| Principal Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: 96.1% | |
| | | Basic Materials: 5.8% | | |
| 1,510,000 | (1) | Aruba Investments, Inc., 8.750%, 02/15/2023 | $ 1,523,054 | 0.2 |
| 1,700,000 | | CF Industries, Inc., 5.375%, 03/15/2044 | 1,843,735 | 0.3 |
| 750,000 | | Cleveland-Cliffs, Inc., 5.750%, 03/01/2025 | 640,819 | 0.1 |
| 2,510,000 | (1) | Cleveland-Cliffs, Inc., 6.750%, 03/15/2026 | 2,428,425 | 0.3 |
| 1,425,000 | (1) | Compass Minerals International, Inc., 6.750%, 12/01/2027 | 1,498,658 | 0.2 |
| 700,000 | (1) | Constellium SE, 5.625%, 06/15/2028 | 691,719 | 0.1 |
| 1,450,000 | (1) | Constellium SE, 5.750%, 05/15/2024 | 1,455,285 | 0.2 |
| 500,000 | (1),(2) | Constellium SE, 5.875%, 02/15/2026 | 503,732 | 0.1 |
| 1,000,000 | (1),(2) | Constellium SE, 6.625%, 03/01/2025 | 1,014,385 | 0.1 |
| 1,660,000 | (1) | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | 1,568,874 | 0.2 |
| 3,475,000 | (2) | Freeport-McMoRan, Inc., 4.125%, 03/01/2028 | 3,378,864 | 0.5 |
| 350,000 | | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | 339,829 | 0.0 |
| 950,000 | | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | 967,912 | 0.1 |
| 1,950,000 | | Hecla Mining Co., 7.250%, 02/15/2028 | 1,984,125 | 0.3 |
| 1,760,000 | (1) | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | 1,839,200 | 0.3 |
| 1,200,000 | | Methanex Corp., 5.650%, 12/01/2044 | 951,360 | 0.1 |
| 2,950,000 | (1) | Novelis Corp., 5.875%, 09/30/2026 | 2,953,451 | 0.4 |
| 1,250,000 | (1),(2) | OCI NV, 5.250%, 11/01/2024 | 1,204,688 | 0.2 |
| 1,650,000 | (1) | OCI NV, 6.625%, 04/15/2023 | 1,666,500 | 0.2 |
| 1,350,000 | | Olin Corp., 5.125%, 09/15/2027 | 1,266,172 | 0.2 |
| 1,750,000 | (1) | PolyOne Corp., 5.750%, 05/15/2025 | 1,803,594 | 0.3 |
| 2,375,000 | (1) | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | 2,436,893 | 0.3 |
| 1,760,000 | (1) | SPCM SA, 4.875%, 09/15/2025 | 1,779,158 | 0.2 |
| 1,975,000 | (1) | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.375%, 09/01/2025 | 1,877,484 | 0.3 |
| 2,475,000 | (1),(2) | Tronox, Inc., 6.500%, 04/15/2026 | 2,320,065 | 0.3 |
| 265,000 | (1) | Tronox, Inc., 6.500%, 05/01/2025 | 266,822 | 0.0 |
| 1,825,000 | (1) | WR Grace & Co-Conn, 4.875%, 06/15/2027 | 1,857,905 | 0.3 |
| | | | 42,062,708 | 5.8 |
| | | Communications: 20.0% | | |
| 1,900,000 | (1),(2) | Altice Finco SA, 7.625%, 02/15/2025 | 1,982,944 | 0.3 |
| 1,725,000 | (1) | Altice France Holding SA, 6.000%, 02/15/2028 | 1,640,915 | 0.2 |
| 3,175,000 | (1) | Altice France Holding SA, 10.500%, 05/15/2027 | 3,511,312 | 0.5 |
| 2,225,000 | (1) | Altice France SA/France, 7.375%, 05/01/2026 | 2,325,103 | 0.3 |
| 1,925,000 | (1) | Altice France SA/France, 8.125%, 02/01/2027 | 2,110,079 | 0.3 |
| 1,625,000 | | AMC Networks, Inc., 4.750%, 08/01/2025 | 1,599,171 | 0.2 |
| 1,650,000 | (1) | C&W Senior Financing DAC, 7.500%, 10/15/2026 | 1,691,918 | 0.2 |
| 1,625,000 | | CSC Holdings LLC, 5.875%, 09/15/2022 | 1,701,741 | 0.2 |
| 355,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | 359,881 | 0.1 |
| 950,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 4.750%, 03/01/2030 | 973,484 | 0.1 |
| 3,625,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 3,755,681 | 0.5 |
| 1,675,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 1,731,112 | 0.2 |
| 2,125,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | 2,207,014 | 0.3 |
| 3,600,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | 3,731,562 | 0.5 |
| 875,000 | | CenturyLink, Inc., 5.625%, 04/01/2025 | 907,029 | 0.1 |
| 875,000 | | CenturyLink, Inc., 5.800%, 03/15/2022 | 901,009 | 0.1 |
| 2,125,000 | (2) | Clear Channel Worldwide Holdings, Inc., 9.250%, 02/15/2024 | 1,976,749 | 0.3 |
| 3,250,000 | (1) | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | 3,146,975 | 0.4 |
| 300,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 271,113 | 0.0 |
| 1,485,000 | (1) | CommScope, Inc., 7.125%, 07/01/2028 | 1,488,861 | 0.2 |
| 2,750,000 | (1) | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | 2,603,975 | 0.4 |
| 1,925,000 | (2) | Consolidated Communications, Inc., 6.500%, 10/01/2022 | 1,779,422 | 0.2 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | | |
| | | Communications: (continued) | | |
| 4,350,000 | | CSC Holdings LLC, 5.250%, 06/01/2024 | $ 4,630,466 | 0.6 |
| 2,250,000 | (1) | CSC Holdings LLC, 5.500%, 05/15/2026 | 2,315,869 | 0.3 |
| 1,670,000 | (1) | CSC Holdings LLC, 5.750%, 01/15/2030 | 1,746,645 | 0.2 |
| 1,025,000 | (1) | CSC Holdings LLC, 7.500%, 04/01/2028 | 1,121,509 | 0.2 |
| 2,375,000 | (1) | Cumulus Media New Holdings, Inc., 6.750%, 07/01/2026 | 2,197,979 | 0.3 |
| 900,000 | (1) | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | 656,928 | 0.1 |
| 3,525,000 | (1) | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | 1,898,318 | 0.3 |
| 875,000 | | DISH DBS Corp., 5.000%, 03/15/2023 | 874,138 | 0.1 |
| 1,925,000 | | DISH DBS Corp., 5.875%, 07/15/2022 | 1,961,623 | 0.3 |
| 2,525,000 | | DISH DBS Corp., 5.875%, 11/15/2024 | 2,514,357 | 0.4 |
| 1,605,000 | (1) | DISH DBS Corp., 7.375%, 07/01/2028 | 1,602,994 | 0.2 |
| 900,000 | (1) | Dolya Holdco 18 DAC, 5.000%, 07/15/2028 | 892,980 | 0.1 |
| 2,150,000 | | Embarq Corp., 7.995%, 06/01/2036 | 2,419,223 | 0.3 |
