planet Financial Group LLC, 10.5000%, 12/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223488 |
| &nbsp;&nbsp;&nbsp; Provident Funding Associates LP / PFG Finance Corp, 9.7500%, 9/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166309 |
| &nbsp;&nbsp;&nbsp; Quicken Loans LLC, 3.8750%, 3/1/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27683 |
| &nbsp;&nbsp;&nbsp; Rocket Cos Inc, 6.1250%, 8/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 443000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 447088 |
| &nbsp;&nbsp;&nbsp; Stonebriar ABF Issuer LLC, 8.1250%, 12/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 439000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453769 |
|  |  | &nbsp;&nbsp; 77285619 |
| Financial Institutions – 0.9% |  |  |
| &nbsp;&nbsp;&nbsp; Atlas Warehouse Lending Co LP, 6.2500%, 1/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 7298000 | &nbsp;&nbsp;&nbsp;&nbsp; 7505571 |
| &nbsp;&nbsp;&nbsp; Atlas Warehouse Lending Co LP, 4.9500%, 11/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 9526000 | &nbsp;&nbsp;&nbsp;&nbsp; 9344248 |
| &nbsp;&nbsp;&nbsp; Atlas Warehouse Lending Co LP, 5.2500%, 1/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 5589000 | &nbsp;&nbsp;&nbsp;&nbsp; 5412785 |
| &nbsp;&nbsp;&nbsp; Burford Capital Global Finance LLC, 6.8750%, 4/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 4723000 | &nbsp;&nbsp;&nbsp;&nbsp; 4168850 |
| &nbsp;&nbsp;&nbsp; Burford Capital Global Finance LLC, 9.2500%, 7/1/31<sup>ž</sup> <br>| &nbsp;&nbsp; 3917000 | &nbsp;&nbsp;&nbsp;&nbsp; 3535093 |
| &nbsp;&nbsp;&nbsp; Burford Capital Global Finance LLC, 7.5000%, 7/15/33<sup>ž</sup> <br>| 27733000 | &nbsp;&nbsp; 23087722 |
| &nbsp;&nbsp;&nbsp; Burford Capital Global Finance LLC, 8.5000%, 1/15/34<sup>ž</sup> <br>| &nbsp;&nbsp; 5488000 | &nbsp;&nbsp;&nbsp;&nbsp; 4712655 |
| &nbsp;&nbsp;&nbsp; Credit Acceptance Corp, 6.6250%, 3/15/30<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 197000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192400 |
| &nbsp;&nbsp;&nbsp; Encore Capital Group Inc, 9.2500%, 4/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209250 |
| &nbsp;&nbsp;&nbsp; Encore Capital Group Inc, 8.5000%, 5/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470505 |
| &nbsp;&nbsp;&nbsp; Five Point Operating Co LP, 8.0000%, 10/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 192000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191548 |
| &nbsp;&nbsp;&nbsp; GGAM Finance Ltd, 8.0000%, 6/15/28<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 167000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173322 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Corporate Bonds – (continued) |  |  |
| Financial Institutions – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; PHH Escrow Issuer LLC / PPH Corp, 9.8750%, 11/1/29<sup>ž</sup> <br>| &nbsp;&nbsp; $254000 | &nbsp;&nbsp; $245094 |
| &nbsp;&nbsp;&nbsp; PRA Group Inc, 8.8750%, 1/31/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 188000 | &nbsp;&nbsp;&nbsp;&nbsp; 189816 |
|  |  | 59438859 |
| Industrial – 0% |  |  |
| &nbsp;&nbsp;&nbsp; APi Group DE Inc, 4.7500%, 10/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 175000 | &nbsp;&nbsp;&nbsp;&nbsp; 169380 |
| Insurance – 1.2% |  |  |
| &nbsp;&nbsp;&nbsp; Acrisure LLC / Acrisure Finance Inc, 8.2500%, 2/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 164000 | &nbsp;&nbsp;&nbsp;&nbsp; 162129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American National Group Inc, US Treasury Yield Curve Rate 5 Year + 3.1830%, <br> 7.0000%, 12/1/55<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 111000 | &nbsp;&nbsp;&nbsp;&nbsp; 105264 |
| &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; 307000 | &nbsp;&nbsp;&nbsp;&nbsp; 277611 |
| &nbsp;&nbsp;&nbsp; Asurion LLC / Asurion Co-Issuer Inc, 8.0000%, 12/31/32<sup>ž</sup> <br>| &nbsp;&nbsp; 9508000 | &nbsp;&nbsp; 9864055 |
| &nbsp;&nbsp;&nbsp; Asurion LLC / Asurion Co-Issuer Inc, 8.3750%, 2/1/34<sup>ž</sup> <br>| &nbsp;&nbsp; 8893000 | &nbsp;&nbsp; 8633880 |
| &nbsp;&nbsp;&nbsp; Enact Holdings Inc, 6.2500%, 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 244000 | &nbsp;&nbsp;&nbsp;&nbsp; 251123 |
| &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; 43858 |
| &nbsp;&nbsp;&nbsp; Humana Inc, 5.5000%, 3/15/53 | 20508000 | 17774208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Humana Inc, US Treasury Yield Curve Rate 5 Year + 2.8910%, 6.6250%, <br> 9/15/56<sup>‡</sup> <br>| 32281000 | 31021544 |
| &nbsp;&nbsp;&nbsp; UnitedHealth Group Inc, 5.3000%, 6/15/35<sup>#</sup> <br>| 14762000 | 15059208 |
|  |  | 83192880 |
| Professional Services – 0.2% |  |  |
| &nbsp;&nbsp;&nbsp; Booz Allen Hamilton Inc, 5.9500%, 4/15/35<sup>#</sup> <br>| 17048000 | 17187011 |
| Real Estate Investment Trusts (REITs) – 0.6% |  |  |
| &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; 72129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EF Holdco / EF Cayman Holdco / Ellington Finance REIT Cayman, 7.3750%, <br> 9/30/30<sup>ž</sup> <br>| 17348000 | 16705727 |
| &nbsp;&nbsp;&nbsp; Rithm Capital Corp, 8.0000%, 4/1/29<sup>ž</sup> <br>| &nbsp;&nbsp; 9813000 | &nbsp;&nbsp; 9640591 |
| &nbsp;&nbsp;&nbsp; Rithm Capital Corp, 8.0000%, 7/15/30<sup>ž</sup> <br>| 14977000 | 14455513 |
| &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; 40851 |
| &nbsp;&nbsp;&nbsp; Welltower OP LLC, 3.1000%, 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 132000 | &nbsp;&nbsp;&nbsp;&nbsp; 125584 |
|  |  | 41040395 |
| Software – 0.1% |  |  |
| &nbsp;&nbsp;&nbsp; Cipher Mining Inc, 0%, 10/1/31<sup>ž,◊</sup> <br>| &nbsp;&nbsp; 7799000 | &nbsp;&nbsp; 8693417 |
| Technology – 2.2% |  |  |
| &nbsp;&nbsp;&nbsp; Alphabet Inc, 5.3500%, 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp; 254226 |
| &nbsp;&nbsp;&nbsp; Alphabet Inc, 2.0500%, 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 343000 | &nbsp;&nbsp;&nbsp;&nbsp; 184015 |
| &nbsp;&nbsp;&nbsp; Alphabet Inc, 5.3000%, 5/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82381 |
| &nbsp;&nbsp;&nbsp; ams-OSRAM AG, 12.2500%, 3/30/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 152000 | &nbsp;&nbsp;&nbsp;&nbsp; 161419 |
| &nbsp;&nbsp;&nbsp; APLD ComputeCo 2 LLC, 6.7500%, 3/15/31<sup>ž</sup> <br>| 24467000 | 24288858 |
| &nbsp;&nbsp;&nbsp; APLD ComputeCo LLC, 9.2500%, 12/15/30<sup>ž</sup> <br>| 16155000 | 16644852 |
| &nbsp;&nbsp;&nbsp; Apple Inc, 4.6500%, 2/23/46 | &nbsp;&nbsp;&nbsp;&nbsp; 281000 | &nbsp;&nbsp;&nbsp;&nbsp; 252540 |
| &nbsp;&nbsp;&nbsp; Apple Inc, 4.2500%, 2/9/47 | &nbsp;&nbsp;&nbsp;&nbsp; 307000 | &nbsp;&nbsp;&nbsp;&nbsp; 257100 |
| &nbsp;&nbsp;&nbsp; Black Pearl Compute LLC, 6.1250%, 2/15/31<sup>ž</sup> <br>| 17613000 | 17926459 |
| &nbsp;&nbsp;&nbsp; Cipher Compute LLC, 7.1250%, 11/15/30<sup>ž,#</sup> <br>| 19360000 | 20057521 |
| &nbsp;&nbsp;&nbsp; Cisco Systems Inc, 5.1000%, 2/24/35 | &nbsp;&nbsp;&nbsp;&nbsp; 258000 | &nbsp;&nbsp;&nbsp;&nbsp; 261520 |
| &nbsp;&nbsp;&nbsp; Cisco Systems Inc, 5.9000%, 2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49626 |
| &nbsp;&nbsp;&nbsp; Cloud Software Group Inc, 6.5000%, 3/31/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 248000 | &nbsp;&nbsp;&nbsp;&nbsp; 241941 |
| &nbsp;&nbsp;&nbsp; Cloud Software Group Inc, 9.0000%, 9/30/29<sup>ž</sup> <br>| 26791000 | 25844570 |
| &nbsp;&nbsp;&nbsp; CoreWeave Inc, 9.2500%, 6/1/30<sup>ž,#</sup> <br>| 11760000 | 11426715 |
| &nbsp;&nbsp;&nbsp; CoreWeave Inc, 9.0000%, 2/1/31<sup>ž,#</sup> <br>| &nbsp;&nbsp; 2052000 | &nbsp;&nbsp; 1952517 |
| &nbsp;&nbsp;&nbsp; Diebold Nixdorf Inc, 7.7500%, 3/31/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77988 |
| &nbsp;&nbsp;&nbsp; Equinix Europe 2 Financing Corporation LLC, 5.5000%, 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 259000 | &nbsp;&nbsp;&nbsp;&nbsp; 262910 |
| &nbsp;&nbsp;&nbsp; Flash Compute LLC, 7.2500%, 12/31/30<sup>ž</sup> <br>| 10884000 | 10957913 |
| &nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise Co, 6.3500%, 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 125000 | &nbsp;&nbsp;&nbsp;&nbsp; 124798 |
| &nbsp;&nbsp;&nbsp; Intel Corp, 5.9000%, 2/10/63 | &nbsp;&nbsp;&nbsp;&nbsp; 258000 | &nbsp;&nbsp;&nbsp;&nbsp; 239325 |
| &nbsp;&nbsp;&nbsp; Keysight Technologies Inc, 5.3500%, 7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 130000 | &nbsp;&nbsp;&nbsp;&nbsp; 133548 |
| &nbsp;&nbsp;&nbsp; Kioxia Holdings Corp, 6.6250%, 7/24/33<sup>ž</sup> <br>| 15242000 | 15666106 |
| &nbsp;&nbsp;&nbsp; Micron Technology Inc, 6.0500%, 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 241000 | &nbsp;&nbsp;&nbsp;&nbsp; 260049 |
| &nbsp;&nbsp;&nbsp; Microsoft Corp, 3.7000%, 8/8/46 | &nbsp;&nbsp;&nbsp;&nbsp; 257000 | &nbsp;&nbsp;&nbsp;&nbsp; 202840 |
| &nbsp;&nbsp;&nbsp; Microsoft Corp, 2.6750%, 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 461000 | &nbsp;&nbsp;&nbsp;&nbsp; 257483 |
| &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; 238410 |
| &nbsp;&nbsp;&nbsp; Motorola Solutions Inc, 4.6000%, 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 200284 |
| &nbsp;&nbsp;&nbsp; Motorola Solutions Inc, 2.7500%, 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 112000 | &nbsp;&nbsp;&nbsp;&nbsp; 101782 |
| &nbsp;&nbsp;&nbsp; Motorola Solutions Inc, 5.4000%, 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50600 |
| &nbsp;&nbsp;&nbsp; Motorola Solutions Inc, 5.5500%, 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 251000 | &nbsp;&nbsp;&nbsp;&nbsp; 256620 |
| &nbsp;&nbsp;&nbsp; Open Text Corp, 3.8750%, 12/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 272000 | &nbsp;&nbsp;&nbsp;&nbsp; 243074 |
| &nbsp;&nbsp;&nbsp; Oracle Corp, 6.9000%, 11/9/52 | &nbsp;&nbsp;&nbsp;&nbsp; 237000 | &nbsp;&nbsp;&nbsp;&nbsp; 223758 |
| &nbsp;&nbsp;&nbsp; Pagaya US Holding Co LLC, 8.8750%, 8/1/30<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 143169 |
| &nbsp;&nbsp;&nbsp; Pitney Bowes Inc, 7.2500%, 3/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 104000 | &nbsp;&nbsp;&nbsp;&nbsp; 103875 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Corporate Bonds – (continued) |  |  |
| Technology – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Seagate Data Storage Technology Pte Ltd, 8.2500%, 12/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; $178000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $186933 |
| &nbsp;&nbsp;&nbsp; Teledyne Technologies Inc, 2.2500%, 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138066 |
| &nbsp;&nbsp;&nbsp; Teledyne Technologies Inc, 2.7500%, 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 283000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259050 |
| &nbsp;&nbsp;&nbsp; Twilio Inc, 3.6250%, 3/15/29<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464704 |
| &nbsp;&nbsp;&nbsp; Viavi Solutions Inc, 3.7500%, 10/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117279 |
|  |  | &nbsp;&nbsp; 150796824 |
| Transportation – 1.0% |  |  |
| &nbsp;&nbsp;&nbsp; American Airlines Inc / AAdvantage Loyalty IP Ltd, 5.7500%, 4/20/29<sup>ž</sup> <br>| &nbsp;&nbsp; 13471000 | &nbsp;&nbsp;&nbsp;&nbsp; 13397318 |
| &nbsp;&nbsp;&nbsp; Avianca Midco 2 PLC, 9.6250%, 2/14/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197285 |
| &nbsp;&nbsp;&nbsp; Beacon Mobility Corp, 7.2500%, 8/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195231 |
| &nbsp;&nbsp;&nbsp; CSX Corp, 5.0500%, 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75278 |
| &nbsp;&nbsp;&nbsp; Danaos Corp, 6.8750%, 10/15/32<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256059 |
| &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; 260704 |
| &nbsp;&nbsp;&nbsp; FedEx Freight Holding Co Inc, 4.3000%, 3/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268738 |
| &nbsp;&nbsp;&nbsp; FedEx Freight Holding Co Inc, 4.6500%, 3/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266357 |
| &nbsp;&nbsp;&nbsp; First Student Bidco Inc / First Transit Parent Inc, 4.0000%, 7/31/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183775 |
| &nbsp;&nbsp;&nbsp; LATAM Airlines Group SA, 7.6250%, 1/7/31<sup>ž</sup> <br>| &nbsp;&nbsp; 20394000 | &nbsp;&nbsp;&nbsp;&nbsp; 20597940 |
| &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; 113544 |
| &nbsp;&nbsp;&nbsp; Rand Parent LLC, 8.5000%, 2/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 20315000 | &nbsp;&nbsp;&nbsp;&nbsp; 20853855 |
| &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; 191133 |
| &nbsp;&nbsp;&nbsp; Southwest Airlines Co, 5.2500%, 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83536 |
| &nbsp;&nbsp;&nbsp; Watco Cos LLC / Watco Finance Corp, 7.1250%, 8/1/32<sup>ž</sup> <br>| &nbsp;&nbsp; 11082000 | &nbsp;&nbsp;&nbsp;&nbsp; 11381380 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 68322133 |
| Total Corporate Bonds (cost $2,297,608,163) |  | 2262038727 |
| 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 – 22.7% |  |  |
| Fannie Mae: |  |  |
| &nbsp;&nbsp;&nbsp; 2.5000%, TBA, 30 Year Maturity | &nbsp;&nbsp; 29792606 | &nbsp;&nbsp;&nbsp;&nbsp; 25057548 |
| &nbsp;&nbsp;&nbsp; 3.0000%, TBA, 30 Year Maturity | 213459381 | &nbsp;&nbsp; 187666017 |
| &nbsp;&nbsp;&nbsp; 3.5000%, TBA, 30 Year Maturity | 216140409 | &nbsp;&nbsp; 198065235 |
| &nbsp;&nbsp;&nbsp; 4.0000%, TBA, 30 Year Maturity | &nbsp;&nbsp; 97660947 | &nbsp;&nbsp;&nbsp;&nbsp; 92114196 |
| &nbsp;&nbsp;&nbsp; 4.5000%, TBA, 30 Year Maturity | 208586473 | &nbsp;&nbsp; 201131592 |
| &nbsp;&nbsp;&nbsp; 5.0000%, TBA, 30 Year Maturity | 172403554 | &nbsp;&nbsp; 169969216 |
| &nbsp;&nbsp;&nbsp; 5.5000%, TBA, 30 Year Maturity | 160314430 | &nbsp;&nbsp; 160809802 |
| &nbsp;&nbsp;&nbsp; 5.5000%, TBA, 30 Year Maturity | 160243222 | &nbsp;&nbsp; 160959509 |
| &nbsp;&nbsp;&nbsp; 6.0000%, TBA, 30 Year Maturity | 120296913 | &nbsp;&nbsp; 122574134 |
| &nbsp;&nbsp;&nbsp; 6.0000%, TBA, 30 Year Maturity | &nbsp;&nbsp; 30271087 | &nbsp;&nbsp;&nbsp;&nbsp; 30807491 |
| &nbsp;&nbsp;&nbsp; 6.5000%, TBA, 30 Year Maturity | &nbsp;&nbsp;&nbsp;&nbsp; 9400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9723642 |
|  |  | 1358878382 |
| Fannie Mae Pool: |  |  |
| &nbsp;&nbsp;&nbsp; BO3223, 3.0000%, 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61631 |
| &nbsp;&nbsp;&nbsp; 995757, 6.0000%, 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440 |
| &nbsp;&nbsp;&nbsp; AB6280, 3.0000%, 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 688940 |
| &nbsp;&nbsp;&nbsp; MA1327, 3.0000%, 1/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 916546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 840858 |
| &nbsp;&nbsp;&nbsp; MA1363, 3.0000%, 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358596 |
| &nbsp;&nbsp;&nbsp; AB8517, 3.0000%, 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22818 |
| &nbsp;&nbsp;&nbsp; AR9225, 3.0000%, 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 1252518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1143991 |
| &nbsp;&nbsp;&nbsp; MA1384, 3.0000%, 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 352216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321698 |
| &nbsp;&nbsp;&nbsp; MA1447, 3.0000%, 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273333 |
| &nbsp;&nbsp;&nbsp; AT2957, 3.0000%, 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1316 |
| &nbsp;&nbsp;&nbsp; AL5942, 5.0000%, 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3754 |
| &nbsp;&nbsp;&nbsp; AL5887, 4.5000%, 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2396 |
| &nbsp;&nbsp;&nbsp; AL6542, 4.5000%, 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3918 |
| &nbsp;&nbsp;&nbsp; AL8438, 3.0000%, 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 1465020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1338081 |
| &nbsp;&nbsp;&nbsp; BM3511, 4.5000%, 2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5469 |
| &nbsp;&nbsp;&nbsp; BM5836, 3.0000%, 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 693651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 636370 |
| &nbsp;&nbsp;&nbsp; AS8547, 3.0000%, 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253043 |
| &nbsp;&nbsp;&nbsp; MA2894, 3.0000%, 1/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30771 |
| &nbsp;&nbsp;&nbsp; BE3616, 4.0000%, 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 557606 |
| &nbsp;&nbsp;&nbsp; BJ4559, 3.5000%, 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1926 |
| &nbsp;&nbsp;&nbsp; BJ4566, 4.0000%, 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7614 |
| &nbsp;&nbsp;&nbsp; BJ4960, 3.5000%, 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 2504014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2326183 |
| &nbsp;&nbsp;&nbsp; BK1964, 4.0000%, 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2372 |
| &nbsp;&nbsp;&nbsp; ZN4240, 4.5000%, 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 394520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 388282 |
| &nbsp;&nbsp;&nbsp; BO2983, 3.0000%, 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266919 |
| &nbsp;&nbsp;&nbsp; FS5362, 4.5000%, 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 3620948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3552042 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Mortgage-Backed Securities – (continued) |  |  |
| Fannie Mae Pool – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; FA2021, 5.0000%, 6/1/55 | $35955141 | &nbsp;&nbsp; $35870762 |
| &nbsp;&nbsp;&nbsp; BF0167, 3.0000%, 2/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 4147870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3596834 |
| &nbsp;&nbsp;&nbsp; BF0189, 3.0000%, 6/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15861 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 52573824 |
| Freddie Mac Pool: |  |  |
| &nbsp;&nbsp;&nbsp; ZS7403, 3.0000%, 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 611437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598795 |
| &nbsp;&nbsp;&nbsp; ZK8962, 3.0000%, 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107151 |
| &nbsp;&nbsp;&nbsp; ZK9163, 3.0000%, 1/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63352 |
| &nbsp;&nbsp;&nbsp; QN0786, 3.0000%, 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197768 |
| &nbsp;&nbsp;&nbsp; QN0783, 3.0000%, 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91432 |
| &nbsp;&nbsp;&nbsp; ZS3695, 6.0000%, 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8813 |
| &nbsp;&nbsp;&nbsp; ZN0627, 3.0000%, 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2350 |
| &nbsp;&nbsp;&nbsp; ZT1926, 3.0000%, 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 3066471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2813244 |
| &nbsp;&nbsp;&nbsp; ZT1145, 4.5000%, 5/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1730 |
| &nbsp;&nbsp;&nbsp; ZM1434, 3.5000%, 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1636 |
| &nbsp;&nbsp;&nbsp; ZT1633, 4.0000%, 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4453 |
| &nbsp;&nbsp;&nbsp; ZT0534, 3.5000%, 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28162 |
| &nbsp;&nbsp;&nbsp; ZM5707, 3.5000%, 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1826 |
| &nbsp;&nbsp;&nbsp; ZM6276, 4.0000%, 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1034 |
| &nbsp;&nbsp;&nbsp; ZN4528, 4.5000%, 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 851387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 832400 |
| &nbsp;&nbsp;&nbsp; QA1615, 3.5000%, 8/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 1718920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1589800 |
| &nbsp;&nbsp;&nbsp; QA5622, 3.0000%, 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310809 |
| &nbsp;&nbsp;&nbsp; QA4936, 3.0000%, 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179989 |
| &nbsp;&nbsp;&nbsp; RJ3069, 5.5000%, 12/1/54 | &nbsp;&nbsp; 25648238 | &nbsp;&nbsp;&nbsp;&nbsp; 25887357 |
| &nbsp;&nbsp;&nbsp; SL1631, 5.0000%, 7/1/55 | &nbsp;&nbsp; 20040942 | &nbsp;&nbsp;&nbsp;&nbsp; 19993910 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 52716011 |
| Ginnie Mae: |  |  |
| &nbsp;&nbsp;&nbsp; 3.5000%, TBA, 30 Year Maturity | &nbsp;&nbsp; 98660539 | &nbsp;&nbsp;&nbsp;&nbsp; 90008404 |
| &nbsp;&nbsp;&nbsp; 4.0000%, TBA, 30 Year Maturity | &nbsp;&nbsp; 16054402 | &nbsp;&nbsp;&nbsp;&nbsp; 15025347 |
| &nbsp;&nbsp;&nbsp; 5.0000%, TBA, 30 Year Maturity | &nbsp;&nbsp;&nbsp;&nbsp; 7343765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7268256 |
|  |  | &nbsp;&nbsp; 112302007 |
| Ginnie Mae I Pool: |  |  |
| &nbsp;&nbsp;&nbsp; 784182, 4.5000%, 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8026 |
| &nbsp;&nbsp;&nbsp; BB4357, 4.0000%, 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2439 |
| &nbsp;&nbsp;&nbsp; BC7161, 4.0000%, 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307 |
| &nbsp;&nbsp;&nbsp; BD7109, 4.0000%, 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355 |
| &nbsp;&nbsp;&nbsp; BD7135, 4.0000%, 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1353 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12480 |
| Ginnie Mae II Pool: |  |  |
| &nbsp;&nbsp;&nbsp; MA5021, 4.5000%, 2/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71069 |
| &nbsp;&nbsp;&nbsp; BH3673, 4.5000%, 5/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1356 |
| &nbsp;&nbsp;&nbsp; BH3672, 4.5000%, 5/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 410 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72835 |
| Total Mortgage-Backed Securities (cost $1,591,767,223) |  | 1576555539 |
| Common Stocks – 1.0% |  |  |
| Advertising – 0% |  |  |
| &nbsp;&nbsp;&nbsp; Authentic Brands Group Inc - Class A<sup>\*,</sup><sup>¢</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9328 |
| Biotechnology – 0.1% |  |  |
| &nbsp;&nbsp;&nbsp; BioMarin Pharmaceutical Inc<sup>\*</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9902302 |
| Diversified Financial Services – 0.1% |  |  |
| &nbsp;&nbsp;&nbsp; PennyMac Financial Services Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9633053 |
| Electrical Equipment – 0.1% |  |  |
| &nbsp;&nbsp;&nbsp; Forgent Power Solutions Inc<sup>\*</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5652974 |
| Hotels, Restaurants & Leisure – 0.1% |  |  |
| &nbsp;&nbsp;&nbsp; Caesars Entertainment Inc<sup>\*</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6237004 |
| Information Technology Services – 0.1% |  |  |
| &nbsp;&nbsp;&nbsp; Applied Digital Corp<sup>\*</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6488071 |
| Metals & Mining – 0.2% |  |  |
| &nbsp;&nbsp;&nbsp; Hudbay Minerals Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519005 | &nbsp;&nbsp;&nbsp;&nbsp; 10847204 |
| Oil, Gas & Consumable Fuels – 0.2% |  |  |
| &nbsp;&nbsp;&nbsp; Sunococorp LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230579 | &nbsp;&nbsp;&nbsp;&nbsp; 14215195 |
| Semiconductor & Semiconductor Equipment – 0.1% |  |  |
| &nbsp;&nbsp;&nbsp; Broadcom Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5165103 |
| Total Common Stocks (cost $69,615,478) |  | &nbsp;&nbsp;&nbsp;&nbsp; 68150234 |
| Preferred Stocks – 0.1% |  |  |
| Finance Companies – 0% |  |  |
| &nbsp;&nbsp;&nbsp; Castlelake Aircraft Securitization Trust 2018-1, 6/15/43<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50000 |
| Industrial – 0.1% |  |  |
| &nbsp;&nbsp;&nbsp; Project Silver, 3/15/44<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371250 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Preferred Stocks – (continued) |  |  |
| Industrial – (continued) |  |  |
| &nbsp;&nbsp;&nbsp; START Ireland, 0.4752%, 3/15/44<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1177500 |
| &nbsp;&nbsp;&nbsp; Thunderbolt II Aircraft Lease Ltd, 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1815572 |
| &nbsp;&nbsp;&nbsp; Thunderbolt III Aircraft Lease Ltd, 3.0000%, 11/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3562500 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6926822 |
| Total Preferred Stocks (cost $11,007,961) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6976822 |
| Convertible Preferred Stocks – 0.2% |  |  |
| Software – 0.2% |  |  |
| &nbsp;&nbsp;&nbsp; Oracle Corp, 6.5000%, 1/15/29 (cost $17,230,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15510446 |
| Private Placements – 0.1% |  |  |
| Diversified Telecommunication Services – 0.1% |  |  |
| &nbsp;&nbsp;&nbsp; GCI/Liberty - Series A<sup>¢</sup><sup>,</sup><sup>§</sup> (cost $9,750,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9750000 |
| Private Preferred Equity – 0.2% |  |  |
| Real Estate Preferred Equity – 0.2% |  |  |
| &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;&nbsp;&nbsp;&nbsp;&nbsp; 4541418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4586832 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp; 4599994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4645994 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp; 7978092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8037928 |
| Total Private Preferred Equity (cost $17,119,504) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17270754 |
| Investment Companies<sup>£</sup> – 7.6% |  |  |
| Exchange-Traded Funds (ETFs) – 3.7% |  |  |
| &nbsp;&nbsp;&nbsp; Janus Henderson Emerging Markets Debt Hard Currency | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4964230 | &nbsp;&nbsp;&nbsp;&nbsp; 260426484 |
| Money Markets – 3.9% |  |  |
| &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup> <br>| &nbsp;&nbsp; 269007499 | &nbsp;&nbsp;&nbsp;&nbsp; 269007499 |
| Total Investment Companies (cost $522,479,869) |  | &nbsp;&nbsp;&nbsp;&nbsp; 529433983 |
| Investments Purchased with Cash Collateral from Securities Lending – 1.4% |  |  |
| Investment Companies – 1.1% |  |  |
| &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº,</sup><sup>£</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 76489992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76489992 |
| Time Deposits – 0.3% |  |  |
| &nbsp;&nbsp;&nbsp; Royal Bank of Canada, 3.6500%, 4/1/26 | &nbsp;&nbsp; $17914228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17914228 |
| Total Investments Purchased with Cash Collateral from Securities Lending (cost $94,404,220) | Total Investments Purchased with Cash Collateral from Securities Lending (cost $94,404,220) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94404220 |
| OTC Purchased Credit Default Swaptions – Puts – Buy Protection – 0.3%<br> Counterparty/Reference Asset |  |  |
| BNP Paribas: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CDX.NA.HY.45, Credit Default Swap, maturing <br>12/20/30, fixed rate 5.0000%, payment frequency: Quarterly, <br>Notional amount $700,000,000, premiums paid $13,333,320, unrealized <br> appreciation <br>$4,416,734, exercise price $106.50, expires 6/17/26<sup>\*</sup> <br>| $700000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17750054 |
| Total Investments (total cost $8,625,000,882) – 122.8% |  | &nbsp;&nbsp; 8549246427 |
| Liabilities, net of Cash, Receivables and Other Assets – (22.8)% |  | (1588847443) |
| Net Assets – 100% |  | $6960398984 |

