Shares or Principal Amount
|
| Market Value†
|
CORPORATE BONDS - 33.3% - (continued)
|
| Commercial Banks - 17.2% - (continued)
|
$
1,750,000
| ANZ New Zealand International Ltd. 5.96%, 02/18/2025, 3 mo. USD SOFR + 0.60%(1)(2)(6)
| $ 1,754,590
|
1,400,000
| Banco Santander SA 3.89%, 05/24/2024
| 1,396,592
|
| Bank of America Corp.
|
|
1,025,000
| 3.84%, 04/25/2025, (3.84% fixed rate until 04/25/2024; 6 mo. USD SOFR + 1.11% thereafter)(5)
| 1,023,629
|
925,000
| 5.08%, 01/20/2027, (5.08% fixed rate until 01/20/2026; 6 mo. USD SOFR + 1.29% thereafter)(5)
|
920,537
|
1,525,000
| 6.04%, 04/22/2025, 3 mo. USD SOFR + 0.69%(2)
| 1,525,211
|
2,000,000
| Bank of America NA 5.65%, 08/18/2025
| 2,012,396
|
| Bank of New York Mellon
|
|
430,000
| 5.15%, 05/22/2026, (5.15% fixed rate until 05/22/2025; 6 mo. USD SOFR + 1.07% thereafter)(5)
| 429,212
|
1,000,000
| 5.22%, 11/21/2025, (5.22% fixed rate until 11/21/2024; 6 mo. USD SOFR + 0.80% thereafter)(5)
| 998,264
|
3,675,000
| Bank of Nova Scotia 5.73%, 07/31/2024, 3 mo. USD SOFR + 0.38%(2)
| 3,675,978
|
| Banque Federative du Credit Mutuel SA
|
|
1,000,000
| 4.52%, 07/13/2025(1)(6)
| 990,342
|
1,250,000
| 4.94%, 01/26/2026(1)
| 1,242,203
|
875,000
| 5.90%, 07/13/2026(1)
| 886,550
|
950,000
| Barclays PLC 7.33%, 11/02/2026, (7.33% fixed rate until 11/02/2025; 1 yr. USD CMT + 3.05% thereafter)(5)
| 973,446
|
1,125,000
| BPCE SA 5.20%, 01/18/2027(1)
| 1,127,609
|
1,400,000
| Citigroup, Inc. 6.05%, 01/25/2026, 3 mo. USD SOFR + 0.69%(2)
| 1,401,520
|
| Citizens Bank NA
|
|
1,025,000
| 4.12%, 05/23/2025, (4.12% fixed rate until 05/23/2024; 6 mo. USD SOFR + 1.40% thereafter)(5)
| 1,021,032
|
750,000
| 6.06%, 10/24/2025, (6.06% fixed rate until 10/24/2024; 6 mo. USD SOFR + 1.45% thereafter)(5)
| 747,051
|
1,250,000
| Commonwealth Bank of Australia 5.08%, 01/10/2025
| 1,246,851
|
2,190,000
| Credit Agricole SA 5.59%, 07/05/2026(1)
| 2,207,554
|
750,000
| Credit Suisse AG 4.75%, 08/09/2024
| 747,267
|
| Danske Bank AS
|
|
1,180,000
| 6.26%, 09/22/2026, (6.26% fixed rate until 09/22/2025; 1 yr. USD CMT + 1.18% thereafter)(1)(5)
| 1,191,593
|
750,000
| 6.47%, 01/09/2026, (6.47% fixed rate until 01/09/2025; 1 yr. USD CMT + 2.10% thereafter)(1)(5)
| 752,914
|
1,880,000
| Fifth Third Bank NA 5.85%, 10/27/2025, (5.85% fixed rate until 10/27/2024; 6 mo. USD SOFR + 1.23% thereafter)(5)
| 1,878,676
|
| Goldman Sachs Group, Inc.
|
|
1,250,000
| 5.70%, 11/01/2024
| 1,250,525
|
1,750,000
| 5.80%, 08/10/2026, (5.80% fixed rate until 08/10/2025; 6 mo. USD SOFR + 1.08% thereafter)(5)
| 1,756,032
|
1,500,000
| 5.86%, 09/10/2024, 3 mo. USD SOFR + 0.50%(2)
| 1,500,536
|
1,250,000
| HSBC Holdings PLC 7.34%, 11/03/2026, (7.34% fixed rate until 11/03/2025; 6 mo. USD SOFR + 3.03% thereafter)(5)
| 1,286,250
|
1,025,000
| HSBC USA, Inc. 3.75%, 05/24/2024
| 1,022,661
|