| 2,500,000 | (1),(2) | Entercom Media Corp., 7.250%, 11/01/2024 | 2,184,112 | 0.3 |
| 535,000 | (1) | Expedia Group, Inc., 6.250%, 05/01/2025 | 572,407 | 0.1 |
| 1,000,000 | (1) | Expedia Group, Inc., 7.000%, 05/01/2025 | 1,042,060 | 0.1 |
| 925,000 | (1),(3) | Frontier Communications Corp., 8.000%, 04/01/2027 | 940,429 | 0.1 |
| 1,450,000 | (1) | Gray Television, Inc., 7.000%, 05/15/2027 | 1,490,093 | 0.2 |
| 1,050,000 | (1) | GTT Communications, Inc., 7.875%, 12/31/2024 | 554,531 | 0.1 |
| 2,000,000 | (2) | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | 2,082,880 | 0.3 |
| 875,000 | (1) | iHeartCommunications, Inc., 5.250%, 08/15/2027 | 839,291 | 0.1 |
| 2,975,000 | (2) | iHeartCommunications, Inc., 8.375%, 05/01/2027 | 2,731,600 | 0.4 |
| 2,700,000 | (1) | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | 2,758,563 | 0.4 |
| 975,000 | | Level 3 Financing, Inc., 5.125%, 05/01/2023 | 977,540 | 0.1 |
| 1,625,000 | | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 1,678,081 | 0.2 |
| 955,000 | (1),(2) | Match Group, Inc., 4.125%, 08/01/2030 | 936,645 | 0.1 |
| 505,000 | (1) | Match Group, Inc., 4.625%, 06/01/2028 | 512,840 | 0.1 |
| 1,600,000 | (1) | MDC Partners, Inc., 6.500%, 05/01/2024 | 1,493,000 | 0.2 |
| 3,150,000 | (2) | Meredith Corp., 6.875%, 02/01/2026 | 2,622,785 | 0.4 |
| 1,650,000 | (1) | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | 1,681,251 | 0.2 |
| 1,400,000 | (1) | Netflix, Inc., 4.875%, 06/15/2030 | 1,499,484 | 0.2 |
| 2,575,000 | | Netflix, Inc., 5.875%, 11/15/2028 | 2,933,144 | 0.4 |
| 1,300,000 | (1),(2) | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | 1,313,137 | 0.2 |
| 2,225,000 | (1) | Nexstar Broadcasting, Inc., 5.625%, 07/15/2027 | 2,230,629 | 0.3 |
| 405,000 | (1) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 369,992 | 0.1 |
| 2,425,000 | (1) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 2,491,166 | 0.3 |
| 3,175,000 | | Sprint Communications, Inc., 6.000%, 11/15/2022 | 3,353,165 | 0.5 |
| 6,850,000 | | Sprint Corp., 7.125%, 06/15/2024 | 7,746,939 | 1.1 |
| 1,275,000 | | Sprint Corp., 7.625%, 03/01/2026 | 1,507,923 | 0.2 |
| 355,000 | (1) | TEGNA, Inc., 4.625%, 03/15/2028 | 328,668 | 0.0 |
| 1,925,000 | (1) | TEGNA, Inc., 5.000%, 09/15/2029 | 1,815,545 | 0.3 |
| 1,375,000 | | Telecom Italia Capital SA, 6.000%, 09/30/2034 | 1,498,619 | 0.2 |
| 1,500,000 | | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 1,692,848 | 0.2 |
| 2,750,000 | (1) | Terrier Media Buyer, Inc., 8.875%, 12/15/2027 | 2,643,438 | 0.4 |
| 2,200,000 | | T-Mobile USA, Inc., 5.125%, 04/15/2025 | 2,256,353 | 0.3 |
| 3,800,000 | | T-Mobile USA, Inc., 5.375%, 04/15/2027 | 4,010,539 | 0.6 |
| 2,710,000 | (1) | Univision Communications, Inc., 6.625%, 06/01/2027 | 2,598,213 | 0.4 |
| 1,000,000 | (1) | Univision Communications, Inc., 9.500%, 05/01/2025 | 1,065,000 | 0.2 |
| 1,500,000 | (2),(4) | ViacomCBS, Inc., 6.250%, 02/28/2057 | 1,541,670 | 0.2 |
| 2,050,000 | (1) | ViaSat, Inc., 5.625%, 09/15/2025 | 1,968,215 | 0.3 |
| 400,000 | (1),(2) | ViaSat, Inc., 5.625%, 04/15/2027 | 410,426 | 0.1 |
| 1,035,000 | (1) | ViaSat, Inc., 6.500%, 07/15/2028 | 1,037,805 | 0.1 |
| 1,875,000 | (1) | Virgin Media Secured Finance PLC, 5.500%, 05/15/2029 | 1,979,428 | 0.3 |
| 325,000 | (1) | VTR Comunicaciones SpA, 5.125%, 01/15/2028 | 333,288 | 0.1 |
| 1,225,000 | (1) | VTR Finance NV, 6.375%, 07/15/2028 | 1,263,306 | 0.2 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | | |
| | | Communications: (continued) | | |
| 2,935,000 | (1) | Zayo Group Holdings, Inc., 6.125%, 03/01/2028 | $ 2,859,336 | 0.4 |
| | | | 145,076,463 | 20.0 |
| | | | | |
| | | Consumer, Cyclical: 19.9% | | |
| 5,225,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 5,207,731 | 0.7 |
| 1,080,000 | (1) | Adams Homes, Inc., 7.500%, 02/15/2025 | 1,064,475 | 0.1 |
| 2,725,000 | (1) | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | 2,259,802 | 0.3 |
| 665,000 | (1),(2) | Adient US LLC, 9.000%, 04/15/2025 | 719,247 | 0.1 |
| 2,425,000 | (1),(2) | Allison Transmission, Inc., 5.875%, 06/01/2029 | 2,529,045 | 0.3 |
| 1,625,000 | | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | 532,187 | 0.1 |
| 945,000 | (1) | AMC Entertainment Holdings, Inc., 10.500%, 04/15/2025 | 770,246 | 0.1 |
| 1,950,000 | (2) | American Axle & Manufacturing, Inc., 6.875%, 07/01/2028 | 1,937,754 | 0.3 |
| 860,000 | (1) | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | 836,887 | 0.1 |
| 925,000 | (1) | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | 904,187 | 0.1 |
| 375,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.625%, 01/15/2028 | 369,375 | 0.0 |
| 1,000,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | 986,145 | 0.1 |
| 1,950,000 | | Boyd Gaming Corp., 6.000%, 08/15/2026 | 1,820,442 | 0.3 |
| 1,925,000 | (1) | Boyd Gaming Corp., 8.625%, 06/01/2025 | 2,015,234 | 0.3 |
| 2,200,000 | (1) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 1,917,322 | 0.3 |
| 1,215,000 | (1) | CCM Merger, Inc., 6.000%, 03/15/2022 | 1,206,647 | 0.2 |
| 1,145,000 | (2) | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/2024 | 1,088,351 | 0.1 |
| 2,950,000 | | Century Communities, Inc., 5.875%, 07/15/2025 | 2,946,003 | 0.4 |
| 1,875,000 | (1) | Cinemark USA, Inc., 8.750%, 05/01/2025 | 1,948,828 | 0.3 |