---

------

&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 | $7753183818 | &nbsp;&nbsp;&nbsp;&nbsp; 90.7<br> %<br>|
| Ireland | 164264268 | &nbsp;&nbsp;&nbsp;&nbsp;1.9 |
| United Kingdom | 135913761 | &nbsp;&nbsp;&nbsp;&nbsp;1.6 |
| Canada | 75634795 | &nbsp;&nbsp;&nbsp;&nbsp;0.9 |
| Cayman Islands | 68503141 | &nbsp;&nbsp;&nbsp;&nbsp;0.8 |
| Luxembourg | 49845255 | &nbsp;&nbsp;&nbsp;&nbsp;0.6 |
| Netherlands | 34809900 | &nbsp;&nbsp;&nbsp;&nbsp;0.4 |
| Japan | 29327214 | &nbsp;&nbsp;&nbsp;&nbsp;0.3 |
| Israel | 27374443 | &nbsp;&nbsp;&nbsp;&nbsp;0.3 |
| Zambia | 26499690 | &nbsp;&nbsp;&nbsp;&nbsp;0.3 |
| Switzerland | 24742846 | &nbsp;&nbsp;&nbsp;&nbsp;0.3 |
| Supranational | 24647689 | &nbsp;&nbsp;&nbsp;&nbsp;0.3 |
| Jersey | 23908604 | &nbsp;&nbsp;&nbsp;&nbsp;0.3 |
| Czech Republic | 20877364 | &nbsp;&nbsp;&nbsp;&nbsp;0.3 |
| Chile | 20597940 | &nbsp;&nbsp;&nbsp;&nbsp;0.2 |
| France | 20341788 | &nbsp;&nbsp;&nbsp;&nbsp;0.2 |
| Spain | 17871621 | &nbsp;&nbsp;&nbsp;&nbsp;0.2 |
| Italy | 13687890 | &nbsp;&nbsp;&nbsp;&nbsp;0.2 |
| Finland | 13120050 | &nbsp;&nbsp;&nbsp;&nbsp;0.2 |
| Bermuda | 1177500 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Australia | 1031355 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Denmark | 535570 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Norway | 471122 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Belgium | 270192 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Greece | 256059 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Hong Kong | 191133 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Austria | 161419 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Total | $8549246427 | &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>*3/31/26*<br>| *Ending* <br>*Shares*<br>| *Dividend* <br>*Income*<br>|
| Investment Companies - 7.6% | Investment Companies - 7.6% | Investment Companies - 7.6% | Investment Companies - 7.6% | Investment Companies - 7.6% | Investment Companies - 7.6% | Investment Companies - 7.6% | Investment Companies - 7.6% | Investment Companies - 7.6% |
| Exchange-Traded Funds (ETFs) - 3.7% | Exchange-Traded Funds (ETFs) - 3.7% | Exchange-Traded Funds (ETFs) - 3.7% | Exchange-Traded Funds (ETFs) - 3.7% | Exchange-Traded Funds (ETFs) - 3.7% | Exchange-Traded Funds (ETFs) - 3.7% | Exchange-Traded Funds (ETFs) - 3.7% | Exchange-Traded Funds (ETFs) - 3.7% | Exchange-Traded Funds (ETFs) - 3.7% |
| &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; $16188682 | &nbsp;&nbsp; $- | &nbsp;&nbsp; $- | &nbsp;&nbsp; $2975476 | &nbsp;&nbsp; $260426484 | &nbsp;&nbsp; 4964230 | &nbsp;&nbsp; $13408321 |
| Money Markets - 3.9% | Money Markets - 3.9% | Money Markets - 3.9% | Money Markets - 3.9% | Money Markets - 3.9% | Money Markets - 3.9% | Money Markets - 3.9% | Money Markets - 3.9% | Money Markets - 3.9% |
| &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  |
|  | &nbsp;&nbsp; 101246616 | &nbsp;&nbsp; 2118103749 | &nbsp;&nbsp; (1950274994) | &nbsp;&nbsp; (30608) | &nbsp;&nbsp; (37264) | &nbsp;&nbsp; 269007499 | &nbsp;&nbsp; 269007499 | &nbsp;&nbsp; 9674828 |
| Total Investment Companies - 7.6% | Total Investment Companies - 7.6% | Total Investment Companies - 7.6% | Total Investment Companies - 7.6% | Total Investment Companies - 7.6% | Total Investment Companies - 7.6% | Total Investment Companies - 7.6% | Total Investment Companies - 7.6% | Total Investment Companies - 7.6% |
|  | &nbsp;&nbsp; $342508942 | &nbsp;&nbsp; $2134292431 | &nbsp;&nbsp; $(1950274994) | &nbsp;&nbsp; $(30608) | &nbsp;&nbsp; $2938212 | &nbsp;&nbsp; $529433983 | &nbsp;&nbsp; 273971729 | &nbsp;&nbsp; $23083149 |
| Investments Purchased with Cash Collateral from Securities Lending - 1.1% | Investments Purchased with Cash Collateral from Securities Lending - 1.1% | Investments Purchased with Cash Collateral from Securities Lending - 1.1% | Investments Purchased with Cash Collateral from Securities Lending - 1.1% | Investments Purchased with Cash Collateral from Securities Lending - 1.1% | Investments Purchased with Cash Collateral from Securities Lending - 1.1% | Investments Purchased with Cash Collateral from Securities Lending - 1.1% | Investments Purchased with Cash Collateral from Securities Lending - 1.1% | Investments Purchased with Cash Collateral from Securities Lending - 1.1% |
| Investment Companies - 1.1% | Investment Companies - 1.1% | Investment Companies - 1.1% | Investment Companies - 1.1% | Investment Companies - 1.1% | Investment Companies - 1.1% | Investment Companies - 1.1% | Investment Companies - 1.1% | Investment Companies - 1.1% |
| &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  |
|  | &nbsp;&nbsp; 5868156 | &nbsp;&nbsp; 387298506 | &nbsp;&nbsp; (316676670) | &nbsp;&nbsp; - | &nbsp;&nbsp; - | &nbsp;&nbsp; 76489992 | &nbsp;&nbsp; 76489992 | &nbsp;&nbsp; 527431 <br><sup>∆</sup><br>|
| Total Affiliated Investments - 8.7% | Total Affiliated Investments - 8.7% | Total Affiliated Investments - 8.7% | Total Affiliated Investments - 8.7% | Total Affiliated Investments - 8.7% | Total Affiliated Investments - 8.7% | Total Affiliated Investments - 8.7% | Total Affiliated Investments - 8.7% | Total Affiliated Investments - 8.7% |
|  | &nbsp;&nbsp; $348377098 | &nbsp;&nbsp; $2521590937 | &nbsp;&nbsp; $(2266951664) | &nbsp;&nbsp; $(30608) | &nbsp;&nbsp; $2938212 | &nbsp;&nbsp; $605923975 | &nbsp;&nbsp; 350461721 | &nbsp;&nbsp; $23610580 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
| ***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 | 5/22/26 | &nbsp;&nbsp;&nbsp; (11393068) | &nbsp;&nbsp;&nbsp; $15402131 | &nbsp;&nbsp;&nbsp; $326314 |
| &nbsp;&nbsp;&nbsp; British Pound | 5/22/26 | &nbsp;&nbsp;&nbsp; 5309 | &nbsp;&nbsp;&nbsp; (7062) | &nbsp;&nbsp;&nbsp;&nbsp;(38) |
| &nbsp;&nbsp;&nbsp; Canadian Dollar | 5/22/26 | &nbsp;&nbsp;&nbsp; (4421682) | &nbsp;&nbsp;&nbsp; 3241025 | &nbsp;&nbsp;&nbsp; 54865 |
| &nbsp;&nbsp;&nbsp; Canadian Dollar | 5/22/26 | &nbsp;&nbsp;&nbsp; 41166 | &nbsp;&nbsp;&nbsp; (30040) | &nbsp;&nbsp;&nbsp;&nbsp;(376) |
| &nbsp;&nbsp;&nbsp; Euro | 5/22/26 | &nbsp;&nbsp;&nbsp; 19194808 | &nbsp;&nbsp;&nbsp; (22141870) | &nbsp;&nbsp;&nbsp; 95014 |
| &nbsp;&nbsp;&nbsp; Euro | 5/22/26 | &nbsp;&nbsp;&nbsp; 10902912 | &nbsp;&nbsp;&nbsp; (12764717) | &nbsp;&nbsp;&nbsp; (133865) |
| &nbsp;&nbsp;&nbsp; Euro | 5/22/26 | &nbsp;&nbsp;&nbsp; (324112181) | &nbsp;&nbsp;&nbsp; 383657951 | &nbsp;&nbsp;&nbsp; 8179088 |
| &nbsp;&nbsp;&nbsp; Euro | 5/22/26 | &nbsp;&nbsp;&nbsp; (40689815) | &nbsp;&nbsp;&nbsp; 46994852 | &nbsp;&nbsp;&nbsp; (143659) |
| Total |  |  |  | &nbsp;&nbsp;&nbsp; $8377343 |

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&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 | 1938 | &nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp; $215208844 | &nbsp;&nbsp;&nbsp; $(3512386) |
| 2 Year US Treasury Note | 9571 | &nbsp;&nbsp;&nbsp; 7/6/26 | &nbsp;&nbsp;&nbsp; 1985459081 | &nbsp;&nbsp;&nbsp; (2945857) |
| 5 Year US Treasury Note | 15526 | &nbsp;&nbsp;&nbsp; 7/6/26 | &nbsp;&nbsp;&nbsp; 1679597836 | &nbsp;&nbsp;&nbsp; (14927820) |
| Total - Futures Long |  |  |  | &nbsp;&nbsp;&nbsp; (21386063) |
| *Futures Short:* |  |  |  |  |
| Ultra 10-Year Treasury Note | 3469 | &nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp; (393785703) | &nbsp;&nbsp;&nbsp; 7155298 |
| Ultra Long Term US Treasury Bond | 876 | &nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp; (102108750) | &nbsp;&nbsp;&nbsp; 3596308 |
| US Treasury Long Bond | 335 | &nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp; (38148125) | &nbsp;&nbsp;&nbsp; 1108652 |
| Total - Futures Short |  |  |  | &nbsp;&nbsp;&nbsp; 11860258 |
| Total |  |  |  | &nbsp;&nbsp;&nbsp; $(9525805) |

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| ***Schedule of Centrally Cleared Credit Default Swaps - Buy Protection*** | ***Schedule of Centrally Cleared Credit Default Swaps - Buy Protection*** | ***Schedule of Centrally Cleared Credit Default Swaps - Buy Protection*** | ***Schedule of Centrally Cleared Credit Default Swaps - Buy Protection*** | ***Schedule of Centrally Cleared Credit Default Swaps - Buy Protection*** | ***Schedule of Centrally Cleared Credit Default Swaps - Buy Protection*** |  |
| *Reference* <br>*Asset*<br>| *Maturity* <br>*Date*<br>| *Notional* <br>*Amount*<br>|  | *Premiums* <br>*Paid/(Received)* <br>| *Unrealized* <br>*Appreciation/* <br>*(Depreciation)* <br>| *Value* |
| CDX.NA.IG.46, Fixed Rate <br>of 1.00%, Paid Quarterly<br>| 6/20/31 | &nbsp;&nbsp; (323100000) | USD | &nbsp;&nbsp; $(5657759) | &nbsp;&nbsp; $(26948) | &nbsp;&nbsp; $(5684707) |

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

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| ***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; 7/23/26 | &nbsp;&nbsp;&nbsp; $328718977 | &nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; $(5173712) |

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

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| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ***Schedule of OTC Written Credit Default Swaptions*** | ***Schedule of OTC Written Credit Default Swaptions*** | ***Schedule of OTC Written Credit Default Swaptions*** | ***Schedule of OTC Written Credit Default Swaptions*** | ***Schedule of OTC Written Credit Default Swaptions*** | ***Schedule of OTC Written Credit Default Swaptions*** | ***Schedule of OTC Written Credit Default Swaptions*** | ***Schedule of OTC Written Credit Default Swaptions*** | ***Schedule of OTC Written Credit Default Swaptions*** |
| *Counterparty/* <br>*Reference Asset*<br>| *Description* | *Exercise* <br>*Price*<br>|  | *Expiration* <br>*Date*<br>| *Notional* <br>*Amount*<br>| *Premiums* <br>*Received*<br>| *Unrealized* <br>*Appreciation/* <br>*(Depreciation)*<br>| *Swaptions* <br>*Written,* <br>*at Value*<br>|
| *Written Put Swaptions - Sell Protection:* | *Written Put Swaptions - Sell Protection:* | *Written Put Swaptions - Sell Protection:* | *Written Put Swaptions - Sell Protection:* | *Written Put Swaptions - Sell Protection:* | *Written Put Swaptions - Sell Protection:* | *Written Put Swaptions - Sell Protection:* | *Written Put Swaptions - Sell Protection:* | *Written Put Swaptions - Sell Protection:* |
| *BNP Paribas:* | *BNP Paribas:* | *BNP Paribas:* | *BNP Paribas:* | *BNP Paribas:* | *BNP Paribas:* | *BNP Paribas:* | *BNP Paribas:* | *BNP Paribas:* |
| CDX.NA.HY.45 | Credit Default Swap, <br>S&P Credit Rating: <br>NR, maturing <br>12/20/2030, fixed rate <br>5%, payment <br>frequency: Quarterly<br>| 100.00 | &nbsp;&nbsp; USD | &nbsp;&nbsp; 6/17/26 | &nbsp;&nbsp; $(700000000) | &nbsp;&nbsp; $(3950100) | $(466032) | $(4416132) |

---

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

---

| | |
|:---|:---|
| **Average Ending Monthly Value of Derivative Instruments During the Period Ended March 31, 2026** | **Average Ending Monthly Value of Derivative Instruments During the Period Ended March 31, 2026** |
| Credit default swaps: |  |
| Average notional amount - buy protection | $96930000 |
| Forward foreign currency exchange contracts: |  |
| Average amounts purchased - in USD | 101059596 |
| Average amounts sold - in USD | 412728292 |
| Futures contracts: |  |
| Average notional amount of contracts - long | 2154363801 |
| Average notional amount of contracts - short | 498869238 |
| Swaptions: |  |
| Average value of swaption contracts purchased | 3121805 |
| Average value of swaption contracts written | 840613 |
| Total return swaps: |  |
| Average notional amount | 284931159 |

---

------

**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>|
| ULC | Unlimited Liability Company |

---

&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 March 31, 2026 is <br> $4,881,887,553, which represents 70.1% 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 March 31, 2026. Certain variable rate securities are not based on a <br> 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 March 31, 2026. |
| Loaned security; a portion of the security is on loan at March 31, 2026. |
| &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 March 31, 2026 is <br> $46,358,760, 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 March 31, 2026) |

---

------

&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; 0.1<br> %<br>|
| Oasis Securitization 2024-1A A, 5.8800%, 9/30/38 | 9/24/24 | &nbsp;&nbsp;&nbsp; 7998840 | 7978769 | &nbsp;&nbsp;&nbsp;&nbsp;0.1 |
| Oasis Securitization 2024-1A B, 7.9100%, 9/30/38 | 9/24/24 | &nbsp;&nbsp;&nbsp; 2999231 | 2997334 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Total |  | &nbsp;&nbsp;&nbsp; $20748071 | $20726103 | &nbsp;&nbsp;&nbsp; 0.2% |

---

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 March 31, 2026.

