Portfolio of Investments – as of March 31, 2026 (Unaudited)
Loomis Sayles Income Fund
Principal
Amount ()
Description
Value ()
Bonds and Notes — 85.3% of Net Assets
Non-Convertible Bonds — 84.3%
ABS Car Loan — 2.3%
$2,030,000
American Credit Acceptance Receivables Trust,
Series 2024-4, Class D, 5.340%, 8/12/2031(a)
$2,041,226
2,045,000
American Credit Acceptance Receivables Trust,
Series 2025-1, Class D, 5.540%, 8/12/2031(a)
2,062,868
3,470,000
Avis Budget Rental Car Funding AESOP LLC,
Series 2021-2A, Class C, 2.350%, 2/20/2028(a)
3,410,864
1,155,000
Avis Budget Rental Car Funding AESOP LLC,
Series 2023-3A, Class D, 7.320%, 2/20/2028(a)
1,164,009
1,320,000
Avis Budget Rental Car Funding AESOP LLC,
Series 2023-8A, Class C, 7.340%, 2/20/2030(a)
1,376,876
765,000
Avis Budget Rental Car Funding AESOP LLC,
Series 2024-1A, Class C, 6.480%, 6/20/2030(a)
784,483
7,005,000
Bridgecrest Lending Auto Securitization Trust,
Series 2024-2, Class D, 6.300%, 2/15/2030
7,171,019
1,255,000
CarMax Auto Owner Trust, Series 2022-1,
Class D, 2.470%, 7/17/2028
1,253,755
175,000
CarMax Auto Owner Trust, Series 2024-1,
Class D, 6.000%, 7/15/2030
177,269
900,000
Carvana Auto Receivables Trust,
Series 2024-N1, Class D, 6.300%, 5/10/2030(a)
917,544
2,420,000
Carvana Auto Receivables Trust,
Series 2024-N3, Class D, 5.380%, 12/10/2030(a)
2,419,421
3,391,000
Carvana Auto Receivables Trust,
Series 2024-N3, Class E, 7.660%, 4/12/2032(a)
3,381,729
2,245,000
Credit Acceptance Auto Loan Trust,
Series 2024-2A, Class C, 6.700%, 10/16/2034(a)
2,316,351
1,930,000
Credit Acceptance Auto Loan Trust,
Series 2024-3A, Class C, 5.390%, 1/16/2035(a)
1,942,262
2,000,000
Credit Acceptance Auto Loan Trust,
Series 2025-2A, Class C, 5.380%, 3/17/2036(a)
2,011,579
3,820,000
Exeter Automobile Receivables Trust,
Series 2023-2A, Class D, 6.320%, 8/15/2029
3,881,397
2,875,000
Exeter Automobile Receivables Trust,
Series 2024-5A, Class D, 5.060%, 2/18/2031
2,863,230
4,217,921
FHF Issuer Trust, Series 2025-1A, Class A2,
4.920%, 2/15/2031(a)
4,216,078
7,765,000
FHF Issuer Trust, Series 2025-2A, Class A2,
5.750%, 5/15/2030(a)
7,763,874
2,820,000
First Investors Auto Owner Trust,
Series 2022-2A, Class D, 8.710%, 10/16/2028(a)
2,882,183
2,700,000
First Investors Auto Owner Trust,
Series 2025-1A, Class D, 5.220%, 12/15/2033(a)
2,706,380
150,000
Flagship Credit Auto Trust, Series 2023-3,
Class C, 6.010%, 7/16/2029(a)
151,304
2,155,000
Ford Credit Auto Lease Trust, Series 2023-B,
Class D, 6.970%, 6/15/2028
2,156,521
2,915,000
GLS Auto Receivables Issuer Trust,
Series 2023-2A, Class D, 6.310%, 3/15/2029(a)
2,963,348
2,225,000
GLS Auto Receivables Issuer Trust,
Series 2024-2A, Class D, 6.190%, 2/15/2030(a)
2,272,999
215,000
GLS Auto Select Receivables Trust,
Series 2024-1A, Class D, 6.430%, 1/15/2031(a)
221,257
775,000
GLS Auto Select Receivables Trust,
Series 2024-2A, Class C, 5.930%, 6/17/2030(a)
793,873
375,000
GLS Auto Select Receivables Trust,
Series 2024-4A, Class D, 5.280%, 10/15/2031(a)
375,194
525,000
LAD Auto Receivables Trust, Series 2024-1A,
Class B, 5.330%, 2/15/2029(a)
529,894
Principal
Amount (‡)
Description
Value (†)
ABS Car Loan — continued
$160,000
LAD Auto Receivables Trust, Series 2024-1A,
Class D, 6.150%, 6/16/2031(a)
$163,889
450,000
LAD Auto Receivables Trust, Series 2024-3A,
Class C, 4.930%, 3/15/2030(a)
452,929
375,000
LAD Auto Receivables Trust, Series 2024-3A,
Class D, 5.180%, 2/17/2032(a)
376,050
454,698
Lendbuzz Securitization Trust, Series 2026-1A,
Class B, 5.160%, 12/16/2030(a)
452,484
572,919
Lendbuzz Securitization Trust, Series 2026-1A,
Class C, 5.740%, 9/15/2031(a)
574,483
8,375,000
Prestige Auto Receivables Trust, Series 2022-1A,
Class D, 8.080%, 8/15/2028(a)
8,438,227
3,110,000
Red Oak Funding Master Trust, Series 2025-1A,
Class A, 30 day USD SOFR Average + 2.000%,
5.673%, 12/20/2030(a)(b)
3,113,598
7,605,000
Santander Drive Auto Receivables Trust,
Series 2024-3, Class D, 5.970%, 10/15/2031
7,785,725
505,000
SBNA Auto Receivables Trust, Series 2024-A,
Class C, 5.590%, 1/15/2030(a)
511,835
310,000
SBNA Auto Receivables Trust, Series 2024-A,
Class D, 6.040%, 4/15/2030(a)
315,280
795,000
Veros Auto Receivables Trust, Series 2026-1,
Class D, 5.660%, 7/15/2031(a)
793,232
430,000
VStrong Auto Receivables Trust, Series 2024-A,
Class D, 7.290%, 7/15/2030(a)
442,294
6,320,000
Westlake Automobile Receivables Trust,
Series 2023-4A, Class D, 7.190%, 7/16/2029(a)
6,491,554
1,615,000
Westlake Automobile Receivables Trust,
Series 2024-2A, Class D, 5.910%, 4/15/2030(a)
1,647,232
 
97,767,599
ABS Credit Card — 0.8%
9,695,000
Fortiva Retail Credit Master Note Business
Trust, Series 2024-ONE, Class B,
9.700%, 11/15/2029(a)
9,759,602
6,900,000
Mercury Financial Credit Card Master Trust,
Series 2024-2A, Class A, 6.560%, 7/20/2029(a)
6,905,002
2,605,000
Mercury Financial Credit Card Master Trust,
Series 2025-1A, Class B, 6.160%, 12/22/2031(a)
2,562,356
4,875,000
Mercury Financial Credit Card Master Trust,
Series 2025-1A, Class C, 8.290%, 12/22/2031(a)
4,798,097
3,940,000
Mission Lane Credit Card Master Trust,
Series 2024-A, Class B, 6.590%, 8/15/2029(a)
3,951,138
4,730,000
Mission Lane Credit Card Master Trust,
Series 2024-B, Class A, 5.880%, 1/15/2030(a)
4,737,678
3,905,000
Mission Lane Credit Card Master Trust,
Series 2025-A, Class A, 5.800%, 5/15/2030(a)
3,926,778
 
36,640,651
ABS Home Equity — 2.4%
2,517,865
ATLX Trust, Series 2024-RPL2, Class A1,
3.850%, 4/25/2063(a)(b)
2,443,931
7,705,000
CAFL Issuer LLC, Series 2026-R1, Class A1,
6.773%, 3/25/2036(a)(b)
7,696,232
3,660,000
Cardinal Mortgage Trust, Series 2025-RTL1,
Class A1, 5.593%, 11/25/2030(a)(b)
3,665,645
2,280,000
CoreVest American Finance Ltd., Series 2021-3,
Class D, 3.469%, 10/15/2054(a)
2,049,205
2,715,000
CoreVest American Finance Trust, Series 2021-1,
Class C, 2.800%, 4/15/2053(a)
2,418,145
3,716,673
Credit Suisse Mortgage Trust, Series 2021-RPL6,
Class M2, 3.125%, 10/25/2060(a)
2,876,989
7,995,000
FirstKey Homes Trust, Series 2021-SFR1,
Class E1, 2.389%, 8/17/2038(a)
7,904,653

Principal
Amount (‡)
Description
Value (†)
ABS Home Equity — continued
$5,272,000
FirstKey Homes Trust, Series 2021-SFR2,
Class E1, 2.258%, 9/17/2038(a)
$5,201,347
3,120,000
FirstKey Homes Trust, Series 2021-SFR2,
Class E2, 2.358%, 9/17/2038(a)
3,078,079
1,191,517
Home Partners of America Trust, Series 2021-1,
Class E, 2.577%, 9/17/2041(a)
1,077,989
984
Home Partners of America Trust, Series 2021-2,
Class E2, 2.952%, 12/17/2026(a)
967
5,342,650
Legacy Mortgage Asset Trust, Series 2021-GS2,
Class A1, 5.750%, 4/25/2061(a)(b)
5,351,984
1,762,910
Legacy Mortgage Asset Trust, Series 2021-GS4,
Class A1, 5.650%, 11/25/2060(a)(b)
1,764,005
1,720,000
Mill City Mortgage Loan Trust, Series 2019-GS1,
Class M2, 3.250%, 7/25/2059(a)(b)
1,567,602
6,090,000
NYMT Loan Trust, Series 2024-BPL2, Class A1,
6.509%, 5/25/2039(a)(b)
6,115,098
2,490,465
NYMT Loan Trust, Series 2024-BPL3, Class A1,
5.268%, 9/25/2039(a)(b)
2,489,973
2,619,284
NYMT Loan Trust, Series 2024-CP1, Class A1,
3.750%, 2/25/2068(a)(b)
2,422,966
3,535,000
Progress Residential Trust, Series 2021-SFR5,
Class E1, 2.209%, 7/17/2038(a)
3,506,846
925,000
Progress Residential Trust, Series 2021-SFR5,
Class E2, 2.359%, 7/17/2038(a)
917,710
5,280,000
Progress Residential Trust, Series 2021-SFR7,
Class E1, 2.591%, 8/17/2040(a)
4,930,244
1,445,000
Progress Residential Trust, Series 2021-SFR7,
Class E2, 2.640%, 8/17/2040(a)
1,352,951
1,705,000
Progress Residential Trust, Series 2021-SFR9,
Class E1, 2.811%, 11/17/2040(a)
1,610,992
1,175,000
Progress Residential Trust, Series 2021-SFR9,
Class E2, 3.010%, 11/17/2040(a)
1,113,104
1,952,582
PRPM LLC, Series 2024-7, Class A1,
5.870%, 11/25/2029(a)(b)
1,953,293
919,840
PRPM LLC, Series 2025-2, Class A1,
6.469%, 5/25/2030(a)(b)
917,668
5,470,629
PRPM LLC, Series 2025-8, Class A1,
5.385%, 10/25/2030(a)(b)
5,445,929
3,225,798
PRPM LLC, Series 2026-1, Class A1,
5.185%, 2/25/2031(a)(b)
3,191,740
3,411,633
PRPM LLC, Series 2026-2, Class A1,
5.089%, 2/25/2031(a)(b)
3,400,790
1,004,369
Toorak Mortgage Trust, Series 2024-RRTL1,
Class A1, 6.597%, 2/25/2039(a)(b)
1,005,029
200,115
Towd Point Mortgage Trust, Series 2017-3,
Class A2, 3.000%, 7/25/2057(a)(b)
198,062
1,195,000
Towd Point Mortgage Trust, Series 2019-4,
Class M1, 3.500%, 10/25/2059(a)(b)
1,053,210
2,015,000
Tricon Residential Trust, Series 2021-SFR1,
Class E1, 2.794%, 7/17/2038(a)
1,999,028
5,360,000
Tricon Residential Trust, Series 2021-SFR1,
Class E2, 2.894%, 7/17/2038(a)
5,315,763
7,725,000
TVC Mortgage Trust, Series 2024-RRTL1,
Class A1, 5.545%, 7/25/2039(a)(b)
7,740,924
425,000
TVC Mortgage Trust, Series 2026-RRTL1,
Class A1, 4.964%, 2/25/2041(a)(b)
422,878
570,000
TVC Mortgage Trust, Series 2026-RRTL1,
Class A2, 5.315%, 2/25/2041(a)(b)
565,927
 