| 1,875,000 | (1) | Colt Merger Sub, Inc., 6.250%, 07/01/2025 | 1,865,062 | 0.3 |
| 1,550,000 | (1) | Colt Merger Sub, Inc., 8.125%, 07/01/2027 | 1,511,250 | 0.2 |
| 350,000 | (1),(5) | Core & Main Holdings L.P., 8.625% (PIK Rate 9.375%, Cash Rate 8.625%), 09/15/2024 | 351,617 | 0.0 |
| 2,950,000 | (1) | Core & Main L.P., 6.125%, 08/15/2025 | 2,949,307 | 0.4 |
| 3,325,000 | | Dana, Inc., 5.500%, 12/15/2024 | 3,362,057 | 0.5 |
| 745,000 | | Dana, Inc., 5.625%, 06/15/2028 | 741,417 | 0.1 |
| 2,725,000 | | Delta Air Lines, Inc., 2.900%, 10/28/2024 | 2,212,175 | 0.3 |
| 1,075,000 | (1) | Delta Air Lines, Inc., 7.000%, 05/01/2025 | 1,110,818 | 0.2 |
| 455,000 | | Delta Air Lines, Inc., 7.375%, 01/15/2026 | 440,656 | 0.1 |
| 2,000,000 | | Ford Motor Co., 9.000%, 04/22/2025 | 2,166,250 | 0.3 |
| 1,550,000 | | Ford Motor Credit Co. LLC, 4.250%, 09/20/2022 | 1,525,138 | 0.2 |
| 2,625,000 | | Ford Motor Credit Co. LLC, 4.542%, 08/01/2026 | 2,516,719 | 0.3 |
| 2,625,000 | (2) | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | 2,571,096 | 0.4 |
| 300,000 | | Ford Motor Credit Co. LLC, 5.125%, 06/16/2025 | 301,434 | 0.0 |
| 2,350,000 | | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | 2,377,648 | 0.3 |
| 1,215,000 | (1),(2) | Golden Entertainment, Inc., 7.625%, 04/15/2026 | 1,121,402 | 0.2 |
| 2,475,000 | (1) | Golden Nugget, Inc., 6.750%, 10/15/2024 | 1,782,000 | 0.2 |
| 2,700,000 | | H&E Equipment Services, Inc., 5.625%, 09/01/2025 | 2,733,466 | 0.4 |
| 500,000 | | Hilton Domestic Operating Co., Inc., 5.125%, 05/01/2026 | 499,595 | 0.1 |
| 760,000 | (1) | Hilton Domestic Operating Co., Inc., 5.750%, 05/01/2028 | 770,925 | 0.1 |
| 1,375,000 | (1) | IAA, Inc., 5.500%, 06/15/2027 | 1,424,631 | 0.2 |
| 1,500,000 | (1) | Installed Building Products, Inc., 5.750%, 02/01/2028 | 1,505,340 | 0.2 |
| 518,000 | (1) | International Game Technology PLC, 6.250%, 02/15/2022 | 524,009 | 0.1 |
| 1,465,000 | (1),(2) | International Game Technology PLC, 6.500%, 02/15/2025 | 1,502,541 | 0.2 |
| 350,000 | (1) | IRB Holding Corp., 7.000%, 06/15/2025 | 360,719 | 0.0 |
| 2,850,000 | | L Brands, Inc., 6.750%, 07/01/2036 | 2,346,262 | 0.3 |
| 1,195,000 | (1) | L Brands, Inc., 6.875%, 07/01/2025 | 1,236,825 | 0.2 |
| 535,000 | (1) | L Brands, Inc., 9.375%, 07/01/2025 | 537,006 | 0.1 |
| 425,000 | | Lennar Corp., 8.375%, 01/15/2021 | 440,277 | 0.1 |
| 2,800,000 | | Lennar Corp., 5.250%, 06/01/2026 | 3,033,968 | 0.4 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | | |
| | | Consumer, Cyclical: (continued) | | |
| 540,000 | | Lennar Corp., 5.375%, 10/01/2022 | $ 569,573 | 0.1 |
| 975,000 | (1) | Levi Strauss & Co., 5.000%, 05/01/2025 | 982,220 | 0.1 |
| 1,950,000 | (1) | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | 1,869,358 | 0.3 |
| 1,650,000 | | M/I Homes, Inc., 4.950%, 02/01/2028 | 1,644,844 | 0.2 |
| 775,000 | | M/I Homes, Inc., 5.625%, 08/01/2025 | 785,575 | 0.1 |
| 250,000 | | Mattel, Inc., 5.450%, 11/01/2041 | 208,494 | 0.0 |
| 2,825,000 | (1),(2) | Mattel, Inc., 5.875%, 12/15/2027 | 2,939,695 | 0.4 |
| 1,425,000 | | Meritage Homes Corp., 5.125%, 06/06/2027 | 1,472,823 | 0.2 |
| 1,550,000 | | Meritage Homes Corp., 7.000%, 04/01/2022 | 1,636,823 | 0.2 |
| 750,000 | (1) | MGM China Holdings Ltd., 5.875%, 05/15/2026 | 774,030 | 0.1 |
| 327,000 | (2) | MGM Resorts International, 5.500%, 04/15/2027 | 316,610 | 0.0 |
| 772,000 | (2) | MGM Resorts International, 5.750%, 06/15/2025 | 765,735 | 0.1 |
| 1,175,000 | (2) | MGM Resorts International, 6.000%, 03/15/2023 | 1,189,811 | 0.2 |
| 2,200,000 | (1),(2) | Michaels Stores, Inc., 8.000%, 07/15/2027 | 1,915,782 | 0.3 |
| 2,300,000 | (1) | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | 2,294,986 | 0.3 |
| 2,250,000 | (1),(2) | Motion Bondco DAC, 6.625%, 11/15/2027 | 1,959,784 | 0.3 |
| 1,575,000 | | Murphy Oil USA, Inc., 4.750%, 09/15/2029 | 1,614,084 | 0.2 |
| 450,000 | | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | 466,227 | 0.1 |
| 1,775,000 | (1) | Navistar International Corp., 6.625%, 11/01/2025 | 1,686,436 | 0.2 |
| 1,800,000 | (1),(2) | Penn National Gaming, Inc., 5.625%, 01/15/2027 | 1,685,592 | 0.2 |
| 1,425,000 | (1) | PetSmart, Inc., 5.875%, 06/01/2025 | 1,432,987 | 0.2 |
| 3,750,000 | (1) | PetSmart, Inc., 7.125%, 03/15/2023 | 3,705,150 | 0.5 |
| 2,240,000 | (1) | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | 2,287,600 | 0.3 |
| 455,000 | (1),(2) | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | 451,648 | 0.1 |
| 2,100,000 | (1) | Royal Caribbean Cruises Ltd., 11.500%, 06/01/2025 | 2,190,794 | 0.3 |
| 1,150,000 | (1) | Scientific Games International, Inc., 5.000%, 10/15/2025 | 1,065,797 | 0.1 |
| 800,000 | | Scientific Games International, Inc., 6.625%, 05/15/2021 | 803,860 | 0.1 |
| 750,000 | (1) | Scientific Games International, Inc., 7.000%, 05/15/2028 | 601,267 | 0.1 |
| 800,000 | (1) | Scientific Games International, Inc., 8.250%, 03/15/2026 | 711,364 | 0.1 |
| 950,000 | (1) | Scientific Games International, Inc., 8.625%, 07/01/2025 | 890,340 | 0.1 |
| 2,510,000 | (1) | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | 2,251,169 | 0.3 |
| 715,000 | (1) | Six Flags Theme Parks, Inc., 7.000%, 07/01/2025 | 742,259 | 0.1 |
| 2,425,000 | | Sonic Automotive, Inc., 6.125%, 03/15/2027 | 2,409,383 | 0.3 |