---

| | | | |
|:---|:---|:---|:---|
| **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; $3206554713 | &nbsp;&nbsp;&nbsp; $18740371 |
| *Bank Loans and Mezzanine Loans* | - | &nbsp;&nbsp;&nbsp; 725522257 | &nbsp;&nbsp;&nbsp; - |
| *Corporate Bonds* | - | &nbsp;&nbsp;&nbsp; 2262038727 | &nbsp;&nbsp;&nbsp; - |
| *Promissory Notes* | - | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 588307 |
| *Mortgage-Backed Securities* | - | &nbsp;&nbsp;&nbsp; 1576555539 | &nbsp;&nbsp;&nbsp; - |
| *Common Stocks* |  |  |  |
| Advertising | - | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 9328 |
| All Other | 68140906 | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; - |
| *Preferred Stocks* | - | &nbsp;&nbsp;&nbsp; 6976822 | &nbsp;&nbsp;&nbsp; - |
| *Convertible Preferred Stocks* | 15510446 | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; - |
| *Private Placements* | - | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 9750000 |
| *Private Preferred Equity* | - | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 17270754 |
| *Investment Companies* | 260426484 | &nbsp;&nbsp;&nbsp; 269007499 | &nbsp;&nbsp;&nbsp; - |
| *Investments Purchased with Cash Collateral from Securities Lending* | - | &nbsp;&nbsp;&nbsp; 94404220 | &nbsp;&nbsp;&nbsp; - |
| *OTC Purchased Credit Default Swaptions – Puts – Buy Protection* | - | &nbsp;&nbsp;&nbsp; 17750054 | &nbsp;&nbsp;&nbsp; - |
| Total Investments in Securities | $344077836 | &nbsp;&nbsp;&nbsp; $8158809831 | &nbsp;&nbsp;&nbsp; $46358760 |
| **Other Financial Instruments**<sup>(a)</sup>**:** |  |  |  |
| *Forward Foreign Currency Exchange Contracts* | - | &nbsp;&nbsp;&nbsp; 8655281 | &nbsp;&nbsp;&nbsp; - |
| *Futures Contracts* | 11860258 | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; - |
| **Total Assets** | $355938094 | &nbsp;&nbsp;&nbsp; $8167465112 | &nbsp;&nbsp;&nbsp; $46358760 |
| **Liabilities** |  |  |  |
| **Other Financial Instruments**<sup>(a)</sup>**:** |  |  |  |
| *Forward Foreign Currency Exchange Contracts* | $- | &nbsp;&nbsp;&nbsp; $277938 | &nbsp;&nbsp;&nbsp; $- |
| *Futures Contracts* | 21386063 | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; - |
| *OTC Swaps* | - | &nbsp;&nbsp;&nbsp; 5173712 | &nbsp;&nbsp;&nbsp; - |
| *OTC Swaptions Written, at Value* | - | &nbsp;&nbsp;&nbsp; 4416132 | &nbsp;&nbsp;&nbsp; - |
| *Centrally Cleared Swaps* | - | &nbsp;&nbsp;&nbsp; 26948 | &nbsp;&nbsp;&nbsp; - |
| **Total Liabilities** | $21386063 | &nbsp;&nbsp;&nbsp; $9894730 | &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 March 31, 2026 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 March 31, 2026.

------

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

statements.

125-35-70289 05-26

------

## 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:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8644784243.46

**Total Liabilities:** $1684385259.39

**Net Assets:** $6960398984.07

**Delayed Delivery Securities:** $152523829.35

**Cash Not Reported:** $62969363.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7825.970000000006 | **1-Year:** -181111.950000000070 | **5-Year:** -677516.729999999600 | **10-Year:** -623389.740000000200 | **30-Year:** -227357.219999999900

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

- **3-Month:** -16768.189999999984 | **1-Year:** -370949.059999999700 | **5-Year:** -623039.579999999800 | **10-Year:** -516686.330000000100 | **30-Year:** -112255.339999999980