104,766,898
ABS Other — 5.2%
9,161,449
AASET Ltd., Series 2024-2A, Class A,
5.930%, 9/16/2049(a)
9,228,933
Principal
Amount (‡)
Description
Value (†)
ABS Other — continued
$4,480,298
ALTDE Trust, Series 2025-1A, Class A,
5.900%, 8/15/2050(a)
$4,507,007
15,290,000
Applebee's Funding LLC/IHOP Funding LLC,
Series 2025-1A, Class A2, 6.720%, 6/07/2055(a)
15,293,399
785,342
Aqua Finance Trust, Series 2019-A, Class C,
4.010%, 7/16/2040(a)
768,649
1,362,860
BHG Securitization Trust, Series 2022-A, Class B,
2.700%, 2/20/2035(a)
1,361,115
1,131,281
BHG Securitization Trust, Series 2024-1CON,
Class B, 6.490%, 4/17/2035(a)
1,158,598
469,055
BHG Securitization Trust, Series 2024-1CON,
Class C, 6.860%, 4/17/2035(a)
476,898
2,554,057
Castlelake Aircraft Securitization Trust,
Series 2018-1, Class B, 5.300%, 6/15/2043(a)
2,503,035
708,748
Castlelake Aircraft Structured Trust,
Series 2019-1A, Class A, 3.967%, 4/15/2039(a)
701,686
3,866,837
CLI Funding VIII LLC, Series 2025-R, Class A,
6.610%, 6/21/2050(a)
3,831,609
9,454,890
CLIF Holdings LLC, Series 2025-1H, Class A,
6.720%, 12/20/2050(a)
9,382,683
2,535,057
Clsec Holdings 22t LLC, Series 2021-1, Class C,
6.171%, 5/11/2037(a)
2,483,057
4,325,000
Compass Datacenters Issuer III LLC,
Series 2025-1A, Class A2, 5.656%, 2/25/2050(a)
4,346,309
860,000
Compass Datacenters Issuer III LLC,
Series 2025-1A, Class A3, 5.852%, 2/25/2050(a)
861,959
2,265,000
CyrusOne Data Centers Issuer I LLC,
Series 2024-3A, Class A2, 4.650%, 5/20/2049(a)
2,151,208
5,145,000
DataBank Issuer II LLC, Series 2025-1A,
Class A2, 5.180%, 9/27/2055(a)
4,990,714
229,137
Elara HGV Timeshare Issuer LLC, Series 2021-A,
Class C, 2.090%, 8/27/2035(a)
219,229
2,708,439
EverBright Solar Trust, Series 2024-A, Class A,
6.430%, 6/22/2054(a)
2,285,919
969,655
Foundation Finance Trust, Series 2023-2A,
Class B, 6.970%, 6/15/2049(a)
1,006,199
467,281
Foundation Finance Trust, Series 2024-2A,
Class D, 6.590%, 3/15/2050(a)
475,865
4,120,149
Foundation Finance Trust, Series 2025-1A,
Class B, 5.260%, 4/15/2050(a)
4,131,262
2,927,475
Foundation Finance Trust, Series 2025-1A,
Class D, 6.090%, 4/15/2050(a)
2,915,896
7,278,804
Global SC Finance X Ltd., Series 2025-1H,
Class A, 6.169%, 9/20/2045(a)
7,241,806
1,250,173
GoodLeap Home Improvement Solutions Trust,
Series 2024-1A, Class A, 5.350%, 10/20/2046(a)
1,260,020
176,905
Hilton Grand Vacations Trust, Series 2024-1B,
Class C, 6.620%, 9/15/2039(a)
180,294
156,369
Hilton Grand Vacations Trust, Series 2024-1B,
Class D, 8.850%, 9/15/2039(a)
160,708
388,296
HINNT LLC, Series 2024-A, Class A,
5.490%, 3/15/2043(a)
391,458
665,000
Island Finance Trust, Series 2025-1A, Class A,
6.540%, 3/19/2035(a)
669,451
1,616,482
Jack in the Box Funding LLC, Series 2019-1A,
Class A2II, 4.476%, 8/25/2049(a)
1,606,206
5,002,256
JOL Air Ltd., Series 2019-1, Class A,
3.967%, 4/15/2044(a)
4,995,252
3,665,000
Kapitus Asset Securitization IV LLC,
Series 2024-1A, Class A, 5.490%, 9/10/2031(a)
3,670,883
755,000
Kinetic ABS Issuer LLC, Series 2026-1A,
Class A2, 5.219%, 2/25/2056(a)
752,849

Principal
Amount (‡)
Description
Value (†)
ABS Other — continued
$697,877
Labrador Aviation Finance Ltd., Series 2016-1A,
Class A1, 4.300%, 1/15/2042(a)
$715,807
4,995,000
Lightpath Fiber Issuer LLC, Series 2026-1A,
Class A2, 5.597%, 3/25/2056(a)
4,981,154
4,219,092
MAPS Trust, Series 2021-1A, Class A,
2.521%, 6/15/2046(a)
4,056,181
815,000
Mariner Finance Issuance Trust,
Series 2024-AA, Class D, 6.770%, 9/22/2036(a)
828,345
420,141
Marlette Funding Trust, Series 2024-1A, Class B,
6.070%, 7/17/2034(a)
421,191
3,750,000
Marlette Funding Trust, Series 2024-1A, Class D,
6.930%, 7/17/2034(a)
3,814,627
457,969
Mosaic Solar Loan Trust, Series 2022-3A,
Class A, 6.100%, 6/20/2053(a)
447,296
3,437,311
MVW LLC, Series 2021-2A, Class C,
2.230%, 5/20/2039(a)
3,270,333
1,345,000
NFAS3 LLC, Series 2025-1, Class A,
6.351%, 5/15/2031(a)
1,350,735
2,280,000
Octane Receivables Trust, Series 2025-1A,
Class D, 5.400%, 12/22/2031(a)
2,270,505
5,485,000
OneMain Financial Issuance Trust,
Series 2021-1A, Class D, 2.470%, 6/16/2036(a)
5,160,064
2,872,111
OWN Equipment Fund II LLC, Series 2025-1M,
Class A, 5.480%, 9/26/2033(a)
2,867,919
6,499,099
OWN Equipment Fund III LLC, Series 2025-2M,
Class A, 5.420%, 3/27/2034(a)
6,473,931
1,330,962
PK ALIFT Loan Funding 3 LP, Series 2024-1,
Class A1, 5.842%, 9/15/2039(a)
1,353,476
2,985,000
Planet Fitness Master Issuer LLC,
Series 2025-1A, Class A2I, 5.274%, 12/06/2055(a)
2,983,928
2,790,000
QTS Issuer ABS II LLC, Series 2025-1A, Class B,
5.778%, 10/05/2055(a)
2,698,622
675,000
QTS Issuer ABS II LLC, Series 2026-1A, Class B,
6.729%, 1/05/2056(a)
668,053
1,790,000
Regional Management Issuance Trust,
Series 2025-2, Class D, 6.010%, 11/16/2037(a)
1,761,550
3,270,000
Republic Finance Issuance Trust, Series 2024-A,
Class A, 5.910%, 8/20/2032(a)
3,282,229
1,115,000
Republic Finance Issuance Trust, Series 2024-B,
Class A, 5.420%, 11/20/2037(a)
1,126,001
3,290,000
Republic Finance Issuance Trust, Series 2024-B,
Class C, 6.600%, 11/20/2037(a)
3,344,012
705,000
SCF Equipment Leasing LLC, Series 2024-1A,
Class C, 5.820%, 9/20/2032(a)
721,738
700,000
SCF Equipment Leasing LLC, Series 2024-1A,
Class D, 6.580%, 6/21/2033(a)
726,661
1,755,000
SCF Equipment Leasing LLC, Series 2025-2A,
Class E, 6.210%, 6/20/2036(a)
1,762,088
5,335,000
SEB Funding LLC, Series 2024-1A, Class A2,
7.386%, 4/30/2054(a)
5,429,798
10,950,000
SF ABS Issuer LLC, Series 2025-1A, Class A2,
5.377%, 11/25/2055(a)
10,715,385
5,665,000
Shentel Issuer LLC, Series 2025-1A, Class A2,
5.640%, 12/20/2055(a)
5,707,859
727,321
Shenton Aircraft Investment I Ltd.,
Series 2015-1A, Class A, 4.750%, 10/15/2042(a)
727,321
690,542
Sierra Timeshare Receivables Funding LLC,
Series 2025-3A, Class C, 4.980%, 8/22/2044(a)
683,847
534,121
Sierra Timeshare Receivables Funding LLC,
Series 2025-3A, Class D, 6.540%, 8/22/2044(a)
531,748
6,125,000
Sprite Ltd., Series 2026-1, Class C,
9.413%, 3/15/2041(a)
6,060,765
Principal
Amount (‡)
Description
Value (†)
ABS Other — continued
$370,303
Stream Innovations Issuer Trust, Series 2024-1A,
Class A, 6.270%, 7/15/2044(a)
$381,181
2,051,043
Stream Innovations Issuer Trust, Series 2024-2A,
Class A, 5.210%, 2/15/2045(a)
2,064,163
686,156
Sunnova Helios II Issuer LLC, Series 2019-AA,
Class A, 3.750%, 6/20/2046(a)
628,666
1,860,844
Sunnova Helios V Issuer LLC, Series 2021-A,
Class B, 3.150%, 2/20/2048(a)
950,181
5,357,172
Sunnova Helios XIII Issuer LLC, Series 2024-A,
Class A, 5.300%, 2/20/2051(a)
4,594,515
1,897,553
Sunrun Atlas Issuer LLC, Series 2019-2, Class A,
3.610%, 2/01/2055(a)
1,830,573
648,889
Sunrun Demeter Issuer LLC, Series 2021-2A,
Class A, 2.270%, 1/30/2057(a)
588,962
1,648,985
Thrust Engine Leasing DAC, Series 2021-1A,
Class A, 4.163%, 7/15/2040(a)
1,630,897
6,630,866
TMCL VII Holdings Ltd., Series 2025-1H, Class A,
6.430%, 7/23/2050(a)
6,621,693
10,240,000
Trafigura Securitisation Finance PLC,
Series 2024-1A, Class A1, 1 day USD SOFR +
1.400%, 5.041%, 11/15/2027(a)(b)
10,235,730
1,675,000
Trafigura Securitisation Finance PLC,
Series 2024-1A, Class B, 7.290%, 11/15/2027(a)
1,675,114
2,678,160
Vivint Solar Financing V LLC, Series 2018-1A,
Class A, 4.730%, 4/30/2048(a)
2,602,833
2,455,584
Volofin Finance DAC, Series 2024-1A, Class A,
5.935%, 6/15/2037(a)
2,473,438
3,295,166
Willis Engine Structured Trust VI, Series 2021-A,
Class A, 3.104%, 5/15/2046(a)
3,103,520
547,360
Willis Engine Structured Trust VII, Series 2023-A,
Class A, 8.000%, 10/15/2048(a)
558,073
 
222,892,864
ABS Residential Mortgage — 1.7%
4,386,956
GITSIT Mortgage Loan Trust, Series 2025-NPL1,
Class A1, 6.276%, 2/25/2055(a)(b)
4,389,733
6,369,301
GITSIT Mortgage Loan Trust, Series 2025-NPL2,
Class A1, 5.425%, 12/25/2055(a)(b)
6,335,003
3,919,724
MFA Trust, Series 2024-NPL1, Class A1,
6.330%, 9/25/2054(a)(b)
3,924,557
3,146,792
Pretium Mortgage Credit Partners LLC,
Series 2025-NPL3, Class A1,
6.708%, 4/25/2055(a)(b)
3,149,775
2,791,491
Pretium Mortgage Credit Partners LLC,
Series 2025-NPL6, Class A1,
5.744%, 6/25/2055(a)(b)
2,795,786
7,308,433
Pretium Mortgage Credit Partners LLC,
Series 2025-NPL8, Class A1,
5.732%, 8/25/2055(a)(b)
7,323,859
828,362
Pretium Mortgage Credit Partners LLC,
Series 2026-NPL1, Class A1,
5.180%, 1/25/2056(a)(b)
821,652
4,187,149
Pretium Mortgage Credit Partners LLC,
Series 2026-NPL2, Class A1,
5.151%, 2/25/2056(a)(b)
4,154,195
4,350,000
Pretium Mortgage Credit Partners LLC,
Series 2026-NPL4, Class A1,
5.510%, 4/25/2056(a)(b)
4,350,218
8,111,137
RCO IX Mortgage LLC, Series 2025-2, Class A1,
6.513%, 4/25/2030(a)(b)
8,122,028
7,973,206
RCO IX Mortgage LLC, Series 2025-4, Class A1,
5.310%, 10/25/2030(a)(b)
7,966,972

Principal
Amount (‡)
Description
Value (†)
ABS Residential Mortgage — continued
$3,692,890
RCO VIII Mortgage LLC, Series 2025-3, Class A1,
6.435%, 5/25/2030(a)(b)
$3,696,686
6,625,000
RCO X Mortgage LLC, Series 2026-1, Class A1,
5.536%, 3/25/2031(a)(b)
6,625,404
5,557,556
VCAT LLC, Series 2025-NPL3, Class A1,
5.889%, 2/25/2055(a)(b)
5,564,449
2,829,552
VCAT LLC, Series 2026-NPL1, Class A1,
5.101%, 1/25/2056(a)(b)
2,813,724
 
72,034,041
ABS Student Loan — 0.7%
1,504,130
Ascent Education Funding Trust, Series 2024-A,
Class A, 6.140%, 10/25/2050(a)
1,534,626
905,000
College Ave Student Loans LLC, Series 2024-B,
Class B, 6.080%, 8/25/2054(a)
920,695
1,374,284
College Avenue Student Loans LLC,
Series 2021-C, Class D, 4.110%, 7/26/2055(a)
1,292,110
438,511
ELFI Graduate Loan Program LLC, Series 2021-A,
Class B, 2.090%, 12/26/2046(a)(b)
359,810
2,565,000
Navient Private Education Refi Loan Trust,
Series 2021-EA, Class B, 2.030%, 12/16/2069(a)
1,857,804
5,895,000
Navient Private Education Refi Loan Trust,
Series 2021-FA, Class B, 2.120%, 2/18/2070(a)
4,203,294
3,250,000
Nelnet Student Loan Trust, Series 2021-A,
Class B2, 2.850%, 4/20/2062(a)
2,940,724
2,345,000
Nelnet Student Loan Trust, Series 2021-BA,
Class B, 2.680%, 4/20/2062(a)
2,111,935
2,120,000
Nelnet Student Loan Trust, Series 2021-DA,
Class C, 3.500%, 4/20/2062(a)
1,857,445
863,000
Nelnet Student Loan Trust, Series 2021-DA,
Class D, 4.380%, 4/20/2062(a)
756,520
5,735,000
SMB Private Education Loan Trust,
Series 2021-B, Class B, 2.650%, 7/17/2051(a)
5,164,380
7,070,000
SMB Private Education Loan Trust,
Series 2021-E, Class B, 2.490%, 2/15/2051(a)
6,260,240
 