| 1,450,000 | (1) | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | 1,323,125 | 0.2 |
| 675,000 | (1) | Station Casinos LLC, 4.500%, 02/15/2028 | 569,109 | 0.1 |
| 2,000,000 | (1),(2) | Station Casinos LLC, 5.000%, 10/01/2025 | 1,766,250 | 0.2 |
| 2,600,000 | (2) | Tempur Sealy International, Inc., 5.500%, 06/15/2026 | 2,632,019 | 0.4 |
| 825,000 | (2) | Tenneco, Inc., 5.000%, 07/15/2026 | 538,341 | 0.1 |
| 1,800,000 | | TRI Pointe Group, Inc., 5.700%, 06/15/2028 | 1,836,000 | 0.3 |
| 1,600,000 | | United Airlines Holdings, Inc., 4.250%, 10/01/2022 | 1,362,504 | 0.2 |
| 1,600,000 | | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | 1,282,624 | 0.2 |
| 1,450,000 | (1) | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | 1,469,299 | 0.2 |
| 1,950,000 | (1) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 1,165,486 | 0.2 |
| 1,055,000 | (1),(2) | Viking Cruises Ltd., 13.000%, 05/15/2025 | 1,117,641 | 0.2 |
| 450,000 | (1),(2) | VOC Escrow Ltd., 5.000%, 02/15/2028 | 335,167 | 0.0 |
| 535,000 | (1) | William Carter Co/The, 5.500%, 05/15/2025 | 552,722 | 0.1 |
| 1,700,000 | (1) | William Carter Co/The, 5.625%, 03/15/2027 | 1,755,938 | 0.2 |
| 550,000 | | Winnebago Industries, 6.250%, 07/15/2028 | 550,000 | 0.1 |
| 2,100,000 | (1) | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | 2,027,813 | 0.3 |
| 500,000 | (1) | Wolverine World Wide, Inc., 6.375%, 05/15/2025 | 525,938 | 0.1 |
| | | | 144,013,594 | 19.9 |
| | | | | |
| | | Consumer, Non-cyclical: 18.1% | | |
| 435,000 | | Acadia Healthcare Co., Inc., 5.125%, 07/01/2022 | 435,348 | 0.1 |
| 2,475,000 | (1) | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | 2,490,469 | 0.3 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | | |
| | | Consumer, Non-cyclical: (continued) | | |
| 925,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | $ 947,320 | 0.1 |
| 2,100,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | 2,170,266 | 0.3 |
| 2,625,000 | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 6.625%, 06/15/2024 | 2,693,250 | 0.4 |
| 1,275,000 | (1) | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | 1,342,887 | 0.2 |
| 2,525,000 | (1) | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | 2,665,112 | 0.4 |
| 1,700,000 | (1) | AMN Healthcare, Inc., 4.625%, 10/01/2027 | 1,660,364 | 0.2 |
| 4,775,000 | (1) | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | 5,076,899 | 0.7 |
| 1,900,000 | (1) | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | 1,804,753 | 0.3 |
| 675,000 | (1) | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | 690,566 | 0.1 |
| 1,025,000 | (1) | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | 1,041,072 | 0.1 |
| 1,350,000 | (1) | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | 1,392,781 | 0.2 |
| 1,825,000 | (1),(2) | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | 1,776,902 | 0.2 |
| 1,875,000 | (1) | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | 1,949,662 | 0.3 |
| 350,000 | | Centene Corp., 3.375%, 02/15/2030 | 353,946 | 0.1 |
| 3,200,000 | | Centene Corp., 4.625%, 12/15/2029 | 3,396,064 | 0.5 |
| 1,400,000 | | Centene Corp., 4.750%, 01/15/2025 | 1,434,944 | 0.2 |
| 925,000 | | Centene Corp., 4.750%, 01/15/2025 | 948,088 | 0.1 |
| 900,000 | (1) | Centene Corp., 5.375%, 06/01/2026 | 936,652 | 0.1 |
| 2,450,000 | (1) | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/2025 | 2,371,882 | 0.3 |
| 2,725,000 | | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | 2,572,155 | 0.4 |
| 2,525,000 | (1) | CHS/Community Health Systems, Inc., 6.625%, 02/15/2025 | 2,379,812 | 0.3 |
| 2,100,000 | (1) | Cott Holdings, Inc., 5.500%, 04/01/2025 | 2,116,159 | 0.3 |
| 1,740,000 | (1) | DaVita, Inc., 4.625%, 06/01/2030 | 1,731,517 | 0.2 |
| 1,525,000 | | DaVita, Inc., 5.125%, 07/15/2024 | 1,553,212 | 0.2 |
| 829,000 | (1),(2) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 6.000%, 06/30/2028 | 538,850 | 0.1 |
| 542,000 | (1),(2) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 9.500%, 07/31/2027 | 575,983 | 0.1 |
| 3,325,000 | (1) | Garda World Security Corp., 8.750%, 05/15/2025 | 3,376,920 | 0.5 |
| 300,000 | (1),(2) | Garda World Security Corp., 9.500%, 11/01/2027 | 317,757 | 0.0 |
| 485,000 | (1) | Garda World Security Corp., 4.625%, 02/15/2027 | 479,241 | 0.1 |
| 1,800,000 | (1) | Gartner, Inc., 4.500%, 07/01/2028 | 1,825,560 | 0.3 |
| 2,085,000 | (1) | Graham Holdings Co., 5.750%, 06/01/2026 | 2,163,584 | 0.3 |
| 1,650,000 | | HCA, Inc., 3.500%, 09/01/2030 | 1,590,862 | 0.2 |
| 5,000,000 | | HCA, Inc., 5.375%, 02/01/2025 | 5,370,275 | 0.7 |
| 1,125,000 | | HCA, Inc., 5.625%, 09/01/2028 | 1,257,435 | 0.2 |
| 1,675,000 | (1) | Hill-Rom Holdings, Inc., 4.375%, 09/15/2027 | 1,719,697 | 0.2 |
| 685,000 | (1) | Jaguar Holding Co. II / PPD Development L.P., 4.625%, 06/15/2025 | 698,409 | 0.1 |
| 1,730,000 | (1) | Jaguar Holding Co. II / PPD Development L.P., 5.000%, 06/15/2028 | 1,774,331 | 0.2 |
| 2,225,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | 2,259,076 | 0.3 |
| 1,650,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | 1,746,641 | 0.2 |
| 1,675,000 | (1) | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 5.500%, 01/15/2030 | 1,719,706 | 0.2 |
| 2,500,000 | (1) | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | 2,668,363 | 0.4 |