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000137958 | 0.48%                | 0.57%                | -1.40%               |
| Class ID C000137959 | 0.42%                | 0.52%                | -1.46%               |
| Class ID C000137960 | 0.49%                | 0.59%                | -1.39%               |
| Class ID C000137961 | 0.49%                | 0.59%                | -1.38%               |
| Class ID C000137962 | 0.50%                | 0.60%                | -1.38%               |
| Class ID C000137963 | 0.57%                | 0.44%                | -1.31%               |
| Class ID C000137964 | 0.48%                | 0.58%                | -1.40%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14763852.00             | $-2006787.00                               |
| Month 2  | $-4468271.00             | $5085669.00                                |
| Month 3  | $538427.00               | $-136381084.00                             |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCELERATED 2024-1 LLC                                                                 | AALLC 2024-1A D                                                                                                                          | CUSIP: 00440MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000338 | PA      | $6013223.88   | 0.09%             | 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        |    4286746 | PA      | $4407142.47   | 0.06%             | 2039-05-25      | Fixed         | 7.26%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                    | AFRMT 2025-3A E                                                                                                                          | CUSIP: 00833BAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $7917884.34   | 0.11%             | 2034-10-16      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                        | ADC 2021-1A A2                                                                                                                           | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7366000 | PA      | $7291657.40   | 0.10%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                           | BFH 6.75 05/15/31 144A                                                                                                                   | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   19337000 | PA      | $19187082.17  | 0.28%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                 | ABCLN 2024-A G                                                                                                                           | CUSIP: 02007G2A0<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |    2067428 | PA      | $2144611.75   | 0.03%             | 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        |    1020469 | PA      | $1026449.03   | 0.01%             | 2032-09-15      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                 | ABCLN 2024-B G                                                                                                                           | CUSIP: 02007G4H3<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |    3699198 | PA      | $3784214.09   | 0.05%             | 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        |    6664411 | PA      | $6639532.95   | 0.10%             | 2033-06-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                 | ABCLN 2025-A F                                                                                                                           | CUSIP: 02007G5J8<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |    2215317 | PA      | $2215751.21   | 0.03%             | 2033-06-15      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                 | ABCLN 2025-B F                                                                                                                           | CUSIP: 02007G6T5<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |    2905922 | PA      | $2904413.61   | 0.04%             | 2033-09-15      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                 | ABCLN 2025-B G                                                                                                                           | CUSIP: 02007G6U2<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |    5189147 | PA      | $5220699.18   | 0.08%             | 2033-09-15      | Fixed         | 9.94%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                 | ABCLN 2024-A E                                                                                                                           | CUSIP: 02007GZ89<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |    1138686 | PA      | $1160298.02   | 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      | $2930596.75   | 0.04%             | 2032-04-20      | Fixed         | 9.66%                 | 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      | $1509817.65   | 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      | $1423835.28   | 0.02%             | 2032-10-20      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Applied Digital Corp                                                                   | Applied Digital Corp COM NEW                                                                                                             | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |     273297 | NS      | $6488070.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                         | ATWALD 5.25 01/15/33                                                                                                                     | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    5589000 | PA      | $5412784.87   | 0.08%             | 2033-01-15      | Fixed         | 5.25%                 | Yes           |                  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        |    4576349 | NS      | $4622112.78   | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| Essential Home                                                                         | Essential Home Term Loan B 325 2032-09-15                                                                                                | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10612373 | PA      | $10439921.53  | 0.15%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                                                | Azuria Water Solutions Inc                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2393923 | PA      | $2366991.37   | 0.03%             | 2033-01-27      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                                                | Azuria Water Solutions Inc                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   17954421 | PA      | $17752433.76  | 0.26%             | 2033-01-27      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 PLC                                                                    | AVIAGP 9.625 02/14/30 144A                                                                                                               | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |     211000 | PA      | $197285.00    | 0.00%             | 2030-02-14      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Arini European CLO II Designated Activity Co.                                          | ARINI 2A DR                                                                                                                              | CUSIP: BCC3QF9B9<br>LEI: 635400I3AJDMBZIMZK57 | Long             | ABS-O            | CORP              | IE        |    9310000 | PA      | $10768872.95  | 0.15%             | 2038-10-15      | Variable      | 5.17%                 | 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      | $4663223.71   | 0.07%             | 2044-05-25      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                          | Connecticut Avenue Securities Trust 2022-R04 1B2                                                                                         | CUSIP: 20753YAL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1257000 | PA      | $1349637.84   | 0.02%             | 2042-03-25      | Variable      | 13.16%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2021-R03 1B1                                                                                                                         | CUSIP: 20754AAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3442000 | PA      | $3483530.06   | 0.05%             | 2041-12-25      | Variable      | 6.41%                 | 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      | $15255138.22  | 0.22%             | 2043-07-27      | Variable      | 9.56%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2021-R02 2B2                                                                                                                         | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3095000 | PA      | $3165985.44   | 0.05%             | 2041-11-25      | Variable      | 9.86%                 | 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      | $13645828.78  | 0.20%             | 2041-12-25      | Variable      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2022-R01 1B2                                                                                                                         | CUSIP: 20754LAJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5369302 | PA      | $5508769.74   | 0.08%             | 2041-12-25      | Variable      | 9.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                       | Connecticut Avenue Securities Trust 2022-R07 1B2                                                                                         | CUSIP: 20754MAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14014297 | PA      | $15716252.21  | 0.23%             | 2042-06-25      | Variable      | 15.66%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2022-R06 1M2                                                                                                                         | CUSIP: 20754NAK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10570000 | PA      | $10856302.08  | 0.16%             | 2042-05-26      | Variable      | 7.51%                 | 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      | $27999931.19  | 0.40%             | 2041-10-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                | CUSIP: 01F022642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29792606 | PA      | $25057547.96  | 0.36%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  213459381 | PA      | $187666016.70 | 2.70%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                | CUSIP: 01F032641<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  216140409 | PA      | $198065235.02 | 2.85%             | 2051-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                    | CAS 2021-R01 1B2                                                                                                                         | CUSIP: 20754RAJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4176000 | PA      | $4260998.39   | 0.06%             | 2041-10-25      | Variable      | 9.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                       | Connecticut Avenue Securities Trust 2025-R01 1M2                                                                                         | CUSIP: 20755JAC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7908000 | PA      | $7873402.50   | 0.11%             | 2045-01-25      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2024-R01 1B1                                                                                                                         | CUSIP: 20753UAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14438655 | PA      | $14678255.36  | 0.21%             | 2044-01-25      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2024-R06 1M2                                                                                                                         | CUSIP: 20755RAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3486469 | PA      | $3484289.63   | 0.05%             | 2044-09-26      | Variable      | 5.26%                 | 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      | $8511729.27   | 0.12%             | 2044-03-25      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                | CUSIP: 01F040644<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   97660947 | PA      | $92114195.85  | 1.32%             | 2055-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                | CUSIP: 01F042640<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  208586473 | PA      | $201131592.45 | 2.89%             | 2055-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  172403554 | PA      | $169969215.82 | 2.44%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  320557652 | PA      | $321990544.70 | 4.63%             | 2055-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                | CUSIP: 01F060642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  150568000 | PA      | $153418252.24 | 2.20%             | 2055-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                | CUSIP: 01F062648<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9400000 | PA      | $9723642.00   | 0.14%             | 2055-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                                           | CAS 2023-R05 1B1                                                                                                                         | CUSIP: 207942AC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2378000 | PA      | $2516857.41   | 0.04%             | 2043-06-25      | Variable      | 8.41%                 | Yes           |                  2 | On Loan: No      |
| FS COMMERCIAL MORTGAGE TRUST 2023-4                                                    | FS 2023-4SZN D                                                                                                                           | CUSIP: 30334RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5193000 | PA      | $5279516.63   | 0.08%             | 2039-11-10      | Variable      | 9.08%                 | 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      | $188124.34    | 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      | $258227.79    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | 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      | $190946.69    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co                                                                             | CVNA 9 06/01/31 144A                                                                                                                     | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    8691142 | PA      | $9397766.61   | 0.14%             | 2031-06-01      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                               | Connecticut Avenue Securities Trust 2022-R03 1B2                                                                                         | CUSIP: 20753XAJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1832000 | PA      | $1962979.01   | 0.03%             | 2042-03-25      | Variable      | 13.51%                | Yes           |                  2 | On Loan: No      |
| R.R. Donnelley & Sons Co.                                                              | RRD 9.5 08/01/29 144A                                                                                                                    | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     105000 | PA      | $106281.42    | 0.00%             | 2029-08-01      | Fixed         | 9.50%                 | 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      | $5961038.95   | 0.09%             | 2031-08-15      | Fixed         | 5.69%                 | 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      | $4207638.74   | 0.06%             | 2032-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Fhf Issuer Trust 2024-1                                                                | FHF 2025-2A A2                                                                                                                           | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24039000 | PA      | $24143845.59  | 0.35%             | 2030-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN AL5887                                                                                                                                | CUSIP: 3138ENRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2415 | PA      | $2395.56      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNR 2018-27 EA                                                                                                                           | CUSIP: 3136B1N26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10864 | PA      | $9747.53      | 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        |    5224845 | PA      | $558066.69    | 0.01%             | 2048-08-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN AL5942                                                                                                                                | CUSIP: 3138ENS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3720 | PA      | $3754.01      | 0.00%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN AL6542                                                                                                                                | CUSIP: 3138EPHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3950 | PA      | $3918.12      | 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        |    1465020 | PA      | $1338080.85   | 0.02%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN AR9225                                                                                                                                | CUSIP: 3138W7HB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1252518 | PA      | $1143990.81   | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FNR 2020-100 BI                                                                                                                          | CUSIP: 3136BDDN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11848828 | PA      | $1569993.38   | 0.02%             | 2051-01-25      | Fixed         | 2.00%                 | 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      | $772013.22    | 0.01%             | 2040-10-25      | Variable      | 13.39%                | No            |                  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       |     446000 | PA      | $468540.84    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                             | STZ 4.95 11/01/35                                                                                                                        | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     250000 | PA      | $241331.79    | 0.00%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                         | CRWV 9.25 06/01/30 144A                                                                                                                  | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   11760000 | PA      | $11426714.54  | 0.16%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| CoreWeave Inc.                                                                         | CRWV 9 02/01/31 144A                                                                                                                     | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    2052000 | PA      | $1952516.78   | 0.03%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                  | FN AS8547                                                                                                                                | CUSIP: 3138WJP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     281484 | PA      | $253043.31    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc / First Transit Parent Inc.                                    | FRSTST 4 07/31/29 144A                                                                                                                   | CUSIP: 337120AA7<br>LEI: 254900JEIMV6G5O1PB08 | Long             | DBT              | CORP              | US        |     192000 | PA      | $183775.10    | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  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      | $3790775.50   | 0.05%             | 2030-01-15      | Fixed         | 12.66%                | Yes           |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                                                 | Froneri Lux Finco Sarl                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   16320000 | PA      | $18539367.60  | 0.27%             | 2032-09-30      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                            | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   98660539 | PA      | $90008404.37  | 1.29%             | 2055-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                            | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7343765 | PA      | $7268256.41   | 0.10%             | 2055-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell EUR / Buy USD                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-7111.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy CAD                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-64.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZT1145                                                                                                                                | CUSIP: 3132ADHW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1743 | PA      | $1730.49      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QA5622                                                                                                                                | CUSIP: 3133A0G73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     348707 | PA      | $310808.87    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | STACR 2018-DNA3 B2                                                                                                                       | CUSIP: 35563WBE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3658000 | PA      | $4168001.34   | 0.06%             | 2048-09-25      | Variable      | 11.53%                | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | STACR 2020-HQA5 B2                                                                                                                       | CUSIP: 35565TBE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8167203 | PA      | $9963757.86   | 0.14%             | 2050-11-25      | Variable      | 11.06%                | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy EUR                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $8299.46      | 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      | $8066.15      | 0.00%             |  |  |  | No            |                  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      | $442071.45    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                           | RCL 5.375 01/15/36                                                                                                                       | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   21536000 | PA      | $21157983.98  | 0.30%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TransDigm                                                                              | TransDigm Term Loan L (Incremental) 250 2032-01-01                                                                                       | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    6727550 | PA      | $6725397.18   | 0.10%             | 2032-01-19      | Floating      | 6.17%                 | 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      | $188407.65    | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Trinet Group Inc                                                                       | TNET 3.5 03/01/29 144A                                                                                                                   | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     305000 | PA      | $276477.28    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | 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      | $6329920.35   | 0.09%             | 2035-09-20      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QN0783                                                                                                                                | CUSIP: 3133G62Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      95023 | PA      | $91431.74     | 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        |     205347 | PA      | $197768.06    | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  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      | $14782489.42  | 0.21%             | 2033-10-20      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Vb-S1 Issuer Llc 2016-1                                                                | VBTEL 2024-1A F                                                                                                                          | CUSIP: 91823ABG5<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $11316677.90  | 0.16%             | 2054-05-15      | Fixed         | 8.87%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QA4936                                                                                                                                | CUSIP: 31346YPV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     201935 | PA      | $179988.87    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SL1631                                                                                                                                | CUSIP: 31427NY52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20040942 | PA      | $19993910.45  | 0.29%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                       | AMCX 10.5 07/15/32 144A                                                                                                                  | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   26357000 | PA      | $26012358.50  | 0.37%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RJ3069                                                                                                                                | CUSIP: 3142GTMT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25648238 | PA      | $25887356.83  | 0.37%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | SLST 2020-2 M1                                                                                                                           | CUSIP: 35564CGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3634944 | PA      | $3617825.84   | 0.05%             | 2060-09-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Vb-S1 Issuer Llc 2016-1                                                                | VBTEL 2026-1A D                                                                                                                          | CUSIP: 91825HAC8<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |    6328000 | PA      | $6269488.15   | 0.09%             | 2056-03-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Vb-S1 Issuer Llc 2016-1                                                                | VBTEL 2026-1A F                                                                                                                          | CUSIP: 91825HAE4<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |    5537000 | PA      | $5570585.78   | 0.08%             | 2056-03-15      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                               | American Airlines Inc / AAdvantage Loyalty IP Ltd                                                                                        | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   13471000 | PA      | $13397317.67  | 0.19%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  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      | $11810056.87  | 0.17%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                    | VLO 6.625 06/15/37                                                                                                                       | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     233000 | PA      | $255020.62    | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Veritiv Corp                                                                           | Veritiv Corp Term Loan B 400 2030-11-01                                                                                                  | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |   11009818 | PA      | $10679523.59  | 0.15%             | 2030-11-30      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                           | ANGINC V7 12/01/55                                                                                                                       | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     111000 | PA      | $105263.74    | 0.00%             | 2055-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                          | CHTR 4.75 03/01/30 144A                                                                                                                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $161308.61    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                                    | VRTV 10.5 11/30/30 144A                                                                                                                  | CUSIP: 92339LAA0<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | DBT              | CORP              | US        |   21734000 | PA      | $22587016.03  | 0.32%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Versant Media Group Inc.                                                               | VSNT 7.25 01/30/31 144A                                                                                                                  | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     191000 | PA      | $195469.59    | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                          | CHTR 7.375 03/01/31 144A                                                                                                                 | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $117066.98    | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| CF HIPPOLYTA ISSUER LLC                                                                | SORT 2022-1A A1                                                                                                                          | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22748423 | PA      | $22419585.19  | 0.32%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-DNA2 B2                                                                                                                       | CUSIP: 35564KDY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6154000 | PA      | $7645209.68   | 0.11%             | 2033-08-25      | Variable      | 9.66%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-DNA3 B2                                                                                                                       | CUSIP: 35564KFH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11258280 | PA      | $14164718.16  | 0.20%             | 2033-10-25      | Variable      | 9.91%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-HQA3 M2                                                                                                                       | CUSIP: 35564KJP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18410063 | PA      | $18472086.00  | 0.27%             | 2041-09-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-HQA3 B1                                                                                                                       | CUSIP: 35564KKK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4734000 | PA      | $4770904.18   | 0.07%             | 2041-09-25      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                 | TNL 4.5 04/01/27                                                                                                                         | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200971.40    | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Travel Plus Leisure Co                                                                 | TNL 4.625 03/01/30 144A                                                                                                                  | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     201000 | PA      | $191771.93    | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-HQA3 B2                                                                                                                       | CUSIP: 35564KKL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40999357 | PA      | $41748594.76  | 0.60%             | 2041-09-25      | Variable      | 9.91%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-DNA6 B1                                                                                                                       | CUSIP: 35564KLU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14440000 | PA      | $14598324.57  | 0.21%             | 2041-10-25      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Versant Media Group                                                                    | Versant Media Group Term Loan B 350 2030-10-16                                                                                           | CUSIP: 92528PAB0<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |   10052000 | PA      | $10033202.76  | 0.14%             | 2031-01-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                             | RCICN V5.25 03/15/82 144A                                                                                                                | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     202000 | PA      | $199531.03    | 0.00%             | 2082-03-15      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                | SORT 2022-1A A2                                                                                                                          | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21289502 | PA      | $20696466.20  | 0.30%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                                    | AMBATH 9.75 07/15/30 144A                                                                                                                | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     245000 | PA      | $229755.63    | 0.00%             | 2030-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| Rogers Communications Inc.                                                             | RCICN V7 04/15/55                                                                                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     244000 | PA      | $244961.12    | 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      | $51164.40     | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CPC ASSET SECURITIZATION III LLC                                                       | CPCAS 2024-1A D                                                                                                                          | CUSIP: 126203AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8437000 | PA      | $8559336.50   | 0.12%             | 2030-08-15      | Fixed         | 13.45%                | Yes           |                  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      | $9479571.12   | 0.14%             | 2039-11-13      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Valaris Ltd.                                                                           | VAL 8.375 04/30/30 144A                                                                                                                  | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |     139000 | PA      | $144030.55    | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | 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        |   12948930 | PA      | $11869895.66  | 0.17%             | 2030-07-08      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                             | CVNA 9 06/01/30 144A                                                                                                                     | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   21119941 | PA      | $21970081.99  | 0.32%             | 2030-06-01      | Variable      | 9.00%                 | 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      | $9502126.00   | 0.14%             | 2050-07-27      | Variable      | 1.27%                 | No            |                  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      | $23410691.33  | 0.34%             | 2052-09-27      | Variable      | 0.84%                 | 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      | $14424044.04  | 0.21%             | 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      | $15362043.16  | 0.22%             | 2051-11-27      | Fixed         | 0.00%                 | 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      | $3513732.80   | 0.05%             | 2050-01-27      | Variable      | 0.47%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-DNA6 B2                                                                                                                       | CUSIP: 35564KLV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10049698 | PA      | $10335708.50  | 0.15%             | 2041-10-25      | Variable      | 11.16%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-DNA7 B1                                                                                                                       | CUSIP: 35564KND7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38921208 | PA      | $39529275.39  | 0.57%             | 2041-11-25      | Variable      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                               | CE 6.379 07/15/32                                                                                                                        | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      47000 | PA      | $49056.44     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                               | CE 7.2 11/15/33                                                                                                                          | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      88000 | PA      | $93872.77     | 0.00%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                 | CNP V5.95 04/01/56                                                                                                                       | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   17369000 | PA      | $17214554.85  | 0.25%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc                                                                | CCS 6.625 09/15/33 144A                                                                                                                  | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     259000 | PA      | $253728.26    | 0.00%             | 2033-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                                                                      | Chariot Buyer LLC                                                                                                                        | CUSIP: 15963CAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3107475 | PA      | $3075282.04   | 0.04%             | 2032-09-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                                      | CNK 5.25 07/15/28 144A                                                                                                                   | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     125000 | PA      | $123931.34    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac - STACR                                                                    | Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA7 B2                                                                        | CUSIP: 35564KNE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20591000 | PA      | $21450101.53  | 0.31%             | 2041-11-25      | Variable      | 11.46%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-HQA4 B1                                                                                                                       | CUSIP: 35564KPN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27058500 | PA      | $27471815.43  | 0.39%             | 2041-12-25      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-Roic                                                                     | BX 2025-ROIC E                                                                                                                           | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22367351 | PA      | $22282970.61  | 0.32%             | 2030-03-15      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| BXHPP LTD                                                                              | BXHPP 2021-FILM A                                                                                                                        | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4619000 | PA      | $4379405.05   | 0.06%             | 2036-08-15      | Variable      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| BXHPP LTD                                                                              | BXHPP 2021-FILM B                                                                                                                        | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14243000 | PA      | $13229094.33  | 0.19%             | 2036-08-15      | Variable      | 4.69%                 | 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      | $7643860.41   | 0.11%             | 2034-03-15      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Cipher Digital Inc.                                                                    | CIFR 0 10/01/31                                                                                                                          | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |    7799000 | PA      | $8693416.62   | 0.12%             | 2031-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                     | CIFR 7.125 11/15/30 144A                                                                                                                 | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12770000 | PA      | $13230090.33  | 0.19%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-HQA4 B2                                                                                                                       | CUSIP: 35564KPP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26334154 | PA      | $27167621.40  | 0.39%             | 2041-12-25      | Variable      | 10.66%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2022-DNA1 B2                                                                                                                       | CUSIP: 35564KQZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23559000 | PA      | $24651487.93  | 0.35%             | 2042-01-27      | Variable      | 10.76%                | 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      | $10131003.83  | 0.15%             | 2041-06-15      | Variable      | 6.56%                 | 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      | $8214336.17   | 0.12%             | 2041-06-15      | Variable      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                    | CSCO 5.1 02/24/35                                                                                                                        | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     258000 | PA      | $261519.70    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V5.592 11/19/34                                                                                                                        | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   17665000 | PA      | $17929813.01  | 0.26%             | 2034-11-19      | Variable      | 5.59%                 | 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        |     576695 | PA      | $581980.96    | 0.01%             | 2031-12-26      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1, LLC                                     | BVCLN 2025-EDU1 C                                                                                                                        | CUSIP: 07337GAC7<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    4866431 | PA      | $4871947.06   | 0.07%             | 2048-07-27      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V6.5 PERP JJ                                                                                                                           | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   15306000 | PA      | $15268869.17  | 0.22%             | 2099-12-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V5.411 09/19/39                                                                                                                        | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195371.56    | 0.00%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2022-DNA2 B2                                                                                                                       | CUSIP: 35564KSQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13643002 | PA      | $14350732.73  | 0.21%             | 2042-02-25      | Variable      | 12.16%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2023-HQA3 M2                                                                                                                       | CUSIP: 35564NAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7490866 | PA      | $7799201.10   | 0.11%             | 2043-11-25      | Variable      | 7.01%                 | 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      | $3814540.00   | 0.05%             | 2028-08-19      | Floating      | 8.05%                 | No            |                  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      | $50000.00     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                     | BX 2024-GPA3 C                                                                                                                           | CUSIP: 123910AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6877561 | PA      | $6877561.23   | 0.10%             | 2039-12-15      | Variable      | 5.56%                 | 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      | $16403887.88  | 0.24%             | 2044-07-15      | Variable      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2026-CSMO                                                 | BX 2026-CSMO C                                                                                                                           | CUSIP: 12433LAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1748089.71   | 0.03%             | 2043-02-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                               | BX Commercial Mortgage Trust 2026-CSMO D                                                                                                 | CUSIP: 12433LAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2620000 | PA      | $2617325.44   | 0.04%             | 2043-02-15      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CSX Corporation                                                                        | CSX 5.05 06/15/35                                                                                                                        | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75278.25     | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVR Energy Inc.                                                                        | CVI 7.5 02/15/31 144A                                                                                                                    | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     378000 | PA      | $380822.53    | 0.01%             | 2031-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                                  | CVA 4.875 12/01/29 144A                                                                                                                  | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     484000 | PA      | $453731.08    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | 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      | $6604938.57   | 0.09%             | 2032-03-15      | Fixed         | 7.77%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                               | BX Commercial Mortgage Trust 2026-XL6 D                                                                                                  | CUSIP: 12433NAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13056000 | PA      | $12990720.00  | 0.19%             | 2043-03-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6                                                  | BX 2026-XL6 E                                                                                                                            | CUSIP: 12433NAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4539000 | PA      | $4505162.15   | 0.06%             | 2043-03-15      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2026-1                                                   | LBZZ 2026-1A B                                                                                                                           | CUSIP: 525952AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1261332 | PA      | $1245248.90   | 0.02%             | 2030-12-16      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2026-1                                                   | LBZZ 2026-1A C                                                                                                                           | CUSIP: 525952AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1621453 | PA      | $1617910.45   | 0.02%             | 2031-09-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Efmt 2025-RTL1                                                                         | EFMT 2025-RTL1 A2                                                                                                                        | CUSIP: 26846FAB5<br>LEI: 254900NFBGFOBK1G2B84 | Long             | ABS-O            | CORP              | US        |    8223000 | PA      | $8222624.21   | 0.12%             | 2040-11-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                                              | ECPG 9.25 04/01/29 144A                                                                                                                  | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     200000 | PA      | $209250.00    | 0.00%             | 2029-04-01      | Fixed         | 9.25%                 | Yes           |                  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      | $196408.92    | 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        |     200000 | PA      | $192242.04    | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | 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      | $5780778.03   | 0.08%             | 2032-03-15      | Fixed         | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Corporation of Michigan                                              | CACC 6.625 03/15/30                                                                                                                      | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     197000 | PA      | $192400.05    | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| BX Trust 2018-Bilt                                                                     | BX 2021-BXMF G                                                                                                                           | CUSIP: 05609RAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12367786 | PA      | $12336837.93  | 0.18%             | 2026-10-15      | Variable      | 7.14%                 | 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      | $16982153.62  | 0.24%             | 2041-10-15      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                                              | ECPG 8.5 05/15/30 144A                                                                                                                   | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     445000 | PA      | $470504.73    | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                     | ET V6.5 02/15/56                                                                                                                         | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     208000 | PA      | $205499.60    | 0.00%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| 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      | $182329.87    | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                        | CVS 6 06/01/63                                                                                                                           | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     247000 | PA      | $234313.37    | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blue Bridge Financial LLC                                                              | BBEF 2023-1A B                                                                                                                           | CUSIP: 09531MAB6<br>LEI: 549300UZCOJ7LHE4T940 | Long             | ABS-O            | CORP              | US        |    2800000 | PA      | $2854744.76   | 0.04%             | 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      | $2782073.00   | 0.04%             | 2030-11-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZK8962                                                                                                                                | CUSIP: 3131XC5X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     110271 | PA      | $107151.12    | 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        |      65261 | PA      | $63352.34     | 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        |       1746 | PA      | $1635.73      | 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        |       1076 | PA      | $1033.93      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                                | ENS 4.375 12/15/27 144A                                                                                                                  | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     198000 | PA      | $196427.62    | 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        |     431000 | PA      | $440949.20    | 0.01%             | 2029-08-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                        | CVS V6.75 12/10/54                                                                                                                       | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   11744000 | PA      | $11891304.99  | 0.17%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                        | CVS V7 03/10/55                                                                                                                          | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7363000 | PA      | $7588219.44   | 0.11%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  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      | $12204290.55  | 0.18%             | 2038-03-15      | Variable      | 5.54%                 | 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        |     782884 | PA      | $788544.53    | 0.01%             | 2030-07-15      | Fixed         | 7.29%                 | 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      | $1599765.14   | 0.02%             | 2030-11-15      | Fixed         | 15.00%                | Yes           |                  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      | $11520939.63  | 0.17%             | 2064-05-25      | Fixed         | 4.50%                 | 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        |    5635989 | PA      | $5499698.04   | 0.08%             | 2028-06-12      | Fixed         | 3.16%                 | 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      | $3146835.51   | 0.05%             | 2043-06-15      | Fixed         | 6.62%                 | 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      | $5117878.56   | 0.07%             | 2030-07-15      | Fixed         | 10.49%                | Yes           |                  2 | On Loan: No      |
