Issuer | | | Shares/Par | Value ($) |
Bonds – continued |
Asset-Backed & Securitized – continued |
Columbia Cent CLO 28 Ltd., “B-R”, 7.728%, 11/07/2030 (n) | | $ | 17,835,205 | $17,445,363 |
Commercial Mortgage Pass-Through Certificates, 2014-LC19 “A4”, 3.183%, 2/10/2048 | | | 9,743,000 | 9,523,676 |
Commercial Mortgage Pass-Through Certificates, 2019-BNK17, “AS”, 3.976%, 4/15/2052 | | | 5,000,000 | 4,654,985 |
Commercial Mortgage Pass-Through Certificates, 2023-BNK46, “A4”, 5.745%, 8/15/2056 | | | 21,951,777 | 23,374,904 |
Commercial Mortgage Pass-Through Certificates, 2023-BNK46, “AS”, 6.385%, 8/15/2056 | | | 12,725,671 | 13,633,187 |
Commercial Mortgage Trust, 2015-DC1, “A5”, 3.35%, 2/10/2048 | | | 9,577,577 | 9,323,567 |
Commercial Mortgage Trust, 2015-LC21, “A4”, 3.708%, 7/10/2048 | | | 9,963,398 | 9,697,103 |
Commercial Mortgage Trust, 2015-PC1, “A5”, 3.902%, 7/10/2050 | | | 4,781,393 | 4,679,992 |
Commercial Mortgage Trust, 2017-COR2, “A3”, 3.51%, 9/10/2050 | | | 26,790,000 | 25,193,115 |
Consumers 2023 Securitization Funding LLC, 5.55%, 3/01/2028 | | | 12,403,000 | 12,452,833 |
Credit Acceptance Auto Loan Trust, 2021-3A, “C”, 1.63%, 9/16/2030 (n) | | | 2,159,000 | 2,075,774 |
CSAIL Commercial Mortgage Trust, 2015-C2, “A4”, 3.504%, 6/15/2057 | | | 3,687,246 | 3,577,191 |
Cutwater 2015-1A Ltd., “BR”, FLR, 7.375% ((SOFR - 3mo. + 0.26161%) + 1.8%), 1/15/2029 (n) | | | 27,695,000 | 27,674,395 |
DLLST LLC, 2024-1A, “A2”, 5.33%, 1/20/2026 (n) | | | 4,204,411 | 4,211,050 |
Dryden Senior Loan Fund, 2014-36A, “BR3”, CLO, FLR, 7.026% ((SOFR - 3mo. + 0.26161%) + 1.45%), 4/15/2029 (n) | | | 14,975,000 | 14,967,258 |
Dryden Senior Loan Fund, 2017-49A, “CR”, CLO, FLR, 7.61% ((SOFR - 3mo. + 0.26161%) + 2.05%), 7/18/2030 (n) | | | 16,500,000 | 16,456,539 |
DT Auto Owner Trust, 2023-1A, “A”, 5.48%, 4/15/2027 (n) | | | 7,894,668 | 7,880,517 |
Empire District Bondco LLC, 4.943%, 1/01/2033 | | | 8,221,000 | 8,236,510 |
Enterprise Fleet Financing LLC, 2023-3, “A2”, 6.4%, 3/20/2030 (n) | | | 10,878,000 | 11,118,527 |
GLGU 2023-1A Ltd., “B”, FLR, 8.318% (SOFR - 3mo. + 3%), 7/20/2035 (n) | | | 16,070,750 | 16,359,461 |
GLS Auto Select Receivables Trust, 2023-2A, 6.37%, 6/15/2028 (n) | | | 8,116,000 | 8,206,322 |
GMAC Mortgage Corp. Loan Trust, FGIC, 5.805%, 10/25/2036 | | | 77,618 | 77,299 |
GS Mortgage Securities Trust, 2015-GC30, “A4”, 3.382%, 5/10/2050 | | | 11,461,699 | 11,115,471 |
HarbourView CLO VII Ltd., 7RA, “B”, FLR, 7.26% ((SOFR - 3mo. + 0.26161%) + 1.7%), 7/18/2031 (n) | | | 15,920,000 | 15,543,906 |
IMPAC CMB Trust, FLR, 6.19% ((SOFR - 1mo. + 0.11448%) + 0.74%), 11/25/2034 | | | 12,801 | 12,477 |
IMPAC CMB Trust, FLR, 6.37% ((SOFR - 1mo. + 0.11448%) + 0.92%), 11/25/2034 | | | 6,400 | 6,274 |
IMPAC Secured Assets Corp., FLR, 6.15% ((SOFR - 1mo. + 0.11448%) + 0.7%), 5/25/2036 | | | 31,149 | 27,655 |
JPMBB Commercial Mortgage Securities Trust, 2014-C26, “A4”, 3.494%, 1/15/2048 | | | 13,025,174 | 12,735,360 |
JPMBB Commercial Mortgage Securities Trust, 2015-C28, “A4”, 3.227%, 10/15/2048 | | | 23,872,958 | 23,108,949 |
JPMDB Commercial Mortgage Securities Trust, 2017-C7, 3.409%, 10/15/2050 | | | 11,500,000 | 10,719,912 |
JPMorgan Chase Commercial Mortgage Securities Corp., 5.708%, 7/15/2042 (n) | | | 26,066 | 22,689 |
KKR Static CLO I Ltd. 2022-1A, “BR”, FLR, 7.318% (SOFR - 3mo. + 2%), 7/20/2031 (n) | | | 24,361,375 | 24,360,644 |
Kubota Credit Owner Trust, 2023-2A, “A2”, 5.61%, 7/15/2026 (n) | | | 5,624,393 | 5,637,528 |
LCCM 2021-FL2 Trust, “C”, FLR, 7.598% ((SOFR - 1mo. + 0.11448%) + 2.15%), 12/13/2038 (n) | | | 8,225,000 | 7,650,739 |
LoanCore 2021-CRE5 Ltd., “AS”, FLR, 7.198% ((SOFR - 1mo. + 0.11448%) + 1.75%), 7/15/2036 (n) | | | 23,249,000 | 22,911,085 |
LoanCore 2021-CRE5 Ltd., “B”, FLR, 7.448% ((SOFR - 1mo. + 0.11448%) + 2.0%), 7/15/2036 (n) | | | 8,432,000 | 8,143,658 |
LoanCore 2021-CRE6 Ltd., “B”, FLR, 7.347% ((SOFR - 1mo. + 0.11448%) + 1.9%), 11/15/2038 (n) | | | 42,852,000 | 40,919,332 |
Madison Park Funding Ltd., 2017- 23A, “CR”, FLR, 7.581% ((SOFR - 3mo. + 0.26161%) + 2%), 7/27/2031 (n) | | | 24,271,403 | 24,169,317 |
Magnetite XXXIX Ltd. 2023-39A, “B”, FLR, 7.535% (SOFR - 3mo. + 2.15%), 10/25/2033 (n) | | | 6,000,000 | 6,001,938 |
Merrill Lynch Mortgage Investors, Inc., 3.999%, 2/25/2037 (a)(d) | | | 1,767,667 | 221,736 |
MF1 2020-FL4 Ltd., “AS”, FLR, 7.546% ((SOFR - 1mo. + 0.11448%) + 2.1%), 11/15/2035 (n) | | | 10,615,000 | 10,572,447 |
MF1 2021-FL5 Ltd., “C”, FLR, 7.146% ((SOFR - 1mo. + 0.11448%) + 1.7%), 7/15/2036 (n) | | | 10,670,500 | 10,250,082 |
MF1 2022-FL8 Ltd., “C”, FLR, 7.536% (SOFR - 30 day + 2.2%), 2/19/2037 (n) | | | 10,626,099 | 10,206,931 |
MF1 2022-FL8 Ltd., “D”, FLR, 7.987% (SOFR - 30 day + 2.65%), 2/19/2037 (n) | | | 6,141,972 | 5,785,039 |
MF1 2023-FL12 LLC, FLR, “A”, 7.401% (SOFR - 1mo. + 2.066%), 10/19/2038 (n) | | | 32,799,000 | 32,854,811 |
MF1 2024-FL14 LLC, “AS”, FLR, 7.658% (SOFR - 1mo. + 2.24%), 3/18/2039 (n) | | | 18,526,119 | 18,479,804 |
MidOcean Credit CLO, 2013-2A, “BR”, FLR, 7.231% ((SOFR - 3mo. + 0.26161%) + 1.65%), 1/29/2030 (n) | | | 31,520,702 | 31,422,641 |
Morgan Stanley Bank of America Merrill Lynch Trust, 2015-C21, “A4”, 3.338%, 3/15/2048 | | | 8,114,737 | 7,868,439 |
MSWF Commercial Mortgage Trust 2023-2, “A5”, 6.014%, 12/15/2056 | | | 16,089,120 | 17,524,105 |
Neuberger Berman CLO Ltd., 2013-15A, “CR2”, FLR, 7.426% ((SOFR - 3mo. + 0.26161%) + 1.85%), 10/15/2029 (n) | | | 5,663,303 | 5,630,631 |
Neuberger Berman CLO Ltd., 2016-21A, “CR2”, 7.629%, 4/20/2034 (n) | | | 9,973,559 | 9,975,065 |
Neuberger Berman CLO Ltd., 2017-16SA, “BR”, FLR, 6.976% ((SOFR - 3mo. + 0.26161%) + 1.4%), 4/15/2034 (n) | | | 20,000,000 | 19,980,580 |
Oaktree CLO 2019-1A Ltd., “BR”, FLR, 7.329% ((SOFR - 3mo. + 0.26161%) + 1.75%), 4/22/2030 (n) | | | 16,780,750 | 16,600,105 |
Oaktree CLO 2019-1A Ltd., “CR”, FLR, 7.929% ((SOFR - 3mo. + 0.26161%) + 2.35%), 4/22/2030 (n) | | | 22,979,914 | 22,719,115 |
OneMain Financial Issuance Trust 2022-3A, “A”, 5.94%, 5/15/2034 (n) | | | 15,058,000 | 15,163,218 |
OSD CLO, 2023-27, Ltd., “B”, FLR, 7.714% (SOFR - 3mo. + 2.4%), 4/16/2035 (n) | | | 3,000,000 | 3,010,335 |
Ownit Mortgage Loan Asset-Backed Certificates, 3.161%, 10/25/2035 | | | 456,895 | 257,083 |
PFP III 2021-7 Ltd., “C”, FLR, 7.102% ((SOFR - 1mo. + 0.11448%) + 1.65%), 4/14/2038 (n) | | | 1,030,431 | 1,004,857 |
Preferred Term Securities XIX Ltd., CDO, FLR, 5.996% ((SOFR - 3mo. + 0.26161%) + 0.35%), 12/22/2035 (n) | | | 2,151,908 | 1,958,237 |