| 2,550,000 | | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | 2,509,811 | 0.3 |
| 4,650,000 | | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | 5,120,154 | 0.7 |
| 1,150,000 | | Kraft Heinz Foods Co., 5.000%, 06/04/2042 | 1,212,960 | 0.2 |
| 1,500,000 | (1) | Kraft Heinz Foods Co., 5.500%, 06/01/2050 | 1,604,363 | 0.2 |
| 2,425,000 | (1) | LifePoint Health, Inc., 4.375%, 02/15/2027 | 2,297,688 | 0.3 |
| 1,075,000 | (1) | Molina Healthcare, Inc., 4.375%, 06/15/2028 | 1,079,703 | 0.2 |
| 1,200,000 | | Molina Healthcare, Inc., 5.375%, 11/15/2022 | 1,226,670 | 0.2 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | | |
| | | Consumer, Non-cyclical: (continued) | | |
| 2,825,000 | (1) | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | $ 2,637,801 | 0.4 |
| 1,450,000 | | New Albertsons L.P., 7.450%, 08/01/2029 | 1,571,162 | 0.2 |
| 1,728,000 | (1) | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | 1,779,054 | 0.2 |
| 1,950,000 | (1) | Pilgrim's Pride Corp., 5.750%, 03/15/2025 | 1,947,153 | 0.3 |
| 1,450,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 1,453,647 | 0.2 |
| 650,000 | (1),(2),(5) | Polaris Intermediate Corp., 8.500% (PIK Rate 9.250%, Cash Rate 8.500%), 12/01/2022 | 574,025 | 0.1 |
| 4,925,000 | (1) | Post Holdings, Inc., 5.625%, 01/15/2028 | 5,108,776 | 0.7 |
| 2,925,000 | (1) | Select Medical Corp., 6.250%, 08/15/2026 | 2,963,552 | 0.4 |
| 1,150,000 | (1) | Spectrum Brands, Inc., 5.500%, 07/15/2030 | 1,154,313 | 0.2 |
| 2,625,000 | | Spectrum Brands, Inc., 5.750%, 07/15/2025 | 2,702,136 | 0.4 |
| 1,725,000 | (2) | Tenet Healthcare Corp., 5.125%, 05/01/2025 | 1,666,712 | 0.2 |
| 3,825,000 | (2) | Tenet Healthcare Corp., 6.750%, 06/15/2023 | 3,800,138 | 0.5 |
| 1,025,000 | | Tenet Healthcare Corp., 8.125%, 04/01/2022 | 1,078,095 | 0.2 |
| 1,750,000 | (2) | Teva Pharmaceutical Finance Netherlands III BV, 6.000%, 04/15/2024 | 1,802,194 | 0.2 |
| 1,650,000 | | United Rentals North America, Inc., 4.875%, 01/15/2028 | 1,693,832 | 0.2 |
| 650,000 | | United Rentals North America, Inc., 5.250%, 01/15/2030 | 672,630 | 0.1 |
| 1,350,000 | | United Rentals North America, Inc., 6.500%, 12/15/2026 | 1,420,065 | 0.2 |
| 1,775,000 | (1) | Vizient, Inc., 6.250%, 05/15/2027 | 1,865,632 | 0.3 |
| 2,125,000 | (1) | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | 2,062,557 | 0.3 |
| | | | 131,019,595 | 18.1 |
| | | | | |
| | | Energy: 10.6% | | |
| 2,000,000 | (2) | Apache Corp., 4.375%, 10/15/2028 | 1,766,970 | 0.2 |
| 2,000,000 | | Apache Corp., 5.100%, 09/01/2040 | 1,645,513 | 0.2 |
| 1,200,000 | (1) | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | 1,101,360 | 0.1 |
| 700,000 | (1) | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | 661,433 | 0.1 |
| 750,000 | | Cenovus Energy, Inc., 3.800%, 09/15/2023 | 705,674 | 0.1 |
| 200,000 | | Cenovus Energy, Inc., 5.250%, 06/15/2037 | 173,094 | 0.0 |
| 1,125,000 | | Cenovus Energy, Inc., 5.400%, 06/15/2047 | 966,749 | 0.1 |
| 3,100,000 | (1),(2) | CNX Resources Corp., 7.250%, 03/14/2027 | 2,855,937 | 0.4 |
| 2,500,000 | | Comstock Resources, Inc., 9.750%, 08/15/2026 | 2,345,862 | 0.3 |
| 460,000 | | Comstock Resources, Inc., 9.750%, 08/15/2026 | 430,675 | 0.1 |
| 1,525,000 | | Continental Resources, Inc./OK, 5.000%, 09/15/2022 | 1,502,987 | 0.2 |
| 1,575,000 | | Continental Resources, Inc., 4.900%, 06/01/2044 | 1,257,504 | 0.2 |
| 1,874,000 | (2) | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | 1,624,542 | 0.2 |
| 1,025,000 | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.250%, 04/01/2023 | 914,920 | 0.1 |
| 955,000 | | DCP Midstream Operating L.P., 5.125%, 05/15/2029 | 913,639 | 0.1 |
| 955,000 | | DCP Midstream Operating L.P., 5.375%, 07/15/2025 | 950,812 | 0.1 |
| 65,000 | | DCP Midstream Operating L.P., 5.600%, 04/01/2044 | 52,279 | 0.0 |
| 1,800,000 | | DCP Midstream Operating L.P., 5.625%, 07/15/2027 | 1,818,000 | 0.2 |
| 2,200,000 | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | 2,043,019 | 0.3 |
| 2,795,000 | (2) | EnLink Midstream LLC, 5.375%, 06/01/2029 | 2,104,369 | 0.3 |
| 3,600,000 | (1) | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | 3,750,750 | 0.5 |
| 975,000 | | EQM Midstream Partners L.P., 5.500%, 07/15/2028 | 930,862 | 0.1 |
| 1,475,000 | (1) | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | 1,493,437 | 0.2 |
| 85,000 | (1) | EQM Midstream Partners L.P., 6.500%, 07/01/2027 | 87,281 | 0.0 |
| 1,100,000 | (2) | Genesis Energy L.P. / Genesis Energy Finance Corp., 6.250%, 05/15/2026 | 947,584 | 0.1 |
| 900,000 | (1) | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | 867,024 | 0.1 |
| 1,403,000 | (1) | Hess Midstream Operations L.P., 5.625%, 02/15/2026 | 1,391,453 | 0.2 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | |
| | | Energy: (continued) | | |
| 2,000,000 | (1) | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | $ 1,866,310 | 0.3 |
| 1,355,000 | (1) | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp., 6.000%, 08/01/2026 | 1,287,250 | 0.2 |
| 1,935,000 | | Montage Resources Corp., 8.875%, 07/15/2023 | 1,534,678 | 0.2 |
| 1,775,000 | (1) | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | 893,819 | 0.1 |
| 1,275,000 | | Murphy Oil Corp., 5.750%, 08/15/2025 | 1,154,672 | 0.2 |
| 950,000 | (2) | Murphy Oil Corp., 5.875%, 12/01/2027 | 836,893 | 0.1 |