| LUXURY LEASE PARTNERS AUTO LEASE TRUST 2025-A                                          | LLP 2025-A A                                                                                                                             | CUSIP: 55069BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22313462 | PA      | $22245296.31  | 0.32%             | 2032-03-15      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZM5707                                                                                                                                | CUSIP: 3131Y0KU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1958 | PA      | $1826.38      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZN0627                                                                                                                                | CUSIP: 3131Y6VU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2573 | PA      | $2350.29      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                   | MTB V3.5 PERP                                                                                                                            | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    9971000 | PA      | $9653112.55   | 0.14%             | 2099-12-31      | Variable      | 3.50%                 | No            |                  2 | On Loan: —       |
| M&T Bank Corporation                                                                   | MTB V6.082 03/13/32                                                                                                                      | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     248000 | PA      | $259974.26    | 0.00%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Ensemble Health Partners                                                               | Ensemble Health Partners Term Loan B 300 2033-01-18                                                                                      | CUSIP: 29359BAH4<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |   16663064 | PA      | $16451276.50  | 0.24%             | 2033-02-09      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                                    | EQIX 5.5 06/15/34                                                                                                                        | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     259000 | PA      | $262909.74    | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                              | ESAB Corp                                                                                                                                | CUSIP: 29605JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14704000 | PA      | $14807075.04  | 0.21%             | 2031-04-01      | Fixed         | 5.62%                 | 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      | $6853984.49   | 0.10%             | 2031-10-15      | Fixed         | 7.84%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZN4240                                                                                                                                | CUSIP: 3131YAV98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     394520 | PA      | $388282.44    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZN4528                                                                                                                                | CUSIP: 3131YBA57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     851387 | PA      | $832400.13    | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                                                                   | BBIO 0.75 02/01/33                                                                                                                       | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   13423000 | PA      | $13298166.10  | 0.19%             | 2033-02-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Brinks Company                                                                         | BCO 6.5 06/15/29 144A                                                                                                                    | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     185000 | PA      | $187863.99    | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZS3695                                                                                                                                | CUSIP: 3132A4C89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8377 | PA      | $8813.34      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GCI LIBERTY 12% SERIES A CUMULATIVE PREFERRED                                          | GCI/Liberty - Series A                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       9750 | NS      | $9750000.00   | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Freddie Mac - STACR                                                                    | Freddie Mac Structured Agency Credit Risk Debt Notes 2024-HQA2 M2                                                                        | CUSIP: 35564NEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8748096 | PA      | $8763301.60   | 0.13%             | 2044-08-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                    | Freddie Mac Structured Agency Credit Risk Debt Notes 2024-DNA3 M2                                                                        | CUSIP: 35564NFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5334813 | PA      | $5333746.03   | 0.08%             | 2044-10-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                   | MTB V5.385 01/16/36 MTN                                                                                                                  | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     265000 | PA      | $262818.31    | 0.00%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                        | MADIAQ 5.875 06/30/29 144A                                                                                                               | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     216000 | PA      | $211822.47    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                       | GGAM Finance Ltd                                                                                                                         | CUSIP: 36170JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     167000 | PA      | $173322.12    | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                            | GLPI 5.625 03/01/36                                                                                                                      | CUSIP: 361841AX7<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    9821000 | PA      | $9551886.92   | 0.14%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Crocs Inc                                                                              | CROX 4.25 03/15/29 144A                                                                                                                  | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     177000 | PA      | $169887.38    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | 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        |   57804205 | PA      | $2059362.05   | 0.03%             | 2054-03-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                   | GM V5.75 PERP A                                                                                                                          | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   21721000 | PA      | $21148002.19  | 0.30%             | 2099-12-31      | Variable      | 5.75%                 | 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      | $259560.87    | 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      | $257489.32    | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                       | GEL 8 05/15/33                                                                                                                           | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     236000 | PA      | $243856.91    | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | Broadcom Inc COM USD0.001                                                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      16688 | NS      | $5165102.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Global Finance LLC                                                     | BURLN 6.875 04/15/30 144A                                                                                                                | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    4723000 | PA      | $4168850.41   | 0.06%             | 2030-04-15      | Fixed         | 6.88%                 | 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      | $249901.39    | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                              | MTDR 6.5 04/15/32 144A                                                                                                                   | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     152000 | PA      | $153655.28    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Cyprium Corp./Cyprium Holdings Luxembourg S.a r.l.                                     | VGNT 6.375 04/15/34 144A                                                                                                                 | CUSIP: 23292NAB4<br>LEI: 254900V7LN9S9W17X250 | Long             | DBT              | CORP              | N/A       |   19861000 | PA      | $19277921.16  | 0.28%             | 2034-04-15      | Fixed         | 6.38%                 | 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      | $2873248.83   | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                     | BURLN 9.25 07/01/31 144A                                                                                                                 | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    3917000 | PA      | $3535092.50   | 0.05%             | 2031-07-01      | Fixed         | 9.25%                 | 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        |   27733000 | PA      | $23087722.50  | 0.33%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Genuine Parts Co                                                                       | GPC 4.95 08/15/29                                                                                                                        | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99651.39     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  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        |   12249300 | PA      | $12194178.15  | 0.18%             | 2032-05-21      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                     | BURLN 8.5 01/15/34 144A                                                                                                                  | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    5488000 | PA      | $4712655.36   | 0.07%             | 2034-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                            | BJETS 2024-2A B                                                                                                                          | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2730387 | PA      | $2707055.21   | 0.04%             | 2039-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Company                                                              | MTDR 6 04/15/34 144A                                                                                                                     | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    5149000 | PA      | $5116443.75   | 0.07%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | US T-NOTE 2YR                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       9571 | NC      | $-2945856.82  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                                                       | DTMINC 5.8 12/15/34 144A                                                                                                                 | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14931000 | PA      | $15329624.85  | 0.22%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                         | DNFRA 2021-1A B                                                                                                                          | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3928049.60   | 0.06%             | 2049-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                            | BJETS 2024-2A C                                                                                                                          | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2157646 | PA      | $2147160.70   | 0.03%             | 2039-09-15      | Fixed         | 7.97%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                            | BJETS 2022-1A C                                                                                                                          | CUSIP: 12327AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1091438 | PA      | $1083839.66   | 0.02%             | 2037-06-15      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                            | CRGYFN 7.375 01/15/33 144A                                                                                                               | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64983.70     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Caturus Energy LLC                                                                     | KTGLLC 8.5 02/15/30 144A                                                                                                                 | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     181000 | PA      | $187808.32    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                                           | MKT Mortgage Trust 2020-525M A                                                                                                           | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2755000 | PA      | $2484839.40   | 0.04%             | 2040-02-12      | Fixed         | 2.69%                 | 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      | $9337231.41   | 0.13%             | 2040-02-12      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                            | BJETS 2024-1A B                                                                                                                          | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     790717 | PA      | $808959.59    | 0.01%             | 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        |    3117542 | PA      | $3187208.14   | 0.05%             | 2039-05-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Marex Group Plc                                                                        | MARGRO 6.404 11/04/29                                                                                                                    | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    3001000 | PA      | $3090642.78   | 0.04%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                             | Caesars Entertainment Inc. COM                                                                                                           | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     235982 | NS      | $6237004.26   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     960000 | PA      | $1267642.63   | 0.02%             | 2032-08-30      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery PLC / Brightstar Global Solutions Corp.                             | BRSL 5.75 01/15/33 144A                                                                                                                  | CUSIP: 108922AA3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   12461000 | PA      | $12113050.25  | 0.17%             | 2033-01-15      | Fixed         | 5.75%                 | 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      | $459066.00    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| 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      | $170154.26    | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Microsoft Corp.                                                                        | MSFT 3.7 08/08/46                                                                                                                        | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     257000 | PA      | $202839.78    | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  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        |   14315000 | PA      | $13332270.96  | 0.19%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Midwest Gaming Borrower LLC                                                            | MWGAME 4.875 05/01/29 144A                                                                                                               | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |     454000 | PA      | $440297.87    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Blackrock European Clo XVI Designated Activity Co.                                     | BECLO 16A D                                                                                                                              | CUSIP: BCC3QQJ99<br>LEI: 6354009JWTSUFPGGS872 | Long             | ABS-O            | CORP              | IE        |   10180000 | PA      | $11670886.22  | 0.17%             | 2039-01-17      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                                             | EART 2025-5A E                                                                                                                           | CUSIP: 30166VAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3800000 | PA      | $3809320.77   | 0.05%             | 2033-06-15      | Fixed         | 7.15%                 | Yes           |                  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      | $10504285.22  | 0.15%             | 2031-08-15      | Fixed         | 7.89%                 | 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      | $3348046.96   | 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      | $4843116.50   | 0.07%             | 2051-11-20      | Fixed         | 3.79%                 | 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        |   12822000 | PA      | $12818011.08  | 0.18%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties Inc.                                                               | MRP 6.25 09/15/32 144A                                                                                                                   | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11767000 | PA      | $11550578.98  | 0.17%             | 2032-09-15      | Fixed         | 6.25%                 | 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      | $2328101.81   | 0.03%             | 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      | $2680539.65   | 0.04%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  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      | $3272957.11   | 0.05%             | 2030-09-16      | Fixed         | 12.07%                | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                                             | EART 2026-1A N                                                                                                                           | CUSIP: 30168HAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7489035.00   | 0.11%             | 2033-08-15      | Fixed         | 6.45%                 | 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      | $238410.42    | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  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        |   15846412 | PA      | $14178102.19  | 0.20%             | 2031-07-01      | Floating      | 7.92%                 | No            |                  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      | $5950287.14   | 0.09%             | 2032-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                      | XOM 4.114 03/01/46                                                                                                                       | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      67000 | PA      | $55227.30     | 0.00%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| DROP MTGE TST                                                                          | DROP 2021-FILE D                                                                                                                         | CUSIP: 26210YAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15000000 | PA      | $13794466.36  | 0.20%             | 2043-10-15      | Variable      | 6.54%                 | Yes           |                  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      | $188177.25    | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  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        |   15366000 | PA      | $15730635.18  | 0.23%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Mohegan Escrow Issuer LLC                                                              | MOHEGN 11.875 04/15/31 144A                                                                                                              | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14740000 | PA      | $15355645.58  | 0.22%             | 2031-04-15      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                                         | SATS 10.75 11/30/29 .                                                                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     248000 | PA      | $267902.19    | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EF HOLD/EF KY/ELL KY/TRS                                                               | EF Holdco / EF Cayman Holdco / Ellington Finance REIT Cayman                                                                             | CUSIP: 31574BAA4<br>LEI: 5493001B24G0P4YVJ571 | Long             | DBT              | CORP              | N/A       |   17348000 | PA      | $16705726.73  | 0.24%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Dawson Forest Holdings LLC                                                             | Dawson Forest                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    4516140 | NS      | $4561301.79   | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION                                                     | GSMS 2025-800D A                                                                                                                         | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22910000 | PA      | $22898464.51  | 0.33%             | 2041-11-25      | Variable      | 6.33%                 | 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        |   15405333 | PA      | $15487691.07  | 0.22%             | 2026-07-31      | Variable      | 6.63%                 | No            |                  3 | On Loan: No      |
| Granite Ridge Resources Inc                                                            | GRNT 8.875 11/05/29                                                                                                                      | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |   33355000 | PA      | $31937412.50  | 0.46%             | 2029-11-05      | Fixed         | 8.88%                 | Yes           |                  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      | $16846676.13  | 0.24%             | 2028-10-25      | Variable      | 8.78%                 | Yes           |                  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      | $312348.09    | 0.00%             | 2029-07-25      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Gray Media Inc.                                                                        | GTN 10.5 07/15/29 144A                                                                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     152000 | PA      | $161522.87    | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                         | HPE 6.35 10/15/45                                                                                                                        | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124798.44    | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  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      | $17365086.00  | 0.25%             | 2051-12-18      | Variable      | 2.60%                 | Yes           |                  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      | $21415271.85  | 0.31%             | 2042-02-15      | Variable      | 7.01%                 | 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      | $24632060.73  | 0.35%             | 2042-02-15      | Variable      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                       | BCULC 3.875 01/15/28 144A                                                                                                                | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $68423.53     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                       | BCULC 6.125 06/15/29 144A                                                                                                                | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     186000 | PA      | $189006.69    | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | 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        |     597844 | PA      | $597985.89    | 0.01%             | 2034-06-20      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Inc                                                             | HGVT 2025-1A C                                                                                                                           | CUSIP: 43283CAC5<br>LEI: 549300O9K6MFD8D07574 | Long             | ABS-O            | CORP              | US        |    2383252 | PA      | $2402197.69   | 0.03%             | 2042-05-27      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                                    | ADVGRO 6.75 08/01/32 144A                                                                                                                | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   21835000 | PA      | $21837727.19  | 0.31%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.449 07/20/29                                                                                                                       | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     161000 | PA      | $163870.48    | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | 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        |      72000 | PA      | $71955.32     | 0.00%             | 2031-09-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                         | FREMF 2020-KF78 C                                                                                                                        | CUSIP: 302979AG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19201386 | PA      | $18947029.20  | 0.27%             | 2030-03-25      | Variable      | 11.65%                | Yes           |                  2 | On Loan: No      |
| FREMF 2019-K98 MTG TR                                                                  | FREMF 2019-KF70 C                                                                                                                        | CUSIP: 30298UAJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15683151 | PA      | $15561380.92  | 0.22%             | 2029-09-25      | Variable      | 9.78%                 | 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        |    2411407 | PA      | $2423318.55   | 0.03%             | 2047-06-25      | Variable      | 5.46%                 | 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        |     964563 | PA      | $977278.50    | 0.01%             | 2047-06-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2020-KJ32 MTG TR                                                                 | FREMF 2020-KJ32 BFX                                                                                                                      | CUSIP: 30317BAC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10799136 | PA      | $9700701.90   | 0.14%             | 2033-11-25      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                         | FREMF 2021-KF98 CS                                                                                                                       | CUSIP: 30318HAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3322414 | PA      | $3394109.86   | 0.05%             | 2030-12-25      | Variable      | 12.17%                | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                 | MSI 4.6 05/23/29                                                                                                                         | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200284.15    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                 | MSI 2.75 05/24/31                                                                                                                        | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     112000 | PA      | $101781.68    | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | GN BD7109                                                                                                                                | CUSIP: 3617BN3S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        373 | PA      | $355.35       | 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        |       1418 | PA      | $1352.66      | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  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      | $17939394.12  | 0.26%             | 2028-11-25      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                       | INTMAT 6.5 08/01/29 144A                                                                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   29672000 | PA      | $28851219.07  | 0.41%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                 | MSI 5.4 04/15/34                                                                                                                         | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50599.65     | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                     | CHRD 6 10/01/30 144A                                                                                                                     | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     437000 | PA      | $442798.99    | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2026-R1                                       | RPM 2026-R1A B                                                                                                                           | CUSIP: 76089TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7601000 | PA      | $7608115.02   | 0.11%             | 2034-07-25      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                            | TRACTC 5.875 03/01/31 144A                                                                                                               | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16973000 | PA      | $16777684.22  | 0.24%             | 2031-03-01      | Fixed         | 5.88%                 | 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        |    5384946 | PA      | $5374181.06   | 0.08%             | 2044-05-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                    | HWIRE 2021-1 C                                                                                                                           | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2974506.28   | 0.04%             | 2051-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Intel Corporation                                                                      | INTC 5.9 02/10/63                                                                                                                        | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     258000 | PA      | $239325.13    | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  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      | $14290267.31  | 0.21%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | US T-NOTE 5YR                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      15526 | NC      | $-14927819.68 | -0.21%            |  |  |  | No            |                  1 | 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        |   14933000 | PA      | $14989775.27  | 0.22%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                                  | HUB International Ltd                                                                                                                    | CUSIP: 44332PAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      43000 | PA      | $43858.41     | 0.00%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HudBay Minerals Inc                                                                    | HudBay Minerals Inc COM                                                                                                                  | CUSIP: 443628102<br>LEI: 894500LX3TMESP27BE29 | Long             | EC               | CORP              | US        |     519005 | NS      | $10847204.50  | 0.16%             |  |  |  | No            |                  1 | 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      | $3363513.92   | 0.05%             | 2034-08-05      | Fixed         | 4.15%                 | 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      | $252063.83    | 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      | $248002.23    | 0.00%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | GN 784182                                                                                                                                | CUSIP: 3622A2UF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8138 | PA      | $8025.68      | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST                                                             | GAM 2021-FRR2 CK74                                                                                                                       | CUSIP: 36459TBQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18068494 | PA      | $15033247.19  | 0.22%             | 2051-09-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Illumina Inc                                                                           | ILMN 2.55 03/23/31                                                                                                                       | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     145000 | PA      | $129878.92    | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Infinity Natural Resources LLC                                                         | INFNAR 7.625 04/01/31 144A                                                                                                               | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |    8367000 | PA      | $8411177.76   | 0.12%             | 2031-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Jacobs Entertainment, Inc.                                                             | JACENT 6.75 02/15/29 144a                                                                                                                | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     450000 | PA      | $420750.00    | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | 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        |   28725000 | PA      | $29143465.80  | 0.42%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | US T-NOTE ULTRA 10Y                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -3469 | NC      | $7155297.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                              | CHASE 2021-CL1 M1                                                                                                                        | CUSIP: 46591HBX7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |    1178886 | PA      | $1150754.58   | 0.02%             | 2050-02-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                              | CHASE 2021-CL1 M4                                                                                                                        | CUSIP: 46591HCA6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |    1908381 | PA      | $1912942.63   | 0.03%             | 2050-02-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                          | SURCEN 7.25 04/15/32 144A                                                                                                                | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   10585000 | PA      | $10396304.27  | 0.15%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Sysco Corporation                                                                      | SYY 6.6 04/01/50                                                                                                                         | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     175000 | PA      | $180826.16    | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | 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      | $186372.34    | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LGI Homes Inc                                                                          | LGIH 4 07/15/29 144A                                                                                                                     | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    6159000 | PA      | $5485713.52   | 0.08%             | 2029-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| OASIS SECURITISATION 21-2A                                                             | OASIS 2025-1A B                                                                                                                          | CUSIP: 53161AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13752000 | PA      | $13732382.77  | 0.20%             | 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      | $2987960.40   | 0.04%             | 2039-08-15      | Fixed         | 9.90%                 | Yes           |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                                          | ETR 5.3 12/15/34                                                                                                                         | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     129000 | PA      | $128661.81    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                        | XEL V5.75 12/03/56                                                                                                                       | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   11176000 | PA      | $10909763.54  | 0.16%             | 2056-12-03      | Variable      | 5.75%                 | No            |                  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      | $7978768.80   | 0.11%             | 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      | $2997334.20   | 0.04%             | 2038-09-30      | Fixed         | 7.91%                 | Yes           |                  2 | On Loan: No      |
| LGI Homes Inc                                                                          | LGIH 7 11/15/32 144A                                                                                                                     | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |   25098000 | PA      | $23271550.78  | 0.33%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| LHOME MTG TR 2024-RTL3                                                                 | LHOME 2024-RTL3 A2                                                                                                                       | CUSIP: 50205GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3600000 | PA      | $3622138.20   | 0.05%             | 2029-05-25      | Variable      | 8.37%                 | Yes           |                  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        |   20051043 | PA      | $20000915.51  | 0.29%             | 2031-06-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| OAK STREET INVESTMENT                                                                  | OAKIG 2020-1A B1                                                                                                                         | CUSIP: 67181DAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4499000 | PA      | $2438925.90   | 0.04%             | 2050-11-20      | Fixed         | 5.11%                 | 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      | $5316732.15   | 0.08%             | 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      | $2082681.65   | 0.03%             | 2029-03-25      | Variable      | 8.90%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                         | CSMC 2021-BHAR E                                                                                                                         | CUSIP: 12659VAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2989500 | PA      | $2950243.56   | 0.04%             | 2038-11-15      | Variable      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| Cetera Financial Group                                                                 | Cetera Financial Group Term Loan B 300 2030-08-01                                                                                        | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    4522665 | PA      | $4461428.12   | 0.06%             | 2030-08-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                     | ARCC 5.5 09/01/30                                                                                                                        | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     260000 | PA      | $255363.50    | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  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      | $2517295.03   | 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      | $3607210.82   | 0.05%             | 2034-08-05      | Variable      | 5.45%                 | 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      | $3719283.13   | 0.05%             | 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      | $8084099.47   | 0.12%             | 2033-02-15      | Fixed         | 7.25%                 | 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      | $9489447.87   | 0.14%             | 2039-09-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                | LVLT 8.5 01/15/36 144A                                                                                                                   | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   16929000 | PA      | $17663916.84  | 0.25%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Solenis                                                                                | Solenis Term Loan B (Incremental) 325 2032-07-15                                                                                         | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    2105401 | PA      | $2024153.83   | 0.03%             | 2032-11-03      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                          | OMF 6.5 03/15/33                                                                                                                         | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   14765000 | PA      | $14114247.09  | 0.20%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   11440000 | PA      | $13129531.25  | 0.19%             | 2031-10-30      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FINANCE INTERN                                                               | Gategroup Finance International Sarl                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   11350000 | PA      | $13035159.14  | 0.19%             | 2032-06-10      | Variable      | 5.62%                 | 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        |    3568000 | PA      | $3789803.65   | 0.05%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Ashton Woods (USA) LLC/Ashton Woods Finance Co.                                        | ASHWOO 4.625 04/01/30 144A                                                                                                               | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     208000 | PA      | $193051.00    | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                          | OMF 6.75 09/15/33                                                                                                                        | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1232125.59   | 0.02%             | 2033-09-15      | Fixed         | 6.75%                 | 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      | $113543.65    | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| SALAS O'BRIEN INC                                                                      | Salas O'Brien Inc                                                                                                                        | CUSIP: BL5450335<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8370839 | PA      | $8349911.96   | 0.12%             | 2033-01-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| SALAS O'BRIEN INC                                                                      | Salas O'Brien Inc                                                                                                                        | CUSIP: BL5450350<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1080108 | PA      | $1077407.67   | 0.02%             | 2033-01-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | Oracle Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/2,000TH INTEREST IN A SHARE OF 6.50% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |     344600 | NS      | $15510446.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 6.9 11/09/52                                                                                                                        | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     237000 | PA      | $223758.48    | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Asurion LLC / Asurion Co-Issuer Inc.                                                   | ASUCOR 8 12/31/32 144A                                                                                                                   | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    9508000 | PA      | $9864055.49   | 0.14%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC / Asurion Co-Issuer Inc.                                                   | ASUCOR 8.375 02/01/34 144A                                                                                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    8893000 | PA      | $8633879.50   | 0.12%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN AT2957                                                                                                                                | CUSIP: 3138WQJB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1440 | PA      | $1315.55      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                                                 | OPCH 4.375 10/31/29 144A                                                                                                                 | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     204000 | PA      | $196614.81    | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Osaic                                                                                  | Osaic Term Loan B 250 2032-08-01                                                                                                         | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    4989000 | PA      | $4891115.82   | 0.07%             | 2032-08-02      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                    | CSCO 5.9 02/15/39                                                                                                                        | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      47000 | PA      | $49625.49     | 0.00%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018 C5                                            | CGCMT 2018-C5 XA                                                                                                                         | CUSIP: 17291DAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31437244 | PA      | $381238.62    | 0.01%             | 2051-06-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                               | OUT 4.25 01/15/29 144A                                                                                                                   | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     474000 | PA      | $456936.19    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2026-RTL7                                      | GRADE 2026-RTL7 A2                                                                                                                       | CUSIP: 79584UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9641000 | PA      | $9539412.78   | 0.14%             | 2031-03-25      | Variable      | 6.75%                 | 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      | $6814669.32   | 0.10%             | 2032-06-01      | Fixed         | 10.00%                | 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        |   22024000 | PA      | $20207020.00  | 0.29%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Gibraltar Industries                                                                   | Gibraltar Industries Term Loan B 225 2033-01-19                                                                                          | CUSIP: 37468UAL4<br>LEI: 549300AE5O3GN0YBLM57 | Long             | LON              | CORP              | US        |    6168314 | PA      | $6129761.89   | 0.09%             | 2033-02-02      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CPV Valley                                                                             | CPV Valley Term Loan B 275 2033-01-19                                                                                                    | CUSIP: 22412WAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   11459000 | PA      | $11516295.00  | 0.17%             | 2033-02-17      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Aag FH UK Ltd & Global Auto Holdings UK Ltd.                                           | GLOBAU 8.375 01/15/29 144A                                                                                                               | CUSIP: 00033GAA3<br>LEI: 98450091563BF7M9DC47 | Long             | DBT              | CORP              | GB        |     272000 | PA      | $248480.16    | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Cifc Funding 2019-VII Ltd. / Cifc Funding 2019-VII LLC                                 | CIFC 2019-7A A1R                                                                                                                         | CUSIP: 171935AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   49782000 | PA      | $49782000.00  | 0.72%             | 2038-10-19      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                             | CZR 6 10/15/32 144A                                                                                                                      | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   25505000 | PA      | $23464824.95  | 0.34%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Cali Mortgage Trust 2019-101C                                                          | CALI 2019-101C B                                                                                                                         | CUSIP: 129890AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8311000 | PA      | $7917036.76   | 0.11%             | 2039-03-10      | Fixed         | 4.16%                 | 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        |   13731000 | PA      | $13556478.99  | 0.19%             | 2030-09-19      | Floating      | 7.92%                 | 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      | $2730339.06   | 0.04%             | 2032-12-15      | Fixed         | 10.97%                | Yes           |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                                   | Garda World Security Corp                                                                                                                | CUSIP: 36485MAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     271000 | PA      | $257944.41    | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corporation                                                       | GWCN 8.25 08/01/32 144A                                                                                                                  | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     252000 | PA      | $249362.52    | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                                   | Garda World Security Corp                                                                                                                | CUSIP: 36485MAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    9064000 | PA      | $9189599.85   | 0.13%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Genmab AS And Genmab Finance LLC                                                       | GMABDC 6.25 12/15/32 144A                                                                                                                | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |     260000 | PA      | $266560.32    | 0.00%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  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        |     978857 | PA      | $977280.94    | 0.01%             | 2031-05-17      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Co.                                                                       | SSP 9.875 08/15/30 144A                                                                                                                  | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     256000 | PA      | $248517.86    | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BE3616                                                                                                                                | CUSIP: 3140FPAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     578596 | PA      | $557605.69    | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BF0189                                                                                                                                | CUSIP: 3140FXF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18330 | PA      | $15861.27     | 0.00%             | 2057-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                    | FITB V5.982 01/30/30                                                                                                                     | CUSIP: 200340AW7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     249000 | PA      | $256932.51    | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  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      | $4904302.94   | 0.07%             | 2049-08-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corporation                                                       | CRC 8.25 06/15/29 144A                                                                                                                   | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     267000 | PA      | $279342.88    | 0.00%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                            | COF V3.95 PERP M                                                                                                                         | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   16368000 | PA      | $16131642.81  | 0.23%             | 2099-12-31      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Genmab AS And Genmab Finance LLC                                                       | GMABDC 7.25 12/15/33 144A                                                                                                                | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |     257000 | PA      | $269009.87    | 0.00%             | 2033-12-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Global Aircraft Leasing Co Ltd                                                         | GALCLD 8.75 09/01/27 144A                                                                                                                | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     194000 | PA      | $196820.76    | 0.00%             | 2027-09-01      | Fixed         | 8.75%                 | 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        |    1951515 | PA      | $1964423.06   | 0.03%             | 2031-01-20      | Fixed         | 6.78%                 | 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        |     836364 | PA      | $870606.12    | 0.01%             | 2031-01-20      | Fixed         | 10.16%                | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                            | COF V6.051 02/01/35                                                                                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     980000 | PA      | $1012750.16   | 0.01%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                            | COF V6.183 01/30/36                                                                                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   17529000 | PA      | $17829699.48  | 0.26%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                            | HUM 5.5 03/15/53                                                                                                                         | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   20508000 | PA      | $17774207.52  | 0.26%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                            | HUM V6.625 09/15/56                                                                                                                      | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   32281000 | PA      | $31021543.87  | 0.45%             | 2056-09-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                                                                | ATI 4.875 10/01/29                                                                                                                       | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     197000 | PA      | $194372.41    | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  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        |    5000000 | PA      | $4975066.34   | 0.07%             | 2027-08-20      | Fixed         | 3.71%                 | Yes           |                  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      | $256023.61    | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Janus Henderson Cash Liquidity Fund LLC                                                | Janus Henderson Cash Liquidity Fund LLC                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |  269007499 | NS      | $269007498.60 | 3.86%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   15923000 | PA      | $15445310.00  | 0.22%             | 2033-02-02      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                             | HUN 4.5 05/01/29                                                                                                                         | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     206000 | PA      | $192632.47    | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  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      | $267622.40    | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| DBGS 2021-W52 MORTGAGE TRUST                                                           | DBGS 2021-W52 B                                                                                                                          | CUSIP: 23308LAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1634000 | PA      | $1622278.02   | 0.02%             | 2039-10-15      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                                    | DBGS 2021-W52 C                                                                                                                          | CUSIP: 23308LAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10044000 | PA      | $9882785.83   | 0.14%             | 2039-10-15      | Variable      | 6.24%                 | 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      | $188087.50    | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                    | MUFG V5.615 04/24/36                                                                                                                     | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $204675.56    | 0.00%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BF0167                                                                                                                                | CUSIP: 3140FXFH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4147870 | PA      | $3596834.38   | 0.05%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  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        |     700532 | PA      | $700532.03    | 0.01%             | 2028-11-21      | Fixed         | 9.39%                 | No            |                  3 | On Loan: No      |