29,259,583
ABS Whole Business — 0.4%
9,470,000
Applebee's Funding LLC/IHOP Funding LLC,
Series 2023-1A, Class A2, 7.824%, 3/05/2053(a)
9,546,388
399,438
EWC Master Issuer LLC, Series 2022-1A,
Class A2, 5.500%, 3/15/2052(a)
396,355
2,130,950
FOCUS Brands Funding, Series 2023-2, Class A2,
8.241%, 10/30/2053(a)
2,230,711
3,393,750
Planet Fitness Master Issuer LLC,
Series 2019-1A, Class A2, 3.858%, 12/05/2049(a)
3,231,856
768,000
Planet Fitness Master Issuer LLC,
Series 2022-1A, Class A2II, 4.008%, 12/05/2051(a)
716,585
 
16,121,895
Aerospace & Defense — 1.4%
1,750,000
Axon Enterprise, Inc., 6.125%, 3/15/2030(a)
1,778,955
935,000
Axon Enterprise, Inc., 6.250%, 3/15/2033(a)
954,397
28,038,000
Boeing Co., 5.805%, 5/01/2050
27,105,075
555,000
Boeing Co., 5.930%, 5/01/2060
532,738
2,960,000
Boeing Co., 6.528%, 5/01/2034
3,224,454
18,119,000
Boeing Co., 6.858%, 5/01/2054
19,941,316
3,805,000
Boeing Co., 7.008%, 5/01/2064
4,206,504
1,783,000
Honeywell Aerospace, Inc., 4.950%, 3/16/2036(a)
1,769,098
97,000
TransDigm, Inc., 6.000%, 1/15/2033(a)
96,946
93,000
TransDigm, Inc., 6.875%, 12/15/2030(a)
95,292
 
59,704,775
Principal
Amount (‡)
Description
Value (†)
Agency Commercial Mortgage-Backed Securities — 0.0%
$2,290,000
Arixa Mortgage Trust, Series 2025-RTL1,
Class A1, 5.735%, 8/25/2030(a)(b)
$2,295,882
Apartment REITs — 0.0%
2,725,000
Invitation Homes Operating Partnership LP,
4.875%, 2/01/2035,
2,600,431
Automotive — 0.3%
3,345,000
ZF North America Capital, Inc.,
6.750%, 4/23/2030(a)
3,235,894
3,455,000
ZF North America Capital, Inc.,
6.875%, 4/14/2028(a)
3,490,276
5,090,000
ZF North America Capital, Inc.,
6.875%, 4/23/2032(a)
4,836,024
3,490,000
ZF North America Capital, Inc.,
7.125%, 4/14/2030(a)
3,444,944
 
15,007,138
Banking — 3.8%
2,930,000
CaixaBank SA, (fixed rate to 7/03/2035, variable
rate thereafter), 5.581%, 7/03/2036(a)
2,946,670
4,575,000
Capital One Financial Corp., (fixed rate to
9/11/2035, variable rate thereafter),
5.197%, 9/11/2036
4,435,139
2,401,000
Goldman Sachs Group, Inc., (fixed rate to
1/21/2036, variable rate thereafter),
5.065%, 1/21/2037
2,347,391
4,943,000
Goldman Sachs Group, Inc., (fixed rate to
2/02/2036, variable rate thereafter),
5.387%, 2/02/2041
4,775,683
16,035,000
JPMorgan Chase & Co., Series OO, (fixed rate to
4/01/2030, variable rate thereafter), 6.500%(c)
16,454,075
551,000
Morgan Stanley, (fixed rate to 1/18/2034,
variable rate thereafter), 5.466%, 1/18/2035
560,105
20,193,000
Morgan Stanley, (fixed rate to 1/18/2036,
variable rate thereafter), 5.314%, 1/18/2041
19,492,757
30,734,000
Morgan Stanley, (fixed rate to 1/19/2033,
variable rate thereafter), 5.948%, 1/19/2038
31,484,258
2,533,000
Morgan Stanley, (fixed rate to 11/01/2033,
variable rate thereafter), 6.627%, 11/01/2034
2,756,233
10,510,000
Societe Generale SA, (fixed rate to 10/03/2035,
variable rate thereafter), 5.439%, 10/03/2036(a)
10,282,885
92,000
Synchrony Financial, 7.250%, 2/02/2033
93,967
497,000
Synchrony Financial, (fixed rate to 2/25/2031,
variable rate thereafter), 4.947%, 2/25/2032
482,340
2,795,000
Synchrony Financial, (fixed rate to 3/06/2030,
variable rate thereafter), 5.450%, 3/06/2031
2,792,686
752,000
Synchrony Financial, (fixed rate to 7/29/2035,
variable rate thereafter), 6.000%, 7/29/2036
741,715
6,436,000
Synchrony Financial, (fixed rate to 8/02/2029,
variable rate thereafter), 5.935%, 8/02/2030
6,539,265
8,805,000
UBS Group AG, (fixed rate to 2/08/2034, variable
rate thereafter), 5.699%, 2/08/2035(a)
9,026,157
510,000
UBS Group AG, (fixed rate to 5/14/2031, variable
rate thereafter), 3.091%, 5/14/2032(a)
467,709
7,185,000
UBS Group AG, (fixed rate to 8/05/2030, variable
rate thereafter), 6.600%(a)(c)
7,012,807
22,400,000
UniCredit SpA, (fixed rate to 6/30/2030, variable
rate thereafter), 5.459%, 6/30/2035(a)
22,359,641
5,442,000
Wells Fargo & Co., (fixed rate to 1/23/2036,
variable rate thereafter), 4.960%, 1/23/2037
5,301,281
12,410,000
Wells Fargo & Co., (fixed rate to 9/15/2035,
variable rate thereafter), 4.892%, 9/15/2036
12,073,769
 
162,426,533

Principal
Amount (‡)
Description
Value (†)
Brokerage — 1.0%
$5,235,000
BGC Group, Inc., 6.150%, 4/02/2030
$5,324,485
5,315,000
Blue Owl Finance LLC, 6.250%, 4/18/2034
5,109,744
2,275,000
Citadel LP, 6.000%, 1/23/2030(a)
2,341,994
1,725,000
Citadel LP, 6.375%, 1/23/2032(a)
1,787,860
6,584,000
Jane Street Group/JSG Finance, Inc.,
6.750%, 5/01/2033(a)
6,679,915
95,000
Jane Street Group/JSG Finance, Inc.,
7.125%, 4/30/2031(a)
97,656
11,745,000
Jefferies Financial Group, Inc., 6.200%, 4/14/2034
11,977,691
5,731,000
Jefferies Financial Group, Inc., 6.250%, 1/15/2036
5,809,526
4,650,000
Osaic Holdings, Inc., 6.750%, 8/01/2032(a)
4,650,581
 
43,779,452
Building Materials — 2.1%
3,325,000
Amrize Finance U.S. LLC, 5.400%, 4/07/2035
3,381,156
23,309,000
Cemex SAB de CV, 3.875%, 7/11/2031(a)
21,758,283
15,360,000
Cemex SAB de CV, (fixed rate to 6/08/2026,
variable rate thereafter), 5.125%(a)(c)
15,296,113
12,380,000
CRH America Finance, Inc., 5.000%, 2/09/2036
12,153,675
9,349,000
Eagle Materials, Inc., 5.000%, 3/15/2036
8,951,723
5,495,000
JH North America Holdings, Inc.,
5.875%, 1/31/2031(a)
5,449,342
7,820,000
JH North America Holdings, Inc.,
6.125%, 7/31/2032(a)
7,788,836
14,080,000
Quikrete Holdings, Inc., 6.375%, 3/01/2032(a)
14,277,162
 
89,056,290
Cable Satellite — 4.1%
264,000
CCO Holdings LLC/CCO Holdings Capital Corp.,
5.000%, 2/01/2028(a)
261,833
18,325,000
Charter Communications Operating LLC/Charter
Communications Operating Capital,
3.950%, 6/30/2062
10,767,025
2,105,000
Charter Communications Operating LLC/Charter
Communications Operating Capital,
6.384%, 10/23/2035
2,137,593
4,875,000
Charter Communications Operating LLC/Charter
Communications Operating Capital,
6.550%, 6/01/2034
5,061,000
2,430,000
Charter Communications Operating LLC/Charter
Communications Operating Capital,
6.650%, 2/01/2034
2,534,818
950,000
CSC Holdings LLC, 4.125%, 12/01/2030(a)
570,084
815,000
CSC Holdings LLC, 4.500%, 11/15/2031(a)
483,221
46,092,000
CSC Holdings LLC, 4.625%, 12/01/2030(a)
16,264,364
1,665,000
CSC Holdings LLC, 5.000%, 11/15/2031(a)
600,288
19,355,000
CSC Holdings LLC, 5.375%, 2/01/2028(a)
14,314,013
1,390,000
CSC Holdings LLC, 5.750%, 1/15/2030(a)
527,618
6,213,000
Directv Financing LLC, 8.875%, 2/01/2030(a)
6,199,178
100,000
Directv Financing LLC, 8.875%, 2/01/2030(a)
99,534
6,437,000
Directv Financing LLC/Directv Financing
Co-Obligor, Inc., 10.000%, 2/15/2031(a)
6,571,078
26,600,000
DISH DBS Corp., 5.250%, 12/01/2026(a)
26,371,861
10,570,000
DISH DBS Corp., 5.750%, 12/01/2028(a)
10,223,225
14,719,000
DISH DBS Corp., 7.750%, 7/01/2026
14,647,940
41,025,000
EchoStar Corp., 10.750%, 11/30/2029
44,317,288
12,146,821
EchoStar Corp., 6.750% PIK and/or 6.750% Cash,
11/30/2030(d)
12,265,350
970,000
Time Warner Cable LLC, 6.550%, 5/01/2037
977,950
 
175,195,261
Chemicals — 0.2%
4,917,000
ARC Falcon I, Inc./Arclin USA LLC/New Arclin
U.S. Holding Corp., 9.750%, 3/01/2033(a)
4,729,613
Principal
Amount (‡)
Description
Value (†)
Chemicals — continued
$147,000
Ashland, Inc., 3.375%, 9/01/2031(a)
$131,997
1,106,000
Chemours Co., 5.750%, 11/15/2028(a)
1,095,077
4,780,000
Solstice Advanced Materials, Inc.,
5.625%, 9/30/2033(a)
4,713,282
 
10,669,969
Construction Machinery — 0.5%
106,000
United Rentals North America, Inc.,
3.750%, 1/15/2032
97,147
104,000
United Rentals North America, Inc.,
3.875%, 2/15/2031
97,767
8,856,000
United Rentals North America, Inc.,
5.375%, 11/15/2033(a)
8,611,394
11,225,000
United Rentals North America, Inc.,
6.125%, 3/15/2034(a)
11,366,289
 
20,172,597
Consumer Cyclical Services — 0.4%
10,513,000
Expedia Group, Inc., 5.400%, 2/15/2035
10,429,591
5,725,000
TriNet Group, Inc., 3.500%, 3/01/2029(a)
5,189,615
63,000
TriNet Group, Inc., 7.125%, 8/15/2031(a)
61,135
 
15,680,341
Diversified Manufacturing — 0.1%
2,880,000
Esab Corp., 5.625%, 4/01/2031(a)
2,900,189
96,000
Esab Corp., 6.250%, 4/15/2029(a)
97,430
 
2,997,619
Electric — 1.0%
26,239,493
Alta Wind Holdings LLC, 7.000%, 6/30/2035(a)
24,891,366
7,160,000
Duke Energy Corp., 5.450%, 6/15/2034
7,318,526
2,250,000
Southern Power Co., Series B,
4.900%, 10/01/2035
2,175,968
2,183,000
Vistra Operations Co. LLC, 4.700%, 1/31/2031(a)
2,147,852
1,480,000
Vistra Operations Co. LLC, 5.250%, 10/15/2035(a)
1,437,260
3,096,000
Vistra Operations Co. LLC, 5.350%, 1/31/2036(a)
3,028,487
1,895,000
Vistra Operations Co. LLC, 5.700%, 12/30/2034(a)
1,906,395
132,000
VoltaGrid LLC, 7.375%, 11/01/2030(a)
136,331
 
43,042,185
Environmental — 0.2%
5,628,000
Clean Harbors, Inc., 5.750%, 10/15/2033(a)
5,614,215
44,000
Clean Harbors, Inc., 6.375%, 2/01/2031(a)
44,685
3,347,000
GFL Environmental Holdings U.S., Inc.,
5.500%, 2/01/2034(a)
3,282,724
100,000
GFL Environmental, Inc., 4.375%, 8/15/2029(a)
97,292
93,000
GFL Environmental, Inc., 6.750%, 1/15/2031(a)
96,239
 