| 1,900,000 | (1) | Nabors Industries Ltd., 7.250%, 01/15/2026 | 1,173,250 | 0.2 |
| 3,275,000 | | Nabors Industries, Inc., 5.750%, 02/01/2025 | 1,338,312 | 0.2 |
| 1,400,000 | (2) | Occidental Petroleum Corp., 2.600%, 08/13/2021 | 1,371,965 | 0.2 |
| 2,775,000 | (2) | Occidental Petroleum Corp., 2.700%, 08/15/2022 | 2,588,506 | 0.4 |
| 1,440,000 | | Occidental Petroleum Corp., 3.125%, 02/15/2022 | 1,386,288 | 0.2 |
| 6,050,000 | | Occidental Petroleum Corp., 4.200%, 03/15/2048 | 4,104,623 | 0.6 |
| 1,725,000 | | Occidental Petroleum Corp., 4.400%, 04/15/2046 | 1,205,611 | 0.2 |
| 1,950,000 | | Occidental Petroleum Corp., 8.500%, 07/15/2027 | 1,959,750 | 0.3 |
| 2,775,000 | (1) | Parsley Energy LLC / Parsley Finance Corp., 5.625%, 10/15/2027 | 2,739,799 | 0.4 |
| 3,625,000 | | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | 3,502,439 | 0.5 |
| 2,220,000 | | QEP Resources, Inc., 5.250%, 05/01/2023 | 1,472,138 | 0.2 |
| 500,000 | | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | 494,323 | 0.1 |
| 45,000 | | Sunoco L.P. / Sunoco Finance Corp., 5.500%, 02/15/2026 | 43,810 | 0.0 |
| 45,000 | | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | 44,830 | 0.0 |
| 1,450,000 | | Sunoco L.P. / Sunoco Finance Corp., 6.000%, 04/15/2027 | 1,438,806 | 0.2 |
| 2,075,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 1,800,903 | 0.2 |
| 2,125,000 | | Transocean, Inc., 6.800%, 03/15/2038 | 642,685 | 0.1 |
| 1,150,000 | (1),(2) | Viper Energy Partners L.P., 5.375%, 11/01/2027 | 1,130,002 | 0.2 |
| 925,000 | | Western Midstream Operating L.P., 5.300%, 03/01/2048 | 755,031 | 0.1 |
| 3,325,000 | (2) | Western Midstream Operating L.P., 5.450%, 04/01/2044 | 2,785,685 | 0.4 |
| 600,000 | (2) | WPX Energy, Inc., 4.500%, 01/15/2030 | 531,333 | 0.1 |
| 1,575,000 | | WPX Energy, Inc., 5.250%, 10/15/2027 | 1,474,007 | 0.2 |
| | | | 76,861,447 | 10.6 |
| | | | | |
| | | Financial: 3.8% | | |
| 1,850,000 | | Ally Financial, Inc., 5.750%, 11/20/2025 | 1,978,645 | 0.3 |
| 1,750,000 | (1) | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | 1,832,031 | 0.2 |
| 3,125,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 3,028,047 | 0.4 |
| 2,575,000 | (1),(2) | Freedom Mortgage Corp., 8.250%, 04/15/2025 | 2,557,271 | 0.4 |
| 1,585,000 | (4) | JPMorgan Chase & Co., 4.600%, 12/31/2199 | 1,415,167 | 0.2 |
| 1,725,000 | (1) | LPL Holdings, Inc., 4.625%, 11/15/2027 | 1,708,828 | 0.2 |
| 1,775,000 | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | 1,850,748 | 0.3 |
| 675,000 | | MPT Operating Partnership L.P. / MPT Finance Corp., 4.625%, 08/01/2029 | 679,536 | 0.1 |
| 2,150,000 | | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 2,215,908 | 0.3 |
| 700,000 | | MPT Operating Partnership L.P. / MPT Finance Corp., 5.500%, 05/01/2024 | 711,596 | 0.1 |
| 600,000 | | Navient Corp., 5.000%, 03/15/2027 | 505,317 | 0.1 |
| 925,000 | | Navient Corp., 7.250%, 09/25/2023 | 906,967 | 0.1 |
| 2,475,000 | (1) | Quicken Loans LLC, 5.250%, 01/15/2028 | 2,581,190 | 0.4 |
| 1,200,000 | (1),(2) | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | 1,216,800 | 0.2 |
| 3,375,000 | (2) | Springleaf Finance Corp., 5.375%, 11/15/2029 | 3,193,425 | 0.4 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | | |
| | | Financial: (continued) | | |
| 850,000 | | Springleaf Finance Corp., 6.625%, 01/15/2028 | $ 842,937 | 0.1 |
| | | | 27,224,413 | 3.8 |
| | | | | |
| | | Industrial: 9.1% | | |
| 2,030,000 | (1) | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | 2,113,524 | 0.3 |
| 500,000 | | AECOM, 5.125%, 03/15/2027 | 539,280 | 0.1 |
| 2,475,000 | | AECOM, 5.875%, 10/15/2024 | 2,679,447 | 0.4 |
| 1,375,000 | (1) | Amsted Industries, Inc., 5.625%, 07/01/2027 | 1,422,864 | 0.2 |
| 3,325,000 | (1),(5) | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500%), 06/30/2027 | 3,295,291 | 0.5 |
| 2,125,000 | (1) | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | 2,140,714 | 0.3 |
| 2,950,000 | (1),(2) | Berry Global, Inc., 5.625%, 07/15/2027 | 3,040,432 | 0.4 |
| 2,750,000 | (1) | BMC East LLC, 5.500%, 10/01/2024 | 2,780,649 | 0.4 |
| 650,000 | (1),(2) | Bombardier, Inc., 6.000%, 10/15/2022 | 456,592 | 0.1 |
| 1,675,000 | (1) | Bombardier, Inc., 8.750%, 12/01/2021 | 1,368,952 | 0.2 |
| 1,275,000 | (1) | Builders FirstSource, Inc., 5.000%, 03/01/2030 | 1,201,490 | 0.2 |
| 1,220,000 | (1) | Builders FirstSource, Inc., 6.750%, 06/01/2027 | 1,252,556 | 0.2 |
| 1,525,000 | (1) | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | 1,515,469 | 0.2 |
| 2,625,000 | (1) | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | 2,672,578 | 0.4 |
| 1,750,000 | (1) | Clark Equipment Co., 5.875%, 06/01/2025 | 1,797,031 | 0.2 |
| 1,025,000 | (1) | Clean Harbors, Inc., 4.875%, 07/15/2027 | 1,054,920 | 0.1 |
| 800,000 | (1) | Clean Harbors, Inc., 5.125%, 07/15/2029 | 832,076 | 0.1 |
| 525,000 | (1) | GFL Environmental, Inc., 4.250%, 06/01/2025 | 530,578 | 0.1 |
| 1,050,000 | (1) | GFL Environmental, Inc., 7.000%, 06/01/2026 | 1,095,738 | 0.1 |
| 1,035,000 | (1) | GFL Environmental, Inc., 8.500%, 05/01/2027 | 1,127,959 | 0.2 |
| 1,475,000 | (1) | Granite US Holdings Corp., 11.000%, 10/01/2027 | 1,438,767 | 0.2 |
| 2,050,000 | (1) | James Hardie International Finance DAC, 4.750%, 01/15/2025 | 2,093,347 | 0.3 |