| NRG Energy, Inc.                                                                       | NRG 6 01/15/36 144A                                                                                                                      | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    3063000 | PA      | $3035148.45   | 0.04%             | 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        |   13006196 | PA      | $13090906.82  | 0.19%             | 2031-11-25      | Variable      | 7.40%                 | 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        |   39499948 | PA      | $39617582.91  | 0.57%             | 2032-03-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Rockcliff Energy II LLC                                                                | RCKENE 5.5 10/15/29 144A                                                                                                                 | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195550.42    | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                        | SANUK V4.858 09/11/30                                                                                                                    | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     262000 | PA      | $262569.82    | 0.00%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  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      | $62277502.05  | 0.89%             | 2038-10-25      | Variable      | 4.98%                 | 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      | $24991705.00  | 0.36%             | 2035-01-22      | Variable      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-RRTL1                                     | GRADE 2025-RRTL1 A2                                                                                                                      | CUSIP: 79582NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3860000 | PA      | $3854115.82   | 0.06%             | 2040-10-25      | Variable      | 5.66%                 | 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        |      54522 | PA      | $54305.05     | 0.00%             | 2030-02-25      | Variable      | 7.50%                 | Yes           |                  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      | $40013468.00  | 0.57%             | 2037-10-20      | Variable      | 5.02%                 | 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      | $29644723.97  | 0.43%             | 2038-10-20      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust 2026-ESH2                                                  | ESA 2026-ESH2 D                                                                                                                          | CUSIP: 30227WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1929843 | PA      | $1930714.27   | 0.03%             | 2043-02-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust 2026-ESH2                                                  | ESA 2026-ESH2 E                                                                                                                          | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2060613 | PA      | $2061599.16   | 0.03%             | 2043-02-16      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust 2026-ESH2                                                  | ESA 2026-ESH2 F                                                                                                                          | CUSIP: 30227WAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1674248 | PA      | $1677531.38   | 0.02%             | 2043-02-15      | Variable      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Fedex Freight Holding Co. Inc.                                                         | FDX 4.3 03/15/29 144A                                                                                                                    | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     272000 | PA      | $268738.40    | 0.00%             | 2029-03-15      | Fixed         | 4.30%                 | 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        |   16234000 | PA      | $16362904.45  | 0.24%             | 2030-07-25      | Variable      | 8.68%                 | 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      | $8061402.21   | 0.12%             | 2030-04-25      | Variable      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| BLP TRUST 2025-IND2                                                                    | BLP 2025-IND2 E                                                                                                                          | CUSIP: 05556WAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30139000 | PA      | $30034030.75  | 0.43%             | 2042-12-15      | Variable      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| BKV Upstream Midstream LLC                                                             | BKVCOR 7.5 10/15/30 144A                                                                                                                 | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |     195000 | PA      | $197112.44    | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Fedex Freight Holding Co. Inc.                                                         | FDX 4.65 03/15/31 144A                                                                                                                   | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     271000 | PA      | $266356.42    | 0.00%             | 2031-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                               | FERG 5 10/03/34                                                                                                                          | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     220000 | PA      | $217401.13    | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V5.468 01/23/35                                                                                                                      | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     168000 | PA      | $171494.18    | 0.00%             | 2035-01-23      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Financial Corp.                                                        | BEAMOB 7.25 08/01/30 144A                                                                                                                | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     189000 | PA      | $195230.57    | 0.00%             | 2030-08-01      | Fixed         | 7.25%                 | 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        |    1792850 | PA      | $1819228.03   | 0.03%             | 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        |    4049732 | PA      | $4225071.72   | 0.06%             | 2033-12-15      | Fixed         | 12.24%                | Yes           |                  2 | On Loan: No      |
| Ferrellgas, L.P. / Ferrellgas Finance Corp.                                            | FGP 9.25 01/15/31 144A                                                                                                                   | CUSIP: 315292AU6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |     334000 | PA      | $348007.96    | 0.00%             | 2031-01-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc.                    | FRTITA 4.625 01/15/29 144A                                                                                                               | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |     482000 | PA      | $460660.51    | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| BFLD Trust                                                                             | BFLD Trust 2025-5MW D                                                                                                                    | CUSIP: 088921AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5067186.92   | 0.07%             | 2042-10-10      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                                           | Biomarin Pharmaceutical Inc. COM USD0.001                                                                                                | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     175293 | NS      | $9902301.57   | 0.14%             |  |  |  | No            |                  1 | 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        |    1898312 | PA      | $1998004.99   | 0.03%             | 2033-12-15      | Fixed         | 17.13%                | Yes           |                  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        |    4502238 | PA      | $4561169.72   | 0.07%             | 2032-06-15      | Fixed         | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc.                    | FRTITA 6.75 01/15/30 144A                                                                                                                | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |     269000 | PA      | $251260.10    | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Firstcash Inc                                                                          | FCFS 5.625 01/01/30 144A                                                                                                                 | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     199000 | PA      | $197895.23    | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | 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        |    5099335 | PA      | $5301805.10   | 0.08%             | 2032-06-15      | Fixed         | 10.17%                | Yes           |                  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        |    4942858 | PA      | $5173071.84   | 0.07%             | 2032-06-15      | Fixed         | 13.03%                | 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      | $31269.33     | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ahold Finance USA LLC                                                                  | ADNA 6.875 05/01/29                                                                                                                      | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |     107000 | PA      | $114245.69    | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | 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      | $11207755.69  | 0.16%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading                                                                   | Hudson River Trading Term Loan B 250 2030-03-01                                                                                          | CUSIP: 44413EAK4<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   14517782 | PA      | $14443160.18  | 0.21%             | 2030-03-18      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                                           | BMRN 5.5 02/15/34 144A                                                                                                                   | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    6671000 | PA      | $6567976.41   | 0.09%             | 2034-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                                | BLKPRL 6.125 02/15/31 144A                                                                                                               | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16261000 | PA      | $16550397.02  | 0.24%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  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        |     666958 | PA      | $668047.21    | 0.01%             | 2030-03-18      | Fixed         | 8.47%                 | Yes           |                  2 | On Loan: No      |
| AAR Corp.                                                                              | AIR 6.75 03/15/29 144A                                                                                                                   | CUSIP: 00253PAA6<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | DBT              | CORP              | US        |     233000 | PA      | $237147.87    | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                       | HACLN 2024-1 C                                                                                                                           | CUSIP: 44644NAC3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |     943442 | PA      | $951460.77    | 0.01%             | 2032-05-20      | Variable      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                       | HACLN 2024-1 D                                                                                                                           | CUSIP: 44644NAD1<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |     377377 | PA      | $381612.24    | 0.01%             | 2032-05-20      | Variable      | 8.92%                 | Yes           |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                        | ACRISU 8.25 02/01/29 144A                                                                                                                | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     164000 | PA      | $162129.02    | 0.00%             | 2029-02-01      | Fixed         | 8.25%                 | 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        |     205000 | PA      | $194318.23    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                           | BFH V8.375 06/15/35 144A                                                                                                                 | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     178000 | PA      | $179970.64    | 0.00%             | 2035-06-15      | Variable      | 8.38%                 | Yes           |                  2 | On Loan: —       |
| N/A                                                                                    | N/A                                                                                                                                      | CUSIP: 01957TAY3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5320000 | PA      | $6122168.55   | 0.09%             | 2032-08-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                         | ATWALD 6.25 01/15/30                                                                                                                     | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    7298000 | PA      | $7505570.74   | 0.11%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                         | ATWALD 4.95 11/15/30                                                                                                                     | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    9526000 | PA      | $9344247.64   | 0.13%             | 2030-11-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |   14720000 | PA      | $16844778.11  | 0.24%             | 2033-02-21      | Variable      | 5.23%                 | No            |                  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      | $13480307.55  | 0.19%             | 2037-07-27      | Variable      | 5.28%                 | 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      | $10070820.85  | 0.14%             | 2040-09-12      | Variable      | 7.14%                 | Yes           |                  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      | $187293.16    | 0.00%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                          | ENBCN 5.3 04/05/29                                                                                                                       | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     253000 | PA      | $258206.89    | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                          | ENBCN 4.2 11/20/28                                                                                                                       | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     205000 | PA      | $203561.44    | 0.00%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy EUR                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-68217.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy CAD                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-311.89      | -0.00%            |  |  |  | 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      | $260704.28    | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deluxe Corporation                                                                     | DLX 8 06/01/29 144A                                                                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     190000 | PA      | $191236.90    | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | 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      | $15686118.44  | 0.23%             | 2041-11-05      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                | BAH 5.95 04/15/35                                                                                                                        | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   17048000 | PA      | $17187010.93  | 0.25%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Carlyle Us Clo 2018-2 LLC                                                              | CGMS 2017-2A AR2                                                                                                                         | CUSIP: 14315JBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   32500000 | PA      | $32518424.25  | 0.47%             | 2037-07-20      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                             | DRSLF 2016-42A A2RR                                                                                                                      | CUSIP: 26244YBC9<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |   12250000 | PA      | $12236607.08  | 0.18%             | 2037-07-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Diebold Nixdorf Incorporated                                                           | DBD 7.75 03/31/30 144A                                                                                                                   | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77987.85     | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV                                                                                | DIRECTV Term Loan B 525 2029-08-01                                                                                                       | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7983238 | PA      | $7994493.92   | 0.11%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy EUR                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-77.57       | -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      | $-98.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                   | FMGAU 5.875 04/15/30 144A                                                                                                                | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     193000 | PA      | $195315.73    | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                              | EOFP 8 06/15/30 144A                                                                                                                     | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     240000 | PA      | $247958.16    | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Firstcash Inc                                                                          | FCFS 4.625 09/01/28 144A                                                                                                                 | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     458000 | PA      | $449945.11    | 0.01%             | 2028-09-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Five Point Operating Company LP Five Point Capital Corp                                | FPH 8 10/01/30 144A                                                                                                                      | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     192000 | PA      | $191548.19    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy GBP                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-37.58       | -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      | $-3996.31     | -0.00%            |  |  |  | No            |                  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      | $2671203.50   | 0.04%             | 2040-06-15      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| AGGREKO HOLDINGS INC                                                                   | Aggreko Holdings Inc                                                                                                                     | CUSIP: 01330EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    9273000 | PA      | $9258534.12   | 0.13%             | 2031-05-21      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Deluxe Corporation                                                                     | DLX 8.125 09/15/29 144A                                                                                                                  | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     191000 | PA      | $198274.04    | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                   | ESA 2025-ESH D                                                                                                                           | CUSIP: 30227TAG5<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    6021000 | PA      | $6029337.19   | 0.09%             | 2042-10-15      | Variable      | 6.27%                 | 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      | $26063025.00  | 0.37%             | 2037-07-20      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Ecaf I Ltd                                                                             | ECAF 2015-1A B1                                                                                                                          | CUSIP: 26827EAE5<br>LEI: 635400SSRNQERTYCWK57 | Long             | ABS-O            | CORP              | KY        |    3163638 | PA      | $1548948.80   | 0.02%             | 2040-06-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD                                                                              | Blackbird Apartments                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    7933686 | NS      | $7993188.16   | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                      | BRKHEC 6.125 04/01/36                                                                                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     236000 | PA      | $251841.40    | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | US T-NOTE 10YR                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1938 | NC      | $-3512386.63  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                     | UNSEAM 7.875 02/15/31 144A                                                                                                               | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     230000 | PA      | $237179.45    | 0.00%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                    | ALLY V6.848 01/03/30                                                                                                                     | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     234000 | PA      | $244068.27    | 0.00%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| LSB Industries Inc                                                                     | LXU 6.25 10/15/28 144A                                                                                                                   | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |     197000 | PA      | $195779.05    | 0.00%             | 2028-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Victra (fka A Wireless)                                                                | Victra (fka A Wireless) Term Loan B 375 2029-03-01                                                                                       | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |    4568988 | PA      | $4500452.69   | 0.06%             | 2029-03-29      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| DROP MTGE TST                                                                          | DROP 2021-FILE A                                                                                                                         | CUSIP: 26210YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2650000 | PA      | $2616127.92   | 0.04%             | 2043-10-15      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA5021                                                                                                                                | CUSIP: 36179TSJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      72233 | PA      | $71068.72     | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy EUR                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-16.13       | -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      | $-170.19      | -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      | $-53977.52    | -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      | $-6814.10     | -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      | $-2065.43     | -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      | $-8.92        | -0.00%            |  |  |  | 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      | $254560.84    | 0.00%             | 2030-05-22      | Variable      | 3.97%                 | 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      | $245999.74    | 0.00%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy EUR                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $2218.21      | 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      | $-56118.47    | -0.00%            |  |  |  | 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      | $7063340.00   | 0.10%             | 2030-04-15      | Fixed         | 11.44%                | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2023-3                                                      | FCAT 2023-3 E                                                                                                                            | CUSIP: 33846BAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4725000 | PA      | $3671081.19   | 0.05%             | 2030-06-17      | Fixed         | 9.74%                 | Yes           |                  2 | On Loan: No      |
| Flash Compute LLC                                                                      | FLASHC 7.25 12/31/30 144A                                                                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18894000 | PA      | $19022309.15  | 0.27%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FORA FINANCIAL ASSET SECURITIZATION                                                    | FORA 2024-1A A                                                                                                                           | CUSIP: 34512PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4962000 | PA      | $4972699.06   | 0.07%             | 2029-08-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc.             | JBS 6.75 03/15/34                                                                                                                        | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |      44000 | PA      | $48393.36     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc.             | JBS 7.25 11/15/53                                                                                                                        | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |      91000 | PA      | $100116.74    | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                       | HACLN 2025-1 D                                                                                                                           | CUSIP: 446438TA1<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |    1821999 | PA      | $1830678.19   | 0.03%             | 2033-03-21      | Variable      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                       | HACLN 2024-1 E                                                                                                                           | CUSIP: 44644NAE9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |    1139016 | PA      | $1173011.74   | 0.02%             | 2032-05-20      | Variable      | 11.92%                | 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      | $965521.31    | 0.01%             | 2030-08-15      | Variable      | 13.00%                | Yes           |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                                                  | LONRID 8.75 02/15/32 144A                                                                                                                | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    7343000 | PA      | $7703636.76   | 0.11%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  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      | $204941.29    | 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      | $203489.74    | 0.00%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                         | BNP V9.25 PERP 144A                                                                                                                      | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2432000 | PA      | $2535916.93   | 0.04%             | 2099-12-31      | Variable      | 9.25%                 | 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      | $29012443.90  | 0.42%             | 2037-07-20      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                      | HSBC V6.161 03/09/29                                                                                                                     | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     239000 | PA      | $245867.61    | 0.00%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                            | NTRCN 4.9 03/27/28                                                                                                                       | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     206000 | PA      | $207699.49    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                                 | OBDC 5.95 03/15/29                                                                                                                       | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     260000 | PA      | $256873.67    | 0.00%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                     | ARES 2024-ALF8 A1                                                                                                                        | CUSIP: 04021MAA6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $19986884.00  | 0.29%             | 2038-01-25      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                    | ALLY V5.737 05/15/29                                                                                                                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     245000 | PA      | $248820.96    | 0.00%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  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        |    4232425 | PA      | $4217992.43   | 0.06%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                   | ESA 2025-ESH E                                                                                                                           | CUSIP: 30227TAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    9353000 | PA      | $9369829.43   | 0.13%             | 2042-10-15      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                   | ESA 2025-ESH F                                                                                                                           | CUSIP: 30227TAL4<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2503872.12   | 0.04%             | 2042-10-15      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Telus Corp.                                                                            | TCN V6.625 10/15/55 **                                                                                                                   | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     244000 | PA      | $244089.30    | 0.00%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                                   | Teva Pharmaceutical Industries Ltd                                                                                                       | CUSIP: BS1759429<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   13996000 | PA      | $16166687.11  | 0.23%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Forgent Power Solutions Inc.                                                           | Forgent Power Solutions Inc. COM SHS CL A                                                                                                | CUSIP: 34631F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     193132 | NS      | $5652973.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                        | FFIN 2023-2A D                                                                                                                           | CUSIP: 35042RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2404104 | PA      | $2548357.65   | 0.04%             | 2049-06-15      | Fixed         | 9.10%                 | Yes           |                  2 | On Loan: No      |
| Capital Four Clo XI Designated Activity Co.                                            | CFOUR 11A D                                                                                                                              | CUSIP: BCC3Q5JR5<br>LEI: 25490035KVDRNZGTO841 | Long             | ABS-O            | CORP              | IE        |    9700000 | PA      | $11165015.23  | 0.16%             | 2039-01-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Capital Four CLO                                                                       | Capital Four CLO 7A BR                                                                                                                   | CUSIP: BCC3S7933<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   17880000 | PA      | $20575175.26  | 0.30%             | 2039-04-25      | Variable      | 3.77%                 | Yes           |                  2 | On Loan: No      |
| Great Wolf Trust 2015-Wolf Mz                                                          | GWT 2024-WLF2 E                                                                                                                          | CUSIP: 362414AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3507000 | PA      | $3493860.31   | 0.05%             | 2041-05-15      | Variable      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | GNR 2014-8 S                                                                                                                             | CUSIP: 38378P6S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     256548 | PA      | $20748.95     | 0.00%             | 2044-01-20      | Variable      | 1.76%                 | 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      | $37882201.10  | 0.54%             | 2037-10-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                                                              | ORAFP 9 03/01/31                                                                                                                         | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     210000 | PA      | $248205.63    | 0.00%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Extenet Issuer Llc                                                                     | EXTNT 2024-1A C                                                                                                                          | CUSIP: 30227XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5250000 | PA      | $5411852.25   | 0.08%             | 2054-07-25      | Fixed         | 9.05%                 | Yes           |                  2 | On Loan: No      |
| Quiksilver Inc                                                                         | Authentic Brands Group Inc - Class A                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         60 | NS      | $9327.99      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Huntington National Bank of Ohio                                                       | HACLN 2025-2 D                                                                                                                           | CUSIP: 44644NAR0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |    2781638 | PA      | $2783836.24   | 0.04%             | 2033-09-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                       | HACLN 2026-1 D                                                                                                                           | CUSIP: 44644NAY5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   11800000 | PA      | $11799832.44  | 0.17%             | 2034-02-20      | Variable      | 8.17%                 | 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      | $5357878.28   | 0.08%             | 2029-09-17      | Fixed         | 9.50%                 | 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      | $37002.36     | 0.00%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Angi Group Llc                                                                         | ANGI 3.875 08/15/28 144A                                                                                                                 | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     359000 | PA      | $319545.96    | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  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      | $207830.72    | 0.00%             | 2035-03-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                            | BCECN V6.875 09/15/55                                                                                                                    | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     232000 | PA      | $234629.02    | 0.00%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | GNR 2014-166 SA                                                                                                                          | CUSIP: 38378XM65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     419294 | PA      | $30420.14     | 0.00%             | 2055-10-16      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                       | Great Wolf Trust 2024-WOLF D                                                                                                             | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3177000 | PA      | $3173606.04   | 0.05%             | 2039-03-15      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy EUR                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-498.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                              | CHASE 2021-CL1 M5                                                                                                                        | CUSIP: 46591HCB4<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |     763447 | PA      | $752866.65    | 0.01%             | 2050-02-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| LMDV Issuer Co LLC                                                                     | LMDV 2025-1A B                                                                                                                           | CUSIP: 538908AC8<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |   13214000 | PA      | $13304003.74  | 0.19%             | 2055-12-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                   | ALPGEN 6.25 01/15/34 144A                                                                                                                | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   30359000 | PA      | $29822969.35  | 0.43%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc.                                                                          | GOOGL 2.05 08/15/50                                                                                                                      | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     343000 | PA      | $184015.01    | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V5.766 04/22/35                                                                                                                      | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     206000 | PA      | $214566.54    | 0.00%             | 2035-04-22      | Variable      | 5.77%                 | 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        |    4964230 | NS      | $260426484.34 | 3.74%             |  |  |  | No            |                  1 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                              | JMIKE 2025-1A A2                                                                                                                         | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14870275 | PA      | $15056084.07  | 0.22%             | 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        |   16251000 | PA      | $16176455.04  | 0.23%             | 2099-12-31      | Variable      | 3.65%                 | 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      | $6604341.09   | 0.09%             | 2029-10-01      | Fixed         | 9.25%                 | 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      | $1117172.49   | 0.02%             | 2030-10-15      | Fixed         | 6.77%                 | 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      | $242527.10    | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| OCP Clo 2017-14 Ltd / LLC                                                              | OCP 2017-14A A1R                                                                                                                         | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $20009802.00  | 0.29%             | 2037-07-20      | Variable      | 5.04%                 | 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      | $3287457.92   | 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      | $3029882.10   | 0.04%             | 2032-05-17      | Fixed         | 7.08%                 | 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      | $22504942.13  | 0.32%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Twilio Inc                                                                             | TWLO 3.625 03/15/29                                                                                                                      | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     486000 | PA      | $464704.26    | 0.01%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| ViaSat, Inc.                                                                           | VSAT 5.625 04/15/27 144A                                                                                                                 | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     193000 | PA      | $191696.27    | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Api Escrow Corp.                                                                       | APG 4.75 10/15/29 144A                                                                                                                   | CUSIP: 00185PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $169379.67    | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | 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        |     307000 | PA      | $277610.89    | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | 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      | $6229665.07   | 0.09%             | 2030-05-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                                  | QTS Issuer ABS II 2026-1A B                                                                                                              | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17206209 | PA      | $17112218.46  | 0.25%             | 2056-01-05      | Fixed         | 6.73%                 | Yes           |                  2 | On Loan: No      |
| Apld Computeco LLC                                                                     | APLD 9.25 12/15/30 144A                                                                                                                  | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16155000 | PA      | $16644851.91  | 0.24%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                         | AMSIND 4.625 05/15/30 144A                                                                                                               | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     188000 | PA      | $180352.44    | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                 | QNTELE 6.25 08/15/33 144A                                                                                                                | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     172000 | PA      | $173915.56    | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2026-CES2                                                          | RCKT 2026-CES2 M1A                                                                                                                       | CUSIP: 74940EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4132000 | PA      | $4098281.07   | 0.06%             | 2056-02-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc.                                                                          | GOOGL 5.3 05/15/65                                                                                                                       | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      89000 | PA      | $82381.02     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                          | GOOGL 5.35 11/15/45                                                                                                                      | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     260000 | PA      | $254225.56    | 0.00%             | 2045-11-15      | Fixed         | 5.35%                 | 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      | $80597.92     | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| Hawaiian Electric Company, Inc.                                                        | HE 6 10/01/33 144A                                                                                                                       | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     261000 | PA      | $260668.87    | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LMDV Issuer Co LLC                                                                     | LMDV 2025-1A C                                                                                                                           | CUSIP: 538908AE4<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |    9410000 | PA      | $9530664.43   | 0.14%             | 2055-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc.                                                                        | BBDBCN 7.45 05/01/34 144A                                                                                                                | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     233000 | PA      | $251678.68    | 0.00%             | 2034-05-01      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                    | ALLY 8 11/01/31 *                                                                                                                        | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $110882.69    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  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      | $8490875.57   | 0.12%             | 2038-04-15      | Variable      | 6.99%                 | 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      | $2534719.68   | 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      | $5060849.21   | 0.07%             | 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      | $10128085.86  | 0.15%             | 2029-06-15      | Fixed         | 8.69%                 | 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        |   18419000 | PA      | $18010490.52  | 0.26%             | 2030-11-01      | Fixed         | 8.50%                 | 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      | $26038711.40  | 0.37%             | 2038-01-20      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corp                                                                         | OTEXCN 3.875 12/01/29 144A                                                                                                               | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     272000 | PA      | $243074.00    | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                     | BX 2024-CNYN D                                                                                                                           | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1782404 | PA      | $1778662.07   | 0.03%             | 2041-04-15      | Variable      | 6.36%                 | Yes           |                  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      | $7175868.27   | 0.10%             | 2041-08-13      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Viavi Solutions Inc                                                                    | VIAV 3.75 10/01/29 144A                                                                                                                  | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     125000 | PA      | $117278.81    | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | Yes           |                  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        |   16714000 | PA      | $17346758.61  | 0.25%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Rand Parent LLC                                                                        | AAWW 8.5 02/15/30 144A                                                                                                                   | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20315000 | PA      | $20853855.38  | 0.30%             | 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        |   14053000 | PA      | $13547894.43  | 0.19%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                     | BX 2024-BRBK A                                                                                                                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15000000 | PA      | $15079590.11  | 0.22%             | 2041-10-15      | Variable      | 6.56%                 | 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      | $4993863.57   | 0.07%             | 2041-10-15      | Variable      | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                              | RRX 6.05 04/15/28                                                                                                                        | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     259000 | PA      | $265643.48    | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                              | RRX 6.4 04/15/33                                                                                                                         | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     240000 | PA      | $253677.51    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                    | ABIBB 8.2 01/15/39                                                                                                                       | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     215000 | PA      | $270191.70    | 0.00%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                           | AR 5.4 02/01/36                                                                                                                          | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   16882000 | PA      | $16601116.10  | 0.24%             | 2036-02-01      | Fixed         | 5.40%                 | 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        |    9691063 | PA      | $9674103.82   | 0.14%             | 2030-05-31      | Floating      | 5.92%                 | 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        |   13335662 | PA      | $13302322.47  | 0.19%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                              | APODS 5.2 12/08/28 144A                                                                                                                  | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3530625.49   | 0.05%             | 2028-12-08      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Apld Computeco 2 LLC                                                                   | PFORGE 6.75 03/15/31 144A                                                                                                                | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17291000 | PA      | $17165105.96  | 0.25%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Michaels Companies Inc.                                                                | MIK 8.5 03/15/33 144A                                                                                                                    | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   11545000 | PA      | $11238988.23  | 0.16%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp.                                                                        | MSFT 2.675 06/01/60                                                                                                                      | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     461000 | PA      | $257482.64    | 0.00%             | 2060-06-01      | Fixed         | 2.67%                 | 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      | $9640591.48   | 0.14%             | 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        |   14977000 | PA      | $14455512.84  | 0.21%             | 2030-07-15      | Fixed         | 8.00%                 | 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        |    2796305 | PA      | $2846735.78   | 0.04%             | 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      | $3562500.00   | 0.05%             |  |  |  | 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        |    6582756 | PA      | $6500471.80   | 0.09%             | 2032-06-04      | Floating      | 5.70%                 | No            |                  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  | 0.15%             | 2031-06-25      | Floating      | 12.66%                | 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      | $274600.71    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| Enact Holdings Inc                                                                     | ACT 6.25 05/28/29                                                                                                                        | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     244000 | PA      | $251122.74    | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy                                                                      | Long Ridge Energy Term Loan B 450 2032-01-21                                                                                             | CUSIP: 54288BAB1<br>LEI: 984500764EC9AZ2FC764 | Long             | LON              | CORP              | US        |   21716095 | PA      | $21444643.33  | 0.31%             | 2032-02-19      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    2660000 | PA      | $3068001.11   | 0.04%             | 2030-01-21      | Variable      | 5.76%                 | 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      | $249295.51    | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                               | Ford Motor Credit Co LLC                                                                                                                 | CUSIP: 345397C35<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     248000 | PA      | $255947.75    | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 5.75 08/01/32 144A                                                                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   20706000 | PA      | $20699266.41  | 0.30%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                            | FMCN 7.25 02/15/34 144A                                                                                                                  | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   17945000 | PA      | $18268673.97  | 0.26%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  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        |    7762000 | PA      | $8283908.92   | 0.12%             | 2029-10-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                      | INEGRP 7.25 03/31/31 REGs                                                                                                                | CUSIP: G47718AP9<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    1490000 | PA      | $1565254.65   | 0.02%             | 2031-03-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Regions Financial Corporation                                                          | RF V5.502 09/06/35                                                                                                                       | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     252000 | PA      | $252343.23    | 0.00%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC                                        | SRFC 2025-3A D                                                                                                                           | CUSIP: 82650FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3357331 | PA      | $3256936.77   | 0.05%             | 2044-08-22      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                 | MU 6.05 11/01/35                                                                                                                         | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     241000 | PA      | $260049.25    | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                            | RCKT 2024-CES1 A1B                                                                                                                       | CUSIP: 749424AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5931127 | PA      | $5955153.75   | 0.09%             | 2044-02-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc.                                                                             | AAPL 4.65 02/23/46                                                                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     281000 | PA      | $252539.51    | 0.00%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                             | AAPL 4.25 02/09/47                                                                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     307000 | PA      | $257099.50    | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | 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      | $249670.09    | 0.00%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO 2021-2 Designated Activity Company                          | PLMER 2021-2A DR                                                                                                                         | CUSIP: BCC3Q13Y6<br>LEI: 5493008YA044FHERJ655 | Long             | ABS-O            | CORP              | IE        |   10270000 | PA      | $11822511.42  | 0.17%             | 2038-03-15      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-VTT                                         | WFCM 2025-VTT D                                                                                                                          | CUSIP: 94990GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11187000 | PA      | $11188406.68  | 0.16%             | 2038-03-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-VTT                                         | WFCM 2025-VTT E                                                                                                                          | CUSIP: 94990GAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19484000 | PA      | $19477959.64  | 0.28%             | 2038-03-15      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                            | FMCN 6.375 02/15/36 144A                                                                                                                 | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    8556000 | PA      | $8231015.74   | 0.12%             | 2036-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                                          | PHOAVI 9.25 07/15/30 144A                                                                                                                | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     191000 | PA      | $192201.39    | 0.00%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Aluminium Corporation                                                           | KALU 4.5 06/01/31 144A                                                                                                                   | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $198394.71    | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                            | KEYS 5.35 07/30/30                                                                                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     130000 | PA      | $133548.13    | 0.00%             | 2030-07-30      | Fixed         | 5.35%                 | 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        |   74627836 | PA      | $3513495.34   | 0.05%             | 2054-11-15      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust 2025-1                                                 | WEFUN 2025-1 C                                                                                                                           | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8406000 | PA      | $8309753.91   | 0.12%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Penta Clo 15 DAC                                                                       | PENTA 2023-15A DR                                                                                                                        | CUSIP: BCC3Q6XP1<br>LEI: 5493009DHFYZRQZRBR67 | Long             | ABS-O            | CORP              | IE        |    6520000 | PA      | $7497349.71   | 0.11%             | 2038-10-15      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Penta CLO S.A.                                                                         | Penta CLO 2022-11A BRR                                                                                                                   | CUSIP: BCC3S7BZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   15650000 | PA      | $18047033.86  | 0.26%             | 2039-01-17      | Variable      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                                | KGS 6.75 10/01/35 144A                                                                                                                   | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     160000 | PA      | $162545.92    | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                                | KGS 5.875 04/01/31 144A                                                                                                                  | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   13291000 | PA      | $13356821.82  | 0.19%             | 2031-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2026-1 RECEIVABLES FUNDING LLC                                        | SRFC 2026-1A D                                                                                                                           | CUSIP: 82652VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7417000 | PA      | $7393796.94   | 0.11%             | 2042-12-22      | Fixed         | 7.10%                 | 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      | $821006.05    | 0.01%             | 2044-07-15      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| SILVER HLDGS LTD                                                                       | SLVRR 2019-1 E                                                                                                                           | CUSIP: 82774HAA2<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |    1500000 | NS      | $371250.00    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                          | FUN 7.25 05/15/31 144A                                                                                                                   | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   19929000 | PA      | $19187944.12  | 0.28%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| N/A                                                                                    | US T-BOND 30YR                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -335 | NC      | $1108651.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTHEBY'S ARTFI MASTER TRUST                                                           | ARTFI 2026-1A E                                                                                                                          | CUSIP: 83589DAF3<br>LEI: 549300P5BAAMQQ7VL735 | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1758190.18   | 0.03%             | 2033-06-20      | Fixed         | 7.27%                 | Yes           |                  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      | $3570673.66   | 0.05%             | 2052-01-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Kohl's Corp.                                                                           | KSS 10 06/01/30 144A                                                                                                                     | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    4813000 | PA      | $5089372.09   | 0.07%             | 2030-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Kraken Oil & Gas Partners LLC                                                          | KRAOIG 7.625 08/15/29 144A                                                                                                               | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153175.20    | 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        |     102000 | PA      | $110281.20    | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                        | MAGLLC 4.875 05/01/29 144A                                                                                                               | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     269000 | PA      | $261765.61    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Co.                                               | FLTR 6.125 06/04/31 REGs                                                                                                                 | CUSIP: G35906AD1<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   11140000 | PA      | $14256540.42  | 0.20%             | 2031-06-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                                                 | FIS Fabbrica Italiana Sintetici SpA                                                                                                      | CUSIP: YI4040550<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   11910000 | PA      | $13494953.45  | 0.19%             | 2031-02-05      | Variable      | 5.28%                 | Yes           |                  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      | $4877016.69   | 0.07%             | 2038-04-15      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| Mvw 2019-2 LLC                                                                         | MVWOT 2021-1WA D                                                                                                                         | CUSIP: 55389TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     599313 | PA      | $575147.08    | 0.01%             | 2041-01-22      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts                                                                       | WESTR 2026-1A C                                                                                                                          | CUSIP: 959921AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3497000 | PA      | $3500624.99   | 0.05%             | 2039-10-20      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| WESTGATE RESORTS 2026-1 LLC                                                            | WESTR 2026-1A D                                                                                                                          | CUSIP: 959921AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4932000 | PA      | $4937214.60   | 0.07%             | 2039-10-20      | Fixed         | 7.99%                 | Yes           |                  2 | On Loan: No      |
| Applovin Corp.                                                                         | APP 5.5 12/01/34                                                                                                                         | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   22630000 | PA      | $22442645.10  | 0.32%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Senior Incorporated                                                       | ABR 7.875 07/15/30 144A                                                                                                                  | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |      78000 | PA      | $72128.84     | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Danaos Corp.                                                                           | DAC 6.875 10/15/32 144A                                                                                                                  | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |     252000 | PA      | $256059.22    | 0.00%             | 2032-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Rakuten Group Inc.                                                                     | RAKUTN V5.125 PERP 144A                                                                                                                  | CUSIP: 75102WAA6<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |   13041000 | PA      | $13009704.21  | 0.19%             | 2099-12-31      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Archrock Services LP / Archrock Partners Finance Corp.                                 | AROC 6 02/01/34 144A                                                                                                                     | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     268000 | PA      | $265336.90    | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CME Group Inc.                                                                         | CME 5.3 09/15/43                                                                                                                         | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     262000 | PA      | $257805.72    | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | 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      | $16809793.92  | 0.24%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                              | CNX 7.25 03/01/32 144A                                                                                                                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     257000 | PA      | $264827.19    | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | 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        |     564989 | PA      | $560970.42    | 0.01%             | 2036-08-20      | Fixed         | 3.84%                 | 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        |    2270909 | PA      | $2294656.00   | 0.03%             | 2038-01-20      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                     | RAKUTN V8.125 PERP 144A                                                                                                                  | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     201000 | PA      | $199335.46    | 0.00%             | 2099-12-31      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Providus CLO                                                                           | Providus CLO 14A B                                                                                                                       | CUSIP: BCC3S09Z7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   14470000 | PA      | $16416881.24  | 0.24%             | 2040-04-18      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Contego Clo XV DAC                                                                     | CONTE 15A B                                                                                                                              | CUSIP: BCC3SHMZ5<br>LEI: 635400Y8ONIEBKMIOA69 | Long             | ABS-O            | CORP              | IE        |   21560000 | PA      | $24647688.61  | 0.35%             | 2040-04-16      | Variable      | 0.00%                 | 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        |    1135454 | PA      | $1149334.98   | 0.02%             | 2038-01-20      | Fixed         | 9.26%                 | Yes           |                  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      | $4735790.82   | 0.07%             | 2031-05-15      | Fixed         | 5.08%                 | 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      | $2581177.11   | 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      | $9457619.88   | 0.14%             | 2033-06-15      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V5.333 03/27/36 .                                                                                                                      | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     169000 | PA      | $169514.83    | 0.00%             | 2036-03-27      | Variable      | 5.33%                 | 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      | $247159.58    | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                             | LHX 5.05 06/01/29                                                                                                                        | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     133000 | PA      | $135312.12    | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                             | LHX 5.35 06/01/34                                                                                                                        | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     225000 | PA      | $228698.97    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | 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      | $255079.44    | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                          | SM 8.75 07/01/31 144A                                                                                                                    | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     125000 | PA      | $130661.50    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1                                           | WLAKE 2026-1A D                                                                                                                          | CUSIP: 96043BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7919000 | PA      | $7843762.76   | 0.11%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| White Cap                                                                              | White Cap Term Loan B (Incremental) 350 2033-01-31                                                                                       | CUSIP: 96350TAK6<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   28496613 | PA      | $27048129.84  | 0.39%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  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      | $9796976.69   | 0.14%             | 2033-09-15      | Fixed         | 8.04%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust 2017-1                                                          | MFT 2023-1A D                                                                                                                            | CUSIP: 57110PAD3<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |   13914355 | PA      | $14145364.06  | 0.20%             | 2033-04-15      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                                          | SM 9.625 06/15/33 144A                                                                                                                   | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   15743000 | PA      | $17391622.70  | 0.25%             | 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      | $268126.74    | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Las Vegas Sands Corp                                                                   | LVS 3.9 08/08/29                                                                                                                         | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      57000 | PA      | $54921.05     | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | 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      | $257307.54    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                            | MTCHII 4.125 08/01/30 144A                                                                                                               | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     125000 | PA      | $115841.42    | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | 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        |     128000 | PA      | $130404.74    | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  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      | $196573.99    | 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        |   27758000 | PA      | $20121271.78  | 0.29%             | 2032-08-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: —       |
| Cloud Software Group Inc.                                                              | TIBX 9 09/30/29 144A                                                                                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   26791000 | PA      | $25844570.42  | 0.37%             | 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        |     446000 | PA      | $416150.96    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| LEIA FINCO US LLC                                                                      | Leia Finco US LLC                                                                                                                        | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   34541055 | PA      | $32991197.91  | 0.47%             | 2031-10-09      | Variable      | 6.90%                 | No            |                  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      | $6327405.00   | 0.09%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  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        |    7319953 | PA      | $7327931.74   | 0.11%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  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      | $4448448.88   | 0.06%             | 2029-11-25      | Variable      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| Uniti                                                                                  | Uniti Term Loan B 400 2032-09-16                                                                                                         | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   18608362 | PA      | $18596825.32  | 0.27%             | 2032-10-06      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Wolverine World Wide, Inc.                                                             | WWW 4 08/15/29 144A                                                                                                                      | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     216000 | PA      | $199933.62    | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | 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      | $4578724.18   | 0.07%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                | LVLT 7 03/31/34 144A                                                                                                                     | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    4234245 | PA      | $4334113.44   | 0.06%             | 2034-03-31      | Fixed         | 7.00%                 | 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      | $187803.16    | 0.00%             | 2036-11-10      | Variable      | 3.60%                 | 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      | $152481.26    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colonial Enterprises                                                                   | Colonial Enterprises Term Loan B 175 2032-06-03                                                                                          | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   17278030 | PA      | $17205116.71  | 0.25%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                              | COMM 2024-WCL1 C                                                                                                                         | CUSIP: 20047DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3750000 | PA      | $3744424.94   | 0.05%             | 2041-06-15      | Variable      | 6.56%                 | 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        |     227000 | PA      | $250782.79    | 0.00%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PRA Group Inc.                                                                         | PRAA 8.875 01/31/30 144A                                                                                                                 | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     188000 | PA      | $189816.46    | 0.00%             | 2030-01-31      | Fixed         | 8.88%                 | 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        |    5934902 | PA      | $5638631.77   | 0.08%             | 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        |   10037000 | PA      | $9904765.82   | 0.14%             | 2032-08-18      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                         | PAID 2022-1 C                                                                                                                            | CUSIP: 69546MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1281418 | PA      | $1273912.51   | 0.02%             | 2029-10-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                             | PPC 6.25 07/01/33                                                                                                                        | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   20016000 | PA      | $20960354.88  | 0.30%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   14930000 | PA      | $17045405.42  | 0.24%             | 2032-07-26      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   18220000 | PA      | $20877364.09  | 0.30%             | 2033-01-20      | Variable      | 5.28%                 | 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      | $11259175.44  | 0.16%             | 2041-06-15      | Variable      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Company                                                              | CMC 6 12/15/35 144A                                                                                                                      | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     266000 | PA      | $262234.90    | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)    | AER 3.85 10/29/41                                                                                                                        | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     316000 | PA      | $251784.09    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | 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      | $8247491.97   | 0.12%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International Inc.                                                    | CMP 8 07/01/30 144A                                                                                                                      | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     135000 | PA      | $139700.16    | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                               | CRK 6.75 03/01/29 144a                                                                                                                   | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     206000 | PA      | $203559.06    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | 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      | $11359827.53  | 0.16%             | 2031-02-18      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST 2026-1                                                                 | REACH 2026-1A D                                                                                                                          | CUSIP: 75526XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11091000 | PA      | $10727564.46  | 0.15%             | 2033-02-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| READYCAP LENDING                                                                       | RCLT 2023-3 A                                                                                                                            | CUSIP: 75576AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4992139 | PA      | $5103655.26   | 0.07%             | 2048-04-27      | Variable      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2026-R1                                       | RPM 2026-R1A A                                                                                                                           | CUSIP: 76089TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13862000 | PA      | $13885978.33  | 0.20%             | 2034-07-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Pitney Bowes Inc.                                                                      | PBI 7.25 03/15/29 144A                                                                                                                   | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     104000 | PA      | $103875.11    | 0.00%             | 2029-03-15      | Fixed         | 7.25%                 | Yes           |                  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      | $223488.01    | 0.00%             | 2029-12-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Altice France SAS                                                                      | SFRFP 6.875 07/15/32 144A                                                                                                                | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     278937 | PA      | $264300.75    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (UK) PLC                                                | SAZKAG 4.625 08/15/31 144A                                                                                                               | CUSIP: YI9620174<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |   10570000 | PA      | $11707687.01  | 0.17%             | 2031-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZS7403                                                                                                                                | CUSIP: 3132A8GL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     611437 | PA      | $598794.84    | 0.01%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZT0534                                                                                                                                | CUSIP: 3132ACSX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30144 | PA      | $28161.53     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ahlstrom-Munksjo                                                                       | Ahlstrom-Munksjo Term Loan B (Incremental) 425 2030-05-18                                                                                | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |   11401556 | PA      | $11270894.51  | 0.16%             | 2030-05-23      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                           | SO 5.5 03/15/29                                                                                                                          | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     251000 | PA      | $258617.98    | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                                 | LUV 5.25 11/15/35                                                                                                                        | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      89000 | PA      | $83535.81     | 0.00%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                       | BMCAUS 4.375 07/15/30 144A                                                                                                               | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     150000 | PA      | $141384.74    | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PNW TRUST 2026-ARTE                                                                    | PNW 2026-ARTE D                                                                                                                          | CUSIP: 73020TAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6692000 | PA      | $6675242.56   | 0.10%             | 2029-04-16      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp.                                | HOUS 5.75 01/15/29 144A                                                                                                                  | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     279000 | PA      | $268883.73    | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                     | POST 4.625 04/15/30 144A                                                                                                                 | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      95000 | PA      | $91200.45     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                      | Post Holdings Inc                                                                                                                        | CUSIP: 737446AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     254000 | PA      | $250226.25    | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | 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      | $456472.52    | 0.01%             | 2030-04-15      | Fixed         | 9.75%                 | 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        |     248000 | PA      | $241941.43    | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   11060000 | PA      | $12763711.40  | 0.18%             | 2032-03-18      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ams OSRAM AG                                                                           | AMSSW 12.25 03/30/29 144A                                                                                                                | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     152000 | PA      | $161418.83    | 0.00%             | 2029-03-30      | Fixed         | 12.25%                | 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        |   12169000 | PA      | $11387071.17  | 0.16%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                         | ANGSJ 3.375 11/01/28                                                                                                                     | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     240000 | PA      | $230694.40    | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                     | MTNA 6.55 11/29/27                                                                                                                       | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     243000 | PA      | $250414.56    | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                     | POST 6.5 03/15/36 144A                                                                                                                   | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     245000 | PA      | $239933.62    | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | 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      | $10088246.70  | 0.14%             | 2050-12-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Star Parent Inc.                                                                       | SYNH 9 10/01/30 144A                                                                                                                     | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    4231000 | PA      | $4383320.23   | 0.06%             | 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      | $40850.76     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PRM7 TRUST 2025-PRM7                                                                   | PRM7 2025-PRM7 E                                                                                                                         | CUSIP: 74290HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12016000 | PA      | $11952755.20  | 0.17%             | 2042-11-10      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Progress Energy Inc.                                                                   | DUK 7.75 03/01/31                                                                                                                        | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     237000 | PA      | $267183.14    | 0.00%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Polus EU CLO XXI DAC                                                                   | POLSE 21A B                                                                                                                              | CUSIP: BCC3TMN58<br>LEI: 635400YAYBWGMUOQY276 | Long             | DBT              | CORP              | IE        |   11730000 | PA      | $13556305.47  | 0.19%             | 2039-04-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Polus EU CLO XXI DAC                                                                   | POLSE 21A C                                                                                                                              | CUSIP: BCC3TMN66<br>LEI: 635400YAYBWGMUOQY276 | Long             | DBT              | CORP              | IE        |    6040000 | PA      | $6980399.41   | 0.10%             | 2039-04-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance Us Inc                                                              | STLA 6.45 03/18/35 144A                                                                                                                  | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   15296000 | PA      | $15067532.21  | 0.22%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Stonebriar ABF Issuer LLC                                                              | STONEB 8.125 12/15/30 144A                                                                                                               | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     439000 | PA      | $453768.84    | 0.01%             | 2030-12-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| StoneX Group Inc                                                                       | SNEX 7.875 03/01/31 144A                                                                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    6838000 | PA      | $7102131.43   | 0.10%             | 2031-03-01      | Fixed         | 7.88%                 | 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        |     441000 | PA      | $453551.74    | 0.01%             | 2029-10-31      | Fixed         | 8.62%                 | 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      | $4614373.38   | 0.07%             | 2029-04-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                      | DINO 6.25 01/15/35                                                                                                                       | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     245000 | PA      | $252969.00    | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIA                                                               | Project Alpha Intermediate Holdings Inc                                                                                                  | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   13020844 | PA      | $9810033.76   | 0.14%             | 2030-10-28      | Variable      | 6.92%                 | 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      | $166308.73    | 0.00%             | 2029-09-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                                   | SXC 4.875 06/30/29 144A                                                                                                                  | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     250000 | PA      | $225590.85    | 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      | $36017713.18  | 0.52%             | 2099-12-31      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                   | RKT 3.875 03/01/31 144A                                                                                                                  | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27683.34     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RKTL 2026-1                                                                            | RKTL 2026-1A D                                                                                                                           | CUSIP: 74990JAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10290000 | PA      | $10160596.31  | 0.15%             | 2035-02-26      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 4.125 06/15/29                                                                                                                       | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49308.77     | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HNI Corp                                                                               | HNI 5.125 01/18/29 144a                                                                                                                  | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |     150000 | PA      | $143495.10    | 0.00%             | 2029-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| Sunoco LP                                                                              | SUN 5.625 03/15/31 144A                                                                                                                  | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     185000 | PA      | $184151.46    | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | 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        |    8077126 | PA      | $7977616.18   | 0.11%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                          | RIVENT 6.25 10/15/30 144A                                                                                                                | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15395000 | PA      | $15356146.10  | 0.22%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Roblox Corporation                                                                     | RBLX 3.875 05/01/30 144A                                                                                                                 | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |   22237000 | PA      | $20897950.12  | 0.30%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                          | SGI 4 04/15/29 144A                                                                                                                      | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     271000 | PA      | $260607.88    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| RTX Corp.                                                                              | RTX 4.5 06/01/42                                                                                                                         | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     293000 | PA      | $260008.25    | 0.00%             | 2042-06-01      | 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        |   27998000 | PA      | $26904322.53  | 0.39%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  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      | $66803.12     | 0.00%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                   | RKT 6.125 08/01/30 144A                                                                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     443000 | PA      | $447087.56    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software                                                                        | Rocket Software Term Loan B 475 2028-11-01                                                                                               | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |   10473618 | PA      | $10025242.50  | 0.14%             | 2028-11-28      | Floating      | 7.42%                 | No            |                  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      | $188328.22    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                | HILCRP 6 02/01/31 144A                                                                                                                   | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      80000 | PA      | $77754.54     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                           | ROCKIE 4.95 07/15/29 144A                                                                                                                | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97506.42     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                           | ROCKIE 4.8 05/15/30 144A                                                                                                                 | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     203000 | PA      | $194674.99    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                | HILCRP 6 04/15/30 144A                                                                                                                   | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     201000 | PA      | $195646.12    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  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        |     272000 | PA      | $271160.74    | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIA                                                               | Project Alpha Intermediate Holdings Inc                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    9996000 | PA      | $5807676.00   | 0.08%             | 2033-05-09      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    5760000 | PA      | $6466087.28   | 0.09%             | 2029-04-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 6.15 04/01/33                                                                                                                        | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     258000 | PA      | $269269.39    | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.45 11/15/34                                                                                                                        | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     220000 | PA      | $217848.54    | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | 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              | US        |    6633971 | PA      | $6363105.92   | 0.09%             | 2031-10-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    4485600 | PA      | $5149824.22   | 0.07%             | 2029-09-16      | Variable      | 5.88%                 | No            |                  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        |     180000 | PA      | $172304.17    | 0.00%             | 2029-05-01      | Fixed         | 3.75%                 | 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      | $184799.81    | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Wabtec Corp                                                                            | WAB 5.5 05/29/35                                                                                                                         | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     252000 | PA      | $257273.81    | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ahlstrom-Munksjo                                                                       | Ahlstrom-Munksjo Term Loan B 400 2028-02-29                                                                                              | CUSIP: BL3566777<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |    2484401 | PA      | $2455830.61   | 0.04%             | 2028-02-04      | Floating      | 7.96%                 | No            |                  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        |     208000 | PA      | $197504.30    | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | 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        |   22724000 | PA      | $20505112.75  | 0.29%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ProAmpac                                                                               | ProAmpac Term Loan B 400 2033-02-07                                                                                                      | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   21625683 | PA      | $20830939.09  | 0.30%             | 2033-03-07      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Foresea Holding SA                                                                     | FORSEA 7.5 06/15/30 144A                                                                                                                 | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     198000 | PA      | $194430.48    | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                   | FMGAU 6.125 04/15/32 144A                                                                                                                | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     228000 | PA      | $232976.70    | 0.00%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 24 LTD                                                                         | KKR 35A AR                                                                                                                               | CUSIP: 48254LAN5<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $19970402.00  | 0.29%             | 2038-01-20      | Variable      | 4.87%                 | 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      | $192937.28    | 0.00%             | 2029-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                                  | KIOXIA 6.625 07/24/33 144A                                                                                                               | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   15242000 | PA      | $15666106.36  | 0.23%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |    1650000 | PA      | $1849156.34   | 0.03%             | 2030-05-27      | Variable      | 5.77%                 | No            |                  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      | $20007420.00  | 0.29%             | 2037-07-22      | Variable      | 5.03%                 | 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        |   20394000 | PA      | $20597940.00  | 0.30%             | 2031-01-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Precision Drilling Corporation                                                         | PDCN 6.875 01/15/29 144A                                                                                                                 | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     194000 | PA      | $195428.03    | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | 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      | $7054771.93   | 0.10%             | 2033-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                                   | KPN 8.375 10/01/30                                                                                                                       | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |     220000 | PA      | $253205.35    | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | 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      | $26930256.30  | 0.39%             | 2037-10-21      | Variable      | 5.25%                 | Yes           |                  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      | $57508993.00  | 0.83%             | 2038-10-18      | Variable      | 5.26%                 | 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      | $4103802.26   | 0.06%             | 2027-01-15      | Variable      | 7.63%                 | 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      | $13891228.44  | 0.20%             | 2035-07-16      | Fixed         | 6.02%                 | Yes           |                  2 | 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      | $11419493.10  | 0.16%             | 2057-10-25      | Variable      | 8.93%                 | Yes           |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                    | MNET 2026-1A C                                                                                                                           | CUSIP: 59170JBL1<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   10295000 | PA      | $10216372.25  | 0.15%             | 2056-04-20      | Fixed         | 7.10%                 | 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        |     456000 | PA      | $469747.49    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | 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      | $14113760.32  | 0.20%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                | NBR 9.125 01/31/30 144A                                                                                                                  | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     435000 | PA      | $456746.09    | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                | NBR 8.875 08/15/31 144A                                                                                                                  | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     130000 | PA      | $135431.01    | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| MAGNETITE LTD 2024-44                                                                  | MAGNE 2024-44A A1                                                                                                                        | CUSIP: 55955UAA0<br>LEI: 529900QN6D2QU338OD40 | Long             | ABS-CBDO         | CORP              | KY        |   35700000 | PA      | $35710149.51  | 0.51%             | 2037-10-15      | Variable      | 5.02%                 | Yes           |                  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        |   24174000 | PA      | $24569559.16  | 0.35%             | 2030-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Start II Ltd                                                                           | Start II Ltd COM                                                                                                                         | CUSIP: 85572H101<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    1500000 | NS      | $1177500.