9,135,155
Finance Companies — 3.4%
14,055,000
AerCap Ireland Capital DAC/AerCap Global
Aviation Trust, 4.950%, 9/10/2034
13,660,373
17,886,000
AerCap Ireland Capital DAC/AerCap Global
Aviation Trust, 5.375%, 12/15/2031
18,167,619
2,060,000
AGFC Capital Trust I, 3 mo. USD SOFR + 2.012%,
5.684%, 1/15/2067(a)(b)
1,253,901
17,166,000
Air Lease Corp., Series B, (fixed rate to
6/15/2026, variable rate thereafter), 4.650%(c)
17,056,938
6,235,000
Aircastle Ltd./Aircastle Ireland DAC,
5.750%, 10/01/2031(a)
6,384,130
317,000
Aviation Capital Group LLC, 4.250%, 4/30/2029(a)
312,379
375,000
Aviation Capital Group LLC,
4.800%, 10/24/2030(a)
370,669
419,000
Aviation Capital Group LLC, 4.875%, 1/28/2033(a)
404,339
6,740,000
Aviation Capital Group LLC, 6.250%, 4/15/2028(a)
6,932,966

Principal
Amount (‡)
Description
Value (†)
Finance Companies — continued
$13,520,000
Aviation Capital Group LLC,
6.750%, 10/25/2028(a)
$14,146,683
3,484,000
Avolon Holdings Funding Ltd.,
4.700%, 1/30/2031(a)
3,413,956
3,162,000
Avolon Holdings Funding Ltd.,
4.850%, 4/01/2033(a)
3,029,086
3,160,000
Avolon Holdings Funding Ltd.,
5.375%, 5/30/2030(a)
3,194,455
62,000
Azorra Finance Ltd., 7.250%, 1/15/2031(a)
62,601
63,000
Azorra Finance Ltd., 7.750%, 4/15/2030(a)
64,888
3,880,000
Freedom Mortgage Holdings LLC,
7.875%, 4/01/2033(a)
3,637,784
666,000
Freedom Mortgage Holdings LLC,
8.375%, 4/01/2032(a)
655,140
1,221,000
Freedom Mortgage Holdings LLC,
9.125%, 5/15/2031(a)
1,241,146
123,000
Freedom Mortgage Holdings LLC,
9.250%, 2/01/2029(a)
124,672
129,000
GGAM Finance Ltd., 5.875%, 3/15/2030(a)
128,529
1,765,000
Macquarie Airfinance Holdings Ltd.,
5.150%, 3/17/2030(a)
1,755,972
650,000
Macquarie Airfinance Holdings Ltd.,
6.400%, 3/26/2029(a)
673,479
1,390,000
Macquarie Airfinance Holdings Ltd.,
6.500%, 3/26/2031(a)
1,455,528
9,529,000
Rocket Mortgage LLC/Rocket Mortgage
Co-Issuer, Inc., 3.625%, 3/01/2029(a)
9,023,890
28,741,000
Rocket Mortgage LLC/Rocket Mortgage
Co-Issuer, Inc., 3.875%, 3/01/2031(a)
26,521,565
8,134,000
Rocket Mortgage LLC/Rocket Mortgage
Co-Issuer, Inc., 4.000%, 10/15/2033(a)
7,291,049
4,694,000
Takeoff Merger Sub, Inc., 4.850%, 3/24/2031(a)
4,635,300
 
145,599,037
Food & Beverage — 0.9%
9,610,000
JBS NV/JBS USA Foods Group Holdings,
Inc./JBS USA Food Co. Holdings,
5.500%, 1/15/2036
9,614,421
5,442,000
JBS NV/JBS USA Foods Group Holdings,
Inc./JBS USA Food Co. Holdings,
5.625%, 3/10/2037(a)
5,459,033
4,060,000
JBS NV/JBS USA Foods Group Holdings,
Inc./JBS USA Food Co. Holdings,
5.950%, 4/20/2035
4,214,539
1,380,000
JBS NV/JBS USA Foods Group Holdings,
Inc./JBS USA Food Co. Holdings,
6.750%, 3/15/2034
1,517,792
68,000
Lamb Weston Holdings, Inc.,
4.125%, 1/31/2030(a)
64,739
69,000
Lamb Weston Holdings, Inc.,
4.375%, 1/31/2032(a)
64,098
67,000
Performance Food Group, Inc.,
4.250%, 8/01/2029(a)
64,358
14,000
Pilgrim's Pride Corp., 3.500%, 3/01/2032
12,708
995,000
Pilgrim's Pride Corp., 4.250%, 4/15/2031
950,440
15,455,000
Pilgrim's Pride Corp., 6.250%, 7/01/2033
16,184,167
239,000
Pilgrim's Pride Corp., 6.875%, 5/15/2034
258,016
3,135,000
Post Holdings, Inc., 4.500%, 9/15/2031(a)
2,914,959
103,000
Post Holdings, Inc., 4.625%, 4/15/2030(a)
98,880
 
41,418,150
Principal
Amount (‡)
Description
Value (†)
Gaming — 0.1%
$5,055,000
GLP Capital LP/GLP Financing II, Inc.,
5.625%, 9/15/2034
$4,976,093
415,000
Light & Wonder International, Inc.,
7.250%, 11/15/2029(a)
423,051
 
5,399,144
Health Insurance — 0.3%
73,000
Molina Healthcare, Inc., 3.875%, 11/15/2030(a)
65,264
6,545,000
Molina Healthcare, Inc., 3.875%, 5/15/2032(a)
5,685,127
66,000
Molina Healthcare, Inc., 6.250%, 1/15/2033(a)
63,993
8,187,000
Molina Healthcare, Inc., 6.500%, 2/15/2031(a)
8,048,683
 
13,863,067
Healthcare — 0.5%
139,000
Avantor Funding, Inc., 3.875%, 11/01/2029(a)
130,409
135,000
Bausch & Lomb Corp., 8.375%, 10/01/2028(a)
139,387
830,000
HCA, Inc., 4.900%, 11/15/2035
802,452
2,635,000
HCA, Inc., 5.450%, 9/15/2034
2,659,662
5,836,000
HCA, Inc., 5.500%, 6/01/2033
5,952,384
11,355,000
HCA, Inc., 5.600%, 4/01/2034
11,596,211
93,000
Radiology Partners, Inc., 8.500%, 7/15/2032(a)
94,290
 
21,374,795
Home Construction — 0.6%
3,265,000
DR Horton, Inc., 5.500%, 10/15/2035
3,313,079
15,560,000
Meritage Homes Corp., 5.650%, 3/15/2035
15,543,034
131,000
Taylor Morrison Communities, Inc.,
5.125%, 8/01/2030(a)
129,501
6,395,000
Taylor Morrison Communities, Inc.,
5.750%, 11/15/2032(a)
6,400,596
 
25,386,210
Independent Energy — 2.5%
4,170,000
Aker BP ASA, 5.125%, 10/01/2034(a)
4,080,901
6,770,000
Aker BP ASA, 6.000%, 6/13/2033(a)
7,052,274
10,585,000
Canadian Natural Resources Ltd.,
5.400%, 12/15/2034
10,707,712
6,046,000
Chord Energy Corp., 6.000%, 10/01/2030(a)
6,126,231
548,000
Chord Energy Corp., 6.750%, 3/15/2033(a)
565,778
41,847,000
Continental Resources, Inc., 5.750%, 1/15/2031(a)
42,648,814
69,000
Crescent Energy Finance LLC,
7.375%, 1/15/2033(a)
68,983
2,190,000
Energean Israel Finance Ltd., 5.375%, 3/30/2028
2,102,542
12,510,000
Energean Israel Finance Ltd., 5.875%, 3/30/2031
11,620,596
353,000
Matador Resources Co., 6.500%, 4/15/2032(a)
356,844
27,050,000
Sanchez Energy Corp., 6.125%, 1/15/2023(e)
2,705
12,420,000
Sanchez Energy Corp., 7.750%, 6/15/2021(e)
1,242
4,621,000
SM Energy Co., 6.750%, 8/01/2029(a)
4,690,994
47,000
SM Energy Co., 7.000%, 8/01/2032(a)
47,991
2,475,000
SM Energy Co., 8.375%, 7/01/2028(a)
2,543,120
2,020,000
SM Energy Co., 8.625%, 11/01/2030(a)
2,131,274
93,000
SM Energy Co., 8.750%, 7/01/2031(a)
97,212
14,872,000
Viper Energy Partners LLC, 5.700%, 8/01/2035
14,988,150
 
109,833,363
Industrial Other — 0.2%
187,000
Arcosa, Inc., 6.875%, 8/15/2032(a)
191,608
4,286,000
Jacobs Solutions, Inc., 5.375%, 3/03/2036
4,179,915
3,544,000
TopBuild Corp., 5.625%, 1/31/2034(a)
3,468,767
 
7,840,290
Leisure — 1.7%
10,875,000
Carnival Corp., 5.750%, 3/15/2030(a)
10,961,261
5,430,000
Carnival Corp., 5.750%, 8/01/2032(a)
5,428,234
9,775,000
Carnival Corp., 6.125%, 2/15/2033(a)
9,872,994

Principal
Amount (‡)
Description
Value (†)
Leisure — continued
$3,919,000
Kingpin Intermediate Holdings LLC,
7.250%, 10/15/2032(a)
$3,462,730
2,280,000
NCL Corp. Ltd., 6.750%, 2/01/2032(a)
2,262,701
3,695,000
NCL Finance Ltd., 6.125%, 3/15/2028(a)
3,726,747
5,792,000
Royal Caribbean Cruises Ltd., 5.250%, 2/27/2038
5,510,017
6,202,000
Royal Caribbean Cruises Ltd., 5.375%, 1/15/2036
6,093,138
11,095,000
Royal Caribbean Cruises Ltd.,
6.000%, 2/01/2033(a)
11,205,851
14,228,000
Viking Cruises Ltd., 5.875%, 10/15/2033(a)
14,047,473
 
72,571,146
Life Insurance — 3.4%
130,000
APH Somerset Investor 2 LLC/APH2 Somerset
Investor 2 LLC/APH3 Somerset Investor 2 LLC,
7.875%, 11/01/2029(a)
117,555
7,501,000
Brighthouse Financial, Inc., 3.850%, 12/22/2051
4,169,496
2,030,000
MetLife, Inc., 9.250%, 4/08/2068(a)
2,380,025
10,175,000
MetLife, Inc., 10.750%, 8/01/2069
13,187,706
57,985,000
Mutual of Omaha Insurance Co.,
6.800%, 6/15/2036(a)
63,154,323
38,476,000
National Life Insurance Co.,
10.500%, 9/15/2039(a)
50,019,569
12,950,000
NLV Financial Corp., 7.500%, 8/15/2033(a)
13,911,149
 
146,939,823
Lodging — 1.1%
2,010,000
Choice Hotels International, Inc.,
5.850%, 8/01/2034
2,027,135
107,000
Hilton Domestic Operating Co., Inc.,
3.625%, 2/15/2032(a)
97,228
2,957,000
Hilton Domestic Operating Co., Inc.,
5.500%, 3/31/2034(a)
2,888,921
96,000
Hilton Domestic Operating Co., Inc.,
6.125%, 4/01/2032(a)
97,440
2,324,000
Hilton Grand Vacations Borrower LLC/Hilton
Grand Vacations Borrower, Inc.,
6.625%, 1/15/2032(a)
2,295,442
5,240,000
Marriott International, Inc., 5.300%, 5/15/2034
5,288,729
9,975,000
Marriott International, Inc., 5.500%, 4/15/2037
9,931,340
3,489,000
Marriott Ownership Resorts, Inc.,
4.500%, 6/15/2029(a)
3,308,051
135,000
Marriott Ownership Resorts, Inc.,
4.750%, 1/15/2028
132,877
10,440,000
Travel & Leisure Co., 4.500%, 12/01/2029(a)
9,983,133
10,574,000
Travel & Leisure Co., 4.625%, 3/01/2030(a)
10,088,539
 
46,138,835
Media Entertainment — 2.1%
4,705,000
AppLovin Corp., 5.125%, 12/01/2029
4,732,300
2,765,000
AppLovin Corp., 5.375%, 12/01/2031
2,792,130
13,775,000
AppLovin Corp., 5.500%, 12/01/2034
13,660,956
30,405,000
Beignet Investor LLC, 6.581%, 5/30/2049(a)
31,261,088
587,000
Discovery Communications LLC,
3.625%, 5/15/2030
545,749
2,220,000
Discovery Communications LLC,
6.350%, 6/01/2040
1,626,860
11,764,000
Discovery Global Holdings, Inc.,
4.279%, 3/15/2032
10,411,140
13,275,000
Meta Platforms, Inc., 5.625%, 11/15/2055
12,443,857
2,242,000
OAK-Eagle Acquireco, Inc., 7.250%, 7/01/2033(a)
2,322,924
2,231,000
Paramount Global, 4.200%, 5/19/2032
1,912,578
4,249,000
Paramount Global, 4.950%, 1/15/2031
3,935,905
3,785,000
Paramount Global, 7.875%, 7/30/2030
3,951,257
 
89,596,744
Principal
Amount (‡)
Description
Value (†)
Metals & Mining — 1.7%
$2,018,000
Anglo American Capital PLC,
5.250%, 3/19/2036(a)
$1,973,162
131,000
Carpenter Technology Corp.,
5.625%, 3/01/2034(a)
129,794
2,872,000
Commercial Metals Co., 5.750%, 11/15/2033(a)
2,841,805
4,019,000
Commercial Metals Co., 6.000%, 12/15/2035(a)
3,962,113
137,000
Fortescue Treasury Pty. Ltd.,
4.375%, 4/01/2031(a)
129,444
1,670,000
Glencore Funding LLC, 5.673%, 4/01/2035(a)
1,706,063
50,525,000
Glencore Funding LLC, 6.500%, 10/06/2033(a)
54,672,312
242,000
Mineral Resources Ltd., 8.000%, 11/01/2027(a)
245,090
728,000
Mineral Resources Ltd., 9.250%, 10/01/2028(a)
754,297
5,290,000
Steel Dynamics, Inc., 5.250%, 5/15/2035
5,292,267
2,040,000
Steel Dynamics, Inc., 5.375%, 8/15/2034
2,058,621
 