| 2,475,000 | (1),(2) | Koppers, Inc., 6.000%, 02/15/2025 | 2,414,635 | 0.3 |
| 2,175,000 | (1),(2) | Norbord, Inc., 5.750%, 07/15/2027 | 2,226,243 | 0.3 |
| 2,450,000 | (1) | PGT Innovations, Inc., 6.750%, 08/01/2026 | 2,483,222 | 0.3 |
| 2,340,000 | (1) | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | 2,277,113 | 0.3 |
| 1,950,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | 1,975,730 | 0.3 |
| 1,050,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | 1,055,413 | 0.1 |
| 1,375,000 | (1),(2) | Sealed Air Corp., 5.500%, 09/15/2025 | 1,483,137 | 0.2 |
| 1,725,000 | (1) | Silgan Holdings, Inc., 4.125%, 02/01/2028 | 1,714,219 | 0.2 |
| 2,150,000 | (1) | SSL Robotics LLC, 9.750%, 12/31/2023 | 2,305,875 | 0.3 |
| 695,000 | (1) | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | 705,706 | 0.1 |
| 1,030,000 | (1) | Standard Industries, Inc./NJ, 6.000%, 10/15/2025 | 1,063,357 | 0.1 |
| 2,115,000 | (1),(2) | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | 2,217,704 | 0.3 |
| 600,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | 594,687 | 0.1 |
| 1,500,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | 1,539,090 | 0.2 |
| 1,640,000 | | TransDigm, Inc., 5.500%, 11/15/2027 | 1,436,173 | 0.2 |
| 1,850,000 | | TransDigm, Inc., 6.375%, 06/15/2026 | 1,694,156 | 0.2 |
| 1,275,000 | | TransDigm, Inc., 6.500%, 05/15/2025 | 1,195,561 | 0.2 |
| 420,000 | | Vertical Holdco GmbH, 7.625%, 07/15/2028 | 420,000 | 0.1 |
| 660,000 | | Vertical US Newco, Inc., 5.250%, 07/15/2027 | 660,000 | 0.1 |
| | | | 65,912,275 | 9.1 |
| | | | | |
| | | REITs - Hotels: 1.3% | | |
| 690,000 | (1) | Iron Mountain, Inc., 5.000%, 07/15/2028 | 675,769 | 0.1 |
| 1,130,000 | (1) | Iron Mountain, Inc., 5.250%, 07/15/2030 | 1,110,027 | 0.2 |
| 920,000 | (1) | Iron Mountain, Inc., 5.625%, 07/15/2032 | 920,943 | 0.1 |
| 400,000 | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.500%, 01/15/2028 | 390,936 | 0.1 |
| 910,000 | (1) | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | 895,285 | 0.1 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | | |
| | | REITs - Hotels: (continued) | | |
| 2,825,000 | (1) | SBA Communications Corp., 3.875%, 02/15/2027 | $ 2,817,104 | 0.4 |
| 2,255,000 | | Service Properties Trust, 4.375%, 02/15/2030 | 1,813,714 | 0.2 |
| 535,000 | | Service Properties Trust, 7.500%, 09/15/2025 | 562,168 | 0.1 |
| | | | 9,185,946 | 1.3 |
| | | | | |
| | | Technology: 5.2% | | |
| 2,875,000 | (1) | Ascend Learning LLC, 6.875%, 08/01/2025 | 2,906,682 | 0.4 |
| 695,000 | (1) | Boxer Parent Co., Inc., 7.125%, 10/02/2025 | 731,262 | 0.1 |
| 695,000 | (1) | Boxer Parent Co., Inc., 9.125%, 03/01/2026 | 722,366 | 0.1 |
| 1,100,000 | (1) | Castle US Holding Corp., 9.500%, 02/15/2028 | 1,020,079 | 0.1 |
| 875,000 | | CDW LLC / CDW Finance Corp., 4.125%, 05/01/2025 | 879,922 | 0.1 |
| 950,000 | | CDW LLC / CDW Finance Corp., 5.000%, 09/01/2025 | 979,787 | 0.1 |
| 1,675,000 | (2) | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | 1,825,574 | 0.3 |
| 4,350,000 | (1) | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | 4,305,717 | 0.6 |
| 315,000 | (1) | Dell International LLC / EMC Corp., 5.875%, 06/15/2021 | 315,587 | 0.0 |
| 1,550,000 | (1),(2) | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | 1,607,253 | 0.2 |
| 1,850,000 | (2) | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | 1,829,160 | 0.3 |
| 1,105,000 | (1) | Entegris, Inc., 4.375%, 04/15/2028 | 1,129,862 | 0.2 |
| 495,000 | (1) | Entegris, Inc., 4.625%, 02/10/2026 | 503,568 | 0.1 |
| 2,715,000 | (1) | Microchip Technology, Inc., 4.250%, 09/01/2025 | 2,739,961 | 0.4 |
| 1,325,000 | (1) | MSCI, Inc., 4.000%, 11/15/2029 | 1,353,739 | 0.2 |
| 1,560,000 | (1) | MTS Systems Corp., 5.750%, 08/15/2027 | 1,436,854 | 0.2 |
| 375,000 | (1) | Open Text Corp., 3.875%, 02/15/2028 | 361,699 | 0.0 |
| 1,150,000 | (1) | Open Text Corp., 5.875%, 06/01/2026 | 1,195,914 | 0.2 |
| 1,850,000 | (1) | Open Text Holdings, Inc., 4.125%, 02/15/2030 | 1,821,963 | 0.2 |
| 2,000,000 | (1) | RP Crown Parent LLC, 7.375%, 10/15/2024 | 2,002,290 | 0.3 |
| 1,825,000 | (1) | Science Applications International Corp., 4.875%, 04/01/2028 | 1,822,409 | 0.2 |
| 3,250,000 | (1) | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | 3,300,749 | 0.5 |
| 3,300,000 | (1),(2) | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | 2,965,529 | 0.4 |
| | | | 37,757,926 | 5.2 |
| | | | | |
| | | Utilities: 2.3% | | |
| 2,075,000 | (1) | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | 2,118,326 | 0.3 |
| 2,700,000 | (1) | Drax Finco PLC, 6.625%, 11/01/2025 | 2,774,533 | 0.4 |
| 2,475,000 | (1),(2) | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | 2,506,965 | 0.3 |
| 1,150,000 | (2) | NRG Energy, Inc., 5.750%, 01/15/2028 | 1,215,912 | 0.2 |
| 1,675,000 | | NRG Energy, Inc., 6.625%, 01/15/2027 | 1,752,887 | 0.2 |
| 1,550,000 | | PG&E Corp., 5.000%, 07/01/2028 | 1,548,063 | 0.2 |
| 1,800,000 | (2) | PG&E Corp., 5.250%, 07/01/2030 | 1,813,500 | 0.3 |
| 1,300,000 | (1) | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | 1,333,859 | 0.2 |
| 1,450,000 | (1) | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | 1,491,238 | 0.2 |
| | | | 16,555,283 | 2.3 |
| | | | | |
| | Total Corporate Bonds/Notes | | |
| | (Cost $688,689,126) | 695,669,650 | 96.1 |
| | | | | |