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                   | SUMIBK V5.796 07/08/46                                                                                                                   | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     255000 | PA      | $247392.08    | 0.00%             | 2046-07-08      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                  | WSTP V3.02 11/18/36                                                                                                                      | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     206000 | PA      | $184280.10    | 0.00%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| RRE Loan Management                                                                    | RRE Loan Management 18A A2R                                                                                                              | CUSIP: BCC3S6D55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    8000000 | PA      | $9203187.87   | 0.13%             | 2038-04-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Navient Corporation                                                                    | NAVI 5 03/15/27                                                                                                                          | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    7780000 | PA      | $7604676.92   | 0.11%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                    | NAVI 5.5 03/15/29                                                                                                                        | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   12884000 | PA      | $11808858.54  | 0.17%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Newell Brands Inc.                                                                     | NWL 6.625 05/15/32                                                                                                                       | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     110000 | PA      | $105268.24    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Nexstar Media Inc.                                                                     | NXST 4.75 11/01/28 144A                                                                                                                  | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23598.25     | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Noble Finance II LLC.                                                                  | NEFINA 8 04/15/30 144A                                                                                                                   | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     185000 | PA      | $190473.54    | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                             | NOG 8.75 06/15/31 144A                                                                                                                   | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     262000 | PA      | $272439.39    | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Ondeck Asset Sec tr II 2016-1                                                          | ONDK 2023-1A B                                                                                                                           | CUSIP: 67108SAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6250000 | PA      | $6267865.63   | 0.09%             | 2030-08-19      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Ondeck Asset Sec tr II 2016-1                                                          | ONDK 2025-2A C                                                                                                                           | CUSIP: 67108SAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1755933.20   | 0.03%             | 2032-11-17      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Ondeck Asset Sec tr II 2016-1                                                          | ONDK 2024-1A B                                                                                                                           | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6052568.40   | 0.09%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Ondeck Asset Sec tr II 2016-1                                                          | ONDK 2025-1A C                                                                                                                           | CUSIP: 68237DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1287000 | PA      | $1297364.08   | 0.02%             | 2032-04-19      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Rre 18 Loan Management DAC                                                             | RRME 18A CR                                                                                                                              | CUSIP: BCC3S6D71<br>LEI: 2549006A5T132SLF8U37 | Long             | ABS-O            | CORP              | IE        |    9000000 | PA      | $10137854.91  | 0.15%             | 2038-04-15      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Ondeck Asset Sec tr II 2016-1                                                          | ONDK 2025-1A D                                                                                                                           | CUSIP: 68237DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2800000 | PA      | $2837067.52   | 0.04%             | 2032-04-19      | Fixed         | 8.77%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp.                                                                            | BRKHEC 5.45 02/15/34                                                                                                                     | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     247000 | PA      | $246076.55    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | 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      | $143169.02    | 0.00%             | 2030-08-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| PrimeSource                                                                            | PrimeSource Term Loan B 450 2031-09-17                                                                                                   | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |    4685000 | PA      | $4569655.30   | 0.07%             | 2031-03-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                                 | PENN 4.125 07/01/29 144A                                                                                                                 | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6403000 | PA      | $5988107.37   | 0.09%             | 2029-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| PENN Entertainment Inc                                                                 | PENN 6.75 04/01/31 144A                                                                                                                  | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22823000 | PA      | $22166133.52  | 0.32%             | 2031-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                        | Pennymac Financial Services Inc COM USD0.0001                                                                                            | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     110218 | NS      | $9633053.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Financial Services Inc                                                        | PFSI 6.75 02/15/34 144A                                                                                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   16117000 | PA      | $15082907.98  | 0.22%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                       | PR 7 01/15/32 144A                                                                                                                       | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     220000 | PA      | $227808.90    | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PHH Escrow Issuer LLC / PHH Corp                                                       | PHHESC 9.875 11/01/29 144A                                                                                                               | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     254000 | PA      | $245093.82    | 0.00%             | 2029-11-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Parexel                                                                                | Parexel Term Loan B 275 2031-12-01                                                                                                       | CUSIP: 71911KAF1<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    6341108 | PA      | $6314665.08   | 0.09%             | 2031-12-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                    | GRADE 2024-FIG5 C                                                                                                                        | CUSIP: 79582MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2981869 | PA      | $2957855.27   | 0.04%             | 2054-04-25      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                    | EXE 5.375 03/15/30                                                                                                                       | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     225000 | PA      | $226869.88    | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                    | EXE 4.75 02/01/32                                                                                                                        | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     265000 | PA      | $258207.59    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                        | SIDC 2026-1A A2                                                                                                                          | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   16603000 | PA      | $16058046.58  | 0.23%             | 2056-03-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SunocoCorp LLC                                                                         | SunocoCorp LLC COM SHS LLC                                                                                                               | CUSIP: 86765Q106<br>LEI: 529900W6BS3KGM2OOQ61 | Long             | EC               | CORP              | US        |     230579 | NS      | $14215195.35  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT LINKED N                                                    | SBCLN 2024-B E                                                                                                                           | CUSIP: 80280BAE8<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-O            | CORP              | US        |    4707030 | PA      | $4732121.34   | 0.07%             | 2033-01-18      | Fixed         | 6.80%                 | 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        |   12708980 | PA      | $13056450.90  | 0.19%             | 2033-01-18      | Fixed         | 8.88%                 | 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      | $10156372.46  | 0.15%             | 2054-06-25      | Fixed         | 10.03%                | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                           | SWTCH 2026-1A A21                                                                                                                        | CUSIP: 871044BA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27712000 | PA      | $27762314.62  | 0.40%             | 2056-03-27      | Fixed         | 5.61%                 | 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        |    7855248 | PA      | $8163962.18   | 0.12%             | 2033-01-18      | Fixed         | 12.23%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                  | SBCLN 2025-A F                                                                                                                           | CUSIP: 80290CCV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5828000 | PA      | $5927156.43   | 0.09%             | 2034-01-16      | Fixed         | 7.34%                 | 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        |    1585200 | PA      | $1581385.62   | 0.02%             | 2041-06-20      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC                                        | SRFC 2025-3A C                                                                                                                           | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2289089 | PA      | $2257217.84   | 0.03%             | 2044-08-22      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                                | TLN 6.25 02/01/34 144A                                                                                                                   | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   13925000 | PA      | $13769853.22  | 0.20%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                                | TLN 6.5 02/01/36 144A                                                                                                                    | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   20252000 | PA      | $20392361.14  | 0.29%             | 2036-02-01      | Fixed         | 6.50%                 | 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        |    2798379 | PA      | $2748174.85   | 0.04%             | 2041-08-20      | Fixed         | 6.93%                 | 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        |    5104234 | PA      | $4998723.72   | 0.07%             | 2042-01-21      | Fixed         | 6.86%                 | 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        |   31069000 | PA      | $31224562.48  | 0.45%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Talos Prodtn Inc                                                                       | TALO 9 02/01/29 144A                                                                                                                     | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     415000 | PA      | $431978.90    | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | 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        |     441811 | PA      | $450021.47    | 0.01%             | 2039-07-20      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2024-1 RECEIVABLES                                                    | SRFC 2024-1A D                                                                                                                           | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     763910 | PA      | $767972.91    | 0.01%             | 2043-01-20      | Fixed         | 8.02%                 | Yes           |                  2 | On Loan: No      |
| Talos Prodtn Inc                                                                       | TALO 9.375 02/01/31 144A                                                                                                                 | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     440000 | PA      | $466293.08    | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Tapestry Inc                                                                           | TPR 5.5 03/11/35                                                                                                                         | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     276000 | PA      | $276475.78    | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  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        |     586888 | PA      | $597304.39    | 0.01%             | 2040-01-20      | Fixed         | 7.00%                 | 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        |     843878 | PA      | $860589.28    | 0.01%             | 2040-09-20      | Fixed         | 9.44%                 | Yes           |                  2 | On Loan: No      |
| TKC Holdings Inc.                                                                      | TKCHOL 8.5 08/15/30 144A                                                                                                                 | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $191583.65    | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Tidewater Inc New                                                                      | TDW 9.125 07/15/30 144A                                                                                                                  | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     425000 | PA      | $452766.10    | 0.01%             | 2030-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                              | TRGP 5.5 03/01/30                                                                                                                        | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     261000 | PA      | $263384.36    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                              | TRGP 4 01/15/32                                                                                                                          | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     225000 | PA      | $213233.65    | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZT1633                                                                                                                                | CUSIP: 3132ADY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4613 | PA      | $4452.58      | 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        |    3066471 | PA      | $2813243.69   | 0.04%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                              | TDY 2.25 04/01/28                                                                                                                        | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     144000 | PA      | $138066.18    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                              | TDY 2.75 04/01/31                                                                                                                        | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     283000 | PA      | $259050.28    | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                                                                      | CUSIP: N6872NAR7<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   10010000 | PA      | $11520731.67  | 0.17%             | 2032-09-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| PAI Partners SAS                                                                       | Financiere Pax SAS                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   15590000 | PA      | $17663789.99  | 0.25%             | 2029-12-31      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V4.411 04/23/39                                                                                                                       | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44778.94     | 0.00%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                            | CRGYFN 7.875 04/15/32 144A                                                                                                               | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     261000 | PA      | $266652.48    | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  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      | $241175.06    | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                                | TGSNO 8.5 01/15/30 144A                                                                                                                  | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |     451000 | PA      | $471122.34    | 0.01%             | 2030-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2026-1                                                   | LBZZ 2026-1A A2                                                                                                                          | CUSIP: 525952AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7339736 | PA      | $7338316.44   | 0.11%             | 2030-07-15      | Fixed         | 4.68%                 | 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      | $3208953.11   | 0.05%             | 2031-04-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   19940000 | PA      | $22780472.91  | 0.33%             | 2033-01-14      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Tailored Brands                                                                        | Tailored Brands Term Loan B 575 2031-01-13                                                                                               | CUSIP: 58711MAK5<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | LON              | CORP              | US        |    7402954 | PA      | $7391405.39   | 0.11%             | 2031-01-28      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                 | MSI 5.55 08/15/35                                                                                                                        | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     251000 | PA      | $256620.22    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                                                           | MWA 4 06/15/29 144A                                                                                                                      | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192679.34    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  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      | $11221190.18  | 0.16%             | 2085-10-31      | Variable      | 6.35%                 | No            |                  2 | On Loan: —       |
| TransCanada Pipelines Limited                                                          | TRPCN 4.25 05/15/28                                                                                                                      | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     263000 | PA      | $261816.48    | 0.00%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Inspired Education Group                                                               | Inspired Education Group Term Loan B 275 2031-02-01                                                                                      | CUSIP: G4800AAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3928365 | PA      | $3916108.88   | 0.06%             | 2031-02-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                         | INTNED V6.114 09/11/34                                                                                                                   | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     243000 | PA      | $256300.94    | 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      | $203138.88    | 0.00%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  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      | $24952725.21  | 0.36%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                       | YUM 4.75 01/15/30 144A                                                                                                                   | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     185000 | PA      | $181913.68    | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                       | YUM 3.625 03/15/31                                                                                                                       | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     208000 | PA      | $192144.89    | 0.00%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  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        |     303686 | PA      | $302795.79    | 0.00%             | 2031-01-16      | Variable      | 6.38%                 | Yes           |                  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      | $19275875.00  | 0.28%             | 2039-03-15      | Variable      | 8.97%                 | Yes           |                  2 | On Loan: No      |
| Murphy Oil USA Inc                                                                     | MUSA 4.75 09/15/29                                                                                                                       | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     197000 | PA      | $194305.14    | 0.00%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  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      | $20009896.00  | 0.29%             | 2037-07-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| STORM KING PARK CLO LTD                                                                | STKPK 2022-1A AR                                                                                                                         | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   23900000 | PA      | $23908604.00  | 0.34%             | 2037-10-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | Sell GBP / Buy USD                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $326314.26    | 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      | $54865.44     | 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      | $8143545.65   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                            | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16054402 | PA      | $15025346.94  | 0.22%             | 2055-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SB MULTIFAMILY REPACK TRUST                                                            | SB 2020-FRR2 A2                                                                                                                          | CUSIP: 78397JAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12632913 | PA      | $12329206.55  | 0.18%             | 2039-12-27      | Variable      | 6.74%                 | 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      | $6409963.51   | 0.09%             | 2035-03-15      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SCG TRUST 2025-SNIP                                                                    | SCG 2025-SNIP E                                                                                                                          | CUSIP: 78398JAJ3<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |    7875000 | PA      | $7875000.56   | 0.11%             | 2042-09-15      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Sesi, L.L.C.                                                                           | SPN 7.875 09/30/30 144A                                                                                                                  | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203942.40    | 0.00%             | 2030-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | Buy Protection on CDX IG CDSI S46 5Y Corp.Jun.2031                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | -323100000 | OU      | $-5577006.48  | -0.08%            |  |  |  | No            |                  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        |  328718977 | OU      | $-2782463.78  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Taseko Mines Limited                                                                   | TKOCN 8.25 05/01/30 144A                                                                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |   12751000 | PA      | $13293682.56  | 0.19%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                                                                      | CUSIP: G4800AAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10346659 | PA      | $11880937.01  | 0.17%             | 2031-02-28      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| SF ABS ISSUER LLC                                                                      | SFARM 2025-1A A2                                                                                                                         | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28618000 | PA      | $27584351.09  | 0.40%             | 2055-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc.                                                                | MORTON 6.625 05/01/29 144A                                                                                                               | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16411000 | PA      | $16328945.00  | 0.23%             | 2029-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | European Option Expiring on 17/06/2026 to Buy Protection on CDX HY CDSI                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  700000000 | OU      | $17750054.00  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | European Option Expiring on 17/06/2026 to Buy Protection on CDX HY CDSI                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | -700000000 | OU      | $-4416132.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell EUR / Buy USD                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $35542.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                        | SEB4P 2026-1A A2                                                                                                                         | CUSIP: 78433DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9900000 | PA      | $9839073.44   | 0.14%             | 2056-01-30      | Fixed         | 6.67%                 | 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      | $6247632.97   | 0.09%             | 2032-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2019-R04                                           | CAS 2019-R04 2B1                                                                                                                         | CUSIP: 20753TAC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3593722 | PA      | $3623813.44   | 0.05%             | 2039-06-27      | Variable      | 9.03%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | US T-BOND ULTRA                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -876 | NC      | $3596308.41   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2019-R05 1B1                                                                                                                         | CUSIP: 20754HAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5413031 | PA      | $5480970.29   | 0.08%             | 2039-07-25      | Variable      | 7.88%                 | 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      | $1385544.14   | 0.02%             | 2028-01-18      | Fixed         | 6.99%                 | Yes           |                  3 | 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      | $6640032.79   | 0.10%             | 2042-08-15      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                                          | SM 6.75 08/01/29 144A                                                                                                                    | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     373000 | PA      | $378649.83    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                                          | SM 7 08/01/32 144A                                                                                                                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   13519000 | PA      | $13804169.79  | 0.20%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                                          | SM 6.625 04/15/34 144A                                                                                                                   | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2871862.91   | 0.04%             | 2034-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy EUR                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $21450.09     | 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      | $22025.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMRT MINI                                                                              | SMRT 2022-MINI E                                                                                                                         | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $6967948.30   | 0.10%             | 2039-01-15      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| SMRT MINI                                                                              | SMRT 2022-MINI F                                                                                                                         | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20073000 | PA      | $19670403.03  | 0.28%             | 2039-01-15      | Variable      | 7.02%                 | 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        |    4655813 | PA      | $4790126.86   | 0.07%             | 2053-11-25      | Variable      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| United Parks & Resorts Inc                                                             | PRKS 5.25 08/15/29 144A                                                                                                                  | CUSIP: 81282UAG7<br>LEI: 529900G0H4NV3IIK3269 | Long             | DBT              | CORP              | US        |     115000 | PA      | $109840.43    | 0.00%             | 2029-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| TRICOLOR AUTO SECURITIZATION TRUST                                                     | TAST 2024-1A D                                                                                                                           | CUSIP: 89616LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3145000 | PA      | $1867135.74   | 0.03%             | 2028-04-17      | Fixed         | 8.61%                 | Yes           |                  3 | On Loan: No      |
| Truist Bank (North Carolina)                                                           | TACLN 2025-1 C                                                                                                                           | CUSIP: 897926CC3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | ABS-O            | CORP              | US        |    1446497 | PA      | $1443794.55   | 0.02%             | 2033-09-26      | Fixed         | 6.81%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                           | TACLN 2025-1 D                                                                                                                           | CUSIP: 897926CE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | ABS-O            | CORP              | US        |    1854484 | PA      | $1853965.06   | 0.03%             | 2033-09-26      | Fixed         | 9.69%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                          | USB V3.7 PERP                                                                                                                            | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   16493000 | PA      | $16166888.86  | 0.23%             | 2099-12-31      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                                      | SCI 5.125 06/01/29                                                                                                                       | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     165000 | PA      | $163932.09    | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Six Flags Entertainment Corp/ Canadas Wonderland Company/ Millennium Operations LLC    | FUN 8.625 01/15/32 144A                                                                                                                  | CUSIP: 83003AAA8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    3830000 | PA      | $3836179.09   | 0.06%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| USI Inc                                                                                | USI Inc Term Loan B 225 2030-09-01                                                                                                       | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    8552350 | PA      | $8520278.39   | 0.12%             | 2030-09-29      | Floating      | 5.95%                 | No            |                  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        |     592422 | PA      | $600651.85    | 0.01%             | 2032-08-25      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                | FR QA1615                                                                                                                                | CUSIP: 31334XYL7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    1718920 | PA      | $1589800.00   | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BJ4559                                                                                                                                | CUSIP: 3140H6B57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2061 | PA      | $1925.98      | 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        |       7901 | PA      | $7614.15      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BJ4960                                                                                                                                | CUSIP: 3140H6QN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2504014 | PA      | $2326183.39   | 0.03%             | 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        |       2465 | PA      | $2372.46      | 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        |       5495 | PA      | $5468.98      | 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        |     693651 | PA      | $636369.75    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BO2983                                                                                                                                | CUSIP: 3140JXJ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     296054 | PA      | $266918.56    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  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      | $10229689.96  | 0.15%             | 2034-08-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| tvc mortgage trust                                                                     | TVC Mortgage Trust 2026-RRTL1 A2                                                                                                         | CUSIP: 87306XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2589919.54   | 0.04%             | 2041-02-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Under Armour, Inc.                                                                     | UA 7.25 07/15/30 144A                                                                                                                    | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     206000 | PA      | $208101.31    | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | 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      | $4533810.30   | 0.07%             | 2029-11-12      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| TVC MORTGAGE TRUST 2026-RRTL1                                                          | TVC 2026-RRTL1 M1                                                                                                                        | CUSIP: 87306XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3550000 | PA      | $3536632.12   | 0.05%             | 2041-02-25      | Variable      | 6.34%                 | 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      | $238924.50    | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Vertical Bridge Llc 2016-1                                                             | VBTOW 2025-1A C                                                                                                                          | CUSIP: 92535VAU6<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |    5923000 | PA      | $6023387.15   | 0.09%             | 2055-08-16      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Vertical Bridge Llc 2016-1                                                             | VBTOW 2025-1A D                                                                                                                          | CUSIP: 92535VAW2<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |   16900000 | PA      | $17346443.92  | 0.25%             | 2055-08-16      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                | UNH 5.3 06/15/35                                                                                                                         | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   14762000 | PA      | $15059208.37  | 0.22%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Uniti Service LLC/ Uniti Group Finance 2019 Inc/CSL Capital LLC                        | UNIT 6.5 02/15/29 144A                                                                                                                   | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     272000 | PA      | $264176.88    | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | 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      | $16650715.34  | 0.24%             | 2030-03-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent LLC                                                                     | EVRI 9.25 07/01/32 144A                                                                                                                  | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   23090000 | PA      | $23972361.26  | 0.34%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BO3223                                                                                                                                | CUSIP: 3140JXSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63972 | PA      | $61630.76     | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN FA2021                                                                                                                                | CUSIP: 3140W2G70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35955141 | PA      | $35870761.81  | 0.52%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WBI Operations LLC                                                                     | WBI 6.25 10/15/30 144A                                                                                                                   | CUSIP: 92944BAA9<br>LEI: 254900A83461EGRMOV11 | Long             | DBT              | CORP              | US        |     196000 | PA      | $197168.16    | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Wabash National Corporation                                                            | WNC 4.5 10/15/28 144A                                                                                                                    | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     218000 | PA      | $190991.33    | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Univision Communications Inc.                                                          | UVN 8.5 07/31/31 144A                                                                                                                    | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    4151000 | PA      | $4171256.88   | 0.06%             | 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        |   10069000 | PA      | $10377264.05  | 0.15%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: —       |
| USA Compression Partners LP / USA Compression Finance Corp                             | USAC 6.25 10/01/33 144A                                                                                                                  | CUSIP: 91740PAH1<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |   21364000 | PA      | $21296810.22  | 0.31%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Viking Baked Goods Acquisition Corp                                                    | RISBAK 8.625 11/01/31 144A                                                                                                               | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98951.42     | 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        |   21316000 | PA      | $21482477.96  | 0.31%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  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      | $3552672.62   | 0.05%             | 2033-10-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS5362                                                                                                                                | CUSIP: 3140XL5Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3620948 | PA      | $3552041.74   | 0.05%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN 995757                                                                                                                                | CUSIP: 31416CE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        420 | PA      | $440.33       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                            | WMT 6.2 04/15/38                                                                                                                         | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     250000 | PA      | $278401.61    | 0.00%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                 | WM 4.95 03/15/35                                                                                                                         | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     255000 | PA      | $255629.81    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN AB6280                                                                                                                                | CUSIP: 31417C6S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     750954 | PA      | $688940.28    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN AB8517                                                                                                                                | CUSIP: 31417FPB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24983 | PA      | $22818.03     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                | FN MA1327                                                                                                                                | CUSIP: 31418APM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     916546 | PA      | $840858.01    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                | FN MA1363                                                                                                                                | CUSIP: 31418AQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     390875 | PA      | $358596.35    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  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        |   11082000 | PA      | $11381380.23  | 0.16%             | 2032-08-01      | Fixed         | 7.12%                 | 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      | $456290.45    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                | FN MA1384                                                                                                                                | CUSIP: 31418ARE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     352216 | PA      | $321697.86    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                | FN MA1447                                                                                                                                | CUSIP: 31418ATD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     299263 | PA      | $273332.86    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                               | VST 6 04/15/34 144A                                                                                                                      | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   13541000 | PA      | $13919701.15  | 0.20%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | 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      | $1815572.53   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA2894                                                                                                                                | CUSIP: 31418CGC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34230 | PA      | $30771.10     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-3                                                        | FFIN 2025-3A D                                                                                                                           | CUSIP: 35042TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3725000 | PA      | $3703241.17   | 0.05%             | 2052-08-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | GN BB4357                                                                                                                                | CUSIP: 3617AUZW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2558 | PA      | $2439.50      | 0.00%             | 2047-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | GN BC7161                                                                                                                                | CUSIP: 3617BA5W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        321 | PA      | $306.63       | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC/Weekley Finance Corp.                                                | WEEKHM 6.75 01/15/34 144A                                                                                                                | CUSIP: 948565AF3<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |    6507000 | PA      | $6232059.08   | 0.09%             | 2034-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                      | WFC V6.491 10/23/34                                                                                                                      | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      55000 | PA      | $59551.46     | 0.00%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Welltower Inc.                                                                         | WELL 3.1 01/15/30                                                                                                                        | CUSIP: 95040QAJ3<br>LEI: 254900F33BIAR82QTA19 | Long             | DBT              | CORP              | US        |     132000 | PA      | $125583.76    | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                               | WCC 6.375 03/15/29 144A                                                                                                                  | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     190000 | PA      | $193402.71    | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | 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      | $222057.59    | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | 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        |   13300000 | PA      | $13170403.23  | 0.19%             | 2029-11-03      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 BH3672                                                                                                                                | CUSIP: 3617H1CH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        421 | PA      | $410.43       | 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        |       1395 | PA      | $1355.89      | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  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      | $27914.45     | 0.00%             | 2024-04-30      | Variable      | 13.59%                | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    6040000 | PA      | $6967346.06   | 0.10%             | 2031-05-16      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                        | SANUK V5.136 09/22/36                                                                                                                    | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     266000 | PA      | $256866.59    | 0.00%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                              | STX 8.25 12/15/29 144a                                                                                                                   | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     178000 | PA      | $186933.46    | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Seaspan Corporation                                                                    | SSW 5.5 08/01/29 144A                                                                                                                    | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     204000 | PA      | $191132.64    | 0.00%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                                | VZ Secured Financing BV                                                                                                                  | CUSIP: 91845AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    8539000 | PA      | $8048894.70   | 0.12%             | 2033-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                             | VMED 6.75 01/15/33 144A                                                                                                                  | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   16966000 | PA      | $15158192.96  | 0.22%             | 2033-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Heubach Group                                                                          | Heubach Group Term Loan B 500 2028-10-06                                                                                                 | CUSIP: L6124KAC4<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    7944280 | PA      | $158885.61    | 0.00%             | 2029-01-03      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Royal Bank of Canada                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |   17914228 | PA      | $17914228.00  | 0.26%             | 2026-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Janus Henderson Cash Collateral Fund LLC                                               | Janus Henderson Cash Collateral Fund LLC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   76489992 | NS      | $76489992.00  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Euro Member Countries Cash Balance                                                     | Euro Member Countries Cash Balance                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |    3887294 | OU      | $3887293.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Pound Cash Balance                                                      | United Kingdom Pound Cash Balance                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      14375 | OU      | $14375.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-15

**Name of Applicant:** JANUS INVESTMENT FUND

**Signature:** JESPER NERGAARD

**Name of Signer:** JESPER NERGAARD

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