73,764,968
Midstream — 2.2%
7,820,000
Cheniere Energy Partners LP, 5.950%, 6/30/2033
8,197,791
250,000
CQP Holdco LP/BIP-V Chinook Holdco LLC,
5.500%, 6/15/2031(a)
243,811
250,000
CQP Holdco LP/BIP-V Chinook Holdco LLC,
7.500%, 12/15/2033(a)
262,366
9,050,000
DCP Midstream Operating LP,
6.450%, 11/03/2036(a)
9,582,774
7,341,000
Energy Transfer LP, 5.600%, 9/01/2034
7,481,688
4,785,000
Energy Transfer LP, 5.700%, 4/01/2035
4,914,342
124,000
Energy Transfer LP, (fixed rate to 2/15/2029,
variable rate thereafter), 8.000%, 5/15/2054
129,877
3,745,000
Hess Midstream Operations LP,
4.250%, 2/15/2030(a)
3,598,710
205,000
NGPL PipeCo LLC, 7.768%, 12/15/2037(a)
237,380
311,000
Sunoco LP, 5.375%, 7/15/2031(a)
308,501
1,181,000
Sunoco LP, 5.625%, 3/15/2031(a)
1,175,583
14,943,000
Targa Resources Corp., 5.550%, 8/15/2035
15,070,738
133,000
Venture Global LNG, Inc., (fixed rate to
9/30/2029, variable rate thereafter), 9.000%(a)(c)
132,474
3,212,000
Venture Global Plaquemines LNG LLC,
6.500%, 1/15/2034(a)
3,348,331
11,705,000
Venture Global Plaquemines LNG LLC,
7.500%, 5/01/2033(a)
12,866,183
10,357,000
Venture Global Plaquemines LNG LLC,
7.750%, 5/01/2035(a)
11,607,898
3,495,000
Western Midstream Operating LP,
5.250%, 2/01/2050
2,947,748
6,105,000
Western Midstream Operating LP,
5.300%, 3/01/2048
5,160,188
1,130,000
Western Midstream Operating LP,
5.450%, 4/01/2044
1,005,238
1,091,000
Western Midstream Operating LP,
5.500%, 12/15/2035
1,072,926
840,000
Western Midstream Operating LP,
5.500%, 8/15/2048
725,824
1,090,000
Western Midstream Operating LP,
6.150%, 4/01/2033
1,137,611
2,285,000
Whistler Pipeline LLC, 5.700%, 9/30/2031(a)
2,347,107
2,550,000
Whistler Pipeline LLC, 5.950%, 9/30/2034(a)
2,612,736
 
96,167,825
Mortgage Related — 0.0%
2,692
Federal Home Loan Mortgage Corp.,
5.000%, 12/01/2031
2,684

Principal
Amount (‡)
Description
Value (†)
Non-Agency Commercial Mortgage-Backed
Securities — 1.5%
$505,000
BBSG Mortgage Trust, Series 2016-MRP,
Class A, 3.275%, 6/05/2036(a)
$454,490
1,705,000
BFLD Commercial Mortgage Trust,
Series 2025-660F, Class B, 1 mo. USD SOFR +
1.800%, 5.473%, 11/15/2042(a)(b)
1,700,737
1,485,000
BFLD Commercial Mortgage Trust,
Series 2025-660F, Class C, 1 mo. USD SOFR +
2.150%, 5.823%, 11/15/2042(a)(b)
1,481,287
1,040,000
BPR Commercial Mortgage Trust,
Series 2025-STAR, Class A,
4.617%, 11/05/2042(a)(b)
1,031,147
265,000
BPR Trust, Series 2021-NRD, Class E, 1 mo. USD
SOFR + 5.621%, 9.294%, 12/15/2038(a)(b)
262,788
11,095,000
BPR Trust, Series 2021-NRD, Class F, 1 mo. USD
SOFR + 6.870%, 10.543%, 12/15/2038(a)(b)
10,893,207
415,000
BX Commercial Mortgage Trust,
Series 2024-VLT5, Class B,
5.415%, 11/13/2046(a)(b)
419,488
3,765,000
BX Trust, Series 2024-VLT4, Class A, 1 mo. USD
SOFR + 1.491%, 5.164%, 6/15/2041(a)(b)
3,741,469
380,000
BX Trust, Series 2025-DELC, Class B, 1 mo. USD
SOFR + 1.800%, 5.473%, 12/15/2042(a)(b)
379,525
1,615,000
BX Trust, Series 2025-DELC, Class C, 1 mo. USD
SOFR + 2.200%, 5.873%, 12/15/2042(a)(b)
1,610,962
101,757
Commercial Mortgage Pass-Through
Certificates, Series 2012-LTRT, Class A2,
3.400%, 10/05/2030(a)
101,063
6,710,000
Credit Suisse Mortgage Trust, Series 2014-USA,
Class B, 4.185%, 9/15/2037(a)
5,707,413
630,000
Credit Suisse Mortgage Trust, Series 2014-USA,
Class C, 4.336%, 9/15/2037(a)
529,993
2,530,000
Credit Suisse Mortgage Trust, Series 2014-USA,
Class D, 4.373%, 9/15/2037(a)
2,088,820
540,000
Extended Stay America Trust, Series 2025-ESH,
Class C, 1 mo. USD SOFR + 1.850%,
5.523%, 10/15/2042(a)(b)
540,844
740,000
Extended Stay America Trust, Series 2025-ESH,
Class D, 1 mo. USD SOFR + 2.600%,
6.273%, 10/15/2042(a)(b)
740,925
810,000
Extended Stay America Trust, Series 2025-ESH,
Class E, 1 mo. USD SOFR + 3.350%,
7.023%, 10/15/2042(a)(b)
811,012
876,751
Extended Stay America Trust, Series 2026-ESH2,
Class C, 1 mo. USD SOFR + 1.600%,
5.273%, 2/15/2043(a)(b)
878,121
1,976,405
Extended Stay America Trust, Series 2026-ESH2,
Class D, 1 mo. USD SOFR + 2.250%,
5.923%, 2/15/2043(a)(b)
1,980,728
2,025,939
Extended Stay America Trust, Series 2026-ESH2,
Class E, 1 mo. USD SOFR + 2.900%,
6.573%, 2/15/2043(a)(b)
2,030,371
1,384,118
GS Mortgage Securities Corp. Trust,
Series 2013-G1, Class B, 3.722%, 4/10/2031(a)(b)
1,381,455
3,760,000
GS Mortgage Securities Corp. Trust,
Series 2013-PEMB, Class B,
3.550%, 3/05/2033(a)(b)(f)
1,692,000
1,500,000
GS Mortgage Securities Trust,
Series 2014-GC22, Class B, 4.391%, 6/10/2047(b)
1,223,569
435,000
JP Morgan Chase Commercial Mortgage
Securities Trust, Series 2012-LC9, Class D,
3.500%, 12/15/2047(a)(b)
423,551
Principal
Amount (‡)
Description
Value (†)
Non-Agency Commercial Mortgage-Backed
Securities — continued
$3,300,000
JP Morgan Chase Commercial Mortgage
Securities Trust, Series 2025-BMS, Class A,
1 mo. USD SOFR + 1.600%,
5.273%, 1/15/2042(a)(b)
$3,291,750
2,165,000
JP Morgan Chase Commercial Mortgage
Securities Trust, Series 2025-BMS, Class B,
1 mo. USD SOFR + 2.000%,
5.673%, 1/15/2042(a)(b)
2,159,587
1,705,000
Morgan Stanley Bank of America Merrill Lynch
Trust, Series 2013-C11, Class B,
3.892%, 8/15/2046(b)
1,057,049
1,134,640
MSBAM Commercial Mortgage Securities Trust,
Series 2012-CKSV, Class A2,
3.277%, 10/15/2030(a)
1,083,582
2,005,000
New Economy Assets - Phase 1 Sponsor LLC,
Series 2021-1, Class A1, 1.910%, 10/20/2061(a)
1,682,958
4,970,000
Wells Fargo Commercial Mortgage Trust,
Series 2016-C36, Class B, 3.671%, 11/15/2059(b)
4,711,126
969,312
WFRBS Commercial Mortgage Trust,
Series 2012-C10, Class B, 3.744%, 12/15/2045
935,376
6,675,341
WFRBS Commercial Mortgage Trust,
Series 2013-C15, Class B, 4.152%, 8/15/2046(b)
6,488,432
1,867,267
WFRBS Commercial Mortgage Trust,
Series 2014-C20, Class B, 4.378%, 5/15/2047
1,615,148
 
65,129,973
Oil Field Services — 0.2%
10,216,000
Helmerich & Payne, Inc., 5.500%, 12/01/2034
10,042,957
64,000
Oceaneering International, Inc.,
6.000%, 2/01/2028
64,260
96,000
Weatherford International Ltd.,
6.750%, 10/15/2033(a)
98,090
 
10,205,307
Other REITs — 0.4%
4,125,000
EPR Properties, 3.600%, 11/15/2031
3,743,965
12,575,000
Host Hotels & Resorts LP, 5.500%, 4/15/2035
12,476,123
 
16,220,088
Packaging — 0.4%
16,439,000
Ball Corp., 5.500%, 9/15/2033
16,448,436
Pharmaceuticals — 1.7%
7,285,000
Bausch Health Cos., Inc., 4.875%, 6/01/2028(a)
6,670,948
9,749,000
Teva Pharmaceutical Finance Co. LLC,
6.150%, 2/01/2036
10,044,531
1,975,000
Teva Pharmaceutical Finance Netherlands III
BV, 3.150%, 10/01/2026
1,955,366
30,104,000
Teva Pharmaceutical Finance Netherlands III
BV, 4.100%, 10/01/2046
22,315,526
9,412,000
Teva Pharmaceutical Finance Netherlands III
BV, 4.750%, 5/09/2027
9,390,347
10,545,000
Teva Pharmaceutical Finance Netherlands III
BV, 5.125%, 5/09/2029
10,510,988
285,000
Teva Pharmaceutical Finance Netherlands III
BV, 6.000%, 12/01/2032
292,507
5,520,000
Teva Pharmaceutical Finance Netherlands III
BV, 7.875%, 9/15/2029
5,911,031
3,965,000
Teva Pharmaceutical Finance Netherlands III
BV, 8.125%, 9/15/2031
4,432,553
635,000
Teva Pharmaceutical Finance Netherlands IV
BV, 5.750%, 12/01/2030
643,059
 
72,166,856

Principal
Amount (‡)
Description
Value (†)
Property & Casualty Insurance — 1.3%
$6,682,000
Alliant Holdings Intermediate LLC/Alliant
Holdings Co-Issuer, 7.000%, 1/15/2031(a)
$6,738,878
96,000
AmWINS Group, Inc., 6.375%, 2/15/2029(a)
96,556
200,000
Ardonagh Finco Ltd., 7.750%, 2/15/2031(a)
202,343
975,000
Arthur J Gallagher & Co., 5.000%, 2/15/2032
977,321
3,857,000
Arthur J Gallagher & Co., 5.150%, 2/15/2035
3,825,752
2,525,000
Arthur J Gallagher & Co., 5.450%, 7/15/2034
2,564,839
161,000
Baldwin Insurance Group Holdings LLC/Baldwin
Insurance Group Holdings Finance,
7.125%, 5/15/2031(a)
161,816
1,780,000
Brown & Brown, Inc., 5.550%, 6/23/2035
1,777,636
12,510,000
Marsh & McLennan Cos., Inc., 5.000%, 3/15/2035
12,457,362
12,288,000
Panther Escrow Issuer LLC, 7.125%, 6/01/2031(a)
12,329,275
12,897,000
Ryan Specialty LLC, 5.875%, 8/01/2032(a)
12,746,938
1,218,000
Willis North America, Inc., 5.150%, 3/15/2036
1,186,140
 
55,064,856
Restaurants — 0.4%
9,626,000
1011778 BC ULC/New Red Finance, Inc.,
4.000%, 10/15/2030(a)
9,047,720
6,597,000
1011778 BC ULC/New Red Finance, Inc.,
5.625%, 9/15/2029(a)
6,611,368
105,000
Yum! Brands, Inc., 3.625%, 3/15/2031
96,996
101,000
Yum! Brands, Inc., 4.625%, 1/31/2032
96,448
 
15,852,532
Retailers — 0.7%
6,137,000
Amazon.com, Inc., 4.875%, 3/13/2036
6,081,069
4,680,000
Dillard's, Inc., 7.000%, 12/01/2028
4,851,615
7,182,000
Dillard's, Inc., 7.750%, 7/15/2026
7,218,413
2,250,000
Dillard's, Inc., 7.750%, 5/15/2027
2,307,082
215,000
Global Auto Holdings Ltd./AAG FH U.K. Ltd.,
8.375%, 1/15/2029(a)
197,379
8,390,000
Global Auto Holdings Ltd./AAG FH U.K. Ltd.,
11.500%, 8/15/2029(a)
8,347,320
42,000
Murphy Oil USA, Inc., 3.750%, 2/15/2031(a)
39,028
 
29,041,906
Sovereigns — 3.1%
19,370,000
Chile Government International Bonds,
3.100%, 1/22/2061
11,918,361
26,583,000
Chile Government International Bonds,
3.250%, 9/21/2071
16,433,079
9,571,000
Colombia Government International Bonds,
5.625%, 2/26/2044
7,547,786
6,202,000
Colombia Government International Bonds,
6.125%, 1/18/2041
5,389,786
2,817,000
Colombia Government International Bonds,
7.375%, 9/18/2037
2,803,281
4,050,000
Egypt Government International Bonds,
5.800%, 9/30/2027
3,997,425
6,210,000
Kyrgyz Republic International Bonds,
7.750%, 6/03/2030(a)
6,193,544
12,304,000
Mexico Government International Bonds,
6.125%, 2/09/2038
11,990,248
10,475,000
Nigeria Government International Bonds,
6.500%, 11/28/2027
10,506,396
7,359,000
Pakistan Government International Bonds,
6.000%, 4/08/2026
7,349,800
10,464,000
Pakistan Government International Bonds,
6.875%, 12/05/2027
10,328,111
12,488,000
Republic of Poland Government International
Bonds, 5.500%, 3/18/2054
11,536,062
Principal
Amount (‡)
Description
Value (†)
Sovereigns — continued
$2,785,000
Republic of Uzbekistan International Bonds,
3.700%, 11/25/2030
$2,531,270
3,400,000
Republic of Uzbekistan International Bonds,
3.900%, 10/19/2031
3,069,067
205,000
Republic of Uzbekistan International Bonds,
5.375%, 2/20/2029
202,226
13,400,000
Republic of Uzbekistan International Bonds,
6.900%, 2/28/2032(a)
13,918,982
4,680,000
Republic of Uzbekistan International Bonds,
6.947%, 5/25/2032(a)
4,873,378
3,840,000
Republic of Uzbekistan International Bonds,
7.850%, 10/12/2028(a)
4,014,586
 
134,603,388
Technology — 5.7%
2,042,000
Black Pearl Compute LLC, 6.125%, 2/15/2031(a)
2,078,341
4,105,000
Block, Inc., 3.500%, 6/01/2031
3,732,863
128,000
Block, Inc., 6.500%, 5/15/2032
129,169
21,905,000
Broadcom, Inc., 5.200%, 7/15/2035
22,075,823
21,164,000
CDW LLC/CDW Finance Corp., 5.550%, 8/22/2034
20,798,278
1,795,000
Cipher Compute LLC, 7.125%, 11/15/2030(a)
1,859,672
8,035,000
Dell International LLC/EMC Corp.,
5.100%, 2/15/2036
7,856,655
69,000
Entegris, Inc., 3.625%, 5/01/2029(a)
65,583
15,050,000
Entegris, Inc., 4.750%, 4/15/2029(a)
14,877,395
64,000
Entegris, Inc., 5.950%, 6/15/2030(a)
64,404
11,289,000
Fair Isaac Corp., 6.000%, 5/15/2033(a)
11,077,008
4,616,000
Flash Compute LLC, 7.250%, 12/31/2030(a)
4,647,347
270,000
Imola Merger Corp., 4.750%, 5/15/2029(a)
262,422
98,000
Iron Mountain, Inc., 5.250%, 7/15/2030(a)
95,213
95,000
Iron Mountain, Inc., 7.000%, 2/15/2029(a)
96,825
3,854,000
Leidos, Inc., 5.000%, 3/15/2036
3,726,075
20,680,000
Leidos, Inc., 5.500%, 3/15/2035
21,015,600
11,333,000
Leidos, Inc., 5.750%, 3/15/2033
11,748,190
5,855,000
MSCI, Inc., 5.250%, 9/01/2035
5,735,302
4,415,000
NetApp, Inc., 5.500%, 3/17/2032
4,517,305
3,535,000
NetApp, Inc., 5.700%, 3/17/2035
3,601,244
5,045,000
Open Text Corp., 3.875%, 2/15/2028(a)
4,857,648
159,000
Open Text Corp., 3.875%, 12/01/2029(a)
142,091
1,681,000
Open Text Corp., 6.900%, 12/01/2027(a)
1,725,343
1,498,000
Open Text Holdings, Inc., 4.125%, 2/15/2030(a)
1,338,505
322,000
Oracle Corp., 3.950%, 3/25/2051
204,037
20,471,000
Oracle Corp., 5.200%, 9/26/2035
19,201,695
3,357,000
Oracle Corp., 5.700%, 2/04/2036
3,227,716
8,214,000
Oracle Corp., 5.950%, 9/26/2055
6,910,198
640,000
Oracle Corp., 6.000%, 8/03/2055
536,565
9,066,000
Oracle Corp., 6.700%, 2/04/2056
8,414,187
7,873,000
Oracle Corp., 6.850%, 2/04/2066
7,237,822
3,240,000
Paychex, Inc., 5.600%, 4/15/2035
3,253,998
15,341,000
Salesforce, Inc., 5.550%, 3/15/2036
15,293,280
67,000
Science Applications International Corp.,
4.875%, 4/01/2028(a)
65,937
66,000
Science Applications International Corp.,
5.875%, 11/01/2033(a)
64,408
51,000
Seagate Data Storage Technology Pte. Ltd.,
5.750%, 12/01/2034(a)
50,948
50,000
Seagate Data Storage Technology Pte. Ltd.,
5.875%, 7/15/2030(a)
50,822
48,000
Seagate Data Storage Technology Pte. Ltd.,
8.250%, 12/15/2029(a)
50,409
1,035,000
Sensata Technologies BV, 5.875%, 9/01/2030(a)
1,036,871
2,967,000
Sensata Technologies, Inc., 3.750%, 2/15/2031(a)
2,751,952

Principal
Amount (‡)
Description
Value (†)
Technology — continued
$753,000
Sensata Technologies, Inc., 4.375%, 2/15/2030(a)
$720,119
6,610,000
Synopsys, Inc., 5.700%, 4/01/2055
6,319,707
7,410,000
TD SYNNEX Corp., 5.300%, 10/10/2035
7,178,986
6,549,000
TD SYNNEX Corp., 6.100%, 4/12/2034
6,754,906
5,859,000
WULF Compute LLC, 7.750%, 10/15/2030(a)
6,191,088
125,000
Zebra Technologies Corp., 6.500%, 6/01/2032(a)
125,852
 
243,765,804
Treasuries — 19.0%
224,159(g
)
Brazil Notas do Tesouro Nacional,
10.000%, 1/01/2031, (BRL)
37,847,580
22,560,000
Canada Government Bonds, 2.250%, 2/01/2028,
(CAD)
16,052,613
54,692,000
Malaysia Government Bonds, 3.519%, 4/20/2028,
(MYR)
13,584,785
105,778,000
Malaysia Government Bonds, 4.054%, 4/18/2039,
(MYR)
26,480,576
5,055,294(h
)
Mexico Bonos, 8.000%, 7/31/2053, (MXN)
23,340,154
202,417,393
Republic of South Africa Government Bonds,
9.000%, 1/31/2040, (ZAR)
11,233,814
771,482,000
Turkiye Government Bonds, 36.000%, 8/12/2026,
(TRY)
17,056,198
823,975,000
Turkiye Government Bonds, 36.780%, 10/13/2027,
(TRY)
17,953,725
114,417,000
U.S. Treasury Notes, 3.500%, 11/30/2030
112,311,906
250,000,000
U.S. Treasury Notes, 3.500%, 2/28/2031
245,156,250
21,130,000
U.S. Treasury Notes, 4.375%, 7/15/2027
21,273,618
247,111,400
U.S. Treasury Notes, 4.875%, 10/31/2030(i)
256,735,230
183,162,000
Uruguay Government International Bonds,
8.000%, 10/29/2035, (UYU)
4,566,365
216,454,000
Uruguay Government International Bonds,
8.500%, 3/15/2028, (UYU)
5,470,756
281,405,000
Uruguay Government International Bonds,
9.750%, 7/20/2033, (UYU)
7,666,858
 
816,730,428
Wireless — 0.6%
9,135,000
Sprint Capital Corp., 8.750%, 3/15/2032
10,862,155
15,530,000
T-Mobile USA, Inc., 4.700%, 1/15/2035
15,020,422
 
25,882,577
Wirelines — 0.0%
1,016,000
AT&T, Inc., 5.125%, 4/30/2036
1,003,810
Total Non-Convertible Bonds
(Identified Cost $3,720,681,584)
3,629,259,201
Convertible Bonds — 0.3%
Cable Satellite — 0.3%
3,256,232
EchoStar Corp., 3.875% PIK and/or 3.875% Cash,
11/30/2030(d)
(Identified Cost $3,487,714)
11,631,586
Municipals — 0.7%
Virginia — 0.7%
41,590,000
Tobacco Settlement Financing Corp.,
6.706%, 6/01/2046
(Identified Cost $40,982,732)
31,624,703
Total Bonds and Notes
(Identified Cost $3,765,152,030)
3,672,515,490
Principal
Amount (‡)
Description
Value (†)
Senior Loans — 6.2%
Aerospace & Defense — 0.0%
$1,690,000
TransDigm, Inc., 2026 Term Loan N, 1 mo. USD
SOFR + 2.500%, 6.168%, 2/13/2033(b)(j)
$1,690,321
Automotive — 0.1%
6,375,000
Allison Transmission, Inc., 2025 Incremental
Term Loan B, 1 mo. USD SOFR + 1.750%,
5.422%, 1/02/2033(b)(j)
6,390,938
Brokerage — 0.1%
2,138,346
Citadel Securities LP, 2024 First Lien Term Loan,
3 mo. USD SOFR + 2.000%,
5.700%, 10/31/2031(b)(j)
2,139,543
Building Materials — 0.2%
6,956,916
Advanced Drainage Systems, Inc., 2026 Term
Loan B, 1 mo. USD SOFR + 1.625%,
5.298%, 2/28/2033(b)(j)
6,978,691
Chemicals — 0.2%
7,865,000
Solstice Advanced Materials, Inc., Term Loan B,
3 mo. USD SOFR + 1.750%,
5.417%, 10/29/2032(b)(j)
7,897,797
Construction Machinery — 0.1%
1,579,080
Terex Corp., 2025 Term Loan, 1 mo. USD SOFR +
1.750%, 5.418%, 10/08/2031(b)(j)
1,580,075
1,697,013
United Rentals, Inc., 2025 Repriced Term Loan B,
1 mo. USD SOFR + 1.500%,
5.168%, 2/14/2031(b)(j)
1,701,679
 
3,281,754
Consumer Cyclical Services — 0.2%
1,035,000
Aramark Services, Inc., 2025 Repriced Term
Loan, 1 mo. USD SOFR + 1.750%,
5.418%, 4/06/2028(b)(j)
1,035,000
9,111,992
Aramark Services, Inc., 2025 Term Loan, 1 mo.
USD SOFR + 1.750%, 5.418%, 6/22/2030(b)(j)
9,111,992
 
10,146,992
Diversified Manufacturing — 0.1%
2,284,247
Resideo Funding, Inc., 2024 1st Lien Term Loan
B, 1 mo. USD SOFR + 2.000%,
5.673%, 2/11/2028(b)(j)
2,284,247
2,047,097
Resideo Funding, Inc., 2024 M&A 1st lien Term
Loan B, 6 mo. USD SOFR + 2.000%,
5.641%, 6/13/2031(b)(j)
2,035,592
 
4,319,839
Electric — 0.5%
21,516,975
NRG Energy, Inc., 2024 Term Loan, 3 mo. USD
SOFR + 1.750%, 5.521%, 4/16/2031(b)(j)
21,540,429
Environmental — 0.2%
6,802,950
Clean Harbors, Inc., 2025 Term Loan, 1 mo. USD
SOFR + 1.500%, 5.168%, 10/08/2032(b)(j)
6,843,768
Gaming — 0.6%
5,657,850
DK Crown Holdings, Inc., 2025 Term Loan B,
1 mo. USD SOFR + 1.750%,
5.419%, 3/04/2032(b)(j)
5,647,270
14,249,111
Flutter Financing BV, 2024 Term Loan B, 3 mo.
USD SOFR + 1.750%, 5.450%, 11/30/2030(b)(j)
14,070,997

Principal
Amount (‡)
Description
Value (†)
Gaming — continued
$5,319,800
Flutter Financing BV, 2025 Term Loan B, 3 mo.
USD SOFR + 2.000%, 5.700%, 6/04/2032(b)(j)
$5,253,303
517,142
Light & Wonder International, Inc., 2026 Term
Loan B, 1 mo. USD SOFR + 2.000%,
5.675%, 4/16/2029(b)(j)
516,712
 
25,488,282
Healthcare — 0.3%
1,974,955
Bausch & Lomb Corp., 2025 Repriced Term Loan,
1/15/2031(k)
1,977,424
1,566,082
Bausch & Lomb Corp., 2025 Repriced Term Loan,
1 mo. USD SOFR + 3.750%,
7.418%, 1/15/2031(b)(j)
1,568,039
10,569,936
DaVita, Inc., 2025 Term Loan B, 1 mo. USD SOFR
+ 1.750%, 5.418%, 5/09/2031(b)(j)
10,583,149
 
14,128,612
Lodging — 0.6%
7,383,321
Hilton Domestic Operating Co., Inc., 2023 Term
Loan B4, 1 mo. USD SOFR + 1.750%,
5.429%, 11/08/2030(b)
7,392,550
20,357,400
Wyndham Hotels & Resorts, Inc., 2024 Term
Loan, 1 mo. USD SOFR + 1.750%,
5.418%, 5/24/2030(b)(j)
20,411,144
 
27,803,694
Media Entertainment — 0.2%
8,630,000
Electronic Arts, Inc., USD Term Loan B,
3/24/2033(k)
8,576,062
Metals & Mining — 0.2%
7,980,894
Novelis Corp., 2025 Term Loan B, 3 mo. USD
SOFR + 1.750%, 5.450%, 3/11/2032(b)(j)
7,977,542
Paper — 0.3%
10,850,482
Asplundh Tree Expert LLC, 2024 Incremental
Term Loan B, 1 mo. USD SOFR + 1.750%,
5.418%, 5/23/2031(b)
10,869,471
Pharmaceuticals — 0.3%
14,445,000
BioMarin Pharmaceutical, Inc., Term Loan B,
1/28/2033(k)
14,399,932
Property & Casualty Insurance — 0.6%
4,590,558
Amynta Agency Borrower, Inc., 2026 Repriced
Term Loan B, 12/29/2031(k)
4,517,614
15,280,275
Ardonagh Midco 3 PLC, 2024 USD Term Loan B,
USD SOFR + 2.750%, 6.374%, 2/15/2031(b)(j)
14,907,895
304,214
Baldwin Insurance Group Holdings LLC, 2025
Term Loan B2, 1 mo. USD SOFR + 2.500%,
6.178%, 5/26/2031(b)(j)
298,638
1,490,138
Ryan Specialty Group LLC, 2024 USD Term Loan
B, 1 mo. USD SOFR + 2.000%,
5.668%, 9/15/2031(b)(j)
1,486,412
2,786,874
Truist Insurance Holdings LLC, 2024 Term Loan
B, 3 mo. USD SOFR + 2.750%,
6.450%, 5/06/2031(b)(j)
2,744,207
 
23,954,766
Retailers — 0.1%
3,129,479
PetSmart, Inc., 2025 USD Term Loan B,
8/18/2032(k)
3,105,225
1,740,788
PetSmart, Inc., 2025 USD Term Loan B, 1 mo.
USD SOFR + 4.000%, 7.675%, 8/18/2032(b)(j)
1,727,297
 
4,832,522
Principal
Amount (‡)
Description
Value (†)
Technology — 1.2%
$4,454,000
CACI International, Inc., 2026 Incremental Term
Loan B2, 3/09/2033(k)
$4,448,432
2,011,719
Ciena Corp., 2025 Repriced Term Loan B, 1 mo.
USD SOFR + 1.750%, 5.425%, 10/24/2030(b)(j)
2,010,874
1,771,055
Darktrace PLC, 1st Lien Term Loan, 3 mo. USD
SOFR + 3.250%, 6.898%, 10/09/2031(b)
1,691,588
15,399,901
Dayforce, Inc., 2026 Term Loan, 3 mo. USD SOFR
+ 3.000%, 6.663%, 2/04/2033(b)(j)
14,548,594
8,990,390
Open Text Corp., 2023 Term Loan B, 1 mo. USD
SOFR + 1.750%, 5.418%, 1/31/2030(b)(j)
8,784,870
20,143,842
Trans Union LLC, 2024 Term Loan B8, 3 mo. USD
SOFR + 1.750%, 5.450%, 6/24/2031(b)(j)
20,021,569
 
51,505,927
Wireless — 0.1%
4,685,557
SBA Senior Finance II LLC, 2024 Term Loan B,
1 mo. USD SOFR + 1.750%,
5.420%, 1/25/2031(b)(j)
4,699,239
Total Senior Loans
(Identified Cost $267,211,565)
265,466,121
Equity-Linked Notes — 4.1%
4,436,145
Barclays Bank PLC, (Yum! Brands, Inc.),
9.570%, 8/21/2026(a)
4,498,882
6,738,830
Barclays Bank PLC, (Hilton Worldwide Holdings,
Inc.), 10.690%, 10/20/2026(a)
6,854,916
6,791,062
Barclays Bank PLC, (Honeywell International,
Inc.), 11.390%, 4/29/2026(a)
7,007,325
4,434,550
Barclays Bank PLC, (Cheniere Energy, Inc.),
12.000%, 1/28/2027(a)
4,588,269
4,461,332
Barclays Bank PLC, (Trane Technologies PLC),
12.120%, 5/13/2026(a)
4,305,576
4,419,749
Barclays Bank PLC, (AutoZone, Inc.),
12.310%, 12/18/2026(a)
4,028,829
4,322,606
Barclays Bank PLC, (Amazon.com, Inc.),
15.250%, 3/25/2027(a)
4,281,751
4,401,853
Barclays Bank PLC, (Palo Alto Networks, Inc.),
15.350%, 2/11/2027(a)
4,010,421
4,493,063
Barclays Bank PLC, (Adobe, Inc.),
17.110%, 6/09/2026(a)
3,291,351
4,387,265
Barclays Bank PLC, (Microsoft Corp.),
18.340%, 5/28/2026(a)
3,510,324
4,424,853
Barclays Bank PLC, (Arista Networks, Inc.),
21.330%, 3/04/2027(a)
4,235,314
4,421,346
Barclays Bank PLC, (Estee Lauder Companies,
Inc.), 22.940%, 9/10/2026(a)
3,357,353
3,518,694
Barclays Bank PLC, (Reddit, Inc.),
36.380%, 7/23/2026(a)
2,382,702
6,707,801
BNP Paribas Issuance BV, (Kroger Co.),
11.370%, 10/06/2026(a)
6,753,344
6,709,602
BNP Paribas Issuance BV, (Visa, Inc.),
12.010%, 4/01/2026(a)
5,904,847
6,676,807
BNP Paribas Issuance BV, (Kinder Morgan,
Inc.), 12.270%, 6/25/2026(a)
6,916,504
4,352,720
BNP Paribas Issuance BV, (Walt Disney Co.),
12.410%, 1/21/2027(a)
3,941,263
4,394,836
BNP Paribas Issuance BV, (Eaton Corp. PLC),
13.580%, 1/14/2027(a)
4,389,706
4,389,967
BNP Paribas Issuance BV, (McKesson Corp.),
15.650%, 6/17/2026(a)
4,437,269
4,547,411
BNP Paribas Issuance BV, (Crowdstrike
Holdings, Inc.), 17.830%, 5/26/2026(a)
4,078,242

Principal
Amount (‡)
Description
Value (†)
$4,093,036
Citigroup Global Markets Holdings, Inc., (Home
Depot, Inc.), 13.340%, 8/06/2026(a)
$3,718,337
4,413,999
Citigroup Global Markets Holdings, Inc., (EOG
Resources, Inc.), 14.010%, 2/18/2027(a)
4,627,781
4,405,301
Citigroup Global Markets Holdings, Inc., (United
Rentals, Inc.), 15.650%, 2/25/2027(a)
3,888,793
4,397,184
Citigroup Global Markets Holdings, Inc., (Ebay,
Inc.), 17.290%, 9/17/2026(a)
4,223,151
6,534,128
Citigroup Global Markets Holdings, Inc.,
(Carnival Corp.), 18.240%, 8/04/2026(a)
5,840,555
4,407,040
Citigroup Global Markets Holdings, Inc., (Palo
Alto Networks, Inc.), 18.370%, 7/01/2026(a)
3,814,438
3,546,319
Citigroup Global Markets Holdings, Inc.,
(AngloGold Ashanti PLC), 24.180%, 2/04/2027(a)
3,514,392
3,561,800
Citigroup Global Markets Holdings, Inc.,
(Coinbase Global, Inc.), 25.010%, 1/07/2027(a)
2,678,783
4,415,540
Citigroup Global Markets Holdings, Inc., (Dollar
Tree, Inc.), 25.610%, 9/24/2026(a)
4,240,340
6,860,496
GS Finance Corp., MTN, (GE Vernova, Inc.),
18.830%, 11/04/2026(a)
7,128,565
6,729,930
GS Finance Corp., MTN, (Chipotle Mexican Grill,
Inc.), 19.980%, 4/15/2026(a)
5,513,764
4,332,066
JPMorgan Chase Bank NA, (Visa Inc.),
13.440%, 10/01/2026(a)
4,332,066
6,732,042
JPMorgan Chase Bank NA, (Netflix, Inc.),
15.650%, 7/14/2026(a)
5,691,264
5,289,427
JPMorgan Chase Bank NA, (NVIDIA Corp.),
17.210%, 12/02/2026(a)
5,074,573
6,686,595
JPMorgan Chase Bank NA, (EQT Midstream
Partners LP), 17.970%, 4/28/2026(a)
6,932,026
3,515,948
Nomura America Finance LLC, (ServiceNow,
Inc.), 20.200%, 3/18/2027(a)
3,229,812
6,779,574
UBS AG, (ResMed, Inc.), 12.250%, 11/18/2026(a)
5,908,872
4,434,069
UBS AG, (Eli Lilly and Co.), 13.900%, 9/03/2026(a)
4,579,840
Total Equity-Linked Notes
(Identified Cost $190,164,986)
177,711,540
Collateralized Loan Obligations — 1.9%
9,977,000
522 Funding CLO Ltd., Series 2018-3A, Class DR,
3 mo. USD SOFR + 3.362%,
7.029%, 10/20/2031(a)(b)
9,979,245
7,865,000
Birch Grove CLO 9 Ltd., Series 2024-9A,
Class A1, 3 mo. USD SOFR + 1.400%,
5.069%, 10/22/2037(a)(b)
7,870,968
4,080,000
Elmwood CLO VIII Ltd., Series 2021-1A, Class DR,
3 mo. USD SOFR + 3.800%,
7.468%, 4/20/2037(a)(b)
4,082,016
10,050,000
Fort Greene Park CLO LLC, Series 2025-2A,
Class DR, 3 mo. USD SOFR + 2.350%,
6.019%, 4/22/2034(a)(b)
9,758,369
8,760,000
LCM 30 Ltd., Series 30A, Class BR, 3 mo. USD
SOFR + 1.762%, 5.429%, 4/20/2031(a)(b)
8,721,989
1,260,000
Madison Park Funding XXXI Ltd.,
Series 2018-31A, Class D1R, 3 mo. USD SOFR +
3.300%, 6.971%, 7/23/2037(a)(b)
1,204,605
9,215,000
Neuberger Berman CLO XX Ltd.,
Series 2015-20A, Class BR3, 3 mo. USD SOFR +
1.500%, 5.172%, 4/15/2039(a)(b)
9,191,594
Principal
Amount (‡)
Description
Value (†)
$12,430,000
OHA Credit Funding 3 Ltd., Series 2019-3A,
Class B1R2, 3 mo. USD SOFR + 1.600%,
5.268%, 1/20/2038(a)(b)
$12,434,786
8,895,000
Palmer Square BDC CLO 1 Ltd., Series 1A,
Class A, 3 mo. USD SOFR + 1.600%,
5.272%, 7/15/2037(a)(b)
8,898,620
6,280,000
Palmer Square BDC CLO 1 Ltd., Series 1A,
Class B1, 3 mo. USD SOFR + 2.150%,
5.822%, 7/15/2037(a)(b)
6,295,047
2,135,000
Vibrant CLO XIV Ltd., Series 2021-14A, Class C,
3 mo. USD SOFR + 4.012%,
7.679%, 10/20/2034(a)(b)
2,101,298
Total Collateralized Loan Obligations
(Identified Cost $80,947,000)
80,538,537
Principal
Amount/
Shares
 
 
Private Credit — 0.8%
ABS Other — 0.1%
$5,400,000
Chol Aviation Capital Ltd.,
7.134%, 8/30/2034(b)(l)(m)
5,211,167
Banking — 0.5%
11,100,000
AP Bosphorus Holdings Ltd.,
6.274%, 12/15/2037(l)
10,950,792
10,750,000
Bosphorous Financial Services Ltd.,
5.823%, 2/15/2033(l)(m)
10,530,955
 
21,481,747
Building Materials — 0.2%
875
QXO, Inc., 4.750%(f)(l)(m)(n)(o)
9,915,763
Total Private Credit
(Identified Cost $36,000,000)
36,608,677


Shares
 
 
Preferred Stocks — 0.1%
Non-Convertible Preferred Stocks — 0.1%
Home Construction — 0.0%
52,867
Hovnanian Enterprises, Inc., 7.625%
1,083,774
Office REITs — 0.1%
2,318
Highwoods Properties, Inc., Series A, 8.625%, (l)
2,061,350
Total Non-Convertible Preferred Stocks
(Identified Cost $2,646,056)
3,145,124
Total Preferred Stocks
(Identified Cost $2,646,056)
3,145,124
Common Stocks— 0.0%
Real Estate Management & Development — 0.0%
23,310
Country Garden Holdings Co. Ltd.(f)
(Identified Cost $1,198)
954
Total Purchased Options — 0.0%
(Identified Cost $48,030) (see details below)
37,893

Principal
Amount ()
Description
Value (†)
Short-Term Investments — 1.5%
$65,279,943
Tri-Party Repurchase Agreement with Fixed
Income Clearing Corporation, dated 3/31/2026 at
2.150% to be repurchased at $65,283,842 on
4/01/2026 collateralized by $66,952,900
U.S. Treasury Note, 3.375% due 9/15/2027 valued
at $66,585,687 including accrued interest(p)
(Identified Cost $65,279,943)
$65,279,943
Total Investments — 99.9%
(Identified Cost $4,407,450,808)
4,301,304,279
Other assets less liabilities — 0.1%
2,507,310
Net Assets — 100.0%
$4,303,811,589
Purchased Options — 0.0%
Description
Expiration
Date
Exercise
Price
Shares
Notional
Amount
Cost
Value ()
Options on Futures — 0.0%
CBOT 5 Year U.S. Treasury Notes, Put
4/24/2026
103
4,850,000
$524,671,487
$48,030
$37,893
Written Options — (0.1%)
Description
Expiration
Date
Exercise
Price
Shares
Notional
Amount
Premiums
(Received)
Value ()
Options on Futures — (0.1%)
CBOT 5 Year U.S. Treasury Notes, Put
4/24/2026
108.25
(4,850,000
)
$(524,671,487
)
$(1,025,387
)
$(2,538,674
)

()
Registered investment companies are required to value portfolio investments using an unadjusted, readily available market quotation. The Fund obtains
readily available market quotations from independent pricing services. Fund investments for which readily available market quotations are not available
are priced at fair value pursuant to the Fund's Valuation Procedures. The Board of Trustees has approved a valuation designee who is subject to the
Board's oversight.
Unadjusted readily available market quotations that are utilized for exchange traded equity securities (including shares of closed-end investment
companies and exchange-traded funds) include the last sale price quoted on the exchange where the security is traded most extensively. Futures
contracts are valued at the closing settlement price on the exchange on which the valuation designee believes that, over time, they are traded most
extensively. Options on futures contracts are valued using the current settlement price on the exchange on which, over time, they are traded most
extensively. Shares of open-end investment companies are valued at net asset value ("NAV") per share.
Exchange traded equity securities for which there is no reported sale during the day are fair valued at the closing bid quotation as reported by an
independent pricing service. Unlisted equity securities (except unlisted preferred equity securities) are fair valued at the last sale price quoted in the
market where they are traded most extensively or, if there is no reported sale during the day, the closing bid quotation as reported by an independent
pricing service. If there is no last sale price or closing bid quotation available, unlisted equity securities will be fair valued using evaluated bids
furnished by an independent pricing service, if available.
Debt securities and unlisted preferred equity securities are fair valued based on evaluated bids furnished to the Fund by an independent pricing service
or bid prices obtained from broker-dealers. Equity-linked notes are fair valued at bid prices supplied by an independent pricing service. Senior loans
and collateralized loan obligations ("CLOs") are fair valued at bid prices supplied by an independent pricing service, if available. Broker-dealer bid prices
may be used to fair value debt, unlisted equities, senior loans and CLOs where an independent pricing service is unable to price an investment or where
an independent pricing service does not provide a reliable price for the investment. Forward foreign currency contracts are fair valued utilizing
interpolated rates determined based on information provided by an independent pricing service.
The Fund may also fair value investments in other circumstances such as when extraordinary events occur after the close of a foreign market, but prior
to the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of bankruptcy or a delisting
of the issuer's security from the primary market on which it has traded) as well as events affecting the securities markets in general (such as market
disruptions or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation designee may,
among other things, use modeling tools or other processes that may take into account factors such as issuer specific information, or other related
market activity and/or information that occurred after the close of the foreign market but before the time the Fund's NAV is calculated. Fair valuation by
the Fund's valuation designee may require subjective determinations about the value of the investment, and fair values used to determine a Fund's NAV
may differ from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the use of fair value pricing
may not always result in adjustments to the prices of investments held by a Fund.
The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and liabilities denominated in
currencies other than U.S. dollars, if any, are translated into U.S. dollars based upon foreign exchange rates prevailing at the end of the period.
()
Principal Amount stated in U.S. dollars unless otherwise noted.
(a)
All or a portion of these securities are exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in
transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, the value of Rule 144A holdings amounted to
$1,894,677,378 or 44.0% of net assets.
(b)
Variable rate security. Rate as of March 31, 2026 is disclosed. Issuers comprised of various lots with differing coupon rates have been aggregated for
the purpose of presentation in the Portfolio of Investments and show a weighted average rate. Certain variable rate securities are not based on a
published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. These securities may
not indicate a reference rate and/or spread in their description.
(c)
Perpetual bond with no specified maturity date.
(d)
Payment–in–kind security for which the issuer, at each interest payment date, may make interest payments in cash and/or additional principal.
(e)
The issuer is in default with respect to interest and/or principal payments. Income is not being accrued.
(f)
Non-income producing security.
(g)
Amount shown represents units. One unit represents a principal amount of 1,000.
(h)
Amount shown represents units. One unit represents a principal amount of 100.
(i)
Security (or a portion thereof) has been pledged as collateral for open derivative contracts.
(j)
Stated interest rate has been determined in accordance with the provisions of the loan agreement and is subject to a minimum benchmark floor rate
which may range from 0.00% to 0.50%, to which the spread is added.
(k)
Position is unsettled. Contract rate was not determined at March 31, 2026 and does not take effect until settlement date. Maturity date is not finalized
until settlement date.
(l)
Level 3 security. Value has been determined using significant unobservable inputs.
(m)
Securities subject to restriction on resale. At March 31, 2026, the restricted securities held by the Fund are as follows:
 
Acquisition
Date
Acquisition
Cost
Value
% of
Net Assets
Bosphorous Financial Services Ltd.
1/20/2026
$10,750,000
$10,530,955
0.2%
Chol Aviation Capital Ltd.
2/10/2026
5,400,000
5,211,167
0.1%
QXO, Inc.
1/12/2026
8,750,000
9,915,763
0.2%

(n)
Private credit preferred stock with no specified maturity date.
(o)
Investment has been committed to but has not been fully funded by the Fund.
(p)
The Fund may enter into repurchase agreements, under the terms of a Master Repurchase Agreement, under which the Fund acquires securities as
collateral and agrees to resell the securities at an agreed upon time and at an agreed upon price. It is the Fund's policy that the market value of the
collateral for repurchase agreements be at least equal to 102% of the repurchase price, including interest. Certain repurchase agreements are tri-party
arrangements whereby the collateral is held in a segregated account for the benefit of the Fund and on behalf of the counterparty. Repurchase
agreements could involve certain risks in the event of default or insolvency of the counterparty, including possible delays or restrictions upon the
Fund's ability to dispose of the underlying securities. As of March 31, 2026, the Fund had an investment in a repurchase agreement for which the value
of the related collateral exceeded the value of the repurchase agreement.
ABS
Asset-Backed Securities
MTN
Medium Term Note
PIK
Payment-in-Kind
REIT
Real Estate Investment Trust
SOFR
Secured Overnight Financing Rate
BRL
Brazilian Real
CAD
Canadian Dollar
MXN
Mexican Peso
MYR
Malaysian Ringgit
TRY
Turkish Lira
UYU
Uruguayan Peso
ZAR
South African Rand
Futures Contracts
The Fund may enter into futures contracts. Futures contracts are agreements between two parties to buy and sell a particular instrument or index for a specified price on a specified future date.
When the Fund enters into a futures contract, it is required to deposit with (or for the benefit of) its broker an amount of cash or short-term high-quality securities as "initial margin." As the value of the contract changes, the value of the futures contract position increases or declines. Subsequent payments, known as "variation margin," are made or received by the Fund, depending on the price fluctuations in the fair value of the contract and the value of cash or securities on deposit with the broker. Realized gain or loss on a futures position is equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed, minus brokerage commissions. When the Fund enters into a futures contract certain risks may arise, such as illiquidity in the futures market, which may limit the Fund's ability to close out a futures contract prior to settlement date, and unanticipated movements in the value of securities or interest rates.
Futures contracts are exchange-traded. Exchange-traded futures contracts are standardized and are settled through a clearing house with fulfillment supported by the credit of the exchange. Therefore, counterparty credit risks to the Fund are reduced; however, in the event that a counterparty enters into bankruptcy, the Fund's claim against initial/variation margin on deposit with the counterparty may be subject to terms of a final settlement in bankruptcy court.
At March 31, 2026, the Fund had the following open long futures contracts:
Financial Futures
Expiration
Date
Contracts
Notional
Amount
Value
Unrealized
Appreciation
(Depreciation)
CBOT 10 Year U.S. Treasury Notes Futures
6/18/2026
3,796
$429,760,083
$421,533,938
$(8,226,145
)
CBOT 5 Year U.S. Treasury Notes Futures
6/30/2026
27,734
3,043,774,162
3,000,255,467
(43,518,695
)
Total
 
 
$(51,744,840
)
At March 31, 2026, the Fund had the following open short futures contracts:
Financial Futures
Expiration
Date
Contracts
Notional
Amount
Value
Unrealized
Appreciation
(Depreciation)
CBOT 2 Year U.S. Treasury Notes Futures
6/30/2026
528
$110,324,271
$109,531,125
$793,146
CBOT U.S. Long Bond Futures
6/18/2026
701
82,452,893
79,826,375
2,626,518
CBOT Ultra Long-Term U.S. Treasury Bond Futures
6/18/2026
1,156
138,121,348
134,746,250
3,375,098
Ultra 10 Year U.S. Treasury Notes Futures
6/18/2026
9,672
1,122,536,082
1,097,923,125
24,612,957
Total
 
 
$31,407,719

Fair Value Measurements
In accordance with accounting standards related to fair value measurements and disclosures, the Fund has categorized the inputs utilized in determining the value of each Fund’s assets or liabilities. These inputs are summarized in the three broad levels listed below:
• Level 1 — quoted prices in active markets for identical assets or liabilities;
• Level 2 — prices determined using other significant inputs that are observable either directly, or indirectly through corroboration with observable market data (which could include quoted prices for similar assets or liabilities, interest rates, credit risk, etc.); and
• Level 3 — prices determined using significant unobservable inputs when quoted prices or observable inputs are unavailable such as when there is little or no market activity for an asset or liability (unobservable inputs reflect each Fund’s own assumptions in determining the fair value of assets or liabilities and would be based on the best information available).
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
The Fund's pricing policies have been approved by the Board of Trustees. Investments for which market quotations are readily available are categorized in Level 1. Other investments for which an independent pricing service is utilized are categorized in Level 2. Broker-dealer bid prices for which the Fund has knowledge of the inputs used by the broker-dealer are categorized in Level 2. All other investments, including broker-dealer bid prices for which the Fund does not have knowledge of the inputs used by the broker-dealer, as well as investments fair valued by the valuation designee, are categorized in Level 3. All Level 2 and 3 securities are defined as being fair valued.
Under certain conditions and based upon specific facts and circumstances, the Fund’s valuation designee may determine that a fair valuation should be made for portfolio investment(s). These valuation designee fair valuations will be based upon a significant amount of Level 3 inputs.
The following is a summary of the inputs used to value the Fund's investments as of March 31, 2026, at value:
Asset Valuation Inputs
Description
Level 1
Level 2
Level 3
Total
Bonds and Notes(a)
$ —
$3,672,515,490
$ —
$3,672,515,490
Senior Loans(a)
 —
265,466,121
 —
265,466,121
Equity-Linked Notes
 —
177,711,540
 —
177,711,540
Collateralized Loan Obligations
 —
80,538,537
 —
80,538,537
Private Credit
ABS Other
 —
 —
5,211,167
5,211,167
Banking
 —
 —
21,481,747
21,481,747
Building Materials
 —
 —
9,915,763
9,915,763
Total Private Credit
36,608,677
36,608,677
Preferred Stocks
Non-Convertible Preferred Stocks
Home Construction
1,083,774
 —
 —
1,083,774
Office REITs
 —
 —
2,061,350
2,061,350
Total Non-Convertible Preferred Stocks
1,083,774
2,061,350
3,145,124
Total Preferred Stocks
1,083,774
2,061,350
3,145,124
Common Stocks
Real Estate Management & Development
 —
954
 —
954
Short-Term Investments
 —
65,279,943
 —
65,279,943
Purchased Options(a)
37,893
 —
 —
37,893
Total Investments
1,121,667
4,261,512,585
38,670,027
4,301,304,279
Futures Contracts (unrealized appreciation)
31,407,719
 —
 —
31,407,719
Total
$32,529,386
$4,261,512,585
$38,670,027
$4,332,711,998
Liability Valuation Inputs
Description
Level 1
Level 2
Level 3
Total
Written Options(a)
$(2,538,674
)
$ —
$ —
$(2,538,674
)
Futures Contracts (unrealized depreciation)
(51,744,840
)
 —
 —
(51,744,840
)
Total
$(54,283,514
)
$ —
$ —
$(54,283,514
)
(a)
Details of the major categories of the Fund’s investments are reflected within the Portfolio of Investments.

The following is a reconciliation of Level 3 investments for which significant unobservable inputs were used to determine fair value as of December 31, 2025 and/or March 31, 2026:
 
Asset Valuation Inputs
Investments in Securities
Balance as of
December 31,
2025
Accrued
Discounts
(Premiums)
Realized
Gain (Loss)
Change in
Unrealized
Appreciation
(Depreciation)
Purchases
Sales
Transfers
into
Level 3
Transfers
out of
Level 3
Balance as of
March 31,
2026
Change in
Unrealized
Appreciation
(Depreciation)
from
Investments
Still Held at
March 31,
2026
Private Credit
ABS Other
$ —
$ —
$ —
$(188,833
)
$5,400,000
$ —
$ —
$ —
$5,211,167
$(188,833
)
Banking
 —
 —
 —
(368,253
)
21,850,000
 —
 —
 —
21,481,747
(368,253
)
Building Materials
 —
 —
 —
1,165,763
8,750,000
 —
 —
 —
9,915,763
1,165,763
Preferred Stocks
Non-Convertible Preferred Stocks
Office REITs
2,068,666
 —
 —
(7,316
)
 —
 —
 —
 —
2,061,350
(7,316
)
Total
$2,068,666
$ —
$ —
$601,361
$36,000,000
$ —
$ —
$ —
$38,670,027
$601,361