| BANK LOANS: 0.7% | | |
| | | Consumer, Non-cyclical: 0.2% | | |
| 999,375 | | Bellring Brands LLC - TL B 1L, 6.000%, (US0001M + 5.000%), 10/10/2024 | 996,252 | 0.1 |
| 942,821 | | Envision Healthcare Corporation 2018 1st Lien Term Loan, 3.928%, (US0003M + 3.750%), 09/28/2025 | 633,711 | 0.1 |
| | | | 1,629,963 | 0.2 |
| | | | | |
| | | Containers & Glass Products: 0.1% | | |
| 850,838 | | Reynolds Group Holdings Inc. USD 2017 Term Loan, 2.928%, (US0001M + 2.750%), 02/05/2023 | 814,039 | 0.1 |
| | | | | |
| | | Electronics/Electrical: 0.3% | | |
| 1,917,194 | | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 4.000%, (US0003M + 3.000%), 11/03/2023 | 1,825,169 | 0.3 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| BANK LOANS: (continued) | | |
| | | Health Care: 0.1% | | |
| 785,394 | | Bausch Health Companies, Inc. 2018 Term Loan B, 3.190%, (US0001M + 3.000%), 06/02/2025 | $ 763,673 | 0.1 |
| | | | | |
| | Total Bank Loans | | |
| | (Cost $5,172,797) | 5,032,844 | 0.7 |
| | | | | |
| CONVERTIBLE BONDS/NOTES: 0.1% | | |
| | | Communications: 0.1% | | |
| 625,000 | | DISH Network Corp., 3.375%, 08/15/2026 | 575,696 | 0.1 |
| | | | | |
| | Total Convertible Bonds/Notes | | |
| | (Cost $619,800) | 575,696 | 0.1 |
| | | | | |
| Shares | | | Value | Percentage
of Net
Assets |
| COMMON STOCK: 0.2% |
| | | Consumer Staples: 0.2% | | |
| 27,789 | (6),(7) | Southeastern Grocers, Inc. | 1,250,505 | 0.2 |
| | | | | |
| | Total Common Stock | | |
| | (Cost $848,084) | 1,250,505 | 0.2 |
| | | | | |
| | Total Long-Term Investments | | |
| | (Cost $695,329,807) | 702,528,695 | 97.1 |
| | | | | |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| SHORT-TERM INVESTMENTS: 12.4% |
| | | Commercial Paper: 0.3% | | |
| 3,000,000 | | UnitedHealth Group, Inc., 0.350%, 07/10/2020 | | |
| | | (Cost $2,999,828) | 2,999,714 | 0.3 |
| | | | | |
| | | Floating Rate Notes: 0.7% | | |
| 525,000 | (8) | Bank of Montreal, 0.200%, 07/13/2020 | 525,011 | 0.1 |
| 250,000 | (8) | Commonwealth Bank of Australia, 0.360%, 07/06/2020 | 249,998 | 0.1 |
| 325,000 | (8) | J.P. Morgan Securities LLC, 0.360%, 07/08/2020 | 325,015 | 0.1 |
| 950,000 | (8) | Lloyds Bank PLC, 0.310%, 07/31/2020 | 950,118 | 0.1 |
| 950,000 | (8) | Oversea-Chinese Banking Corp., Ltd., 0.300%, 07/15/2020 | 950,058 | 0.1 |
| 800,000 | (8) | Royal Bank of Canada, 0.350%, 07/17/2020 | 800,073 | 0.1 |
| 950,000 | (8) | Svenska Handelsbanken AB, 0.330%, 07/07/2020 | 950,032 | 0.1 |
| | | | | |
| | Total Floating Rate Notes | | |
| | (Cost $4,750,305) | 4,750,305 | 0.7 |
| | | | | |
| | | Repurchase Agreements: 7.2% | | |
| 2,510,485 | (8) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/20, 0.14%, due 07/01/20 (Repurchase Amount $2,510,495, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,560,695, due 08/13/20-05/20/70) | 2,510,485 | 0.3 |
| 14,343,500 | (8) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $14,343,539, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $14,630,370, due 08/01/20-02/20/70) | 14,343,500 | 2.0 |
| 7,051,525 | (8) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $7,051,554, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $7,192,586, due 07/31/20-11/15/49) | 7,051,525 | 1.0 |
| 14,343,456 | (8) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $14,343,491, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $14,630,326, due 07/31/21-05/20/70) | 14,343,456 | 2.0 |
Principal
Amount† | | | Value | | Percentage
of Net
Assets |
| SHORT-TERM INVESTMENTS: (continued) |
| | | Repurchase Agreements (continued) | | | |
| 3,864,571 | (8) | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $3,864,583, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $3,941,862, due 07/15/20-06/01/50) | $ 3,864,571 | | 0.5 |
| 9,076,639 | (8) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $9,076,661, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $9,258,172, due 07/31/20-07/01/50) | 9,076,639 | | 1.2 |
| 1,205,118 | (8) | Royal Bank of Canada, Repurchase Agreement dated 06/30/20, 0.26%, due 07/01/20 (Repurchase Amount $1,205,127, collateralized by various U.S. Government Securities, 0.000%-8.700%, Market Value plus accrued interest $1,258,692, due 10/27/20-05/27/40) | 1,205,118 | | 0.2 |
| | | | | | |
| | Total Repurchase Agreements | | | |
| | (Cost $52,395,294) | 52,395,294 | | 7.2 |
| | | | | | |
| Shares | | | Value | | Percentage
of Net
Assets |
| | | Mutual Funds(8): 4.2% | | | |
| 1,380,000 | (8),(9) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | 1,380,000 | | 0.2 |
| 27,329,000 | (8),(9) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | 27,329,000 | | 3.8 |
| 1,418,000 | (8),(9) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | 1,418,000 | | 0.2 |
| | Total Mutual Funds | | | |
| | (Cost $30,127,000) | 30,127,000 | | 4.2 |
| | | | | | |
| | Total Short-Term Investments | | | |
| | (Cost $90,272,427) | 90,272,313 | | 12.4 |
| | | | | | |
| | Total Investments in Securities
(Cost $785,602,234) | $ 792,801,008 | | 109.5 |
| | Liabilities in Excess of Other Assets | (68,650,538 ) | | (9.5) |
| | Net Assets | $ 724,150,470 | | 100.0 |
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the assets and liabilities:
At June 30, 2020, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were:
